WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,498 COMMITMENTS 77,091 80,871 36,308 146,085 126,078 259,484 243,257 28,014 44,241 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -16,503) 8,922 -4,243 -19,283 -5,274 9,828 -15,635 -13,698 -868 -2,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 28.1 12.6 50.8 43.9 90.3 84.6 9.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 86 120 111 65 92 229 269 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 796,882 COMMITMENTS 209,299 114,750 125,904 367,879 382,606 703,082 623,260 93,800 173,622 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,743) 26,040 -18,711 -4,734 -11,001 29,920 10,305 6,475 -12,048 -8,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 14.4 15.8 46.2 48.0 88.2 78.2 11.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 136 115 143 159 236 378 440 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,509 COMMITMENTS 2,350 2,433 0 8,802 9,061 11,152 11,494 2,357 2,015 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -967) -411 -653 0 -145 114 -556 -539 -411 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 18.0 0.0 65.2 67.1 82.6 85.1 17.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 14 0 18 11 27 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,105 COMMITMENTS 135,267 24,794 54,952 156,156 244,648 346,375 324,394 50,730 72,711 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 23,231) 16,342 -402 3,405 -1,209 16,577 18,538 19,580 4,693 3,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 6.2 13.8 39.3 61.6 87.2 81.7 12.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 165 59 99 91 135 299 262 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,129 COMMITMENTS 13,787 1,111 383 0 1,475 14,170 2,969 2,959 14,160 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 3,744) 4,005 607 20 0 188 4,025 815 -281 2,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.5 6.5 2.2 0.0 8.6 82.7 17.3 17.3 82.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 18 5 10 0 3 21 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 203,704 COMMITMENTS 44,286 25,255 34,562 92,553 125,749 171,401 185,566 32,303 18,138 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -27) 7,490 2,040 -2,886 -8,979 3,175 -4,375 2,329 4,348 -2,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 12.4 17.0 45.4 61.7 84.1 91.1 15.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 65 34 60 67 55 171 129 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,278 COMMITMENTS 41,523 115,553 6,671 526,206 416,483 574,400 538,707 111,878 147,571 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -8,118) -3,039 549 -776 -11,308 -16,383 -15,123 -16,610 7,005 8,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 16.8 1.0 76.7 60.7 83.7 78.5 16.3 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 15 36 13 65 58 90 97 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 142,929 COMMITMENTS 54,424 5,926 11,630 47,758 109,455 113,812 127,011 29,117 15,918 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 10,941) 10,673 -428 -1,589 1,778 16,555 10,862 14,538 79 -3,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 4.1 8.1 33.4 76.6 79.6 88.9 20.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 62 17 27 61 49 139 87 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,983 COMMITMENTS 2,354 1,232 483 4,013 4,674 6,850 6,389 1,133 1,594 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 116) 463 87 4 -375 243 92 334 24 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 15.4 6.1 50.3 58.5 85.8 80.0 14.2 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 11 7 17 14 33 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 473,002 COMMITMENTS 78,574 48,690 2,758 291,395 327,637 372,727 379,085 100,275 93,917 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 1,867) 16,283 -5,607 -2,879 -13,260 2,901 144 -5,585 1,723 7,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 10.3 0.6 61.6 69.3 78.8 80.1 21.2 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 27 21 9 63 62 94 88 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,353 COMMITMENTS 69,030 165,579 6,732 748,101 596,311 823,863 768,622 203,490 258,731 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,116) 131 14,760 3,790 7,706 -18,955 11,627 -405 -20,743 -8,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 16.1 0.7 72.8 58.0 80.2 74.8 19.8 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 31 41 19 99 88 138 140 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 826,021 COMMITMENTS 112,800 79,023 2,275 550,049 563,710 665,124 645,008 160,897 181,013 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 11,731) 21,834 -11,754 -407 -12,356 9,855 9,071 -2,306 2,660 14,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 9.6 0.3 66.6 68.2 80.5 78.1 19.5 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 14 27 10 58 65 77 97 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 388,872 COMMITMENTS 156,343 15,979 27,368 162,777 315,830 346,488 359,177 42,384 29,695 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -62,250) -16,212 -4,697 -13,061 -30,011 -42,585 -59,284 -60,343 -2,966 -1,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 4.1 7.0 41.9 81.2 89.1 92.4 10.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 30 10 22 32 32 69 57 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,381 COMMITMENTS 3,481 1,675 98 5,105 7,798 8,684 9,571 4,697 3,810 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 1,583) 294 327 -1 399 972 692 1,298 891 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 12.5 0.7 38.2 58.3 64.9 71.5 35.1 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 1 7 6 13 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 53,979 COMMITMENTS 16,310 16,149 240 26,780 23,267 43,330 39,656 10,649 14,323 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,454) 564 1,017 87 -4,209 -2,617 -3,558 -1,513 104 -1,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 29.9 0.4 49.6 43.1 80.3 73.5 19.7 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 24 29 7 24 30 53 61 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 17,793 COMMITMENTS 2,674 2,644 77 14,946 14,843 17,697 17,564 96 229 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,192) -2,318 439 0 1,150 -1,543 -1,168 -1,104 -24 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.9 0.4 84.0 83.4 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 13 1 11 12 21 25 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 35,544 COMMITMENTS 2,739 356 49 32,662 35,075 35,450 35,480 94 64 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 219) -11 -914 -20 301 1,143 270 209 -51 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.0 0.1 91.9 98.7 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 1 10 8 18 14
Updated May 08, 2009