WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 349,615 COMMITMENTS 80,453 76,863 47,664 191,393 172,749 319,510 297,276 30,105 52,339 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12,511) -2,783 -8,780 -6,304 -2,807 1,856 -11,894 -13,228 -617 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 22.0 13.6 54.7 49.4 91.4 85.0 8.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 87 96 108 61 99 230 257 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,366,107 COMMITMENTS 443,320 103,591 185,552 606,088 833,551 1234960 1122694 131,147 243,413 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -59,522) -13,022 -22,536 -2,633 -25,050 -33,061 -40,705 -58,230 -18,817 -1,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 7.6 13.6 44.4 61.0 90.4 82.2 9.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 847) 228 133 209 219 366 582 643 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,193 COMMITMENTS 4,060 344 543 9,086 14,992 13,689 15,879 3,504 1,314 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 169) 130 -30 180 -285 62 25 212 144 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 2.0 3.2 52.8 87.2 79.6 92.4 20.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 3 7 17 17 41 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,188 COMMITMENTS 149,602 29,564 66,299 206,919 297,749 422,820 393,612 53,368 82,576 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -26,991) -20,507 -12,839 -7,819 3,346 -5,232 -24,980 -25,890 -2,011 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 6.2 13.9 43.5 62.5 88.8 82.7 11.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469) 144 94 121 114 193 327 361 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 21,508 COMMITMENTS 17,248 2,076 845 2 3,678 18,095 6,599 3,413 14,909 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,467) -1,193 -639 -373 0 -17 -1,566 -1,029 99 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.2 9.7 3.9 0.0 17.1 84.1 30.7 15.9 69.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 8 8 1 10 10 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,825 COMMITMENTS 48,824 19,611 53,588 127,915 171,874 230,327 245,073 30,498 15,752 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -7,516) 162 -4,680 -6,456 -896 3,750 -7,190 -7,386 -326 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 7.5 20.5 49.0 65.9 88.3 94.0 11.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 53 24 47 60 55 146 111 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,210 COMMITMENTS 109,556 192,410 10,239 671,962 525,591 791,757 728,240 97,453 160,970 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 16,973) 5,690 11,705 -4,455 15,411 28,211 16,646 35,461 327 -18,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 21.6 1.2 75.6 59.1 89.0 81.9 11.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 25 52 15 66 77 100 135 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 221,465 COMMITMENTS 70,578 5,861 33,668 82,093 166,351 186,339 205,880 35,126 15,585 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,445) 6,457 -835 -2,083 -3,660 2,925 714 7 -2,159 -1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 2.6 15.2 37.1 75.1 84.1 93.0 15.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 80 18 52 69 64 172 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,470 COMMITMENTS 3,924 803 790 7,970 13,164 12,684 14,757 3,786 1,713 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,407) -593 -61 -50 -990 -1,514 -1,633 -1,625 226 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 4.9 4.8 48.4 79.9 77.0 89.6 23.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 7 11 28 23 53 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,011,360 COMMITMENTS 194,191 203,375 5,279 706,386 704,427 905,856 913,081 105,504 98,279 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 93,539) 25,435 58,684 153 67,951 64,088 93,539 122,925 0 -29,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 20.1 0.5 69.8 69.7 89.6 90.3 10.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 38 36 10 91 86 133 128 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,901,679 COMMITMENTS 284,955 281,898 54,375 1308391 1181673 1647721 1517946 253,958 383,733 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -63,340) -17,655 -26,740 7,316 -40,247 -8,175 -50,586 -27,599 -12,754 -35,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.8 2.9 68.8 62.1 86.6 79.8 13.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 55 50 34 95 108 166 177 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,569,390 COMMITMENTS 465,559 155,556 11,735 884,129 1133969 1361423 1301260 207,967 268,130 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -139,867) 4,340 -69 -23,436 -111,359 -95,056 -130,455 -118,561 -9,412 -21,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 9.9 0.7 56.3 72.3 86.7 82.9 13.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 31 37 13 79 74 118 116 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 772,484 COMMITMENTS 374,802 42,482 26,610 310,465 656,902 711,877 725,994 60,607 46,490 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 26,073) 40,010 8,544 -10,192 -532 28,693 29,286 27,045 -3,213 -972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 5.5 3.4 40.2 85.0 92.2 94.0 7.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 55 14 25 62 54 124 87 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 25,180 COMMITMENTS 9,655 11,323 980 11,254 8,009 21,889 20,312 3,291 4,868 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,260) -7,809 -3,236 -3,622 -6,564 -12,186 -17,995 -19,044 -7,265 -6,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 45.0 3.9 44.7 31.8 86.9 80.7 13.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 10 2 9 8 21 18 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,129 COMMITMENTS 42,369 29,579 911 30,313 49,116 73,593 79,606 20,536 14,523 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -44,427) 2,935 -21,611 -14,357 -36,361 -6,614 -47,783 -42,582 3,356 -1,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 31.4 1.0 32.2 52.2 78.2 84.6 21.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 32 28 5 22 18 57 48 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 52,927 COMMITMENTS 13,630 6,490 846 38,069 45,213 52,545 52,549 382 378 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,083) 394 526 -11 694 543 1,077 1,058 6 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 12.3 1.6 71.9 85.4 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 13 3 16 11 26 26 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 57,420 COMMITMENTS 16,665 2,653 55 40,693 54,432 57,413 57,140 7 280 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -2,095) -431 -238 55 -1,720 -1,942 -2,096 -2,125 1 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 4.6 0.1 70.9 94.8 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 12 9 18 18
Updated June 27, 2008