WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 22, 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 : 369,369: 93,207 67,383 50,429 196,731 203,066 340,367 320,878: 29,002 48,491
Old : 23,706: 10,713 9,366 161 7,452 11,451 18,326 20,978: 5,380 2,728
Other: 345,663: 89,431 64,954 43,331 189,279 191,615 322,041 299,900: 23,622 45,763
: : :
: : Changes in Commitments from: April 15, 2008 :
: -10,194: 1,205 386 -3,021 -6,897 -6,233 -8,713 -8,868: -1,481 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 18.2 13.7 53.3 55.0 92.1 86.9: 7.9 13.1
Old : 100.0: 45.2 39.5 0.7 31.4 48.3 77.3 88.5: 22.7 11.5
Other: 100.0: 25.9 18.8 12.5 54.8 55.4 93.2 86.8: 6.8 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 92 105 109 79 114 243 270:
Old : 176: 46 49 6 24 60 72 114:
Other: 331: 89 101 91 75 110 228 251:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 19.3 39.4 28.4 26.4 17.7 37.6 24.8
Old : 33.8 31.0 46.8 44.2 33.8 31.0 46.7 44.2
Other: 28.5 19.9 41.8 28.7 28.2 18.3 40.1 24.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 22, 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 : 1,488,009: 449,814 113,397 227,765 665,447 911,259 1,343,026 1,252,421: 144,983 235,588
Old : 848,634: 237,991 160,081 103,051 426,072 471,318 767,114 734,450: 81,520 114,184
Other: 639,375: 305,920 47,413 30,617 239,375 439,941 575,912 517,971: 63,463 121,404
: : :
: : Changes in Commitments from: April 15, 2008 :
: 21,007: 2,418 1,085 22,331 11,887 11,913 36,636 35,329: -15,629 -14,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.6 15.3 44.7 61.2 90.3 84.2: 9.7 15.8
Old : 100.0: 28.0 18.9 12.1 50.2 55.5 90.4 86.5: 9.6 13.5
Other: 100.0: 47.8 7.4 4.8 37.4 68.8 90.1 81.0: 9.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 853: 234 128 220 261 379 620 665:
Old : 791: 187 161 152 218 348 499 601:
Other: 699: 188 103 71 151 343 359 503:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 13.3 23.1 19.5 14.8 12.2 22.1 17.3
Old : 18.9 13.6 28.5 18.9 18.9 12.5 28.4 17.0
Other: 16.8 18.4 26.8 24.0 16.1 18.2 26.0 23.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 22, 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 : 15,562: 3,833 413 519 7,855 13,552 12,207 14,484: 3,355 1,078
Old : 2,419: 1,148 135 0 633 2,116 1,781 2,251: 638 168
Other: 13,143: 2,947 540 257 7,222 11,436 10,426 12,233: 2,717 910
: : :
: : Changes in Commitments from: April 15, 2008 :
: 129: -14 -1 41 148 130 175 170: -46 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 2.7 3.3 50.5 87.1 78.4 93.1: 21.6 6.9
Old : 100.0: 47.5 5.6 0.0 26.2 87.5 73.6 93.1: 26.4 6.9
Other: 100.0: 22.4 4.1 2.0 54.9 87.0 79.3 93.1: 20.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 23 2 5 13 15 37 22:
Old : 25: 12 1 0 5 8 17 9:
Other: 47: 19 5 2 13 15 33 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 : 31.9 58.5 46.7 76.8 23.9 46.1 36.1 60.2
Old : 45.6 76.0 60.8 91.9 35.0 60.3 47.7 76.1
Other: 34.9 56.7 51.0 77.3 28.3 44.8 41.9 62.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 22, 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 : 524,833: 164,082 37,744 74,627 234,131 324,454 472,840 436,825: 51,993 88,008
Old : 310,406: 100,525 37,373 28,356 150,031 203,670 278,912 269,399: 31,494 41,007
Other: 214,427: 92,374 29,188 17,454 84,100 120,784 193,928 167,426: 20,499 47,001
: : :
: : Changes in Commitments from: April 15, 2008 :
: 6,813: 7,144 602 -325 3,593 9,810 10,412 10,087: -3,599 -3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 7.2 14.2 44.6 61.8 90.1 83.2: 9.9 16.8
Old : 100.0: 32.4 12.0 9.1 48.3 65.6 89.9 86.8: 10.1 13.2
Other: 100.0: 43.1 13.6 8.1 39.2 56.3 90.4 78.1: 9.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 185 83 163 108 198 369 404:
