WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 15, 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 : 379,563: 92,002 66,997 53,450 203,628 209,299 349,080 329,746: 30,483 49,817
Old : 39,029: 12,017 12,383 419 16,847 19,045 29,283 31,847: 9,746 7,182
Other: 340,534: 88,612 63,241 44,404 186,781 190,254 319,797 297,899: 20,737 42,635
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,003: 2,458 5,224 -2,800 2,182 -1,463 1,840 961: -837 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.7 14.1 53.6 55.1 92.0 86.9: 8.0 13.1
Old : 100.0: 30.8 31.7 1.1 43.2 48.8 75.0 81.6: 25.0 18.4
Other: 100.0: 26.0 18.6 13.0 54.8 55.9 93.9 87.5: 6.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 99 105 115 84 120 254 285:
Old : 195: 56 58 8 25 61 85 123:
Other: 338: 92 100 96 80 115 234 260:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 18.9 38.7 27.9 25.6 17.4 36.7 24.1
Old : 36.4 30.4 46.0 41.0 36.4 30.4 46.0 40.9
Other: 27.7 20.2 41.4 28.9 27.4 18.6 39.6 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 15, 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 : 1,467,002: 447,396 112,312 205,434 653,560 899,346 1,306,390 1,217,092: 160,612 249,910
Old : 850,109: 238,269 157,791 92,640 425,306 471,201 756,215 721,632: 93,894 128,477
Other: 616,893: 297,920 43,314 24,001 228,254 428,145 550,175 495,460: 66,718 121,433
: : :
: : Changes in Commitments from: April 8, 2008 :
: 45,852: 11,907 3,182 29,875 -882 5,657 40,900 38,714: 4,952 7,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.7 14.0 44.6 61.3 89.1 83.0: 10.9 17.0
Old : 100.0: 28.0 18.6 10.9 50.0 55.4 89.0 84.9: 11.0 15.1
Other: 100.0: 48.3 7.0 3.9 37.0 69.4 89.2 80.3: 10.8 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 838: 237 128 207 263 366 613 640:
Old : 776: 187 161 144 220 340 501 575:
Other: 684: 191 100 65 149 329 355 482:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 14.2 23.7 19.8 15.1 13.4 22.6 18.2
Old : 19.2 13.5 28.9 18.9 19.2 12.4 28.8 17.4
Other: 17.5 19.2 27.2 24.9 16.6 19.0 26.3 24.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 15, 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 : 15,433: 3,847 414 478 7,707 13,422 12,032 14,314: 3,401 1,119
Old : 3,407: 1,715 110 0 568 2,950 2,283 3,060: 1,124 347
Other: 12,026: 2,310 482 300 7,139 10,472 9,749 11,254: 2,277 772
: : :
: : Changes in Commitments from: April 8, 2008 :
: 414: 450 0 -125 150 666 475 541: -61 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 2.7 3.1 49.9 87.0 78.0 92.7: 22.0 7.3
Old : 100.0: 50.3 3.2 0.0 16.7 86.6 67.0 89.8: 33.0 10.2
Other: 100.0: 19.2 4.0 2.5 59.4 87.1 81.1 93.6: 18.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 2 4 15 14 37 20:
Old : 30: 14 1 0 8 8 22 9:
Other: 43: 16 4 2 14 14 31 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 : 31.1 58.3 46.6 77.6 23.2 45.9 35.3 60.5
Old : 37.8 75.5 53.1 89.0 33.0 66.1 46.1 79.5
Other: 37.2 54.8 55.7 77.4 29.8 43.6 44.6 59.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 15, 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 : 518,020: 156,938 37,142 74,952 230,538 314,644 462,428 426,738: 55,592 91,282
Old : 309,577: 94,807 41,444 28,812 151,495 194,846 275,114 265,102: 34,463 44,475
Other: 208,443: 92,580 26,147 15,691 79,043 119,798 187,314 161,636: 21,129 46,807
: : :
: : Changes in Commitments from: April 8, 2008 :
: 20,835: 1,368 -2,306 7,734 10,581 12,944 19,683 18,372: 1,152 2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.2 14.5 44.5 60.7 89.3 82.4: 10.7 17.6
Old : 100.0: 30.6 13.4 9.3 48.9 62.9 88.9 85.6: 11.1 14.4
Other: 100.0: 44.4 12.5 7.5 37.9 57.5 89.9 77.5: 10.1 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 503: 182 74 148 107 196 357 386:
Old : 479: 163 91 99 91 185 306 341:
Other: 376: 110 75 53 73 162 206 272:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 19.6 27.0 26.6 17.0 18.1 25.3 23.9
Old : 21.5 23.8 34.9 31.8 21.5 23.7 33.4 31.1
Other: 17.9 17.8 29.0 26.6 17.8 16.3 26.9 21.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,043: 18,457 2,533 1,071 345 4,081 19,873 7,685: 3,170 15,358
Old : 6,918: 3,742 1,315 653 345 1,400 4,740 3,368: 2,178 3,550
Other: 16,125: 15,001 1,504 132 0 2,681 15,133 4,317: 992 11,808
: : :
: : Changes in Commitments from: April 8, 2008 :
: -163: -427 -30 -80 344 337 -163 227: 0 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 11.0 4.6 1.5 17.7 86.2 33.4: 13.8 66.6
Old : 100.0: 54.1 19.0 9.4 5.0 20.2 68.5 48.7: 31.5 51.3
Other: 100.0: 93.0 9.3 0.8 0.0 16.6 93.8 26.8: 6.2 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 8 10 1 11 14 28:
Old : 32: 11 9 8 1 11 14 26:
Other: 27: 10 7 7 0 10 11 23:
:----------------------------------------------------------------------------------------------------
: 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 : 66.0 9.0 80.5 16.9 64.1 9.0 76.7 16.7
Old : 44.7 20.0 60.7 32.6 41.3 17.3 55.0 28.4
Other: 78.0 9.3 92.1 15.9 78.0 9.3 91.9 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 15, 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 : 271,320: 43,449 27,462 47,876 152,366 185,089 243,691 260,427: 27,629 10,893
Old : 187,800: 37,888 37,098 15,417 111,582 126,830 164,887 179,345: 22,913 8,455
Other: 83,520: 24,861 9,664 13,159 40,784 58,259 78,804 81,082: 4,716 2,438
: : :
: : Changes in Commitments from: April 8, 2008 :
: -5,834: -2,184 1,448 -2,753 -2,559 -1,829 -7,496 -3,134: 1,662 -2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.1 17.6 56.2 68.2 89.8 96.0: 10.2 4.0
Old : 100.0: 20.2 19.8 8.2 59.4 67.5 87.8 95.5: 12.2 4.5
Other: 100.0: 29.8 11.6 15.8 48.8 69.8 94.4 97.1: 5.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 54 37 59 63 51 155 125:
Old : 181: 54 47 41 59 50 139 116:
Other: 116: 34 22 20 44 29 88 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 : 17.8 36.9 28.6 50.8 15.1 33.0 24.3 44.5
Old : 17.9 43.8 29.8 55.4 17.8 42.8 29.6 53.0
Other: 34.0 43.2 48.3 64.4 19.7 38.5 34.1 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 15, 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 : 905,614: 135,728 161,820 7,481 631,067 551,292 774,276 720,593: 131,338 185,021
Old : 905,614: 135,728 161,820 7,481 631,067 551,292 774,276 720,593: 131,338 185,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 30,254: -10,900 17,124 1,174 38,214 -2,341 28,488 15,957: 1,766 14,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 17.9 0.8 69.7 60.9 85.5 79.6: 14.5 20.4
Old : 100.0: 15.0 17.9 0.8 69.7 60.9 85.5 79.6: 14.5 20.4
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 : 178: 35 48 24 60 78 107 138:
Old : 178: 35 48 24 60 78 107 138:
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 : 33.1 32.8 44.5 41.1 24.5 24.2 33.5 30.0
Old : 33.1 32.8 44.5 41.1 24.5 24.2 33.5 30.0
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, April 15, 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 : 218,922: 53,479 9,959 27,039 103,196 167,327 183,714 204,325: 35,208 14,597
Old : 135,223: 36,879 13,179 14,091 58,799 95,578 109,769 122,848: 25,454 12,375
Other: 83,699: 24,287 4,467 5,261 44,397 71,749 73,945 81,477: 9,754 2,222
: : :
: : Changes in Commitments from: April 8, 2008 :
: -2,635: 60 -878 6,187 -9,901 -4,316 -3,654 993: 1,019 -3,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.5 12.4 47.1 76.4 83.9 93.3: 16.1 6.7
Old : 100.0: 27.3 9.7 10.4 43.5 70.7 81.2 90.8: 18.8 9.2
Other: 100.0: 29.0 5.3 6.3 53.0 85.7 88.3 97.3: 11.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 64 24 53 72 61 164 121:
Old : 176: 54 36 42 61 57 144 112:
Other: 124: 44 11 17 56 34 109 55:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 46.3 27.8 58.2 14.3 43.5 20.9 49.7
Old : 20.1 41.7 27.6 51.2 18.4 40.3 25.7 48.6
Other: 22.0 58.0 34.0 74.6 22.0 55.6 33.1 71.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 15, 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 : 22,658: 7,360 410 918 9,924 19,892 18,202 21,220: 4,456 1,438
Old : 13,141: 5,686 478 465 4,254 11,105 10,405 12,048: 2,736 1,093
Other: 9,517: 2,034 292 93 5,670 8,787 7,797 9,172: 1,720 345
: : :
: : Changes in Commitments from: April 8, 2008 :
: 363: 33 57 72 371 137 476 266: -113 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 1.8 4.1 43.8 87.8 80.3 93.7: 19.7 6.3
Old : 100.0: 43.3 3.6 3.5 32.4 84.5 79.2 91.7: 20.8 8.3
Other: 100.0: 21.4 3.1 1.0 59.6 92.3 81.9 96.4: 18.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 37 5 14 32 23 72 41:
Old : 71: 29 7 9 18 21 49 36:
Other: 53: 22 3 4 22 11 44 18:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 68.2 28.6 79.2 15.5 61.4 26.1 70.0
Old : 23.7 62.3 38.0 75.8 21.9 56.5 34.7 69.9
Other: 31.9 81.4 48.4 91.4 31.9 73.3 46.7 81.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 15, 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 : 1,086,208: 194,269 209,288 19,375 745,451 746,655 959,095 975,318: 127,113 110,890
Old : 1,086,208: 194,269 209,288 19,375 745,451 746,655 959,095 975,318: 127,113 110,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -41,458: -46,487 -10,476 5,436 2,294 -30,882 -38,757 -35,922: -2,701 -5,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.3 1.8 68.6 68.7 88.3 89.8: 11.7 10.2
Old : 100.0: 17.9 19.3 1.8 68.6 68.7 88.3 89.8: 11.7 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 : 211: 48 34 15 94 81 147 125:
Old : 211: 48 34 15 94 81 147 125:
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 : 25.8 49.9 36.5 59.4 23.2 49.4 33.2 58.2
Old : 25.8 49.9 36.5 59.4 23.2 49.4 33.2 58.2
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, April 15, 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 : 2,094,992: 271,683 357,428 40,468 1,496,309 1,300,789 1,808,460 1,698,685: 286,532 396,307
Old : 2,094,992: 271,683 357,428 40,468 1,496,309 1,300,789 1,808,460 1,698,685: 286,532 396,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 49,205: 21,649 21,478 5,525 19,922 4,725 47,096 31,728: 2,109 17,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.1 1.9 71.4 62.1 86.3 81.1: 13.7 18.9
Old : 100.0: 13.0 17.1 1.9 71.4 62.1 86.3 81.1: 13.7 18.9
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 : 279: 50 79 44 95 119 172 215:
Old : 279: 50 79 44 95 119 172 215:
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 : 44.9 25.4 51.6 33.4 43.8 23.1 49.8 29.5
Old : 44.9 25.4 51.6 33.4 43.8 23.1 49.8 29.5
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, April 15, 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 : 1,786,510: 550,400 255,018 27,400 982,269 1,262,582 1,560,069 1,545,000: 226,441 241,510
Old : 1,786,510: 550,400 255,018 27,400 982,269 1,262,582 1,560,069 1,545,000: 226,441 241,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -67,754: -17,415 21,690 -1,743 -54,272 -93,085 -73,430 -73,138: 5,676 5,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 14.3 1.5 55.0 70.7 87.3 86.5: 12.7 13.5
Old : 100.0: 30.8 14.3 1.5 55.0 70.7 87.3 86.5: 12.7 13.5
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 : 190: 43 45 17 70 76 119 133:
Old : 190: 43 45 17 70 76 119 133:
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 : 24.7 43.1 37.2 52.6 21.2 34.3 33.3 42.4
Old : 24.7 43.1 37.2 52.6 21.2 34.3 33.3 42.4
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, April 15, 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 : 412,593: 87,109 36,544 61,865 232,266 283,374 381,240 381,783: 31,353 30,810
