WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 393,930: 91,859 60,860 68,423 202,268 214,056 362,550 343,339: 31,380 50,591
Old : 142,162: 35,433 65,041 476 94,461 62,900 130,370 128,417: 11,792 13,745
Other: 251,768: 95,813 35,206 28,560 107,807 151,156 232,180 214,922: 19,588 36,846
: : :
: : Changes in Commitments from: March 18, 2008 :
: -12,773: -1,280 -3,620 -3,495 -7,716 -6,893 -12,491 -14,008: -282 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.4 17.4 51.3 54.3 92.0 87.2: 8.0 12.8
Old : 100.0: 24.9 45.8 0.3 66.4 44.2 91.7 90.3: 8.3 9.7
Other: 100.0: 38.1 14.0 11.3 42.8 60.0 92.2 85.4: 7.8 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 93 102 111 80 118 249 270:
Old : 272: 69 103 10 27 77 101 185:
Other: 303: 99 68 75 75 113 213 226:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 18.0 38.1 26.9 25.6 16.4 35.8 23.0
Old : 39.7 23.8 57.8 36.1 39.7 23.8 57.8 36.1
Other: 28.1 20.4 39.2 28.4 27.8 19.2 37.1 26.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,389,904: 391,033 96,055 177,083 687,718 899,835 1,255,834 1,172,973: 134,070 216,931
Old : 828,512: 210,760 147,891 71,553 469,440 495,761 751,753 715,205: 76,759 113,307
Other: 561,392: 266,230 34,121 19,573 218,278 404,074 504,081 457,768: 57,311 103,624
: : :
: : Changes in Commitments from: March 18, 2008 :
: -36,910: -35,430 -3,981 16,507 -6,076 -38,248 -24,999 -25,722: -11,911 -11,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.9 12.7 49.5 64.7 90.4 84.4: 9.6 15.6
Old : 100.0: 25.4 17.9 8.6 56.7 59.8 90.7 86.3: 9.3 13.7
Other: 100.0: 47.4 6.1 3.5 38.9 72.0 89.8 81.5: 10.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 223 116 177 246 341 551 580:
Old : 716: 174 144 117 214 309 447 520:
Other: 632: 167 92 52 143 313 327 445:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 17.5 24.6 23.0 15.6 15.7 23.9 20.6
Old : 20.2 17.1 29.7 23.1 20.1 15.0 29.1 20.6
Other: 17.9 21.5 28.7 27.0 17.5 21.3 28.2 26.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,010: 2,872 1,958 660 7,380 10,611 10,912 13,229: 3,098 781
Old : 7,709: 2,066 1,876 0 3,854 5,478 5,920 7,354: 1,789 355
Other: 6,301: 1,160 436 306 3,526 5,133 4,992 5,875: 1,309 426
: : :
: : Changes in Commitments from: March 18, 2008 :
: -629: -369 65 63 -452 -1,016 -758 -888: 129 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 14.0 4.7 52.7 75.7 77.9 94.4: 22.1 5.6
Old : 100.0: 26.8 24.3 0.0 50.0 71.1 76.8 95.4: 23.2 4.6
Other: 100.0: 18.4 6.9 4.9 56.0 81.5 79.2 93.2: 20.8 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 3 7 15 13 36 22:
Old : 40: 16 4 0 12 11 28 15:
Other: 29: 11 4 4 8 13 21 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 58.1 45.6 77.1 24.0 45.1 36.6 59.6
Old : 36.6 70.7 54.1 88.7 36.6 68.8 54.1 86.7
Other: 53.8 49.7 67.9 74.2 39.3 41.8 45.2 57.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 527,444: 165,236 50,477 65,266 261,149 341,015 491,651 456,758: 35,793 70,686
Old : 323,528: 102,913 48,456 26,259 174,121 217,232 303,293 291,947: 20,235 31,581
Other: 203,916: 84,096 23,794 17,234 87,028 123,783 188,358 164,811: 15,558 39,105
: : :
: : Changes in Commitments from: March 18, 2008 :
: -12,154: -1,218 -184 4,982 -10,973 -18,342 -7,209 -13,544: -4,945 1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.6 12.4 49.5 64.7 93.2 86.6: 6.8 13.4
Old : 100.0: 31.8 15.0 8.1 53.8 67.1 93.7 90.2: 6.3 9.8