Old : 488: 164 98 102 92 186 311 347:
Other: 399: 114 87 58 74 165 214 291:
:----------------------------------------------------------------------------------------------------
: 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 20.5 26.2 28.0 16.8 18.5 25.0 24.2
Old : 21.0 25.7 33.8 35.7 21.0 25.0 33.1 33.7
Other: 17.4 17.6 28.3 26.1 17.2 15.8 26.7 21.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,627: 18,768 1,566 755 4 3,946 19,527 6,267: 3,100 16,360
Old : 6,362: 3,858 413 410 4 1,245 4,272 2,068: 2,090 4,294
Other: 16,265: 15,125 1,368 130 0 2,701 15,255 4,199: 1,010 12,066
: : :
: : Changes in Commitments from: April 15, 2008 :
: -416: 311 -967 -316 -341 -135 -346 -1,418: -70 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 6.9 3.3 0.0 17.4 86.3 27.7: 13.7 72.3
Old : 100.0: 60.6 6.5 6.4 0.1 19.6 67.1 32.5: 32.9 67.5
Other: 100.0: 93.0 8.4 0.8 0.0 16.6 93.8 25.8: 6.2 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 6 8 1 11 14 24:
Old : 29: 11 6 4 1 11 13 21:
Other: 25: 9 6 6 0 10 10 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 : 67.3 9.1 81.7 15.6 66.1 9.1 80.3 15.6
Old : 43.1 16.1 59.8 25.4 43.1 14.8 56.1 22.5
Other: 78.3 9.2 92.2 15.8 78.2 9.2 92.0 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 22, 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 : 273,495: 50,807 24,686 44,510 150,360 190,535 245,677 259,731: 27,818 13,764
Old : 185,887: 43,827 32,631 12,533 107,005 129,629 163,365 174,793: 22,522 11,094
Other: 87,608: 25,410 10,485 13,547 43,355 60,906 82,312 84,938: 5,296 2,670
: : :
: : Changes in Commitments from: April 15, 2008 :
: 2,175: 7,358 -2,776 -3,366 -2,006 5,446 1,986 -696: 189 2,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.0 16.3 55.0 69.7 89.8 95.0: 10.2 5.0
Old : 100.0: 23.6 17.6 6.7 57.6 69.7 87.9 94.0: 12.1 6.0
Other: 100.0: 29.0 12.0 15.5 49.5 69.5 94.0 97.0: 6.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 60 30 58 66 54 163 122:
Old : 182: 59 42 36 63 50 149 105:
Other: 118: 33 22 21 44 34 87 69:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 39.5 29.6 52.5 14.7 35.2 23.8 45.3
Old : 19.4 48.2 31.2 58.9 19.4 47.6 31.1 56.8
Other: 34.4 42.3 48.5 62.8 20.4 38.0 34.5 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 22, 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 : 890,843: 116,309 136,280 8,150 649,845 569,472 774,304 713,902: 116,539 176,941
Old : 890,843: 116,309 136,280 8,150 649,845 569,472 774,304 713,902: 116,539 176,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -14,771: -19,419 -25,540 669 18,778 18,180 28 -6,691: -14,799 -8,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.3 0.9 72.9 63.9 86.9 80.1: 13.1 19.9
Old : 100.0: 13.1 15.3 0.9 72.9 63.9 86.9 80.1: 13.1 19.9
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 : 170: 40 40 27 54 76 105 132:
Old : 170: 40 40 27 54 76 105 132:
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 : 36.4 34.8 47.5 43.7 26.0 25.0 34.6 31.3
Old : 36.4 34.8 47.5 43.7 26.0 25.0 34.6 31.3
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 22, 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 : 220,561: 56,022 11,050 24,426 104,521 167,483 184,969 202,959: 35,592 17,602
Old : 134,117: 39,542 13,766 10,457 57,980 94,736 107,979 118,959: 26,138 15,158
Other: 86,444: 25,092 5,896 5,357 46,541 72,747 76,990 84,000: 9,454 2,444
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,639: 2,543 1,091 -2,613 1,325 156 1,255 -1,366: 384 3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.0 11.1 47.4 75.9 83.9 92.0: 16.1 8.0
Old : 100.0: 29.5 10.3 7.8 43.2 70.6 80.5 88.7: 19.5 11.3
Other: 100.0: 29.0 6.8 6.2 53.8 84.2 89.1 97.2: 10.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 64 23 44 72 59 161 112:
