WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,317 COMMITMENTS 67,766 74,271 66,583 153,526 130,537 287,875 271,391 27,442 43,926 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 358) 2,376 -2,783 -5,956 4,208 11,147 628 2,408 -270 -2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 23.6 21.1 48.7 41.4 91.3 86.1 8.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 72 130 152 72 98 264 315 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 837,770 COMMITMENTS 189,951 81,966 138,025 402,486 430,817 730,462 650,808 107,308 186,962 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 26,630) 3,579 -4,690 19,733 6,273 11,945 29,585 26,988 -2,955 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 9.8 16.5 48.0 51.4 87.2 77.7 12.8 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549) 135 112 173 175 233 411 453 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,370 COMMITMENTS 2,206 2,278 600 9,757 10,001 12,563 12,879 2,807 2,491 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 670) 464 27 196 -71 653 589 876 81 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 14.8 3.9 63.5 65.1 81.7 83.8 18.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 13 3 20 12 30 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 338,305 COMMITMENTS 98,460 32,809 50,417 147,354 189,103 296,231 272,329 42,074 65,976 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 21,615) 13,993 -11,322 4,365 -1,016 26,198 17,342 19,241 4,273 2,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 9.7 14.9 43.6 55.9 87.6 80.5 12.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 108 81 115 98 126 275 272 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 207,618 COMMITMENTS 26,948 26,842 38,004 112,447 122,152 177,399 186,998 30,219 20,620 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -550) 2,066 -5,066 1,073 -8,787 3,026 -5,648 -967 5,098 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 12.9 18.3 54.2 58.8 85.4 90.1 14.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 45 38 53 62 52 146 125 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 726,363 COMMITMENTS 39,760 125,111 9,767 576,971 458,510 626,498 593,388 99,865 132,975 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 6,289) -6,644 1,514 2,506 17,171 -454 13,033 3,566 -6,744 2,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 17.2 1.3 79.4 63.1 86.3 81.7 13.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 19 41 13 68 65 96 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 115,073 COMMITMENTS 30,836 8,724 11,232 47,082 78,345 89,150 98,301 25,923 16,772 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 4,352) 17 1,863 -529 3,614 2,170 3,102 3,504 1,250 848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 7.6 9.8 40.9 68.1 77.5 85.4 22.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 48 18 33 58 44 122 87 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,195 COMMITMENTS 1,556 1,180 619 3,963 3,511 6,138 5,310 1,057 1,885 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 280) 217 106 -51 -18 141 148 196 132 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 16.4 8.6 55.1 48.8 85.3 73.8 14.7 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 9 6 20 13 33 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 496,836 COMMITMENTS 107,865 57,964 4,177 295,647 363,334 407,689 425,475 89,147 71,361 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -7,015) 416 1,872 268 757 -3,966 1,441 -1,826 -8,456 -5,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 11.7 0.8 59.5 73.1 82.1 85.6 17.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 26 25 6 64 61 93 89 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 979,463 COMMITMENTS 78,764 139,106 7,801 687,086 595,292 773,651 742,199 205,812 237,264 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -63,711) -37,994 -24,393 1,695 -7,338 -27,101 -43,637 -49,799 -20,074 -13,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 14.2 0.8 70.1 60.8 79.0 75.8 21.0 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 33 39 15 87 87 126 135 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 811,544 COMMITMENTS 85,639 79,926 1,348 571,584 579,445 658,571 660,719 152,973 150,825 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -27,351) -440 -13,359 -1,747 853 -2,365 -1,334 -17,471 -26,017 -9,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 9.8 0.2 70.4 71.4 81.2 81.4 18.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 20 25 7 57 60 81 88 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 403,273 COMMITMENTS 168,535 14,826 30,394 165,058 327,186 363,987 372,406 39,286 30,867 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -28,823) -4,860 393 -14,965 -14,358 -16,608 -34,183 -31,180 5,360 2,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 3.7 7.5 40.9 81.1 90.3 92.3 9.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 30 9 22 36 28 73 54 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 10,005 COMMITMENTS 3,567 1,089 2 3,262 5,190 6,831 6,281 3,174 3,724 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 1,779) 88 45 2 1,330 1,358 1,420 1,405 359 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 10.9 0.0 32.6 51.9 68.3 62.8 31.7 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 1 6 6 12 9 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 51,581 COMMITMENTS 15,097 12,342 46 25,529 25,468 40,672 37,856 10,909 13,725 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 636) 15 -463 -113 11 158 -87 -418 723 1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 23.9 0.1 49.5 49.4 78.9 73.4 21.1 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 19 25 3 26 26 47 52 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 21,343 COMMITMENTS 10,718 5,071 150 10,275 15,877 21,143 21,098 200 245 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -502) 276 -590 36 -833 -73 -521 -627 19 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 23.8 0.7 48.1 74.4 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 13 3 10 13 25 26 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 27,420 COMMITMENTS 8,760 1,355 948 17,387 25,059 27,095 27,362 325 58 CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 5,202) -176 265 -836 6,134 5,772 5,122 5,201 80 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 4.9 3.5 63.4 91.4 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 7 4 11 7 23 16
Updated April 10, 2009