WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 6, 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 : 366,596: 91,441 78,390 46,481 200,315 194,653 338,237 319,524: 28,359 47,072
Old : 334,568: 84,081 84,075 36,187 188,289 172,818 308,557 293,080: 26,011 41,488
Other: 32,028: 16,868 3,823 786 12,026 21,835 29,680 26,444: 2,348 5,584
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,477: 3,428 9,896 -3,904 2,968 -2,115 2,492 3,877: -1,015 -2,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.4 12.7 54.6 53.1 92.3 87.2: 7.7 12.8
Old : 100.0: 25.1 25.1 10.8 56.3 51.7 92.2 87.6: 7.8 12.4
Other: 100.0: 52.7 11.9 2.5 37.5 68.2 92.7 82.6: 7.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 100 106 103 78 112 250 266:
Old : 352: 92 116 92 76 110 238 262:
Other: 153: 31 35 9 24 74 62 111:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 18.6 40.4 27.8 26.4 17.4 38.4 24.6
Old : 28.5 17.9 43.3 27.1 28.2 16.5 41.4 24.1
Other: 44.5 29.9 58.1 41.1 44.5 29.9 57.7 39.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 6, 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 : 1,404,651: 464,850 131,788 174,785 631,002 870,247 1,270,637 1,176,820: 134,014 227,831
Old : 725,521: 242,514 159,897 45,702 370,513 422,079 658,729 627,678: 66,792 97,843
Other: 679,130: 311,449 61,004 39,970 260,489 448,168 611,908 549,142: 67,222 129,988
: : :
: : Changes in Commitments from: April 29, 2008 :
: -26,014: 13,541 -7,038 -20,597 -7,741 586 -14,797 -27,049: -11,217 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.4 12.4 44.9 62.0 90.5 83.8: 9.5 16.2
Old : 100.0: 33.4 22.0 6.3 51.1 58.2 90.8 86.5: 9.2 13.5
Other: 100.0: 45.9 9.0 5.9 38.4 66.0 90.1 80.9: 9.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 844: 253 128 182 234 371 572 629:
Old : 773: 190 160 93 177 333 421 543:
Other: 720: 205 105 81 149 347 381 514:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 13.4 23.6 20.2 15.3 12.5 23.1 18.9
Old : 19.6 16.8 30.3 23.0 19.6 16.5 30.3 21.9
Other: 17.5 17.4 27.6 23.5 17.4 17.3 27.3 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 6, 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 : 15,667: 4,234 610 135 8,135 13,863 12,504 14,608: 3,163 1,059
Old : 15,667: 4,234 610 135 8,135 13,863 12,504 14,608: 3,163 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,419: 707 199 -117 899 1,196 1,489 1,278: -70 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.9 0.9 51.9 88.5 79.8 93.2: 20.2 6.8
Old : 100.0: 27.0 3.9 0.9 51.9 88.5 79.8 93.2: 20.2 6.8
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 : 49: 22 5 2 13 15 36 21:
Old : 49: 22 5 2 13 15 36 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 : 34.0 58.2 50.4 77.5 31.6 50.7 46.1 67.5
Old : 34.0 58.2 50.4 77.5 31.6 50.7 46.1 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 6, 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 : 457,916: 146,317 38,464 50,170 213,994 287,856 410,481 376,490: 47,435 81,426
Old : 232,213: 83,174 34,538 4,636 118,339 161,875 206,149 201,049: 26,064 31,164
Other: 225,703: 88,176 28,959 20,501 95,655 125,981 204,332 175,441: 21,371 50,262
: : :
: : Changes in Commitments from: April 29, 2008 :
: -18,697: -3,624 -2,962 -10,265 -5,689 -4,647 -19,578 -17,874: 881 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.4 11.0 46.7 62.9 89.6 82.2: 10.4 17.8
Old : 100.0: 35.8 14.9 2.0 51.0 69.7 88.8 86.6: 11.2 13.4
Other: 100.0: 39.1 12.8 9.1 42.4 55.8 90.5 77.7: 9.5 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 144 94 122 92 185 299 359:
Old : 421: 130 89 39 69 165 215 278:
Other: 383: 102 86 62 75 160 207 285:
:----------------------------------------------------------------------------------------------------
: 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 21.6 28.1 30.0 17.6 19.5 27.1 26.1
Old : 27.1 29.3 39.7 39.5 27.1 29.3 39.5 39.4
Other: 19.2 19.4 31.4 28.1 16.7 18.1 27.0 23.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,989: 17,825 1,860 1,649 2 3,412 19,476 6,921: 2,513 15,068
Old : 5,649: 3,904 1,092 326 0 890 4,230 2,308: 1,419 3,341
Other: 16,340: 15,114 1,961 130 2 2,522 15,246 4,613: 1,094 11,727
: : :
: : Changes in Commitments from: April 29, 2008 :
: 554: -850 -382 1,079 1 151 230 848: 324 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 8.5 7.5 0.0 15.5 88.6 31.5: 11.4 68.5
Old : 100.0: 69.1 19.3 5.8 0.0 15.8 74.9 40.9: 25.1 59.1
Other: 100.0: 92.5 12.0 0.8 0.0 15.4 93.3 28.2: 6.7 71.8
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 16 7 11 1 10 19 26:
Old : 33: 15 8 3 0 10 15 21:
