WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,500 COMMITMENTS 64,716 77,860 51,432 136,309 105,651 252,457 234,943 21,043 38,557 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -3,312) -1,061 -4,927 5,434 -6,618 1,164 -2,245 1,671 -1,067 -4,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 28.5 18.8 49.8 38.6 92.3 85.9 7.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 62 109 89 67 87 192 244 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 982,689 COMMITMENTS 208,722 121,703 147,322 510,503 534,479 866,547 803,504 116,142 179,185 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -4,246) -837 18,839 -5,510 1,753 -9,412 -4,594 3,917 348 -8,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 12.4 15.0 51.9 54.4 88.2 81.8 11.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655) 145 140 160 229 273 479 507 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,492 COMMITMENTS 1,884 2,257 267 11,331 10,389 13,482 12,913 2,010 2,579 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -264) -137 -104 -3 -666 -266 -806 -373 542 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 14.6 1.7 73.1 67.1 87.0 83.4 13.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 16 5 20 13 36 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,020 COMMITMENTS 51,074 30,277 47,082 179,218 176,943 277,374 254,302 44,646 67,718 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -38,798) -12,387 -9,241 -9,155 -21,956 -23,980 -43,498 -42,376 4,700 3,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 9.4 14.6 55.7 54.9 86.1 79.0 13.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 79 73 86 94 125 218 256 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,830 COMMITMENTS 26,388 32,608 52,113 156,036 145,172 234,537 229,893 21,293 25,937 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -7,125) -1,926 152 -1,909 -3,104 -8,911 -6,939 -10,668 -186 3,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 12.7 20.4 61.0 56.7 91.7 89.9 8.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 32 46 63 63 63 140 154 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 734,592 COMMITMENTS 38,954 146,145 5,254 571,469 428,490 615,677 579,889 118,915 154,703 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 11,004) -5,342 -3,857 1,161 13,039 12,768 8,858 10,072 2,146 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 19.9 0.7 77.8 58.3 83.8 78.9 16.2 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 15 38 14 67 69 90 113 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 150,444 COMMITMENTS 29,443 12,563 16,708 77,748 99,425 123,899 128,696 26,545 21,748 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -8,542) -547 -4,033 -1,073 -4,735 -2,556 -6,355 -7,662 -2,187 -880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 8.4 11.1 51.7 66.1 82.4 85.5 17.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 31 28 32 61 56 112 104 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,478 COMMITMENTS 1,152 350 695 4,563 4,917 6,410 5,962 1,068 1,516 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -237) -273 -21 -90 258 -128 -105 -239 -132 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 4.7 9.3 61.0 65.8 85.7 79.7 14.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 6 5 17 17 29 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 732,540 COMMITMENTS 162,238 147,785 4,792 444,040 469,512 611,070 622,089 121,470 110,451 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 7,858) -1,687 8,499 -1,141 -4,286 -13,798 -7,114 -6,440 14,972 14,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 20.2 0.7 60.6 64.1 83.4 84.9 16.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 32 33 13 76 77 116 115 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,308,008 COMMITMENTS 200,274 226,956 14,411 850,313 762,559 1064998 1003926 243,010 304,082 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -55,645) -26,192 -3,007 -1,141 -62,219 -69,674 -89,552 -73,822 33,907 18,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 17.4 1.1 65.0 58.3 81.4 76.8 18.6 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 29 47 25 75 91 118 149 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,360,390 COMMITMENTS 441,332 168,691 6,428 718,129 970,522 1165889 1145641 194,501 214,749 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 21,883) -2,814 6,031 -2,360 12,280 936 7,106 4,607 14,777 17,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 12.4 0.5 52.8 71.3 85.7 84.2 14.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 34 31 16 78 69 122 106 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 594,221 COMMITMENTS 221,426 46,531 51,980 284,331 460,309 557,737 558,820 36,484 35,401 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,406) 17,122 2,543 53 -9,579 -4,472 7,596 -1,876 -5,190 4,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 7.8 8.7 47.8 77.5 93.9 94.0 6.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 39 19 28 49 49 100 87 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 28,889 COMMITMENTS 12,214 5,756 57 12,568 12,306 24,839 18,119 4,050 10,770 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 2,151) 930 2,341 -5 352 -1,563 1,277 773 874 1,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 19.9 0.2 43.5 42.6 86.0 62.7 14.0 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 10 3 12 10 30 22 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,291 COMMITMENTS 23,103 24,229 831 69,736 61,922 93,670 86,982 14,621 21,309 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 12,547) 5,224 5,740 86 3,696 603 9,006 6,429 3,541 6,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 22.4 0.8 64.4 57.2 86.5 80.3 13.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 28 29 8 32 25 65 57 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 32,682 COMMITMENTS 15,441 8,953 428 16,477 23,107 32,346 32,488 336 194 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -1,600) 310 -190 -33 -2,023 -1,561 -1,746 -1,784 146 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 27.4 1.3 50.4 70.7 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 12 4 12 13 26 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 60,107 COMMITMENTS 30,864 6,562 1,118 27,764 52,358 59,746 60,038 361 69 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 1,309) 2,795 -938 -25 -1,330 2,385 1,440 1,422 -131 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 10.9 1.9 46.2 87.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 7 3 10 7 23 16
Updated October 31, 2008