Other: 100.0: 41.2 11.7 8.5 42.7 60.7 92.4 80.8: 7.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 170 83 109 103 190 322 355:
Old : 471: 155 94 71 86 182 275 319:
Other: 352: 88 71 44 73 161 186 256:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 23.6 30.1 31.0 17.3 20.3 26.2 25.6
Old : 22.7 26.4 35.8 36.2 22.7 24.0 33.2 31.7
Other: 19.5 20.2 33.0 29.2 17.0 18.9 28.6 25.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,317: 18,756 2,378 1,303 3 4,305 20,062 7,986: 3,255 15,331
Old : 7,408: 4,614 1,507 720 3 1,372 5,337 3,599: 2,071 3,809
Other: 15,909: 14,609 1,338 116 0 2,933 14,725 4,387: 1,184 11,522
: : :
: : Changes in Commitments from: March 18, 2008 :
: -601: -481 -105 168 0 442 -313 505: -288 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 10.2 5.6 0.0 18.5 86.0 34.2: 14.0 65.8
Old : 100.0: 62.3 20.3 9.7 0.0 18.5 72.0 48.6: 28.0 51.4
Other: 100.0: 91.8 8.4 0.7 0.0 18.4 92.6 27.6: 7.4 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 9 12 1 12 18 29:
Old : 34: 13 9 9 1 12 16 28:
Other: 31: 11 8 3 0 12 12 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 9.4 78.4 16.5 62.0 9.0 75.2 16.0
Old : 43.0 21.1 61.2 31.3 40.4 18.1 55.9 27.1
Other: 77.0 8.5 90.2 14.5 77.0 8.5 90.1 14.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 282,519: 42,840 23,420 53,608 164,298 196,904 260,746 273,932: 21,773 8,587
Old : 208,993: 46,286 32,896 21,264 123,711 147,875 191,261 202,035: 17,732 6,958
Other: 73,526: 15,907 9,877 12,991 40,587 49,029 69,485 71,897: 4,041 1,629
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,703: -3,971 91 2,076 3,477 -2,696 1,582 -529: -3,285 -1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.3 19.0 58.2 69.7 92.3 97.0: 7.7 3.0
Old : 100.0: 22.1 15.7 10.2 59.2 70.8 91.5 96.7: 8.5 3.3
Other: 100.0: 21.6 13.4 17.7 55.2 66.7 94.5 97.8: 5.5 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 51 34 48 62 52 139 119:
Old : 174: 51 43 34 59 48 128 108:
Other: 108: 28 23 21 41 30 80 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 34.6 31.6 49.6 16.3 29.2 25.4 40.7
Old : 21.3 40.1 32.5 52.6 21.3 39.3 32.5 50.6
Other: 40.5 38.3 55.4 60.5 26.6 33.1 39.7 48.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 941,923: 186,880 159,600 4,847 624,025 597,497 815,752 761,944: 126,171 179,979
Old : 941,923: 186,880 159,600 4,847 624,025 597,497 815,752 761,944: 126,171 179,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -22,463: 16,984 -30,571 1,064 -24,331 3,800 -6,283 -25,707: -16,180 3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 16.9 0.5 66.3 63.4 86.6 80.9: 13.4 19.1
Old : 100.0: 19.8 16.9 0.5 66.3 63.4 86.6 80.9: 13.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 37 36 22 69 76 118 122:
Old : 174: 37 36 22 69 76 118 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 34.6 39.9 42.2 25.0 29.3 33.7 35.9
Old : 28.2 34.6 39.9 42.2 25.0 29.3 33.7 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 219,796: 49,153 16,167 19,194 126,961 173,249 195,308 208,610: 24,488 11,186
Old : 142,205: 32,874 18,735 9,975 84,016 105,075 126,865 133,785: 15,340 8,420
Other: 77,591: 21,115 2,268 4,383 42,945 68,174 68,443 74,825: 9,148 2,766
: : :
: : Changes in Commitments from: March 18, 2008 :
: 50: -5,815 -528 702 8,309 607 3,196 781: -3,146 -731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 7.4 8.7 57.8 78.8 88.9 94.9: 11.1 5.1
Old : 100.0: 23.1 13.2 7.0 59.1 73.9 89.2 94.1: 10.8 5.9