Old : 171: 58 31 35 64 55 144 102:
Other: 124: 42 12 17 56 34 107 56:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 45.7 27.0 56.9 13.8 42.4 20.1 48.1
Old : 19.1 42.0 26.6 51.0 18.4 39.9 25.7 48.1
Other: 21.6 56.9 33.4 74.6 21.6 54.4 32.9 71.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 22, 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 : 22,689: 7,029 411 924 10,105 19,646 18,058 20,981: 4,631 1,708
Old : 12,349: 5,608 343 342 3,724 10,340 9,674 11,025: 2,675 1,324
Other: 10,340: 1,814 461 189 6,381 9,306 8,384 9,956: 1,956 384
: : :
: : Changes in Commitments from: April 15, 2008 :
: 31: -331 1 6 181 -246 -144 -239: 175 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 1.8 4.1 44.5 86.6 79.6 92.5: 20.4 7.5
Old : 100.0: 45.4 2.8 2.8 30.2 83.7 78.3 89.3: 21.7 10.7
Other: 100.0: 17.5 4.5 1.8 61.7 90.0 81.1 96.3: 18.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 34 6 13 34 26 72 43:
Old : 71: 26 6 8 18 23 47 36:
Other: 55: 20 4 4 24 14 45 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 : 16.8 64.9 28.6 76.5 15.5 59.6 26.8 68.3
Old : 25.0 58.1 39.2 73.3 25.0 57.7 38.9 72.2
Other: 31.0 78.5 48.7 88.2 29.9 67.3 44.4 75.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 22, 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 : 1,116,204: 204,637 197,714 18,344 765,740 782,097 988,721 998,155: 127,483 118,049
Old : 1,116,204: 204,637 197,714 18,344 765,740 782,097 988,721 998,155: 127,483 118,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 29,996: 10,368 -11,574 -1,031 20,289 35,442 29,626 22,837: 370 7,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 17.7 1.6 68.6 70.1 88.6 89.4: 11.4 10.6
Old : 100.0: 18.3 17.7 1.6 68.6 70.1 88.6 89.4: 11.4 10.6
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 : 218: 51 36 16 96 80 152 127:
Old : 218: 51 36 16 96 80 152 127:
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 : 24.2 49.2 35.4 60.7 20.2 49.1 30.9 57.8
Old : 24.2 49.2 35.4 60.7 20.2 49.1 30.9 57.8
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 22, 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 : 2,081,506: 248,867 343,688 36,588 1,522,710 1,332,497 1,808,165 1,712,773: 273,341 368,733
Old : 2,081,506: 248,867 343,688 36,588 1,522,710 1,332,497 1,808,165 1,712,773: 273,341 368,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -13,486: -22,816 -13,740 -3,880 26,401 31,708 -295 14,088: -13,191 -27,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.5 1.8 73.2 64.0 86.9 82.3: 13.1 17.7
Old : 100.0: 12.0 16.5 1.8 73.2 64.0 86.9 82.3: 13.1 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 : 280: 43 80 38 99 122 162 221:
Old : 280: 43 80 38 99 122 162 221:
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 : 43.7 28.1 50.5 37.0 42.6 24.5 48.6 33.1
Old : 43.7 28.1 50.5 37.0 42.6 24.5 48.6 33.1
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 22, 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 : 1,900,683: 616,439 241,285 27,573 1,012,436 1,369,156 1,656,448 1,638,014: 244,235 262,669
Old : 1,900,683: 616,439 241,285 27,573 1,012,436 1,369,156 1,656,448 1,638,014: 244,235 262,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 114,173: 66,039 -13,733 173 30,167 106,574 96,379 93,014: 17,794 21,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 12.7 1.5 53.3 72.0 87.2 86.2: 12.8 13.8
Old : 100.0: 32.4 12.7 1.5 53.3 72.0 87.2 86.2: 12.8 13.8
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 : 200: 49 42 22 72 82 128 140:
Old : 200: 49 42 22 72 82 128 140:
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 : 22.3 43.1 34.7 51.6 19.4 34.0 31.1 41.4
Old : 22.3 43.1 34.7 51.6 19.4 34.0 31.1 41.4
