WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 310,601 COMMITMENTS 67,401 75,997 64,964 151,109 123,121 283,474 264,082 27,127 46,519 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -4,716) -365 1,726 -1,619 -2,417 -7,416 -4,401 -7,309 -315 2,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 24.5 20.9 48.7 39.6 91.3 85.0 8.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 74 130 153 76 98 270 319 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 834,150 COMMITMENTS 193,636 90,577 143,318 384,711 410,323 721,665 644,218 112,485 189,932 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -3,620) 3,685 8,611 5,293 -17,775 -20,494 -8,797 -6,590 5,177 2,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 10.9 17.2 46.1 49.2 86.5 77.2 13.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549) 134 114 169 174 231 410 447 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,608 COMMITMENTS 2,237 2,382 213 10,160 10,358 12,610 12,953 2,998 2,655 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 238) 31 104 -387 403 357 47 74 191 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 15.3 1.4 65.1 66.4 80.8 83.0 19.2 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 13 3 20 13 30 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,793 COMMITMENTS 109,037 32,034 54,971 152,795 207,224 316,803 294,229 44,990 67,564 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 23,488) 10,577 -775 4,554 5,441 18,121 20,572 21,900 2,916 1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 8.9 15.2 42.2 57.3 87.6 81.3 12.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 126 79 122 98 124 296 277 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 16,694 COMMITMENTS 12,158 975 731 0 1,745 12,889 3,451 3,805 13,243 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,830) 2,112 -200 267 0 133 2,379 200 451 2,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.8 5.8 4.4 0.0 10.5 77.2 20.7 22.8 79.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 14 4 9 0 4 14 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 213,053 COMMITMENTS 29,764 24,638 41,370 111,409 128,574 182,543 194,582 30,510 18,471 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 5,435) 2,816 -2,204 3,366 -1,038 6,422 5,144 7,584 291 -2,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 11.6 19.4 52.3 60.3 85.7 91.3 14.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 48 36 65 68 54 164 133 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 726,817 COMMITMENTS 45,006 120,270 9,460 565,618 467,999 620,084 597,729 106,733 129,088 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 454) 5,246 -4,841 -307 -11,353 9,489 -6,414 4,341 6,868 -3,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 16.5 1.3 77.8 64.4 85.3 82.2 14.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 22 37 11 71 67 100 108 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 122,434 COMMITMENTS 35,778 8,204 11,994 46,327 84,840 94,099 105,038 28,335 17,396 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 7,361) 4,942 -520 762 -755 6,495 4,949 6,737 2,412 624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 6.7 9.8 37.8 69.3 76.9 85.8 23.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 48 20 35 55 45 120 91 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,622 COMMITMENTS 1,643 1,202 541 4,071 4,219 6,255 5,962 1,367 1,660 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 427) 87 22 -78 108 708 117 652 310 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 15.8 7.1 53.4 55.4 82.1 78.2 17.9 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 8 6 20 15 33 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 496,294 COMMITMENTS 90,533 57,069 3,627 307,607 361,049 401,767 421,745 94,527 74,549 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -542) -17,332 -895 -550 11,960 -2,285 -5,922 -3,730 5,380 3,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 11.5 0.7 62.0 72.7 81.0 85.0 19.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 21 24 5 65 59 89 85 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,044,608 COMMITMENTS 107,754 145,471 5,735 724,082 645,085 837,571 796,291 207,037 248,317 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 65,145) 28,990 6,365 -2,066 36,996 49,793 63,920 54,092 1,225 11,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 13.9 0.5 69.3 61.8 80.2 76.2 19.8 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 32 46 14 85 92 123 146 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 824,244 COMMITMENTS 94,244 90,095 1,375 564,124 589,644 659,743 681,114 164,501 143,130 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 12,700) 8,605 10,169 27 -7,460 10,199 1,172 20,395 11,528 -7,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 10.9 0.2 68.4 71.5 80.0 82.6 20.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 22 29 8 56 61 82 94 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 406,123 COMMITMENTS 165,180 16,771 27,166 171,990 327,460 364,336 371,397 41,787 34,726 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,850) -3,355 1,945 -3,228 6,932 274 349 -1,009 2,501 3,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 4.1 6.7 42.3 80.6 89.7 91.4 10.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 31 9 21 32 30 69 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 50,215 COMMITMENTS 16,423 11,049 59 22,847 25,384 39,329 36,492 10,886 13,723 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -1,366) 1,326 -1,293 13 -2,682 -84 -1,343 -1,364 -23 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 22.0 0.1 45.5 50.6 78.3 72.7 21.7 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 20 24 4 25 25 48 50 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 22,401 COMMITMENTS 5,028 5,188 114 17,053 16,802 22,195 22,104 206 297 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,058) -5,690 117 -36 6,778 925 1,052 1,006 6 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 23.2 0.5 76.1 75.0 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 13 2 11 13 24 26 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 23,510 COMMITMENTS 2,103 1,194 236 20,910 22,017 23,249 23,447 261 63 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -3,910) -6,657 -161 -712 3,523 -3,042 -3,846 -3,915 -64 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 5.1 1.0 88.9 93.6 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 9 3 11 8 20 18
Updated April 17, 2009