WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 314,959 COMMITMENTS 65,390 77,054 72,539 149,318 119,390 287,247 268,983 27,712 45,976 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 17,495) -868 8,438 11,793 5,833 -3,851 16,758 16,380 737 1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 24.5 23.0 47.4 37.9 91.2 85.4 8.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 71 137 154 73 89 264 310 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,140 COMMITMENTS 186,372 86,656 118,292 396,213 418,872 700,877 623,820 110,263 187,320 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 23,869) 6,683 3,893 629 15,073 9,539 22,385 14,061 1,484 9,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 10.7 14.6 48.8 51.6 86.4 76.9 13.6 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527) 127 110 152 174 225 394 424 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,700 COMMITMENTS 1,742 2,251 404 9,828 9,348 11,974 12,003 2,726 2,697 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 803) -53 233 197 315 95 459 525 344 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 15.3 2.7 66.9 63.6 81.5 81.7 18.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 11 2 20 10 28 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,690 COMMITMENTS 84,467 44,131 46,052 148,370 162,905 278,889 253,088 37,801 63,602 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,914) 5,209 -1,130 2,356 171 3,589 7,736 4,815 -2,822 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 13.9 14.5 46.9 51.4 88.1 79.9 11.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 97 97 117 97 108 270 268 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,864 COMMITMENTS 10,046 1,175 464 0 1,612 10,510 3,251 3,354 10,613 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 247) 575 -117 -195 0 122 380 -190 -133 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 8.5 3.3 0.0 11.6 75.8 23.4 24.2 76.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 5 8 0 4 11 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 208,168 COMMITMENTS 24,882 31,908 36,931 121,234 119,126 183,047 187,965 25,121 20,203 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 418) 1,837 -6,814 540 571 9,975 2,948 3,701 -2,530 -3,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 15.3 17.7 58.2 57.2 87.9 90.3 12.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 42 46 53 61 48 138 131 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 720,074 COMMITMENTS 46,404 123,597 7,261 559,800 458,964 613,465 589,822 106,609 130,252 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 11,329) 1,997 -12,876 776 10,673 20,184 13,446 8,084 -2,117 3,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 17.2 1.0 77.7 63.7 85.2 81.9 14.8 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 18 39 8 63 68 87 109 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 110,721 COMMITMENTS 30,819 6,861 11,761 43,468 76,175 86,048 94,797 24,673 15,924 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,896) 1,693 -1,252 429 -2,677 1,232 -555 409 -1,341 -2,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 6.2 10.6 39.3 68.8 77.7 85.6 22.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 43 22 31 58 45 117 88 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,915 COMMITMENTS 1,339 1,074 670 3,981 3,370 5,990 5,114 925 1,801 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 186) 34 -33 288 -114 47 208 302 -22 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 15.5 9.7 57.6 48.7 86.6 74.0 13.4 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 8 7 21 13 34 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 503,851 COMMITMENTS 107,449 56,092 3,909 294,890 367,300 406,248 427,301 97,603 76,550 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 12,485) 6,185 1,225 420 -7,824 13,034 -1,219 14,679 13,704 -2,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 11.1 0.8 58.5 72.9 80.6 84.8 19.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 27 28 7 63 67 95 97 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,043,174 COMMITMENTS 116,758 163,499 6,106 694,424 622,393 817,288 791,998 225,886 251,176 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 9,334) 22,742 27,832 -11,445 4,010 -25,304 15,307 -8,917 -5,973 18,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 15.7 0.6 66.6 59.7 78.3 75.9 21.7 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 30 39 14 87 80 123 127 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 838,895 COMMITMENTS 86,079 93,285 3,095 570,731 581,810 659,905 678,190 178,990 160,705 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -43,206) -20,076 3,176 733 -24,455 -51,821 -43,798 -47,912 592 4,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 11.1 0.4 68.0 69.4 78.7 80.8 21.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 19 24 8 59 60 82 88 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 432,096 COMMITMENTS 173,395 14,433 45,359 179,416 343,794 398,170 403,586 33,926 28,510 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 21,541) 17,179 -1,851 -1,042 9,129 26,642 25,266 23,749 -3,725 -2,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 3.3 10.5 41.5 79.6 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 28 11 26 37 29 76 60 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 8,226 COMMITMENTS 3,479 1,044 0 1,932 3,832 5,411 4,876 2,815 3,350 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,586) 436 258 0 -504 21 -68 279 -1,518 -1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 12.7 0.0 23.5 46.6 65.8 59.3 34.2 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 0 7 5 13 8 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 50,945 COMMITMENTS 15,082 12,805 159 25,518 25,310 40,759 38,274 10,186 12,671 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 3,538) 1,606 14 -86 2,525 4,850 4,045 4,778 -507 -1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 25.1 0.3 50.1 49.7 80.0 75.1 20.0 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 20 3 24 25 47 47 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 21,845 COMMITMENTS 10,442 5,661 114 11,108 15,950 21,664 21,725 181 120 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 720) 947 -216 -4 -321 995 622 775 98 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 25.9 0.5 50.8 73.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 14 2 9 13 23 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 22,218 COMMITMENTS 8,936 1,090 1,784 11,253 19,287 21,973 22,161 245 57 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -5,541) -3,069 122 1,486 -4,017 -7,066 -5,600 -5,458 59 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 4.9 8.0 50.6 86.8 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 7 3 11 7 22 16
Updated April 3, 2009