WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 280,732 COMMITMENTS 60,344 78,995 47,914 146,602 109,642 254,860 236,551 25,872 44,181 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,007) 50 6,961 -7,475 -2,433 -6,047 -9,858 -6,561 -1,149 -4,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 28.1 17.1 52.2 39.1 90.8 84.3 9.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 61 134 110 70 84 216 262 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 748,252 COMMITMENTS 151,768 136,393 107,625 378,588 324,933 637,981 568,951 110,271 179,301 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -19,577) 1,793 -8,629 -2,723 -12,713 -7,557 -13,643 -18,909 -5,934 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 18.2 14.4 50.6 43.4 85.3 76.0 14.7 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 105 126 142 164 204 363 404 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,966 COMMITMENTS 1,219 2,833 300 11,612 9,414 13,131 12,547 1,835 2,419 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -998) 115 0 -92 -548 -864 -525 -956 -473 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 18.9 2.0 77.6 62.9 87.7 83.8 12.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 14 4 17 11 27 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,295 COMMITMENTS 57,012 49,401 41,688 147,059 130,161 245,759 221,250 36,536 61,045 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,792) -3,077 4,240 -4,461 -1,517 -12,295 -9,055 -12,516 -2,737 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 17.5 14.8 52.1 46.1 87.1 78.4 12.9 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 75 89 90 94 102 230 239 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 207,899 COMMITMENTS 23,730 35,624 42,269 119,818 104,965 185,817 182,858 22,082 25,041 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -70) 522 4,400 -5,643 5,806 2,675 685 1,432 -755 -1,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 17.1 20.3 57.6 50.5 89.4 88.0 10.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 38 51 50 62 53 135 133 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 740,494 COMMITMENTS 38,348 141,177 31,952 571,646 422,432 641,946 595,561 98,548 144,933 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -16,791) 1,968 12,047 -2,215 -335 -13,291 -582 -3,459 -16,209 -13,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 19.1 4.3 77.2 57.0 86.7 80.4 13.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 12 42 20 63 68 92 114 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 115,672 COMMITMENTS 21,546 11,500 11,420 60,844 69,727 93,810 92,647 21,862 23,025 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -862) 3,475 1,982 1,325 -3,881 -5,470 919 -2,163 -1,781 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 9.9 9.9 52.6 60.3 81.1 80.1 18.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 35 20 29 59 45 108 87 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,423 COMMITMENTS 1,378 1,290 447 3,734 2,808 5,559 4,545 864 1,878 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -694) 12 22 109 -406 -375 -285 -244 -409 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 20.1 7.0 58.1 43.7 86.5 70.8 13.5 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 11 5 18 13 31 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 484,160 COMMITMENTS 83,724 65,242 9,633 297,407 334,729 390,764 409,604 93,396 74,556 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 673) 2,694 2,589 -10,470 -29,159 -22,317 -36,935 -30,198 37,608 30,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 13.5 2.0 61.4 69.1 80.7 84.6 19.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 27 30 13 65 64 102 97 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 996,372 COMMITMENTS 81,324 144,319 11,452 665,475 596,994 758,251 752,765 238,121 243,607 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 107,777) -19,730 16,337 766 29,591 27,652 10,627 44,755 97,150 63,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 14.5 1.1 66.8 59.9 76.1 75.6 23.9 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 27 38 14 78 93 113 137 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 966,457 COMMITMENTS 106,939 83,379 14,774 667,657 692,443 789,370 790,596 177,087 175,861 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 93,221) -663 -23,819 -10,964 1,535 54,534 -10,092 19,751 103,313 73,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 8.6 1.5 69.1 71.6 81.7 81.8 18.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 23 24 13 68 63 98 93 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 349,588 COMMITMENTS 142,357 8,929 49,531 126,572 261,243 318,460 319,703 31,128 29,885 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -63,882) -34,493 -6,845 -6,735 -19,571 -47,088 -60,799 -60,668 -3,083 -3,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 2.6 14.2 36.2 74.7 91.1 91.5 8.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 25 5 20 28 22 61 44 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 25,615 COMMITMENTS 5,312 5,628 504 14,976 16,034 20,792 22,166 4,823 3,449 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 805) 94 962 316 710 710 1,120 1,988 -315 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 22.0 2.0 58.5 62.6 81.2 86.5 18.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 12 4 11 6 20 19 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 72,927 COMMITMENTS 23,070 16,528 531 31,895 44,533 55,496 61,592 17,431 11,335 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -675) -758 620 48 1,379 -268 669 400 -1,344 -1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 22.7 0.7 43.7 61.1 76.1 84.5 23.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 28 22 9 29 29 60 57 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 27,177 COMMITMENTS 10,650 4,494 833 15,298 21,362 26,781 26,689 396 488 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,031) -96 9 -741 1,555 2,016 718 1,284 313 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 16.5 3.1 56.3 78.6 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 12 3 10 14 22 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 36,819 COMMITMENTS 9,739 1,350 1,999 24,946 33,232 36,684 36,581 135 238 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 813) 243 146 -448 3,167 1,041 2,962 739 -2,149 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 3.7 5.4 67.8 90.3 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 8 4 11 7 21 18
Updated March 5, 2009