WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,382 COMMITMENTS 58,187 59,782 108,602 166,098 141,561 332,887 309,944 25,495 48,438 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 5,434) -2,716 6,563 3,747 5,543 -5,909 6,574 4,401 -1,140 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 16.7 30.3 46.3 39.5 92.9 86.5 7.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 70 106 126 80 94 237 260 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,258,263 COMMITMENTS 131,483 97,093 446,262 541,366 499,034 1119110 1042389 139,153 215,875 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -11,904) 5,415 -1,672 -4,267 -12,581 -5,910 -11,432 -11,849 -471 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.7 35.5 43.0 39.7 88.9 82.8 11.1 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602) 138 149 223 232 259 493 534 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,425 COMMITMENTS 671 1,810 1,328 14,439 12,864 16,438 16,003 1,987 2,423 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -19) -55 78 129 7 -159 81 48 -100 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 9.8 7.2 78.4 69.8 89.2 86.9 10.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 14 8 23 17 35 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,483 COMMITMENTS 62,254 23,727 157,371 178,618 196,071 398,243 377,169 44,240 65,313 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 29,212) 521 4,383 15,975 12,918 9,329 29,414 29,687 -201 -474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 5.4 35.6 40.4 44.3 90.0 85.2 10.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 109 87 146 111 126 298 302 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 11,718 COMMITMENTS 8,264 1,252 867 0 1,214 9,131 3,333 2,587 8,385 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 144) 961 -225 -78 0 84 883 -219 -739 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 10.7 7.4 0.0 10.4 77.9 28.4 22.1 71.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 14 5 9 0 3 16 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 251,296 COMMITMENTS 15,496 26,452 67,099 144,178 137,572 226,774 231,123 24,523 20,173 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 10,834) 6 3,324 3,012 7,887 5,191 10,905 11,527 -71 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 10.5 26.7 57.4 54.7 90.2 92.0 9.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 32 44 67 64 67 144 158 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,306 COMMITMENTS 41,896 136,460 56,778 599,807 461,830 698,481 655,068 120,825 164,238 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -5,480) -20,665 -4,343 2,916 11,170 -9,622 -6,579 -11,049 1,099 5,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 16.7 6.9 73.2 56.4 85.3 80.0 14.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 21 34 34 64 77 105 125 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 138,180 COMMITMENTS 21,744 6,204 27,662 61,738 86,089 111,144 119,955 27,036 18,225 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 3,234) 668 -664 -1,044 2,688 4,403 2,312 2,695 922 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 4.5 20.0 44.7 62.3 80.4 86.8 19.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 45 22 39 60 53 125 101 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,267 COMMITMENTS 1,176 701 313 3,725 3,678 5,214 4,692 1,052 1,575 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -64) 47 120 -116 -140 -222 -208 -218 144 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 11.2 5.0 59.4 58.7 83.2 74.9 16.8 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 10 4 17 16 27 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 537,474 COMMITMENTS 71,416 68,150 22,434 349,651 370,897 443,501 461,481 93,973 75,993 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -12,552) 6,939 -11,016 2,861 -30,227 -3,461 -20,427 -11,616 7,875 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 12.7 4.2 65.1 69.0 82.5 85.9 17.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 25 29 18 68 76 103 113 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,417,705 COMMITMENTS 128,321 121,015 181,379 877,865 807,679 1187564 1110072 230,140 307,633 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 70,700) -1,831 8,948 24,461 31,349 15,783 53,979 49,192 16,720 21,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 8.5 12.8 61.9 57.0 83.8 78.3 16.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 38 44 60 95 107 165 179 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,045,898 COMMITMENTS 77,424 148,699 57,946 722,694 656,882 858,064 863,527 187,834 182,371 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -53,120) -18,879 -6,211 31 -39,651 -41,641 -58,499 -47,821 5,379 -5,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 14.2 5.5 69.1 62.8 82.0 82.6 18.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 25 37 33 68 65 110 118 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 701,245 COMMITMENTS 159,260 17,871 334,977 174,810 316,955 669,047 669,803 32,198 31,442 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -6,868) -1,574 1,838 -802 -2,388 -3,733 -4,764 -2,697 -2,104 -4,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 2.5 47.8 24.9 45.2 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 29 10 31 34 30 71 65 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 16,982 COMMITMENTS 3,552 4,084 5 9,659 9,653 13,216 13,741 3,766 3,240 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,399) 19 392 5 3,895 4,273 3,918 4,670 481 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 24.0 0.0 56.9 56.8 77.8 80.9 22.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 8 1 13 8 18 17 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 79,260 COMMITMENTS 19,979 11,095 780 41,155 49,394 61,913 61,268 17,347 17,992 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 8,839) 199 -195 142 4,774 6,468 5,115 6,415 3,725 2,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 14.0 1.0 51.9 62.3 78.1 77.3 21.9 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 25 19 4 25 25 52 46 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 25,247 COMMITMENTS 13,651 7,824 107 11,337 17,163 25,095 25,094 152 153 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -3,072) -1,050 -1,990 -105 -1,805 -926 -2,960 -3,021 -112 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.1 31.0 0.4 44.9 68.0 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 11 3 8 16 21 28 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 43,827 COMMITMENTS 15,898 1,192 1,712 25,405 40,890 43,015 43,794 812 33 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -4,619) -8,228 244 10 6,823 -1,454 -1,395 -1,200 -3,224 -3,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 2.7 3.9 58.0 93.3 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 7 3 12 7 24 17
Updated January 23, 2009