WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,821 COMMITMENTS 69,907 71,173 55,531 130,867 110,126 256,305 236,830 26,516 45,991 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 9,321) 5,191 -6,687 4,099 -5,442 4,475 3,848 1,887 5,473 7,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 25.2 19.6 46.3 38.9 90.6 83.7 9.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 71 108 101 68 89 213 251 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 999,065 COMMITMENTS 216,381 123,368 150,261 504,135 532,529 870,777 806,158 128,288 192,907 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 16,376) 7,659 1,665 2,939 -6,368 -1,950 4,230 2,654 12,146 13,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 12.3 15.0 50.5 53.3 87.2 80.7 12.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667) 145 160 160 233 280 476 532 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,022 COMMITMENTS 1,772 2,120 733 11,792 10,847 14,297 13,700 1,725 2,322 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 530) -112 -137 466 461 458 815 787 -285 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 13.2 4.6 73.6 67.7 89.2 85.5 10.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 15 6 18 14 36 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,399 COMMITMENTS 56,179 27,341 49,428 161,808 172,362 267,415 249,131 40,984 59,268 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -13,621) 5,105 -2,936 2,346 -17,410 -4,581 -9,959 -5,171 -3,662 -8,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 8.9 16.0 52.5 55.9 86.7 80.8 13.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 79 81 87 83 126 216 260 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 254,054 COMMITMENTS 24,493 25,645 54,108 152,918 151,259 231,519 231,012 22,535 23,042 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,776) -1,895 -6,963 1,995 -3,118 6,087 -3,018 1,119 1,242 -2,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 10.1 21.3 60.2 59.5 91.1 90.9 8.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 37 43 68 66 62 151 155 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,605 COMMITMENTS 49,150 162,401 3,212 571,361 424,217 623,723 589,830 100,882 134,775 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -9,987) 10,196 16,256 -2,042 -108 -4,273 8,046 9,941 -18,033 -19,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 22.4 0.4 78.9 58.5 86.1 81.4 13.9 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 21 38 18 71 76 102 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 145,265 COMMITMENTS 26,254 14,614 15,440 74,259 93,817 115,953 123,871 29,312 21,394 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,179) -3,189 2,051 -1,268 -3,489 -5,608 -7,946 -4,825 2,767 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 10.1 10.6 51.1 64.6 79.8 85.3 20.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 30 33 33 62 56 115 109 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,989 COMMITMENTS 1,148 367 791 4,196 4,436 6,135 5,594 854 1,395 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -489) -4 17 96 -367 -481 -275 -368 -214 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 5.3 11.3 60.0 63.5 87.8 80.0 12.2 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 5 7 16 14 29 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 706,797 COMMITMENTS 139,877 136,087 5,369 448,087 466,742 593,333 608,198 113,464 98,599 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -25,743) -22,361 -11,698 577 4,047 -2,770 -17,737 -13,891 -8,006 -11,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 19.3 0.8 63.4 66.0 83.9 86.0 16.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 35 33 13 76 77 119 115 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,242,935 COMMITMENTS 200,831 180,406 11,994 805,304 758,003 1018129 950,403 224,806 292,532 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -65,073) 557 -46,550 -2,417 -45,009 -4,556 -46,869 -53,523 -18,204 -11,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 14.5 1.0 64.8 61.0 81.9 76.5 18.1 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 30 44 28 80 91 128 145 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,345,161 COMMITMENTS 401,416 168,290 5,970 746,138 942,566 1153524 1116826 191,637 228,335 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -15,229) -39,916 -401 -458 28,009 -27,956 -12,365 -28,815 -2,864 13,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 12.5 0.4 55.5 70.1 85.8 83.0 14.2 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 38 31 21 82 75 130 117 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 485,789 COMMITMENTS 208,779 37,235 42,478 199,978 370,888 451,235 450,601 34,554 35,188 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -108,432) -12,647 -9,296 -9,502 -84,353 -89,421 -106,502 -108,219 -1,930 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 7.7 8.7 41.2 76.3 92.9 92.8 7.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 35 16 37 42 46 96 89 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 26,957 COMMITMENTS 13,245 5,341 58 10,193 11,977 23,496 17,376 3,461 9,581 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,932) 1,031 -415 1 -2,375 -329 -1,343 -743 -589 -1,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 19.8 0.2 37.8 44.4 87.2 64.5 12.8 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 10 3 13 9 29 21 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,331 COMMITMENTS 21,812 22,362 820 71,161 63,852 93,793 87,034 13,538 20,297 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -960) -1,291 -1,867 -11 1,425 1,930 123 52 -1,083 -1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 20.8 0.8 66.3 59.5 87.4 81.1 12.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 26 23 6 33 25 63 50 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 31,329 COMMITMENTS 15,621 9,129 428 14,976 21,588 31,025 31,145 304 184 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,353) 180 176 0 -1,501 -1,519 -1,321 -1,343 -32 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 29.1 1.4 47.8 68.9 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 12 4 13 12 25 26 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 56,351 COMMITMENTS 29,832 4,327 1,077 25,092 50,835 56,001 56,239 350 112 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -3,756) -1,032 -2,235 -41 -2,672 -1,523 -3,745 -3,799 -11 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 7.7 1.9 44.5 90.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 6 2 9 7 19 15
Updated November 7, 2008