WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,180 COMMITMENTS 86,920 76,429 147,526 235,428 224,591 469,874 448,547 31,305 52,633 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,673) -3,252 4,968 5,440 1,086 -7,334 3,273 3,073 -1,600 -1,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 15.2 29.4 47.0 44.8 93.8 89.5 6.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 89 137 145 89 126 283 317 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,138,015 COMMITMENTS 329,192 82,208 678,793 938,318 1083034 1946302 1844034 191,713 293,981 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 31,448) -10,393 -17,478 21,024 15,750 18,965 26,381 22,511 5,067 8,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 3.8 31.7 43.9 50.7 91.0 86.2 9.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 869) 234 163 280 297 410 665 745 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,119 COMMITMENTS 4,197 605 723 8,660 14,669 13,579 15,996 3,539 1,122 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 622) 242 0 50 287 697 579 747 43 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 3.5 4.2 50.6 85.7 79.3 93.4 20.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 21 7 9 15 15 41 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,502 COMMITMENTS 129,862 23,733 201,417 256,385 330,597 587,665 555,748 61,837 93,754 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,698) 324 -4,699 4,102 -2,171 6,330 2,255 5,732 4,443 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 3.7 31.0 39.5 50.9 90.5 85.6 9.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499) 158 105 178 127 213 364 431 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,332 COMMITMENTS 18,706 2,458 976 2 3,679 19,684 7,113 2,648 15,219 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 343) 881 598 -673 0 267 208 192 135 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.8 11.0 4.4 0.0 16.5 88.1 31.9 11.9 68.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 9 10 1 10 18 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,743 COMMITMENTS 41,441 16,776 79,793 158,606 198,946 279,840 295,515 30,903 15,228 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,934) 7,778 -183 -2,184 -3,923 8,895 1,672 6,528 3,263 -1,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 5.4 25.7 51.0 64.0 90.1 95.1 9.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 64 29 53 68 65 159 131 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,085,478 COMMITMENTS 161,935 155,851 83,771 713,385 646,734 959,091 886,355 126,387 199,123 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 21,889) 41,222 5,702 -495 -8,929 21,109 31,799 26,316 -9,910 -4,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 14.4 7.7 65.7 59.6 88.4 81.7 11.6 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 39 51 58 83 93 154 170 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 224,080 COMMITMENTS 44,699 9,732 38,397 105,419 158,520 188,515 206,650 35,564 17,429 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -2,961) 2,334 -674 -737 -7,190 -1,317 -5,594 -2,729 2,633 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 4.3 17.1 47.0 70.7 84.1 92.2 15.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 58 31 54 73 66 158 130 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,525 COMMITMENTS 4,802 937 1,831 9,912 15,917 16,545 18,685 3,981 1,841 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -15) 128 205 -86 8 -2 50 116 -64 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.6 8.9 48.3 77.5 80.6 91.0 19.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 26 14 18 40 30 76 54 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,247,834 COMMITMENTS 268,766 216,900 40,153 823,268 883,237 1132187 1140290 115,647 107,544 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 73,431) 36,257 49,761 7,247 39,776 25,128 83,280 82,136 -9,849 -8,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 17.4 3.2 66.0 70.8 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 54 38 34 119 107 186 166 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,877,597 COMMITMENTS 271,651 333,751 420,659 1857422 1711314 2549732 2465724 327,865 411,873 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 58,018) 10,739 -19,689 41,269 -7,701 50,815 44,307 72,395 13,711 -14,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 11.6 14.6 64.5 59.5 88.6 85.7 11.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 52 76 82 131 143 233 252 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,106,475 COMMITMENTS 565,941 216,435 169,358 1147327 1445825 1882626 1831618 223,848 274,857 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 14,453) -716 37,161 21,881 822 -32,503 21,986 26,539 -7,534 -12,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 10.3 8.0 54.5 68.6 89.4 87.0 10.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 41 52 42 88 94 150 167 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 848,862 COMMITMENTS 188,720 54,731 227,031 380,504 519,358 796,255 801,120 52,607 47,742 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 75,113) 12,599 4,445 15,802 45,789 54,155 74,190 74,401 923 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 6.4 26.7 44.8 61.2 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 54 22 52 67 53 135 117 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,051 COMMITMENTS 3,001 2,080 1,291 2,597 6,865 6,890 10,236 6,161 2,815 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,313) 431 222 816 126 -21 1,373 1,016 -60 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 15.9 9.9 19.9 52.6 52.8 78.4 47.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 7 5 5 6 18 15 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 33,123 COMMITMENTS 17,170 13,000 738 9,510 13,254 27,418 26,992 5,705 6,131 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,643) 363 581 37 52 279 452 897 1,192 747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 39.2 2.2 28.7 40.0 82.8 81.5 17.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 21 11 11 7 36 30 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 108,149 COMMITMENTS 45,035 34,083 2,778 46,300 58,607 94,113 95,468 14,036 12,681 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,703) 2,592 5,698 -1,761 610 620 1,441 4,558 262 -2,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 31.5 2.6 42.8 54.2 87.0 88.3 13.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 46 36 18 18 23 71 70 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 59,781 COMMITMENTS 18,756 4,469 1,438 39,353 53,788 59,547 59,695 234 86 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 10,700) 7,551 1,784 -321 3,470 9,222 10,700 10,685 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 7.5 2.4 65.8 90.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 12 3 18 11 29 25 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 24,162 COMMITMENTS 2,832 1,184 20 21,304 22,803 24,156 24,007 6 155 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 159) -1,340 511 0 1,502 -385 162 126 -3 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 4.9 0.1 88.2 94.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 7 1 12 9 19 16
Updated May 16, 2008