Old : 412,593: 87,109 36,544 61,865 232,266 283,374 381,240 381,783: 31,353 30,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 32,926: 6,373 -4,043 7,202 19,920 31,253 33,495 34,412: -569 -1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 8.9 15.0 56.3 68.7 92.4 92.5: 7.6 7.5
Old : 100.0: 21.1 8.9 15.0 56.3 68.7 92.4 92.5: 7.6 7.5
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 : 108: 29 13 24 53 52 95 82:
Old : 108: 29 13 24 53 52 95 82:
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 : 26.3 29.5 39.7 45.2 16.3 18.5 24.0 27.4
Old : 26.3 29.5 39.7 45.2 16.3 18.5 24.0 27.4
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, April 15, 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 : 29,177: 15,191 10,366 128 9,088 14,312 24,407 24,806: 4,770 4,371
Old : 29,177: 15,191 10,366 128 9,088 14,312 24,407 24,806: 4,770 4,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -2,521: -271 326 -2 677 319 404 643: -2,925 -3,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 35.5 0.4 31.1 49.1 83.7 85.0: 16.3 15.0
Old : 100.0: 52.1 35.5 0.4 31.1 49.1 83.7 85.0: 16.3 15.0
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 : 50: 14 18 3 10 9 27 27:
Old : 50: 14 18 3 10 9 27 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 : 44.2 42.2 62.5 62.2 44.2 42.2 62.5 61.8
Old : 44.2 42.2 62.5 62.2 44.2 42.2 62.5 61.8
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, April 15, 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 : 91,185: 34,069 33,292 753 44,666 43,864 79,488 77,909: 11,697 13,276
Old : 91,185: 34,069 33,292 753 44,666 43,864 79,488 77,909: 11,697 13,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 10,993: 4,245 9,654 -527 6,766 2,162 10,484 11,289: 509 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 36.5 0.8 49.0 48.1 87.2 85.4: 12.8 14.6
Old : 100.0: 37.4 36.5 0.8 49.0 48.1 87.2 85.4: 12.8 14.6
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 : 114: 37 43 4 17 22 56 67:
Old : 114: 37 43 4 17 22 56 67:
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 : 37.8 34.2 53.0 49.0 37.4 34.2 52.6 48.2
Old : 37.8 34.2 53.0 49.0 37.4 34.2 52.6 48.2
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, April 15, 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 : 53,183: 5,278 4,658 1,269 46,311 47,170 52,858 53,097: 325 86
Old : 53,183: 5,278 4,658 1,269 46,311 47,170 52,858 53,097: 325 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 2,356: -54 964 -44 2,345 1,407 2,247 2,327: 109 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.8 2.4 87.1 88.7 99.4 99.8: 0.6 0.2
Old : 100.0: 9.9 8.8 2.4 87.1 88.7 99.4 99.8: 0.6 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 : 45: 10 13 3 16 11 27 26:
Old : 45: 10 13 3 16 11 27 26:
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 : 74.2 80.0 87.8 91.4 69.2 72.2 79.3 82.5
Old : 74.2 80.0 87.8 91.4 69.2 72.2 79.3 82.5
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, April 15, 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 : 18,185: 2,396 546 333 15,371 17,216 18,100 18,095: 85 90
Old : 18,185: 2,396 546 333 15,371 17,216 18,100 18,095: 85 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -103: 272 -846 -87 -238 843 -53 -90: -50 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.0 1.8 84.5 94.7 99.5 99.5: 0.5 0.5
Old : 100.0: 13.2 3.0 1.8 84.5 94.7 99.5 99.5: 0.5 0.5
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 : 30: 9 6 3 9 10 19 18:
Old : 30: 9 6 3 9 10 19 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 : 86.0 85.0 94.0 93.1 84.7 84.5 91.1 92.2
Old : 86.0 85.0 94.0 93.1 84.7 84.5 91.1 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2008