WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,716 COMMITMENTS 76,798 82,143 42,089 188,433 160,799 307,320 285,031 24,396 46,685 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 2,519) 3,439 2,601 -387 -796 -1,413 2,256 801 263 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 24.8 12.7 56.8 48.5 92.6 85.9 7.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 92 108 88 66 106 217 262 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,300,222 COMMITMENTS 394,361 115,125 182,456 603,877 774,515 1180694 1072096 119,528 228,126 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 17,241) -16,060 16,750 11,844 23,050 -14,585 18,834 14,009 -1,593 3,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 8.9 14.0 46.4 59.6 90.8 82.5 9.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804) 220 131 180 190 357 502 615 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,631 COMMITMENTS 3,947 473 454 9,189 14,690 13,590 15,617 3,041 1,014 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -509) -305 15 -25 237 -264 -93 -274 -416 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 2.8 2.7 55.3 88.3 81.7 93.9 18.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 24 4 6 17 17 42 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,324 COMMITMENTS 153,194 37,359 57,381 192,021 282,135 402,596 376,875 56,728 82,449 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -13,132) 3,561 4,024 -8,861 -8,463 -8,980 -13,763 -13,817 631 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 8.1 12.5 41.8 61.4 87.6 82.0 12.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 164 95 122 104 193 333 374 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 21,437 COMMITMENTS 17,892 3,202 661 2 3,127 18,555 6,990 2,882 14,447 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -953) -983 -245 100 -3 69 -886 -76 -67 -877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.5 14.9 3.1 0.0 14.6 86.6 32.6 13.4 67.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 8 4 1 9 13 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,038 COMMITMENTS 44,892 17,887 53,577 136,312 175,839 234,781 247,303 27,257 14,735 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,818) -830 -274 2,652 1,834 477 3,656 2,855 -1,838 -1,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 6.8 20.4 52.0 67.1 89.6 94.4 10.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 49 29 52 61 55 145 118 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,096 COMMITMENTS 161,922 201,427 3,552 620,029 533,722 785,503 738,701 133,593 180,395 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 9,804) -1,516 8,822 583 1,818 -815 885 8,590 8,919 1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 21.9 0.4 67.5 58.1 85.5 80.4 14.5 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 29 50 20 71 79 112 137 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 217,674 COMMITMENTS 62,808 7,598 40,564 75,243 150,677 178,615 198,839 39,059 18,835 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -2,491) -158 467 670 -4,048 -5,504 -3,536 -4,367 1,045 1,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 3.5 18.6 34.6 69.2 82.1 91.3 17.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 77 17 62 64 59 171 130 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,125 COMMITMENTS 2,632 863 445 7,408 10,672 10,485 11,980 2,640 1,145 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -944) -247 -50 -17 -355 -717 -619 -784 -325 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 6.6 3.4 56.4 81.3 79.9 91.3 20.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 7 9 24 20 44 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 896,831 COMMITMENTS 178,878 217,273 6,690 594,397 581,606 779,965 805,569 116,866 91,262 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -22,303) -15,367 -983 2,142 -3,295 -25,915 -16,520 -24,756 -5,783 2,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 24.2 0.7 66.3 64.9 87.0 89.8 13.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 44 42 17 82 87 133 139 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,809,127 COMMITMENTS 279,045 322,622 29,157 1182491 1102190 1490693 1453969 318,434 355,158 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -34,706) -19,199 40,200 -1,808 -30,264 -44,266 -51,271 -5,874 16,565 -28,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 17.8 1.6 65.4 60.9 82.4 80.4 17.6 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 53 67 33 105 115 176 197 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,589,048 COMMITMENTS 396,694 214,785 8,486 959,336 1136992 1364516 1360263 224,532 228,785 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -41,974) -77,465 -859 -1,055 32,571 -7,641 -45,949 -9,555 3,975 -32,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 13.5 0.5 60.4 71.6 85.9 85.6 14.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 39 42 14 86 77 130 128 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 632,279 COMMITMENTS 300,977 40,044 20,240 262,271 535,042 583,488 595,326 48,791 36,953 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,052) -5,412 5,027 -1,045 12,153 3,199 5,696 7,181 -6,748 -8,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 6.3 3.2 41.5 84.6 92.3 94.2 7.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 45 12 22 53 46 103 76 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,842 COMMITMENTS 4,385 1,079 766 1,161 7,075 6,312 8,920 5,530 2,922 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 9.1 6.5 9.8 59.7 53.3 75.3 46.7 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 2 4 2 6 13 12 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,163 COMMITMENTS 12,637 14,709 1,001 12,595 8,595 26,233 24,305 5,930 7,858 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 2,503) 417 1,069 19 738 342 1,174 1,430 1,329 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 45.7 3.1 39.2 26.7 81.6 75.6 18.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 14 5 13 8 34 22 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 113,947 COMMITMENTS 50,047 43,225 1,722 41,668 53,674 93,437 98,621 20,510 15,326 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 12,677) 4,934 3,934 426 6,868 7,231 12,228 11,591 449 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 37.9 1.5 36.6 47.1 82.0 86.5 18.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 40 46 7 25 20 68 70 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 56,459 COMMITMENTS 15,728 7,256 773 39,687 48,238 56,188 56,267 271 192 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 436) 459 -262 -40 26 992 445 690 -9 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 12.9 1.4 70.3 85.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 14 3 13 11 25 27 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 58,677 COMMITMENTS 17,331 1,795 0 41,325 56,622 58,656 58,417 21 260 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,421) 1,094 -745 0 -2,530 -714 -1,436 -1,459 15 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 3.1 0.0 70.4 96.5 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 12 0 10 11 15 23
Updated July 18, 2008