WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,491 COMMITMENTS 61,096 75,931 69,742 146,728 111,287 277,566 256,960 27,925 48,531 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 21,739) 2,121 6,865 20,228 -2,380 -5,585 19,969 21,508 1,770 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 24.9 22.8 48.0 36.4 90.9 84.1 9.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 52 127 143 70 85 244 292 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,240 COMMITMENTS 161,571 139,140 132,782 406,204 361,990 700,557 633,912 111,683 178,328 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -5,028) 6,683 48 -5,445 -1,612 6,280 -374 883 -4,654 -5,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 17.1 16.3 50.0 44.6 86.3 78.0 13.8 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 117 132 161 187 221 413 445 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,426 COMMITMENTS 1,390 2,014 187 13,698 12,268 15,275 14,469 2,151 2,957 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -228) 249 -377 -306 -277 -215 -334 -898 106 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 11.6 1.1 78.6 70.4 87.7 83.0 12.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 12 4 19 12 29 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,897 COMMITMENTS 72,464 30,676 56,549 151,920 171,452 280,933 258,677 41,964 64,220 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,828) 1,595 -3,203 -6,279 1,712 9,144 -2,972 -338 1,144 -1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 9.5 17.5 47.0 53.1 87.0 80.1 13.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 100 83 113 91 113 266 266 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 208,687 COMMITMENTS 29,235 26,303 39,646 112,631 117,576 181,512 183,525 27,175 25,162 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -5,725) 557 -1,710 -3,036 -8,573 -1,836 -11,052 -6,582 5,327 857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 12.6 19.0 54.0 56.3 87.0 87.9 13.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 42 37 61 63 60 147 144 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,371 COMMITMENTS 37,892 123,085 7,615 565,460 432,340 610,967 563,040 105,404 153,331 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -899) -1,082 -4,638 76 -1,732 -2,781 -2,738 -7,343 1,839 6,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 17.2 1.1 78.9 60.4 85.3 78.6 14.7 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 16 33 16 60 68 88 105 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 127,157 COMMITMENTS 25,619 11,386 11,115 63,189 84,987 99,923 107,488 27,234 19,669 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,377) 2,060 1,144 -3,596 -135 1,986 -1,671 -466 294 -911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 9.0 8.7 49.7 66.8 78.6 84.5 21.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 37 25 35 60 52 119 96 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,023 COMMITMENTS 1,317 1,200 657 4,085 3,318 6,059 5,175 964 1,848 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -728) 119 -222 24 -574 -357 -431 -555 -297 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 17.1 9.4 58.2 47.2 86.3 73.7 13.7 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 9 7 18 12 32 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 494,841 COMMITMENTS 65,773 62,024 3,096 335,768 355,898 404,637 421,018 90,204 73,823 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 18,591) -1,788 3,447 13 16,515 15,645 14,740 19,105 3,851 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 12.5 0.6 67.9 71.9 81.8 85.1 18.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 26 29 7 77 75 105 109 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,054,846 COMMITMENTS 151,864 159,939 7,065 693,445 644,291 852,374 811,295 202,472 243,551 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -13,383) 20,139 26,392 -425 -49,907 -20,479 -30,193 5,488 16,810 -18,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 15.2 0.7 65.7 61.1 80.8 76.9 19.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 43 38 23 88 95 140 147 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 980,599 COMMITMENTS 93,122 113,783 11,346 711,046 679,863 815,514 804,992 165,085 175,607 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 26,835) -1,948 220 7,181 30,771 67,189 36,004 74,590 -9,169 -47,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 11.6 1.2 72.5 69.3 83.2 82.1 16.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 29 24 17 68 57 105 90 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 366,776 COMMITMENTS 153,655 17,633 46,864 135,811 276,447 336,330 340,944 30,446 25,832 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 22,498) 50 -1,190 8,736 12,650 17,826 21,436 25,372 1,062 -2,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 4.8 12.8 37.0 75.4 91.7 93.0 8.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 24 10 23 33 25 70 50 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 21,037 COMMITMENTS 3,550 4,128 3 13,489 13,501 17,042 17,632 3,995 3,405 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,391) -966 -147 3 3,214 2,395 2,251 2,251 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 19.6 0.0 64.1 64.2 81.0 83.8 19.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 7 3 11 6 19 13 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 75,342 COMMITMENTS 22,869 16,542 373 35,860 44,994 59,102 61,909 16,240 13,433 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -2,098) -1,386 -1,136 -36 -2,660 937 -4,082 -235 1,984 -1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 22.0 0.5 47.6 59.7 78.4 82.2 21.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 25 27 8 25 26 52 59 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 36,110 COMMITMENTS 9,611 6,242 87 26,154 29,721 35,852 36,050 258 60 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 6,302) 76 837 -70 6,634 5,685 6,640 6,452 -338 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 17.3 0.2 72.4 82.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 13 2 10 13 21 26 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 36,053 COMMITMENTS 10,950 1,068 1,647 20,904 32,828 33,501 35,543 2,552 510 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -869) 202 -89 6 -2,484 -974 -2,276 -1,057 1,407 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 3.0 4.6 58.0 91.1 92.9 98.6 7.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 7 3 11 7 21 17
Updated February 13, 2009