Other: 100.0: 27.2 2.9 5.6 55.3 87.9 88.2 96.4: 11.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 54 24 39 70 57 142 108:
Old : 162: 50 30 32 62 54 129 102:
Other: 107: 39 6 11 52 32 95 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 42.8 35.2 57.4 20.8 40.7 29.0 49.3
Old : 30.9 37.2 38.8 51.1 29.2 34.5 36.4 45.8
Other: 22.3 61.1 35.9 77.6 22.1 56.5 34.1 72.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,444: 7,636 461 867 8,030 18,025 16,533 19,353: 3,911 1,091
Old : 13,751: 6,320 596 377 4,187 11,943 10,884 12,916: 2,867 835
Other: 6,693: 1,722 271 84 3,843 6,082 5,649 6,437: 1,044 256
: : :
: : Changes in Commitments from: March 18, 2008 :
: 327: 298 150 114 145 -177 557 87: -230 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.3 4.2 39.3 88.2 80.9 94.7: 19.1 5.3
Old : 100.0: 46.0 4.3 2.7 30.4 86.9 79.2 93.9: 20.8 6.1
Other: 100.0: 25.7 4.0 1.3 57.4 90.9 84.4 96.2: 15.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 35 5 12 30 22 66 38:
Old : 70: 30 6 5 19 20 49 31:
Other: 48: 15 6 6 21 10 38 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 68.2 29.2 79.9 16.4 61.6 27.7 71.5
Old : 23.0 65.4 37.1 78.6 21.4 59.5 34.6 72.7
Other: 34.9 79.1 52.9 89.6 33.8 71.0 50.6 79.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,147,533: 301,230 232,309 8,638 716,995 789,570 1,026,863 1,030,517: 120,670 117,016
Old : 1,147,533: 301,230 232,309 8,638 716,995 789,570 1,026,863 1,030,517: 120,670 117,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 30,201: 31,445 25,929 -1,508 12,999 -4,300 42,936 20,121: -12,735 10,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 20.2 0.8 62.5 68.8 89.5 89.8: 10.5 10.2
Old : 100.0: 26.3 20.2 0.8 62.5 68.8 89.5 89.8: 10.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 38 39 14 96 88 139 136:
Old : 208: 38 39 14 96 88 139 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 44.6 40.5 55.6 24.5 44.2 36.9 54.5
Old : 26.8 44.6 40.5 55.6 24.5 44.2 36.9 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,093,120: 273,315 354,872 48,555 1,477,605 1,319,451 1,799,475 1,722,878: 293,645 370,242
Old : 2,093,120: 273,315 354,872 48,555 1,477,605 1,319,451 1,799,475 1,722,878: 293,645 370,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -97,483: -37,377 31,776 -12,215 -15,567 -57,750 -65,159 -38,189: -32,324 -59,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.0 2.3 70.6 63.0 86.0 82.3: 14.0 17.7
Old : 100.0: 13.1 17.0 2.3 70.6 63.0 86.0 82.3: 14.0 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 42 69 32 90 124 151 207:
Old : 266: 42 69 32 90 124 151 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 25.3 53.8 33.4 41.6 24.1 49.2 29.9
Old : 44.7 25.3 53.8 33.4 41.6 24.1 49.2 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,855,947: 580,048 258,952 28,389 1,012,280 1,320,702 1,620,717 1,608,043: 235,230 247,904
Old : 1,855,947: 580,048 258,952 28,389 1,012,280 1,320,702 1,620,717 1,608,043: 235,230 247,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -65,162: -15,920 -27,639 -10,681 -11,963 -20,316 -38,564 -58,636: -26,598 -6,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.0 1.5 54.5 71.2 87.3 86.6: 12.7 13.4
Old : 100.0: 31.3 14.0 1.5 54.5 71.2 87.3 86.6: 12.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 50 42 17 80 77 136 131:
Old : 199: 50 42 17 80 77 136 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 41.4 34.2 53.1 20.7 35.4 32.2 43.6
