WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,329 COMMITMENTS 58,888 63,690 28,510 138,624 114,445 226,022 206,645 21,307 40,684 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 188) -304 -2,607 -2,224 1,991 5,010 -537 179 725 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 25.8 11.5 56.0 46.3 91.4 83.6 8.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 54 103 84 68 91 188 227 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 802,641 COMMITMENTS 152,903 107,278 121,805 422,994 409,060 697,702 638,143 104,939 164,498 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 266) -797 -2,163 4,677 -10,477 3,348 -6,597 5,862 6,863 -5,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 13.4 15.2 52.7 51.0 86.9 79.5 13.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 103 125 123 197 247 378 444 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,205 COMMITMENTS 1,068 1,691 255 13,078 12,034 14,401 13,980 1,804 2,225 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -3,682) -69 -18 105 -427 -284 -391 -197 -3,291 -3,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 10.4 1.6 80.7 74.3 88.9 86.3 11.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 9 5 20 14 31 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 278,773 COMMITMENTS 54,751 28,574 45,127 138,610 147,472 238,488 221,173 40,285 57,600 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -19,940) -3,099 -7,450 -435 -15,255 -12,582 -18,789 -20,467 -1,151 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 10.2 16.2 49.7 52.9 85.5 79.3 14.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 74 65 94 86 99 222 227 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 212,598 COMMITMENTS 18,927 33,601 47,580 124,776 114,274 191,283 195,455 21,315 17,143 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -2,700) -183 -1,558 -1,600 -1,554 207 -3,337 -2,951 637 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 15.8 22.4 58.7 53.8 90.0 91.9 10.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 33 39 70 57 54 145 151 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 761,182 COMMITMENTS 57,765 179,614 4,778 580,408 433,781 642,951 618,173 118,231 143,009 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 2,876) 572 3,313 -764 -11,445 -6,799 -11,637 -4,250 14,513 7,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 23.6 0.6 76.3 57.0 84.5 81.2 15.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 21 39 12 52 71 81 114 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 117,355 COMMITMENTS 18,749 12,622 17,467 59,284 69,390 95,500 99,479 21,855 17,876 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -7,470) 2,071 -1,840 -2,243 -4,085 -841 -4,257 -4,924 -3,213 -2,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 10.8 14.9 50.5 59.1 81.4 84.8 18.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 26 26 38 58 48 117 94 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,371 COMMITMENTS 1,152 499 200 4,075 4,214 5,427 4,913 944 1,458 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -453) -221 -301 -57 -53 92 -331 -266 -122 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 7.8 3.1 64.0 66.1 85.2 77.1 14.8 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 8 3 17 14 26 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 524,976 COMMITMENTS 60,518 82,387 5,497 378,234 360,401 444,249 448,285 80,727 76,691 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 4,823) -2,161 4,695 3,809 -4,791 -2,984 -3,143 5,520 7,966 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 15.7 1.0 72.0 68.7 84.6 85.4 15.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 20 27 7 69 71 93 101 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,318 COMMITMENTS 148,665 132,554 5,389 697,455 662,002 851,509 799,945 182,809 234,373 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -16,413) -3,501 -10,009 -1,407 -15,604 -3,213 -20,512 -14,629 4,099 -1,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 12.8 0.5 67.4 64.0 82.3 77.3 17.7 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 35 30 18 69 83 113 122 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,056,042 COMMITMENTS 163,202 146,126 2,841 712,609 738,590 878,652 887,557 177,390 168,485 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -13,561) -2,721 -4,308 426 -30,945 -10,351 -33,240 -14,233 19,679 672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 13.8 0.3 67.5 69.9 83.2 84.0 16.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 34 24 13 68 58 108 89 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 424,489 COMMITMENTS 201,073 21,331 35,583 161,305 339,499 397,961 396,413 26,528 28,076 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 2,012) -7,429 1,655 6,279 3,479 -4,184 2,329 3,750 -317 -1,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 5.0 8.4 38.0 80.0 93.8 93.4 6.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 11 25 38 35 72 65 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 9,630 COMMITMENTS 3,070 4,279 0 3,661 2,455 6,731 6,734 2,899 2,896 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 401) -96 -84 0 0 498 -96 414 497 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 44.4 0.0 38.0 25.5 69.9 69.9 30.1 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 7 0 10 4 15 11 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 53,437 COMMITMENTS 21,947 9,217 444 21,119 32,158 43,510 41,819 9,927 11,618 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 3,905) 2,464 870 32 2,566 3,703 5,062 4,605 -1,157 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 17.2 0.8 39.5 60.2 81.4 78.3 18.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 12 2 23 23 48 37 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 28,713 COMMITMENTS 15,615 7,101 113 12,755 21,370 28,483 28,584 230 129 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: 2,424) 4,411 -555 -58 -1,973 3,036 2,380 2,423 44 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 24.7 0.4 44.4 74.4 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 10 2 12 13 25 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 50,407 COMMITMENTS 31,708 1,037 1,651 16,759 47,666 50,118 50,354 289 53 CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST: -2,769) 28 173 -57 -2,784 -2,893 -2,813 -2,777 44 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.9 2.1 3.3 33.2 94.6 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 7 2 11 8 23 17
Updated January 05, 2008