WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,104 COMMITMENTS 55,151 72,830 36,860 139,194 98,756 231,205 208,446 20,899 43,658 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -2,379) 1,744 4,438 -1,304 -2,355 -6,524 -1,915 -3,390 -464 1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 28.9 14.6 55.2 39.2 91.7 82.7 8.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 49 118 90 62 85 184 239 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 823,600 COMMITMENTS 158,191 129,700 113,484 441,493 410,132 713,168 653,316 110,432 170,284 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -25,082) 7,575 99 -10,249 -18,891 -14,002 -21,565 -24,152 -3,517 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 15.7 13.8 53.6 49.8 86.6 79.3 13.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587) 116 154 114 194 248 384 467 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,702 COMMITMENTS 1,071 1,813 167 14,229 12,733 15,467 14,713 1,235 1,989 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -326) -49 -254 3 -255 -164 -301 -415 -25 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 10.9 1.0 85.2 76.2 92.6 88.1 7.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 9 4 20 12 31 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,006 COMMITMENTS 58,676 37,788 51,729 164,513 165,825 274,918 255,342 41,088 60,664 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -322) 1,501 1,947 -3,410 5,044 2,736 3,135 1,273 -3,457 -1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 12.0 16.4 52.1 52.5 87.0 80.8 13.0 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 86 89 91 90 107 235 253 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 219,283 COMMITMENTS 11,940 29,767 42,304 140,860 120,123 195,104 192,194 24,179 27,089 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -16,217) -2,637 2,402 -6,591 -9,131 -13,062 -18,359 -17,251 2,142 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 13.6 19.3 64.2 54.8 89.0 87.6 11.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 26 45 56 57 55 123 140 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,912 COMMITMENTS 52,682 156,870 4,176 594,929 461,941 651,787 622,987 109,125 137,925 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 23,198) 1,760 -5,843 -1,874 28,710 43,959 28,596 36,242 -5,398 -13,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 20.6 0.5 78.2 60.7 85.7 81.9 14.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 21 38 12 67 80 97 121 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 127,927 COMMITMENTS 15,653 15,127 18,643 70,068 71,601 104,364 105,371 23,563 22,556 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -1,402) -171 2,039 504 -1,348 -3,586 -1,015 -1,043 -387 -359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 11.8 14.6 54.8 56.0 81.6 82.4 18.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 22 29 37 52 47 103 99 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,009 COMMITMENTS 1,514 804 343 4,070 3,938 5,927 5,085 1,082 1,924 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -55) 53 -1 -60 -142 90 -149 29 94 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 11.5 4.9 58.1 56.2 84.6 72.5 15.4 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 8 4 18 17 27 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 474,926 COMMITMENTS 60,192 53,237 5,256 331,153 337,186 396,601 395,679 78,325 79,247 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -21,222) -9,689 -33,600 -254 -766 27,082 -10,709 -6,772 -10,513 -14,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 11.2 1.1 69.7 71.0 83.5 83.3 16.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 21 23 9 72 71 98 98 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,096,954 COMMITMENTS 151,521 140,138 15,332 735,835 685,370 902,688 840,840 194,266 256,114 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -23,914) -4,212 923 1,035 1,553 -26,895 -1,624 -24,937 -22,290 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 12.8 1.4 67.1 62.5 82.3 76.7 17.7 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 31 38 20 70 81 113 127 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,065,631 COMMITMENTS 203,020 125,092 11,030 683,620 749,228 897,670 885,350 167,961 180,281 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -15,354) -35,348 -17,750 -6,744 12,653 9,382 -29,439 -15,112 14,085 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 11.7 1.0 64.2 70.3 84.2 83.1 15.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 37 24 14 75 60 117 93 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 399,970 COMMITMENTS 178,174 20,308 29,681 162,081 318,778 369,936 368,767 30,034 31,203 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 14,193) 4,184 -2,046 6,275 4,354 13,444 14,813 17,673 -620 -3,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 5.1 7.4 40.5 79.7 92.5 92.2 7.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 27 10 25 37 40 74 68 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,085 COMMITMENTS 13,716 7,074 198 15,133 15,557 29,047 22,829 3,038 9,256 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -616) -431 371 47 516 -365 132 53 -748 -669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 22.0 0.6 47.2 48.5 90.5 71.2 9.5 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 12 5 14 10 29 26 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 96,169 COMMITMENTS 26,686 25,669 839 60,255 60,001 87,780 86,509 8,389 9,660 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -6,114) 671 229 26 -1,046 1,067 -349 1,322 -5,765 -7,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 26.7 0.9 62.7 62.4 91.3 90.0 8.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 28 9 29 27 64 59 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 38,213 COMMITMENTS 21,091 8,006 1,229 15,585 28,715 37,905 37,950 308 263 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 7,239) 2,915 -702 565 3,722 7,397 7,202 7,260 37 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 21.0 3.2 40.8 75.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 8 4 12 15 25 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 68,633 COMMITMENTS 40,432 3,770 1,668 25,202 62,086 67,302 67,524 1,331 1,109 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 359) -1,836 -321 76 1,051 -423 -709 -668 1,068 1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 5.5 2.4 36.7 90.5 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 7 3 14 7 26 16
Updated December 12, 2008