Old : 22.1 41.4 34.2 53.1 20.7 35.4 32.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 330,207: 64,304 23,808 34,407 203,123 238,278 301,834 296,493: 28,373 33,714
Old : 330,207: 64,304 23,808 34,407 203,123 238,278 301,834 296,493: 28,373 33,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -18,040: -38,291 -12,320 -314 20,486 -5,914 -18,119 -18,548: 79 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 7.2 10.4 61.5 72.2 91.4 89.8: 8.6 10.2
Old : 100.0: 19.5 7.2 10.4 61.5 72.2 91.4 89.8: 8.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 24 15 21 48 52 83 80:
Old : 102: 24 15 21 48 52 83 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 23.6 40.3 39.9 19.0 17.3 28.0 28.6
Old : 28.5 23.6 40.3 39.9 19.0 17.3 28.0 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 24,094: 14,058 8,189 16 6,427 11,610 20,501 19,815: 3,593 4,279
Old : 24,094: 14,058 8,189 16 6,427 11,610 20,501 19,815: 3,593 4,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -20,973: -5,131 -6,617 -4,331 -7,735 -3,013 -17,197 -13,961: -3,776 -7,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 34.0 0.1 26.7 48.2 85.1 82.2: 14.9 17.8
Old : 100.0: 58.3 34.0 0.1 26.7 48.2 85.1 82.2: 14.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 2 9 8 20 18:
Old : 36: 9 10 2 9 8 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 47.4 70.5 67.4 54.1 47.4 70.5 67.3
Old : 54.1 47.4 70.5 67.4 54.1 47.4 70.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 68,179: 24,953 18,408 557 31,412 36,174 56,922 55,139: 11,257 13,040
Old : 68,179: 24,953 18,408 557 31,412 36,174 56,922 55,139: 11,257 13,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -47,856: -28,740 -20,222 -4,852 -7,669 -18,628 -41,261 -43,702: -6,595 -4,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 27.0 0.8 46.1 53.1 83.5 80.9: 16.5 19.1
Old : 100.0: 36.6 27.0 0.8 46.1 53.1 83.5 80.9: 16.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 27 30 5 18 20 48 52:
Old : 91: 27 30 5 18 20 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 32.4 51.6 50.1 32.7 32.1 51.4 49.7
Old : 32.7 32.4 51.6 50.1 32.7 32.1 51.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 50,413: 5,677 4,594 1,269 43,210 44,467 50,156 50,330: 257 83
Old : 50,413: 5,677 4,594 1,269 43,210 44,467 50,156 50,330: 257 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,087: -3 -298 0 -1,010 -797 -1,013 -1,095: -74 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.1 2.5 85.7 88.2 99.5 99.8: 0.5 0.2
Old : 100.0: 11.3 9.1 2.5 85.7 88.2 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 15 3 17 10 28 27:
Old : 46: 10 15 3 17 10 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 82.2 89.4 91.5 71.4 72.8 79.2 81.0
Old : 79.0 82.2 89.4 91.5 71.4 72.8 79.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 18,177: 1,944 3,415 558 15,587 14,140 18,089 18,113: 88 64
Old : 18,177: 1,944 3,415 558 15,587 14,140 18,089 18,113: 88 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -57: -163 -554 260 -158 247 -61 -47: 4 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.8 3.1 85.8 77.8 99.5 99.6: 0.5 0.4
Old : 100.0: 10.7 18.8 3.1 85.8 77.8 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 10 3 10 8 19 19:
Old : 33: 7 10 3 10 8 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 82.5 92.8 91.2 80.0 73.7 84.7 82.1
Old : 84.3 82.5 92.8 91.2 80.0 73.7 84.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2008