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 22, 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 : 583,356: 109,564 57,015 93,914 335,359 389,363 538,837 540,292: 44,519 43,064
Old : 583,356: 109,564 57,015 93,914 335,359 389,363 538,837 540,292: 44,519 43,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 170,763: 22,455 20,471 32,049 103,093 105,989 157,597 158,509: 13,166 12,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.8 16.1 57.5 66.7 92.4 92.6: 7.6 7.4
Old : 100.0: 18.8 9.8 16.1 57.5 66.7 92.4 92.6: 7.6 7.4
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 : 127: 38 18 32 61 54 115 93:
Old : 127: 38 18 32 61 54 115 93:
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 : 24.4 28.3 37.1 44.1 10.7 19.0 17.0 28.0
Old : 24.4 28.3 37.1 44.1 10.7 19.0 17.0 28.0
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 22, 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 : 29,364: 15,458 10,913 291 8,723 13,196 24,472 24,400: 4,892 4,964
Old : 29,364: 15,458 10,913 291 8,723 13,196 24,472 24,400: 4,892 4,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 187: 267 547 163 -365 -1,116 65 -406: 122 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 37.2 1.0 29.7 44.9 83.3 83.1: 16.7 16.9
Old : 100.0: 52.6 37.2 1.0 29.7 44.9 83.3 83.1: 16.7 16.9
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 : 49: 15 17 4 11 7 30 24:
Old : 49: 15 17 4 11 7 30 24:
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 : 41.6 44.3 57.3 62.9 41.6 43.5 57.3 61.9
Old : 41.6 44.3 57.3 62.9 41.6 43.5 57.3 61.9
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 22, 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 : 92,432: 38,107 26,864 596 41,121 49,491 79,824 76,951: 12,608 15,481
Old : 92,432: 38,107 26,864 596 41,121 49,491 79,824 76,951: 12,608 15,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,247: 4,038 -6,428 -157 -3,545 5,627 336 -958: 911 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 29.1 0.6 44.5 53.5 86.4 83.3: 13.6 16.7
Old : 100.0: 41.2 29.1 0.6 44.5 53.5 86.4 83.3: 13.6 16.7
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 : 112: 41 36 5 17 23 60 62:
Old : 112: 41 36 5 17 23 60 62:
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 35.5 48.6 49.2 32.6 35.5 48.1 48.0
Old : 33.1 35.5 48.6 49.2 32.6 35.5 48.1 48.0
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 22, 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 : 53,190: 5,793 6,335 972 46,117 45,836 52,882 53,143: 308 47
Old : 53,190: 5,793 6,335 972 46,117 45,836 52,882 53,143: 308 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 7: 515 1,677 -297 -194 -1,334 24 46: -17 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.9 1.8 86.7 86.2 99.4 99.9: 0.6 0.1
Old : 100.0: 10.9 11.9 1.8 86.7 86.2 99.4 99.9: 0.6 0.1
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 : 43: 9 13 3 16 11 26 26:
Old : 43: 9 13 3 16 11 26 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 : 74.8 79.0 88.2 92.9 69.7 70.7 79.8 83.6
Old : 74.8 79.0 88.2 92.9 69.7 70.7 79.8 83.6
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 22, 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 : 18,718: 1,988 1,525 457 16,208 16,640 18,653 18,622: 65 96
Old : 18,718: 1,988 1,525 457 16,208 16,640 18,653 18,622: 65 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 533: -408 979 124 837 -576 553 527: -20 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.1 2.4 86.6 88.9 99.7 99.5: 0.3 0.5
Old : 100.0: 10.6 8.1 2.4 86.6 88.9 99.7 99.5: 0.3 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 : 34: 7 10 3 12 10 21 21:
Old : 34: 7 10 3 12 10 21 21:
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 : 83.9 79.5 92.0 89.6 82.9 77.2 89.2 85.6
Old : 83.9 79.5 92.0 89.6 82.9 77.2 89.2 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2008