WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,343 COMMITMENTS 62,666 77,628 49,434 145,875 113,543 257,975 240,605 25,368 42,738 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,611) 2,322 -1,367 1,520 -727 3,901 3,115 4,054 -504 -1,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 27.4 17.4 51.5 40.1 91.0 84.9 9.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 70 116 117 70 86 222 263 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,372 COMMITMENTS 163,097 114,456 110,881 367,839 350,737 641,817 576,074 110,555 176,298 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 4,120) 11,329 -21,937 3,256 -10,749 25,804 3,836 7,123 284 -3,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 15.2 14.7 48.9 46.6 85.3 76.6 14.7 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502) 121 108 138 169 214 374 401 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,660 COMMITMENTS 1,283 2,464 289 11,093 9,459 12,665 12,212 1,995 2,448 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -306) 64 -369 -11 -519 45 -466 -335 160 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.8 2.0 75.7 64.5 86.4 83.3 13.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 11 3 18 12 27 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 279,743 COMMITMENTS 56,182 47,379 37,604 145,798 132,359 239,584 217,342 40,159 62,401 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -2,552) -830 -2,022 -4,084 -1,261 2,198 -6,175 -3,908 3,623 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 16.9 13.4 52.1 47.3 85.6 77.7 14.4 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 78 86 92 94 100 234 243 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 204,507 COMMITMENTS 24,923 37,034 37,782 117,142 102,740 179,847 177,556 24,660 26,951 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -3,392) 1,193 1,410 -4,487 -2,676 -2,225 -5,970 -5,302 2,578 1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 18.1 18.5 57.3 50.2 87.9 86.8 12.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 40 45 45 61 52 130 129 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,263 COMMITMENTS 39,116 142,031 13,389 560,081 408,743 612,586 564,163 98,677 147,100 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -29,231) 768 854 -18,563 -11,565 -13,689 -29,360 -31,398 129 2,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 20.0 1.9 78.7 57.5 86.1 79.3 13.9 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 17 38 16 65 68 94 111 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 110,141 COMMITMENTS 23,591 13,105 11,756 53,214 64,077 88,561 88,938 21,580 21,203 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -5,531) 2,045 1,605 336 -7,630 -5,650 -5,249 -3,709 -282 -1,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 11.9 10.7 48.3 58.2 80.4 80.7 19.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 39 20 27 54 43 106 83 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,728 COMMITMENTS 1,395 1,361 335 3,820 3,143 5,550 4,839 1,178 1,889 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 305) 17 71 -112 86 335 -9 294 314 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 20.2 5.0 56.8 46.7 82.5 71.9 17.5 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 12 4 20 16 32 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 451,240 COMMITMENTS 80,718 55,336 3,561 288,944 331,149 373,223 390,046 78,017 61,194 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -32,920) -3,006 -9,906 -6,072 -8,463 -3,580 -17,541 -19,558 -15,379 -13,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 12.3 0.8 64.0 73.4 82.7 86.4 17.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 26 26 7 64 65 95 93 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 958,394 COMMITMENTS 81,869 142,369 9,479 673,014 582,916 764,362 734,764 194,032 223,630 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -37,978) 545 -1,950 -1,973 7,539 -14,078 6,111 -18,001 -44,089 -19,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 14.9 1.0 70.2 60.8 79.8 76.7 20.2 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 27 39 17 84 97 121 143 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 939,671 COMMITMENTS 120,935 80,589 2,695 644,245 691,979 767,875 775,263 171,796 164,408 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -26,786) 13,996 -2,790 -12,079 -23,412 -464 -21,495 -15,333 -5,291 -11,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 8.6 0.3 68.6 73.6 81.7 82.5 18.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 23 24 10 65 60 94 88 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 371,739 COMMITMENTS 145,779 12,657 46,987 146,760 285,862 339,526 345,506 32,213 26,233 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 22,151) 3,422 3,728 -2,544 20,188 24,619 21,066 25,803 1,085 -3,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 3.4 12.6 39.5 76.9 91.3 92.9 8.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 9 20 31 25 64 48 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 26,682 COMMITMENTS 5,814 5,667 1,122 15,341 15,534 22,277 22,323 4,405 4,359 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,067) 502 39 618 365 -500 1,485 157 -418 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 21.2 4.2 57.5 58.2 83.5 83.7 16.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 12 5 12 6 24 20 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 73,582 COMMITMENTS 23,126 16,584 1,211 30,974 40,576 55,311 58,371 18,271 15,211 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 655) 56 56 680 -921 -3,957 -185 -3,221 840 3,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 22.5 1.6 42.1 55.1 75.2 79.3 24.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 28 22 12 25 29 60 56 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 30,654 COMMITMENTS 10,487 4,401 432 18,496 24,433 29,415 29,266 1,239 1,388 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,477) -163 -93 -401 3,198 3,071 2,634 2,577 843 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 14.4 1.4 60.3 79.7 96.0 95.5 4.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 11 3 12 15 24 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 35,796 COMMITMENTS 9,995 1,454 2,390 22,634 31,091 35,019 34,935 777 861 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -1,023) 256 104 391 -2,312 -2,141 -1,665 -1,646 642 623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 4.1 6.7 63.2 86.9 97.8 97.6 2.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 6 5 11 8 21 18
Updated March 13, 2009