WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,475 COMMITMENTS 79,193 73,158 52,002 182,701 162,128 313,896 287,288 26,579 53,187 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 11,447) 2,363 -1,605 7,079 934 3,457 10,376 8,931 1,071 2,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 21.5 15.3 53.7 47.6 92.2 84.4 7.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 95 111 105 71 105 234 278 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,220,735 COMMITMENTS 334,969 108,821 174,018 585,243 701,971 1094230 984,810 126,505 235,925 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -7,140) -19,739 12,806 -10,943 11,595 -16,601 -19,087 -14,738 11,947 7,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 8.9 14.3 47.9 57.5 89.6 80.7 10.4 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758) 166 148 169 208 353 470 613 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,929 COMMITMENTS 2,584 663 572 9,700 12,150 12,856 13,385 2,073 1,544 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -667) -282 169 87 -94 -1,102 -289 -846 -378 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 4.4 3.8 65.0 81.4 86.1 89.7 13.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 6 6 16 17 37 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,411 COMMITMENTS 124,220 38,749 50,012 176,751 228,821 350,983 317,582 42,428 75,829 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,081) 694 1,922 -2,158 1,456 -6,137 -8 -6,373 -5,073 1,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 9.8 12.7 44.9 58.2 89.2 80.7 10.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484) 142 115 109 91 191 295 377 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,509 COMMITMENTS 18,450 3,867 1,207 2 3,273 19,659 8,347 2,850 14,162 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 584) 286 618 44 0 132 330 794 254 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.0 17.2 5.4 0.0 14.5 87.3 37.1 12.7 62.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 11 9 1 10 16 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 246,098 COMMITMENTS 35,253 17,612 46,746 139,676 159,933 221,675 224,291 24,423 21,807 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,601) -3,394 -4,980 -7,905 6,053 3,509 -5,246 -9,376 -355 3,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 7.2 19.0 56.8 65.0 90.1 91.1 9.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 50 31 52 64 58 146 129 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 857,390 COMMITMENTS 138,518 188,843 3,519 599,524 500,804 741,561 693,166 115,829 164,224 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 8,729) 18,194 96 976 -15,772 6,150 3,398 7,222 5,331 1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 22.0 0.4 69.9 58.4 86.5 80.8 13.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 27 52 17 62 82 96 144 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 185,266 COMMITMENTS 47,738 5,875 26,384 79,690 135,926 153,812 168,185 31,454 17,081 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,273) -128 -338 -1,792 5,224 5,297 3,304 3,167 -1,031 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 3.2 14.2 43.0 73.4 83.0 90.8 17.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 64 16 48 70 68 160 121 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,846 COMMITMENTS 2,216 1,113 574 8,065 9,727 10,855 11,414 1,991 1,432 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -118) -187 -60 229 50 -415 92 -246 -210 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 8.7 4.5 62.8 75.7 84.5 88.9 15.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 14 8 6 21 20 38 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 891,937 COMMITMENTS 137,381 206,595 7,381 634,909 588,404 779,671 802,380 112,266 89,557 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 13,868) -10,366 782 698 22,252 10,927 12,584 12,407 1,284 1,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 23.2 0.8 71.2 66.0 87.4 90.0 12.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 38 47 23 84 97 135 154 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,817,373 COMMITMENTS 240,683 325,119 49,734 1235200 1102542 1525617 1477395 291,756 339,978 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 50,928) 9,675 -33,841 11,085 10,137 95,786 30,897 73,030 20,031 -22,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 17.9 2.7 68.0 60.7 83.9 81.3 16.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 46 66 36 108 115 175 196 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,564,440 COMMITMENTS 385,800 192,032 36,411 922,171 1110482 1344382 1338925 220,058 225,515 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 49,223) 43,375 -13,174 1,085 1,863 52,446 46,323 40,357 2,900 8,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 12.3 2.3 58.9 71.0 85.9 85.6 14.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 41 36 21 87 87 136 136 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 568,417 COMMITMENTS 261,482 32,843 20,391 246,329 485,489 528,202 538,723 40,215 29,694 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -73,724) -38,062 -4,176 -2,007 -23,894 -63,533 -63,963 -69,716 -9,761 -4,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 5.8 3.6 43.3 85.4 92.9 94.8 7.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 44 12 26 51 47 101 81 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,488 COMMITMENTS 15,682 14,111 1,025 11,845 8,294 28,552 23,430 3,936 9,058 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 557) 721 -148 15 40 65 776 -68 -219 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 43.4 3.2 36.5 25.5 87.9 72.1 12.1 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 16 7 11 7 36 25 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 113,776 COMMITMENTS 53,108 39,132 2,840 39,368 57,277 95,316 99,249 18,460 14,527 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 1,637) 2,420 -563 270 1,060 1,148 3,750 855 -2,113 782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 34.4 2.5 34.6 50.3 83.8 87.2 16.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 50 43 15 23 25 79 77 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 55,848 COMMITMENTS 14,965 9,479 1,020 39,797 45,149 55,782 55,648 66 200 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,313) -206 1,334 477 -3,424 -5,133 -3,153 -3,322 -160 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 17.0 1.8 71.3 80.8 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 14 3 16 12 28 28 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 57,997 COMMITMENTS 18,343 1,825 0 39,647 55,974 57,990 57,799 7 198 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,491) 1,078 668 0 -2,576 -2,116 -1,498 -1,448 7 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 3.1 0.0 68.4 96.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 10 0 10 11 17 21
Updated August 8, 2008