WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED 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: 440,593 COMMITMENTS 78,427 71,649 114,264 213,377 196,821 406,068 382,735 34,525 57,859 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -65,946) -3,068 -5,826 -42,980 -17,717 -14,988 -63,766 -63,794 -2,180 -2,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 16.3 25.9 48.4 44.7 92.2 86.9 7.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 94 103 137 70 105 262 281 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED 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: 2,067,462 COMMITMENTS 325,462 73,018 686,905 879,516 1034373 1891883 1794296 175,579 273,165 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -270,192) -8,412 3,802 -167,656 -61,999 -82,156 -238,066 -246,010 -32,125 -24,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 3.5 33.2 42.5 50.0 91.5 86.8 8.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 893) 234 153 312 281 408 680 775 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED 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: 17,842 COMMITMENTS 3,749 361 994 9,325 15,064 14,068 16,419 3,774 1,423 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -59) 125 -14 -7 -317 -32 -198 -53 139 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 2.0 5.6 52.3 84.4 78.8 92.0 21.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 5 8 19 17 44 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED 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: 631,526 COMMITMENTS 138,786 26,742 174,722 255,424 337,214 568,932 538,678 62,595 92,849 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -101,590) -7,761 -177 -83,675 -5,249 -14,266 -96,685 -98,117 -4,905 -3,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 4.2 27.7 40.4 53.4 90.1 85.3 9.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495) 158 102 163 133 205 374 408 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 299,269 COMMITMENTS 44,877 17,114 80,617 139,234 182,534 264,728 280,265 34,541 19,004 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,900) 150 -1,246 -17,964 -6,906 -6,436 -24,720 -25,647 -1,180 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 5.7 26.9 46.5 61.0 88.5 93.6 11.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 55 24 56 62 63 152 126 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED 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: 998,861 COMMITMENTS 107,237 183,094 76,165 707,512 566,479 890,914 825,738 107,947 173,123 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -16,015) 906 8,760 -14,493 5,032 10,751 -8,555 5,018 -7,459 -21,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 18.3 7.6 70.8 56.7 89.2 82.7 10.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 27 58 53 78 87 144 160 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED 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: 245,244 COMMITMENTS 66,531 5,521 50,707 89,782 171,853 207,020 228,081 38,224 17,163 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12,767) 3,281 930 -7,795 -5,004 -4,082 -9,518 -10,948 -3,249 -1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 2.3 20.7 36.6 70.1 84.4 93.0 15.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 79 19 58 70 68 173 136 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED 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: 17,064 COMMITMENTS 3,933 844 1,101 8,182 13,282 13,215 15,227 3,849 1,837 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -2,531) 3 0 -931 -1,783 -1,822 -2,712 -2,753 181 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 4.9 6.5 47.9 77.8 77.4 89.2 22.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 11 12 29 24 56 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED 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: 1,039,918 COMMITMENTS 192,550 200,927 22,241 717,272 716,437 932,063 939,605 107,855 100,313 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 91,954) 24,897 58,676 -727 67,975 63,735 92,144 121,683 -190 -29,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 19.3 2.1 69.0 68.9 89.6 90.4 10.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 35 42 24 93 94 142 146 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED 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: 2,416,950 COMMITMENTS 258,428 273,512 316,602 1567351 1421741 2142381 2011855 274,568 405,094 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -226,335) 3,763 -2,887 -101,194 -107,479 -73,975 -204,910 -178,056 -21,425 -48,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 11.3 13.1 64.8 58.8 88.6 83.2 11.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 48 61 72 115 130 202 224 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED 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: 1,701,922 COMMITMENTS 457,325 148,333 74,383 957,471 1205529 1489179 1428244 212,743 273,678 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -172,460) 1,939 687 -43,347 -118,496 -107,682 -159,903 -150,341 -12,556 -22,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 8.7 4.4 56.3 70.8 87.5 83.9 12.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 31 38 32 87 86 136 138 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED 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: 915,286 COMMITMENTS 377,154 43,497 119,242 354,434 702,038 850,830 864,778 64,456 50,509 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 42,796) 42,985 7,921 -193 2,786 35,634 45,577 43,361 -2,781 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 4.8 13.0 38.7 76.7 93.0 94.5 7.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 58 18 41 70 59 139 108 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED 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: 25,756 COMMITMENTS 9,655 11,394 1,040 11,351 8,125 22,046 20,559 3,711 5,197 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,960) -7,809 -3,252 -3,920 -6,629 -12,236 -18,358 -19,407 -7,602 -6,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 44.2 4.0 44.1 31.5 85.6 79.8 14.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 11 3 9 8 22 19 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED 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: 100,643 COMMITMENTS 42,104 29,502 2,400 35,094 53,914 79,598 85,817 21,046 14,827 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -46,961) 3,223 -21,318 -15,782 -37,725 -8,070 -50,284 -45,170 3,324 -1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 29.3 2.4 34.9 53.6 79.1 85.3 20.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 28 12 24 19 64 54 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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