WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 304,001 COMMITMENTS 68,169 85,114 55,591 151,359 116,250 275,119 256,955 28,882 47,046 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -6,656) 2,572 -1,024 -7,734 -2,576 1,223 -7,738 -7,535 1,082 879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 28.0 18.3 49.8 38.2 90.5 84.5 9.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 80 123 147 74 95 263 315 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 798,625 COMMITMENTS 183,259 133,461 130,638 378,880 352,686 692,777 616,785 105,848 181,840 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -22,074) -7,375 8,110 -8,222 -7,434 -17,717 -23,031 -17,829 957 -4,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 16.7 16.4 47.4 44.2 86.7 77.2 13.3 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 125 126 148 172 226 383 445 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,476 COMMITMENTS 2,761 3,086 0 8,947 8,947 11,708 12,033 2,768 2,443 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,487) 205 182 -82 -1,520 -1,474 -1,397 -1,374 -90 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 21.3 0.0 61.8 61.8 80.9 83.1 19.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 17 0 20 13 30 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 373,874 COMMITMENTS 118,925 25,196 51,547 157,365 228,071 327,837 304,814 46,037 69,060 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -5,546) -4,340 -7,744 -3,848 -1,644 4,716 -9,832 -6,876 4,286 1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 6.7 13.8 42.1 61.0 87.7 81.5 12.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 130 69 114 99 128 293 268 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,385 COMMITMENTS 9,782 504 363 0 1,287 10,145 2,154 3,240 11,231 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,448) -1,124 -176 -185 0 -456 -1,309 -817 -139 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 3.8 2.7 0.0 9.6 75.8 16.1 24.2 83.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 17 2 10 0 3 18 14 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 203,731 COMMITMENTS 36,796 23,215 37,448 101,532 122,574 175,776 183,237 27,955 20,494 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -5,331) 1,923 -1,265 -3,613 -1,787 -1,592 -3,477 -6,470 -1,854 1,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 11.4 18.4 49.8 60.2 86.3 89.9 13.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 64 29 61 64 51 171 126 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 694,396 COMMITMENTS 44,562 115,004 7,447 537,514 432,866 589,523 555,317 104,873 139,079 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -12,277) 5,229 1,329 -1,679 -14,740 -13,516 -11,190 -13,866 -1,087 1,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 16.6 1.1 77.4 62.3 84.9 80.0 15.1 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 18 37 13 65 60 93 100 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 131,988 COMMITMENTS 43,751 6,354 13,219 45,980 92,900 102,950 112,473 29,038 19,515 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -51) -1,428 -1,749 46 118 -3,011 -1,264 -4,714 1,213 4,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 4.8 10.0 34.8 70.4 78.0 85.2 22.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 51 16 29 57 49 127 84 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,867 COMMITMENTS 1,891 1,145 479 4,388 4,431 6,758 6,055 1,109 1,812 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 108) 174 -127 -72 53 228 155 29 -47 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 14.6 6.1 55.8 56.3 85.9 77.0 14.1 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 8 5 20 14 33 24 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 471,135 COMMITMENTS 62,291 54,297 5,637 304,655 324,736 372,583 384,670 98,552 86,465 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -12,771) -13,496 727 719 -10,136 -15,967 -22,913 -14,521 10,142 1,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 11.5 1.2 64.7 68.9 79.1 81.6 20.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 24 23 6 62 63 89 89 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,036,469 COMMITMENTS 68,899 150,819 2,942 740,395 615,266 812,236 769,027 224,233 267,442 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 24,097) -184 -6,544 -963 14,350 13,220 13,203 5,713 10,894 18,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 14.6 0.3 71.4 59.4 78.4 74.2 21.6 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 28 45 21 93 86 134 139 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,290 COMMITMENTS 90,966 90,777 2,682 562,405 553,855 656,053 647,314 158,237 166,976 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 19,436) 9,781 20,175 -971 -3,870 -1,061 4,940 18,143 14,496 1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 11.1 0.3 69.1 68.0 80.6 79.5 19.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 16 30 10 53 64 74 99 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 451,122 COMMITMENTS 172,555 20,676 40,429 192,788 358,415 405,772 419,520 45,350 31,602 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 12,635) 2,683 -288 3,112 842 3,505 6,637 6,329 5,998 6,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 4.6 9.0 42.7 79.4 89.9 93.0 10.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 34 11 26 35 31 77 62 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 11,798 COMMITMENTS 3,187 1,348 99 4,706 6,826 7,992 8,273 3,806 3,525 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,702) 203 -251 0 1,448 1,983 1,651 1,732 51 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 11.4 0.8 39.9 57.9 67.7 70.1 32.3 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 2 7 6 12 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 57,433 COMMITMENTS 15,746 15,132 153 30,989 25,884 46,888 41,169 10,545 16,264 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 3,599) -1,883 2,431 -212 5,772 -1,558 3,677 661 -78 2,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 26.3 0.3 54.0 45.1 81.6 71.7 18.4 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 23 6 25 25 53 51 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,985 COMMITMENTS 4,992 2,205 77 13,796 16,386 18,865 18,668 120 317 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,439) 3,052 -3,134 -105 -4,384 1,865 -1,437 -1,374 -2 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 11.6 0.4 72.7 86.3 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 11 1 12 14 23 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 35,325 COMMITMENTS 2,750 1,270 69 32,361 33,932 35,180 35,271 145 54 CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 9,979) -565 280 -181 10,825 9,894 10,079 9,993 -100 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.6 0.2 91.6 96.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 2 10 8 19 14
Updated May 1, 2009