WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,203 COMMITMENTS 60,168 65,053 148,607 167,815 142,643 376,590 356,303 30,613 50,900 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 12,555) -188 3,581 8,760 4,920 1,133 13,491 13,473 -936 -918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 16.0 36.5 41.2 35.0 92.5 87.5 7.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 68 133 175 78 93 285 320 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,225,572 COMMITMENTS 130,013 143,130 400,707 555,092 460,007 1085811 1003844 139,761 221,728 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -2,894) -3,651 21,430 -19,100 15,206 -15,486 -7,545 -13,157 4,651 10,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 11.7 32.7 45.3 37.5 88.6 81.9 11.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 125 151 215 232 237 487 507 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,661 COMMITMENTS 370 2,401 1,386 14,640 11,973 16,396 15,760 2,265 2,901 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -26) -163 384 68 44 -322 -51 129 25 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 12.9 7.4 78.5 64.2 87.9 84.5 12.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 17 7 21 13 31 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,299 COMMITMENTS 61,173 32,941 161,073 197,906 201,952 420,152 395,966 49,147 73,333 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 7,884) -7,844 10,899 433 15,102 -4,720 7,691 6,612 193 1,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 7.0 34.3 42.2 43.0 89.5 84.4 10.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 103 107 151 113 120 305 310 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 263,380 COMMITMENTS 19,917 30,740 68,180 147,981 134,606 236,078 233,525 27,302 29,854 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 12,444) -1,878 4,428 2,802 12,646 2,095 13,571 9,326 -1,127 3,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 11.7 25.9 56.2 51.1 89.6 88.7 10.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 48 43 69 66 63 156 164 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 859,389 COMMITMENTS 40,447 128,860 63,674 629,921 496,125 734,041 688,659 125,348 170,730 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 19,292) 6,401 7,259 -1,668 11,635 15,339 16,369 20,931 2,923 -1,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 15.0 7.4 73.3 57.7 85.4 80.1 14.6 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 23 33 36 72 75 116 123 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 143,787 COMMITMENTS 20,303 6,117 25,344 71,257 87,492 116,903 118,952 26,883 24,834 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -6,156) -5,911 1,398 -2,635 4,118 -9,357 -4,427 -10,594 -1,729 4,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 4.3 17.6 49.6 60.8 81.3 82.7 18.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 41 25 40 61 55 124 103 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,886 COMMITMENTS 1,340 1,263 754 4,496 3,377 6,590 5,395 1,296 2,491 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 389) 39 14 -142 197 -45 93 -174 295 563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 16.0 9.6 57.0 42.8 83.6 68.4 16.4 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 12 5 20 17 31 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 536,305 COMMITMENTS 78,318 59,397 16,319 347,094 378,625 441,731 454,341 94,574 81,964 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 20,074) 13,399 -1,175 1,290 2,832 13,674 17,521 13,789 2,553 6,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 11.1 3.0 64.7 70.6 82.4 84.7 17.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 31 25 15 77 76 113 111 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,496,129 COMMITMENTS 106,915 141,840 212,593 906,416 857,478 1225925 1211912 270,205 284,218 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 11,351) -6,358 -9,195 -6,365 -9,638 16,080 -22,362 520 33,712 10,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 9.5 14.2 60.6 57.3 81.9 81.0 18.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 41 45 55 112 110 183 180 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,078,369 COMMITMENTS 83,139 106,564 64,226 748,142 711,134 895,507 881,924 182,862 196,445 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 7,890) 7,598 -4,482 -1,092 -11,298 -1,084 -4,792 -6,658 12,682 14,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 9.9 6.0 69.4 65.9 83.0 81.8 17.0 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 18 32 32 74 66 112 110 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 648,977 COMMITMENTS 156,998 17,422 288,056 166,301 307,792 611,356 613,270 37,621 35,708 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 23,343) 6,495 122 3,359 8,940 11,630 18,794 15,111 4,549 8,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 2.7 44.4 25.6 47.4 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 27 11 33 36 28 74 63 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 22,898 COMMITMENTS 4,282 4,813 95 13,573 14,144 17,949 19,051 4,948 3,847 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 1,506) 705 643 7 33 532 745 1,182 761 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 21.0 0.4 59.3 61.8 78.4 83.2 21.6 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 9 5 12 6 21 16 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,120 COMMITMENTS 24,782 16,203 1,048 42,849 55,083 68,679 72,334 20,441 16,786 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,573) 2,130 -354 142 -1,577 1,713 695 1,501 3,878 3,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 18.2 1.2 48.1 61.8 77.1 81.2 22.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 27 27 8 30 28 60 60 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 32,036 COMMITMENTS 9,958 4,234 471 21,436 26,507 31,865 31,212 171 824 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -4,074) 347 -2,008 384 -4,718 -3,214 -3,987 -4,838 -87 764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 13.2 1.5 66.9 82.7 99.5 97.4 0.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 13 3 11 13 22 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 36,229 COMMITMENTS 10,974 1,674 1,790 21,118 32,624 33,882 36,088 2,347 141 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 176) 24 606 143 214 -204 381 545 -205 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 4.6 4.9 58.3 90.0 93.5 99.6 6.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 9 3 11 7 20 19
Updated February 20, 2009