WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,219 COMMITMENTS 69,405 78,600 38,626 161,303 128,604 269,334 245,830 22,885 46,389 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -10,255) -1,172 -2,753 738 -1,654 2,244 -2,088 229 -8,167 -10,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 26.9 13.2 55.2 44.0 92.2 84.1 7.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 70 115 81 66 103 191 259 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,037,977 COMMITMENTS 278,779 89,858 132,610 515,470 615,045 926,859 837,513 111,118 200,464 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -32,840) 795 -11,840 -5,210 -23,422 -7,397 -27,837 -24,447 -5,003 -8,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 8.7 12.8 49.7 59.3 89.3 80.7 10.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 149 121 135 193 315 418 522 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,777 COMMITMENTS 2,117 1,439 374 10,349 10,643 12,840 12,456 1,937 2,321 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -395) -347 47 -1 178 -218 -170 -172 -225 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 9.7 2.5 70.0 72.0 86.9 84.3 13.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 11 2 19 14 33 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 355,159 COMMITMENTS 93,993 40,417 48,008 170,294 193,148 312,295 281,573 42,864 73,586 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -19,234) -384 -3,234 -7,679 -8,965 -6,286 -17,028 -17,199 -2,206 -2,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 11.4 13.5 47.9 54.4 87.9 79.3 12.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 127 105 101 88 158 268 334 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 19,513 COMMITMENTS 15,964 3,590 633 2 3,036 16,599 7,259 2,914 12,254 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -933) -960 -221 -12 -150 -246 -1,122 -479 189 -454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.8 18.4 3.2 0.0 15.6 85.1 37.2 14.9 62.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 9 5 1 8 13 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 252,707 COMMITMENTS 31,999 29,187 45,684 155,129 156,778 232,812 231,649 19,895 21,058 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -9,753) 3,902 1,879 -8,245 -4,155 -297 -8,498 -6,663 -1,255 -3,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 11.5 18.1 61.4 62.0 92.1 91.7 7.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 46 36 56 62 61 141 143 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,964 COMMITMENTS 84,259 181,982 9,234 608,215 482,112 701,708 673,328 118,256 146,636 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -88,681) -22,993 5,567 -8,759 -38,625 -49,612 -70,377 -52,804 -18,304 -35,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 22.2 1.1 74.2 58.8 85.6 82.1 14.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 32 46 23 65 79 108 137 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 158,540 COMMITMENTS 35,658 9,921 17,021 77,418 114,183 130,097 141,125 28,443 17,415 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -7,721) -636 -872 71 -7,739 -8,063 -8,304 -8,864 583 1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 6.3 10.7 48.8 72.0 82.1 89.0 17.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 34 21 36 66 59 126 102 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,626 COMMITMENTS 2,742 1,198 376 4,414 6,757 7,532 8,331 2,094 1,295 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -9) 307 26 -31 -383 24 -107 19 98 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 12.4 3.9 45.9 70.2 78.2 86.5 21.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 17 9 4 15 23 36 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 695,462 COMMITMENTS 126,408 120,862 7,255 445,763 471,904 579,426 600,021 116,036 95,441 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -97,174) -14,187 -44,089 494 -74,714 -30,048 -88,407 -73,643 -8,767 -23,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 17.4 1.0 64.1 67.9 83.3 86.3 16.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 29 38 16 76 84 114 129 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,596,998 COMMITMENTS 232,273 253,488 18,670 1071590 991,056 1322533 1263214 274,465 333,784 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -126,213) 2,622 13,293 -26,411 -45,848 -73,694 -69,637 -86,812 -56,576 -39,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 15.9 1.2 67.1 62.1 82.8 79.1 17.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 42 64 27 94 111 149 189 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,418,574 COMMITMENTS 446,507 157,599 14,561 755,788 1024561 1216856 1196721 201,718 221,853 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -49,827) 35,435 -21,547 -2,376 -37,289 103 -4,230 -23,820 -45,597 -26,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 11.1 1.0 53.3 72.2 85.8 84.4 14.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 43 29 22 74 68 127 109 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 587,969 COMMITMENTS 184,978 44,209 62,390 298,541 451,957 545,909 558,556 42,060 29,413 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -17,388) -27,895 9,608 2,144 10,819 -23,533 -14,932 -11,781 -2,456 -5,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 7.5 10.6 50.8 76.9 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 46 19 34 54 51 114 92 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 23,763 COMMITMENTS 9,179 3,550 2 11,004 11,380 20,185 14,932 3,578 8,831 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -37,512) -8,213 -10,991 -3,803 -16,717 -11,654 -28,733 -26,448 -8,779 -11,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 14.9 0.0 46.3 47.9 84.9 62.8 15.1 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 6 1 9 8 20 15 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 88,498 COMMITMENTS 18,326 31,831 1,949 52,820 41,483 73,095 75,263 15,403 13,235 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -58,603) -30,231 -17,374 -4,085 -21,386 -35,294 -55,702 -56,753 -2,901 -1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 36.0 2.2 59.7 46.9 82.6 85.0 17.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 21 36 4 26 18 50 55 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 34,939 COMMITMENTS 13,128 8,221 513 21,078 26,141 34,719 34,875 220 64 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,632) -507 -123 -117 -1,072 -1,421 -1,696 -1,661 64 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 23.5 1.5 60.3 74.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 11 2 13 11 23 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 52,881 COMMITMENTS 22,857 10,240 430 29,178 42,195 52,465 52,865 416 16 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -153) -337 -2,273 133 7 2,378 -197 238 44 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 19.4 0.8 55.2 79.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 8 2 9 8 16 18
Updated September 26, 2008