WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,518 COMMITMENTS 68,830 68,897 64,834 140,226 117,548 273,890 251,279 23,628 46,239 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 10,858) 2,185 -6,017 3,918 8,058 14,771 14,161 12,672 -3,303 -1,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 23.2 21.8 47.1 39.5 92.1 84.5 7.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 66 115 136 64 88 239 280 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 994,551 COMMITMENTS 195,693 146,457 167,605 499,706 504,726 863,004 818,788 131,547 175,763 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -14,500) -10,560 -5,835 2,340 -8,811 -6,170 -17,031 -9,665 2,531 -4,835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 14.7 16.9 50.2 50.7 86.8 82.3 13.2 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658) 134 145 171 234 271 478 532 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,662 COMMITMENTS 1,562 2,073 167 11,364 10,046 13,093 12,286 1,569 2,376 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -768) -30 311 -372 -342 -670 -744 -731 -24 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 14.1 1.1 77.5 68.5 89.3 83.8 10.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 13 5 17 11 31 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,824 COMMITMENTS 54,541 29,954 56,752 158,826 164,822 270,119 251,528 41,705 60,296 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -4,987) -242 -1,585 1,110 -4,185 -1,228 -3,317 -1,703 -1,670 -3,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 9.6 18.2 50.9 52.9 86.6 80.7 13.4 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 91 76 88 92 115 237 251 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 256,211 COMMITMENTS 22,304 27,252 61,498 151,662 142,466 235,464 231,216 20,747 24,995 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -2,244) -1,745 2,069 2,425 -4,262 -8,201 -3,582 -3,707 1,338 1,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 10.6 24.0 59.2 55.6 91.9 90.2 8.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 31 44 66 65 61 145 152 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 744,570 COMMITMENTS 60,739 151,705 4,676 583,035 440,776 648,450 597,157 96,120 147,413 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 11,374) 9,883 -5,724 1,242 -120 10,774 11,005 6,292 369 5,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 20.4 0.6 78.3 59.2 87.1 80.2 12.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 22 33 15 67 74 96 115 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 138,211 COMMITMENTS 24,933 13,410 15,614 71,667 88,473 112,214 117,497 25,997 20,714 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -45) -875 -642 724 389 -1,860 238 -1,778 -283 1,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 9.7 11.3 51.9 64.0 81.2 85.0 18.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 34 25 30 68 61 123 104 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,542 COMMITMENTS 1,466 879 436 3,814 3,663 5,716 4,978 826 1,564 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -228) 294 311 -132 -339 -538 -177 -359 -51 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 13.4 6.7 58.3 56.0 87.4 76.1 12.6 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 12 5 19 15 29 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 672,319 COMMITMENTS 124,602 137,278 8,538 439,079 435,785 572,219 581,601 100,100 90,718 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -25,418) -14,504 9,692 -1,623 -12,280 -38,132 -28,407 -30,063 2,989 4,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 20.4 1.3 65.3 64.8 85.1 86.5 14.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 31 36 15 73 78 113 120 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,226,756 COMMITMENTS 183,921 167,546 20,368 784,071 754,584 988,360 942,498 238,396 284,258 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -14,782) -9,145 -30,951 4,791 -21,093 10,187 -25,447 -15,973 10,665 1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 13.7 1.7 63.9 61.5 80.6 76.8 19.4 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 29 47 29 83 97 132 153 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,279,054 COMMITMENTS 338,163 167,648 13,606 746,713 893,540 1098482 1074794 180,572 204,260 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -31,776) -54,930 13,825 5,996 8,019 -51,989 -40,915 -32,168 9,139 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 13.1 1.1 58.4 69.9 85.9 84.0 14.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 36 33 23 79 68 128 111 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 476,245 COMMITMENTS 201,046 27,204 39,622 205,133 367,420 445,801 434,246 30,444 41,999 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 6,677) -1,335 -4,416 4,837 4,216 -968 7,718 -547 -1,041 7,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 5.7 8.3 43.1 77.1 93.6 91.2 6.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 25 15 26 41 44 81 75 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 26,598 COMMITMENTS 13,068 6,266 42 10,254 11,206 23,364 17,514 3,234 9,084 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -30) 58 -136 -5 16 22 69 -119 -99 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 23.6 0.2 38.6 42.1 87.8 65.8 12.2 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 12 4 13 9 30 23 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 112,043 COMMITMENTS 22,152 23,664 1,060 70,621 67,651 93,833 92,375 18,210 19,668 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,240) -1,389 -775 -191 3,141 2,959 1,561 1,993 1,679 1,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 21.1 0.9 63.0 60.4 83.7 82.4 16.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 27 24 7 30 26 60 54 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 32,112 COMMITMENTS 21,068 9,106 409 10,400 22,408 31,877 31,923 235 189 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 30) 1,590 74 -156 -1,495 89 -61 7 91 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.6 28.4 1.3 32.4 69.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 12 5 12 15 24 30 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 63,140 COMMITMENTS 33,576 4,555 1,142 28,043 57,376 62,761 63,073 379 67 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 3,634) 1,224 379 -1 2,315 3,271 3,538 3,649 96 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 7.2 1.8 44.4 90.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 7 2 10 8 21 17
Updated Novenber 21, 2008