WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,311 COMMITMENTS 70,030 73,671 38,759 162,769 134,135 271,558 246,565 21,753 46,746 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -5,990) -1,675 2,951 550 -1,267 -7,706 -2,392 -4,205 -3,598 -1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 25.1 13.2 55.5 45.7 92.6 84.1 7.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 70 125 89 58 104 191 276 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,052,778 COMMITMENTS 281,131 101,001 128,740 538,952 620,920 948,823 850,661 103,955 202,117 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -13,057) -8,053 324 -144 -3,747 -14,029 -11,944 -13,849 -1,113 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 9.6 12.2 51.2 59.0 90.1 80.8 9.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 683) 155 124 141 193 319 428 534 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,577 COMMITMENTS 2,566 1,203 355 9,713 10,924 12,634 12,482 1,943 2,095 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -17) -383 45 -49 472 -298 40 -302 -57 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 8.3 2.4 66.6 74.9 86.7 85.6 13.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 9 2 17 14 32 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 376,479 COMMITMENTS 102,432 48,497 56,177 175,638 197,662 334,247 302,336 42,232 74,143 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 5,698) -6,481 7,649 5,569 8,493 -7,841 7,581 5,377 -1,883 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 12.9 14.9 46.7 52.5 88.8 80.3 11.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 130 112 89 83 165 259 339 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 20,476 COMMITMENTS 16,627 3,547 433 2 3,229 17,062 7,209 3,414 13,267 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -475) -899 -199 -318 -1 -155 -1,218 -672 743 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.2 17.3 2.1 0.0 15.8 83.3 35.2 16.7 64.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 9 4 1 9 12 22 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 263,338 COMMITMENTS 27,918 26,664 55,313 161,422 158,163 244,653 240,140 18,685 23,198 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 9,923) -750 1,133 3,665 8,951 1,780 11,866 6,578 -1,943 3,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.1 21.0 61.3 60.1 92.9 91.2 7.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 37 46 54 65 58 140 144 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,294 COMMITMENTS 132,790 174,178 22,249 631,176 538,517 786,215 734,944 133,079 184,350 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -9,688) 8,011 -2,443 -6,200 1,183 -9,402 2,994 -18,045 -12,682 8,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 18.9 2.4 68.7 58.6 85.5 79.9 14.5 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 31 52 24 68 87 114 148 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 170,864 COMMITMENTS 38,819 8,473 18,907 85,555 128,230 143,281 155,610 27,583 15,254 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,479) -2,751 2,425 -2,508 8,167 1,149 2,908 1,066 -1,429 413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 5.0 11.1 50.1 75.0 83.9 91.1 16.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 43 19 36 65 58 133 100 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,093 COMMITMENTS 2,517 1,140 525 5,089 7,145 8,131 8,810 1,962 1,283 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,080) 21 31 -264 -1,103 -1,026 -1,346 -1,259 266 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 11.3 5.2 50.4 70.8 80.6 87.3 19.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 11 6 18 21 38 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 835,361 COMMITMENTS 172,749 164,151 6,652 530,595 569,732 709,996 740,535 125,365 94,826 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -115,213) -17,490 -9,709 -12,257 -87,142 -77,261 -116,889 -99,227 1,676 -15,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 19.7 0.8 63.5 68.2 85.0 88.6 15.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 35 40 20 83 97 128 147 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,711,469 COMMITMENTS 263,653 242,199 45,859 1097909 1063147 1407421 1351205 304,048 360,264 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -87,468) -23,714 -21,186 -31,302 -20,946 -20,371 -75,962 -72,859 -11,506 -14,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 14.2 2.7 64.2 62.1 82.2 79.0 17.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 43 67 31 94 115 155 195 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,504,601 COMMITMENTS 399,487 198,171 13,212 851,584 1079008 1264283 1290391 240,318 214,210 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -77,607) -52,960 -3,966 -5,148 -17,460 -46,893 -75,568 -56,007 -2,039 -21,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 13.2 0.9 56.6 71.7 84.0 85.8 16.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 42 38 19 86 79 137 127 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 548,300 COMMITMENTS 228,463 33,517 36,257 242,778 451,529 507,498 521,303 40,802 26,997 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -50,545) -16,359 -2,505 -7,178 -31,416 -41,448 -54,953 -51,131 4,408 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 6.1 6.6 44.3 82.4 92.6 95.1 7.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 38 16 20 57 50 103 80 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,317 COMMITMENTS 17,030 14,241 2,343 20,423 14,870 39,796 31,454 521 8,863 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 4,120) 267 213 638 4,241 1,098 5,146 1,949 -1,026 2,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 35.3 5.8 50.7 36.9 98.7 78.0 1.3 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 21 12 15 11 39 38 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 115,137 COMMITMENTS 47,370 50,649 1,783 51,142 49,901 100,295 102,333 14,842 12,804 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,034) -1,739 -294 105 3,171 1,491 1,537 1,302 497 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 44.0 1.5 44.4 43.3 87.1 88.9 12.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 43 47 14 31 29 81 83 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 59,554 COMMITMENTS 14,399 9,121 1,684 42,904 48,162 58,987 58,967 567 587 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,063) 527 2 -593 -1,511 -950 -1,577 -1,541 514 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 15.3 2.8 72.0 80.9 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 11 3 15 12 26 25 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 67,752 COMMITMENTS 22,288 1,503 2,112 36,420 57,095 60,820 60,710 6,932 7,042 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 8,804) 570 -1,109 1,925 -571 1,202 1,924 2,018 6,880 6,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 2.2 3.1 53.8 84.3 89.8 89.6 10.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 7 2 12 10 20 18
Updated September 12, 2008