WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,301 COMMITMENTS 71,705 70,720 38,209 164,036 141,841 273,950 250,770 25,351 48,531 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -25,618) 1,673 7,120 -13,014 -13,259 -19,990 -24,600 -25,884 -1,018 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 23.6 12.8 54.8 47.4 91.5 83.8 8.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 78 124 89 60 108 205 271 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,065,835 COMMITMENTS 289,184 100,677 128,884 542,699 634,949 960,767 864,510 105,068 201,325 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -61,682) -8,413 -3,759 -30,405 -14,109 -21,714 -52,927 -55,878 -8,755 -5,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 9.4 12.1 50.9 59.6 90.1 81.1 9.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698) 154 124 151 192 325 436 551 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,594 COMMITMENTS 2,949 1,158 404 9,241 11,222 12,594 12,784 2,000 1,810 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -7) 34 37 93 188 -77 315 53 -322 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 7.9 2.8 63.3 76.9 86.3 87.6 13.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 9 3 17 14 36 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,781 COMMITMENTS 108,913 40,848 50,608 167,145 205,503 326,666 296,959 44,115 73,822 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -11,700) -2,052 -4,194 -4,202 -3,593 -3,450 -9,847 -11,846 -1,853 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 11.0 13.6 45.1 55.4 88.1 80.1 11.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456) 138 105 95 80 171 264 347 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 20,951 COMMITMENTS 17,526 3,746 751 3 3,384 18,280 7,881 2,671 13,070 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -658) 138 -81 -508 0 19 -370 -570 -288 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.7 17.9 3.6 0.0 16.2 87.3 37.6 12.7 62.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 11 6 1 10 14 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 253,415 COMMITMENTS 28,668 25,531 51,648 152,471 156,383 232,787 233,562 20,628 19,853 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -6,046) 2,013 564 -1,805 -5,264 -6,106 -5,056 -7,347 -990 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 10.1 20.4 60.2 61.7 91.9 92.2 8.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 39 49 57 62 59 143 144 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 928,982 COMMITMENTS 124,779 176,621 28,449 629,993 547,919 783,221 752,989 145,761 175,993 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 6,282) 17,341 12,905 207 -3,787 5,322 13,761 18,434 -7,479 -12,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 19.0 3.1 67.8 59.0 84.3 81.1 15.7 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 29 49 22 67 85 112 140 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 169,385 COMMITMENTS 41,570 6,048 21,415 77,388 127,081 140,373 154,544 29,012 14,841 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,541) 412 347 1,441 -2,368 -3,315 -515 -1,527 -1,026 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 3.6 12.6 45.7 75.0 82.9 91.2 17.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 50 15 41 62 61 136 110 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,173 COMMITMENTS 2,496 1,109 789 6,192 8,171 9,477 10,069 1,696 1,104 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -489) -13 208 89 -587 -709 -511 -412 22 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 9.9 7.1 55.4 73.1 84.8 90.1 15.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 10 9 21 20 44 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 950,574 COMMITMENTS 190,239 173,860 18,909 617,737 646,993 826,885 839,762 123,689 110,812 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -14,009) 3,274 -16,406 -3,447 -5,391 21,037 -5,564 1,184 -8,445 -15,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 18.3 2.0 65.0 68.1 87.0 88.3 13.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 39 43 27 87 102 135 163 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,798,937 COMMITMENTS 287,367 263,385 77,161 1118855 1083518 1483383 1424064 315,554 374,873 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 18,935) 18,787 -10,468 992 -983 -7,918 18,796 -17,394 139 36,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 14.6 4.3 62.2 60.2 82.5 79.2 17.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 52 66 38 101 113 172 198 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,582,208 COMMITMENTS 452,447 202,137 18,360 869,044 1125901 1339851 1346398 242,357 235,810 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -145,299) -7,445 8,870 -16,789 -94,155 -121,049 -118,389 -128,968 -26,910 -16,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 12.8 1.2 54.9 71.2 84.7 85.1 15.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 46 40 17 91 91 147 138 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 598,845 COMMITMENTS 244,822 36,022 43,435 274,194 492,977 562,451 572,434 36,394 26,411 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,808) 1,881 1,820 5,074 -4,357 -2,236 2,598 4,658 -4,406 -6,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 6.0 7.3 45.8 82.3 93.9 95.6 6.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 42 16 22 57 50 105 83 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 36,197 COMMITMENTS 16,763 14,028 1,705 16,182 13,772 34,650 29,505 1,547 6,692 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -376) 233 -620 31 2,237 2,585 2,501 1,996 -2,877 -2,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 38.8 4.7 44.7 38.0 95.7 81.5 4.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 19 10 16 11 40 33 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 113,103 COMMITMENTS 49,109 50,943 1,678 47,971 48,410 98,758 101,031 14,345 12,072 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,119) 1,376 -743 -41 -1,211 2,823 124 2,039 -1,243 -3,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 45.0 1.5 42.4 42.8 87.3 89.3 12.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 46 44 15 25 26 76 80 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 60,617 COMMITMENTS 13,872 9,119 2,277 44,415 49,112 60,564 60,508 53 109 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 8,550) -303 47 1,529 7,334 6,977 8,560 8,553 -10 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 15.0 3.8 73.3 81.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 11 3 15 12 26 25 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 58,948 COMMITMENTS 21,718 2,612 187 36,991 55,893 58,896 58,692 52 256 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 3,666) 1,107 -515 0 2,579 4,233 3,686 3,718 -20 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 4.4 0.3 62.8 94.8 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 9 1 12 10 18 20
Updated September 5, 2008