WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 310,657 COMMITMENTS 65,597 86,138 63,325 153,935 115,027 282,857 264,490 27,800 46,167 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 56) -1,804 10,141 -1,639 2,826 -8,094 -617 408 673 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 27.7 20.4 49.6 37.0 91.1 85.1 8.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 72 137 156 74 96 268 327 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 820,699 COMMITMENTS 190,634 125,351 138,860 386,314 370,403 715,808 634,614 104,891 186,085 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -13,451) -3,002 34,774 -4,458 1,603 -39,920 -5,857 -9,604 -7,594 -3,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 15.3 16.9 47.1 45.1 87.2 77.3 12.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 139 117 170 174 224 405 453 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,963 COMMITMENTS 2,556 2,904 82 10,467 10,421 13,105 13,407 2,858 2,556 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 355) 319 522 -131 307 63 495 454 -140 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 18.2 0.5 65.6 65.3 82.1 84.0 17.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 17 2 20 13 29 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,420 COMMITMENTS 123,265 32,940 55,395 159,009 223,355 337,669 311,690 41,751 67,730 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 17,627) 14,228 906 424 6,214 16,131 20,866 17,461 -3,239 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 8.7 14.6 41.9 58.9 89.0 82.1 11.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 141 81 123 105 129 313 283 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 14,833 COMMITMENTS 10,906 680 548 0 1,743 11,454 2,971 3,379 11,862 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,861) -1,252 -295 -183 0 -2 -1,435 -480 -426 -1,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 4.6 3.7 0.0 11.8 77.2 20.0 22.8 80.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 14 4 10 0 4 15 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 209,062 COMMITMENTS 34,873 24,480 41,061 103,319 124,166 179,253 189,707 29,809 19,355 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -3,991) 5,109 -158 -309 -8,090 -4,408 -3,290 -4,875 -701 884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 11.7 19.6 49.4 59.4 85.7 90.7 14.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 60 28 64 65 54 168 131 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 706,673 COMMITMENTS 39,333 113,675 9,126 552,254 446,382 600,713 569,183 105,960 137,490 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -20,144) -5,673 -6,595 -334 -13,364 -21,617 -19,371 -28,546 -773 8,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 16.1 1.3 78.1 63.2 85.0 80.5 15.0 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 19 37 12 68 63 95 104 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 132,039 COMMITMENTS 45,179 8,103 13,173 45,862 95,911 104,214 117,187 27,825 14,852 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 9,605) 9,401 -101 1,179 -465 11,071 10,115 12,149 -510 -2,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 6.1 10.0 34.7 72.6 78.9 88.8 21.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 55 20 36 62 52 137 98 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,759 COMMITMENTS 1,717 1,272 551 4,335 4,203 6,603 6,026 1,156 1,733 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 137) 74 70 10 264 -16 348 64 -211 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 16.4 7.1 55.9 54.2 85.1 77.7 14.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 9 5 20 13 32 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 483,906 COMMITMENTS 75,787 53,570 4,918 314,791 340,703 395,496 399,191 88,410 84,715 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -12,388) -14,746 -3,499 1,291 7,184 -20,346 -6,271 -22,554 -6,117 10,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 11.1 1.0 65.1 70.4 81.7 82.5 18.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 22 23 4 68 64 93 88 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,012,372 COMMITMENTS 69,083 157,363 3,905 726,045 602,046 799,033 763,314 213,339 249,058 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -32,236) -38,671 11,892 -1,830 1,963 -43,039 -38,538 -32,977 6,302 741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 15.5 0.4 71.7 59.5 78.9 75.4 21.1 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 32 41 13 92 86 129 135 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 794,854 COMMITMENTS 81,185 70,602 3,653 566,275 554,916 651,113 629,171 143,741 165,683 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -29,390) -13,059 -19,493 2,278 2,151 -34,728 -8,630 -51,943 -20,760 22,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 8.9 0.5 71.2 69.8 81.9 79.2 18.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 23 24 9 56 62 83 91 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 438,487 COMMITMENTS 169,872 20,964 37,317 191,946 354,910 399,135 413,191 39,352 25,296 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 32,364) 4,692 4,193 10,151 19,956 27,450 34,799 41,794 -2,435 -9,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 4.8 8.5 43.8 80.9 91.0 94.2 9.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 31 12 26 36 33 77 64 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 10,096 COMMITMENTS 2,984 1,599 99 3,258 4,843 6,341 6,541 3,755 3,555 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -146) -714 648 97 -4 -1,248 -621 -503 475 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 15.8 1.0 32.3 48.0 62.8 64.8 37.2 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 2 6 5 11 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 53,834 COMMITMENTS 17,629 12,701 365 25,217 27,442 43,211 40,508 10,623 13,326 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 3,619) 1,206 1,652 306 2,370 2,058 3,882 4,016 -263 -397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 23.6 0.7 46.8 51.0 80.3 75.2 19.7 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 30 22 7 25 26 58 52 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 20,424 COMMITMENTS 1,940 5,339 182 18,180 14,521 20,302 20,042 122 382 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,977) -3,088 151 68 1,127 -2,281 -1,893 -2,062 -84 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 26.1 0.9 89.0 71.1 99.4 98.1 0.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 14 3 11 13 23 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 25,346 COMMITMENTS 3,315 990 250 21,536 24,038 25,101 25,278 245 68 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,836) 1,212 -204 14 626 2,021 1,852 1,831 -16 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 3.9 1.0 85.0 94.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 6 3 11 9 22 17
Updated April 23, 2009