WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,886 COMMITMENTS 65,958 72,172 55,822 145,307 121,573 267,087 249,567 25,799 43,319 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 9,543) 3,292 -5,456 6,388 -568 8,030 9,112 8,962 431 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 24.6 19.1 49.6 41.5 91.2 85.2 8.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 74 116 132 70 83 239 270 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 758,675 COMMITMENTS 172,824 84,627 110,843 366,944 388,310 650,611 583,780 108,064 174,895 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 6,303) 9,727 -29,829 -38 -895 37,573 8,794 7,706 -2,491 -1,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 11.2 14.6 48.4 51.2 85.8 76.9 14.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 135 108 148 170 220 391 410 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,154 COMMITMENTS 1,449 2,199 281 10,253 9,330 11,983 11,810 2,171 2,344 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -506) 166 -265 -8 -840 -129 -682 -402 176 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 15.5 2.0 72.4 65.9 84.7 83.4 15.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 10 3 18 12 28 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,249 COMMITMENTS 66,201 49,496 40,212 144,941 140,899 251,354 230,607 37,895 58,642 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 9,506) 10,019 2,117 2,608 -857 8,540 11,770 13,265 -2,264 -3,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 17.1 13.9 50.1 48.7 86.9 79.7 13.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 77 100 97 97 103 242 259 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 10,769 COMMITMENTS 7,184 1,452 579 0 1,094 7,763 3,125 3,006 7,644 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 13.5 5.4 0.0 10.2 72.1 29.0 27.9 71.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 6 10 0 3 12 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 206,276 COMMITMENTS 24,900 43,302 34,781 122,974 104,294 182,655 182,377 23,621 23,899 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,769) -23 6,268 -3,001 5,832 1,554 2,808 4,821 -1,039 -3,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 21.0 16.9 59.6 50.6 88.5 88.4 11.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 44 53 53 61 51 140 140 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 700,966 COMMITMENTS 34,884 139,926 8,061 551,732 407,464 594,677 555,451 106,289 145,515 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -10,297) -4,232 -2,105 -5,328 -8,349 -1,279 -17,909 -8,712 7,612 -1,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 20.0 1.1 78.7 58.1 84.8 79.2 15.2 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 21 38 13 64 62 95 103 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 110,215 COMMITMENTS 25,591 9,313 12,529 48,728 67,846 86,848 89,688 23,367 20,527 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 74) 2,000 -3,792 773 -4,486 3,769 -1,713 750 1,787 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 8.4 11.4 44.2 61.6 78.8 81.4 21.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 43 19 33 57 45 117 88 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,983 COMMITMENTS 1,313 1,399 364 4,152 2,947 5,829 4,710 1,154 2,273 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 255) -82 38 29 332 -196 279 -129 -24 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 20.0 5.2 59.5 42.2 83.5 67.4 16.5 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 12 5 22 13 35 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 468,718 COMMITMENTS 86,528 47,066 2,783 297,196 343,557 386,507 393,406 82,211 75,312 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 17,478) 5,810 -8,270 -778 8,252 12,408 13,284 3,360 4,194 14,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 10.0 0.6 63.4 73.3 82.5 83.9 17.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 25 24 6 63 64 93 89 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 976,975 COMMITMENTS 88,401 155,937 12,649 671,107 591,381 772,157 759,967 204,818 217,008 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 18,581) 6,532 13,568 3,170 -1,907 8,465 7,795 25,203 10,786 -6,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 16.0 1.3 68.7 60.5 79.0 77.8 21.0 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 33 38 18 84 89 126 137 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 874,622 COMMITMENTS 100,195 79,367 2,384 612,988 634,170 715,567 715,921 159,055 158,701 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -65,049) -20,740 -1,222 -311 -31,257 -57,809 -52,308 -59,342 -12,741 -5,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 9.1 0.3 70.1 72.5 81.8 81.9 18.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 20 25 8 61 56 85 85 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 390,038 COMMITMENTS 153,015 18,214 44,691 159,415 299,759 357,121 362,664 32,917 27,374 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 18,299) 7,236 5,557 -2,296 12,655 13,897 17,595 17,158 704 1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 4.7 11.5 40.9 76.9 91.6 93.0 8.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 25 12 19 31 24 66 48 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 26,821 COMMITMENTS 5,960 4,874 1,145 15,079 15,590 22,184 21,609 4,637 5,212 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 139) 146 -793 23 -262 56 -93 -714 232 853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 18.2 4.3 56.2 58.1 82.7 80.6 17.3 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 10 6 13 6 25 18 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 87,754 COMMITMENTS 24,834 21,589 2,579 46,266 43,852 73,679 68,020 14,075 19,734 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 14,172) 1,708 5,005 1,368 15,292 3,276 18,368 9,649 -4,196 4,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 24.6 2.9 52.7 50.0 84.0 77.5 16.0 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 26 29 19 29 34 68 70 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 16,458 COMMITMENTS 5,604 2,199 81 10,683 13,995 16,368 16,275 90 183 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -14,196) -4,883 -2,202 -351 -7,813 -10,438 -13,047 -12,991 -1,149 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 13.4 0.5 64.9 85.0 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 10 1 10 10 22 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,981 COMMITMENTS 10,558 937 162 8,138 17,728 18,858 18,827 123 154 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -16,815) 563 -517 -2,228 -14,496 -13,363 -16,161 -16,108 -654 -707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 4.9 0.9 42.9 93.4 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 7 2 9 6 19 14
Updated March 20, 2009