WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,224 COMMITMENTS 57,815 64,474 36,611 137,486 110,789 231,912 211,874 22,312 42,350 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,120) 2,664 -8,356 -249 -1,708 12,033 707 3,428 1,413 -1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 25.4 14.4 54.1 43.6 91.2 83.3 8.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 56 106 87 62 88 187 227 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 825,334 COMMITMENTS 163,280 118,394 118,013 432,214 417,791 713,507 654,198 111,827 171,136 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,734) 5,089 -11,306 4,529 -9,279 7,659 339 882 1,395 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 14.3 14.3 52.4 50.6 86.5 79.3 13.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583) 119 151 120 191 246 384 466 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,777 COMMITMENTS 1,185 1,712 151 13,953 12,696 15,289 14,559 1,488 2,218 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 75) 114 -101 -16 -276 -37 -178 -154 253 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 10.2 0.9 83.2 75.7 91.1 86.8 8.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 9 5 20 12 32 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 313,818 COMMITMENTS 56,556 35,598 50,785 161,368 166,400 268,709 252,783 45,109 61,035 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -2,188) -2,120 -2,190 -944 -3,145 575 -6,209 -2,559 4,021 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 11.3 16.2 51.4 53.0 85.6 80.6 14.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 88 76 99 99 115 251 253 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 11,349 COMMITMENTS 6,897 2,344 1,066 0 778 7,963 4,188 3,386 7,161 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 20.7 9.4 0.0 6.9 70.2 36.9 29.8 63.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 7 9 0 2 13 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 224,445 COMMITMENTS 15,279 27,944 48,875 138,953 122,341 203,107 199,160 21,338 25,285 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 5,162) 3,339 -1,823 6,571 -1,907 2,218 8,003 6,966 -2,841 -1,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 12.5 21.8 61.9 54.5 90.5 88.7 9.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 33 36 68 56 53 135 145 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 770,320 COMMITMENTS 59,200 178,906 3,840 600,103 436,476 663,143 619,222 107,177 151,098 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 9,408) 6,518 22,036 -336 5,174 -25,465 11,356 -3,765 -1,948 13,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 23.2 0.5 77.9 56.7 86.1 80.4 13.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 22 39 9 65 77 94 118 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 127,105 COMMITMENTS 15,910 14,672 19,574 67,754 71,394 103,238 105,640 23,867 21,465 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -822) 257 -455 931 -2,314 -207 -1,126 269 304 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 11.5 15.4 53.3 56.2 81.2 83.1 18.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 22 27 41 52 44 106 97 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,936 COMMITMENTS 1,385 782 239 4,153 4,099 5,777 5,120 1,159 1,816 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -73) -129 -22 -104 83 161 -150 35 77 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 11.3 3.4 59.9 59.1 83.3 73.8 16.7 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 8 4 19 15 27 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 514,582 COMMITMENTS 67,532 78,200 2,746 369,002 361,221 439,280 442,167 75,302 72,415 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 39,656) 7,340 24,963 -2,510 37,849 24,035 42,679 46,488 -3,023 -6,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 15.2 0.5 71.7 70.2 85.4 85.9 14.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 23 26 9 69 68 97 98 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,101,485 COMMITMENTS 145,257 142,579 6,845 764,550 699,466 916,652 848,890 184,833 252,595 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,531) -6,264 2,441 -8,487 28,715 14,096 13,964 8,050 -9,433 -3,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 12.9 0.6 69.4 63.5 83.2 77.1 16.8 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 31 39 17 69 87 109 134 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,074,778 COMMITMENTS 176,642 160,422 8,303 740,458 752,781 925,403 921,506 149,375 153,272 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 9,147) -26,378 35,330 -2,727 56,838 3,553 27,733 36,156 -18,586 -27,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 14.9 0.8 68.9 70.0 86.1 85.7 13.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 31 31 13 76 63 113 101 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 405,435 COMMITMENTS 189,782 20,563 23,919 169,327 328,860 383,028 373,342 22,407 32,093 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 5,465) 11,608 255 -5,762 7,246 10,082 13,092 4,575 -7,627 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 5.1 5.9 41.8 81.1 94.5 92.1 5.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 25 9 22 37 34 70 59 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 36,510 COMMITMENTS 14,180 7,236 2,662 15,170 15,978 32,012 25,876 4,498 10,634 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,425) 464 162 2,464 37 421 2,965 3,047 1,460 1,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 19.8 7.3 41.6 43.8 87.7 70.9 12.3 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 13 8 16 13 34 31 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 119,872 COMMITMENTS 32,398 24,200 8,015 59,926 69,252 100,339 101,467 19,533 18,405 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 23,703) 5,712 -1,469 7,176 -329 9,251 12,559 14,958 11,144 8,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 20.2 6.7 50.0 57.8 83.7 84.6 16.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 34 24 21 35 32 79 68 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 30,386 COMMITMENTS 12,659 7,944 182 13,809 18,642 26,650 26,768 3,736 3,618 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -7,827) -8,432 -62 -1,047 -1,776 -10,073 -11,255 -11,182 3,428 3,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 26.1 0.6 45.4 61.4 87.7 88.1 12.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 9 3 9 12 21 22 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 54,298 COMMITMENTS 32,244 3,549 1,601 20,207 49,093 54,052 54,243 246 55 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -14,335) -8,188 -221 -67 -4,995 -12,993 -13,250 -13,281 -1,085 -1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.4 6.5 2.9 37.2 90.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 6 2 10 7 23 14
Updated December 19, 2008