Other: 28: 10 9 6 1 9 12 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 : 64.8 9.6 78.5 16.5 64.0 8.7 74.3 15.0
Old : 38.0 23.8 59.1 33.2 35.7 23.6 55.7 31.5
Other: 77.4 9.2 91.7 15.8 77.4 9.2 91.5 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 6, 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 : 255,685: 42,322 24,322 40,456 147,034 175,481 229,812 240,259: 25,873 15,426
Old : 160,894: 35,959 29,237 7,173 97,595 112,234 140,727 148,644: 20,167 12,250
Other: 94,791: 24,462 13,184 15,184 49,439 63,247 89,085 91,615: 5,706 3,176
: : :
: : Changes in Commitments from: April 29, 2008 :
: -13,564: -1,621 -1,581 -5,431 -6,673 -5,707 -13,725 -12,719: 161 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.5 15.8 57.5 68.6 89.9 94.0: 10.1 6.0
Old : 100.0: 22.3 18.2 4.5 60.7 69.8 87.5 92.4: 12.5 7.6
Other: 100.0: 25.8 13.9 16.0 52.2 66.7 94.0 96.6: 6.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 49 29 52 65 53 144 118:
Old : 166: 50 35 22 59 49 121 96:
Other: 120: 30 23 19 49 37 87 72:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 38.9 33.5 51.9 16.5 33.2 25.9 42.9
Old : 21.8 46.2 35.6 58.8 21.6 45.6 35.4 56.5
Other: 34.1 40.8 48.1 61.6 19.7 37.0 32.8 48.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 6, 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 : 916,018: 120,051 147,116 11,529 662,542 571,720 794,122 730,365: 121,896 185,653
Old : 916,018: 120,051 147,116 11,529 662,542 571,720 794,122 730,365: 121,896 185,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 8,316: 9,773 7,326 -4,729 3,975 4,476 9,019 7,073: -703 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.1 1.3 72.3 62.4 86.7 79.7: 13.3 20.3
Old : 100.0: 13.1 16.1 1.3 72.3 62.4 86.7 79.7: 13.3 20.3
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 : 175: 37 40 29 63 83 114 138:
Old : 175: 37 40 29 63 83 114 138:
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 : 33.2 33.8 44.6 42.5 24.3 25.1 32.6 30.9
Old : 33.2 33.8 44.6 42.5 24.3 25.1 32.6 30.9
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, May 6, 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 : 197,661: 50,963 9,919 17,070 99,646 154,498 167,679 181,487: 29,982 16,174
Old : 108,999: 35,055 10,830 3,848 51,212 81,861 90,115 96,539: 18,884 12,460
Other: 88,662: 23,225 6,406 5,905 48,434 72,637 77,564 84,948: 11,098 3,714
: : :
: : Changes in Commitments from: April 29, 2008 :
: -9,555: 240 -735 -2,343 -2,985 -4,508 -5,088 -7,586: -4,467 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.0 8.6 50.4 78.2 84.8 91.8: 15.2 8.2
Old : 100.0: 32.2 9.9 3.5 47.0 75.1 82.7 88.6: 17.3 11.4
Other: 100.0: 26.2 7.2 6.7 54.6 81.9 87.5 95.8: 12.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 56 21 40 70 57 146 106:
Old : 157: 50 29 23 57 53 119 93:
Other: 123: 41 12 19 54 34 104 59:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 46.9 29.2 58.1 15.5 44.4 23.1 50.6
Old : 22.0 43.8 31.5 54.5 21.7 42.9 31.0 52.9
Other: 20.5 56.6 32.6 71.2 20.5 53.8 32.1 68.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 6, 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 : 19,240: 4,971 792 1,042 9,247 15,600 15,260 17,434: 3,980 1,806
Old : 8,673: 3,702 966 26 3,026 6,279 6,754 7,271: 1,919 1,402
Other: 10,567: 1,902 459 383 6,221 9,321 8,506 10,163: 2,061 404
: : :
: : Changes in Commitments from: April 29, 2008 :
: -3,522: -1,975 -56 -145 -922 -2,843 -3,042 -3,044: -480 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.1 5.4 48.1 81.1 79.3 90.6: 20.7 9.4
Old : 100.0: 42.7 11.1 0.3 34.9 72.4 77.9 83.8: 22.1 16.2
Other: 100.0: 18.0 4.3 3.6 58.9 88.2 80.5 96.2: 19.5 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 29 8 13 36 25 69 44:
Old : 67: 23 10 1 18 18 41 29:
Other: 58: 18 6 7 28 14 49 24:
:----------------------------------------------------------------------------------------------------
: 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 60.1 29.6 70.7 14.7 52.7 24.7 59.2
Old : 27.1 49.6 41.7 67.4 27.1 49.0 41.7 66.8
Other: 27.6 78.6 44.2 85.6 25.6 65.5 38.3 71.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 6, 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 : 1,153,281: 235,081 169,105 22,896 771,534 847,010 1,029,511 1,039,011: 123,770 114,270
Old : 1,153,281: 235,081 169,105 22,896 771,534 847,010 1,029,511 1,039,011: 123,770 114,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 37,477: 40,005 -661 4,020 -8,126 29,831 35,899 33,190: 1,578 4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 14.7 2.0 66.9 73.4 89.3 90.1: 10.7 9.9
Old : 100.0: 20.4 14.7 2.0 66.9 73.4 89.3 90.1: 10.7 9.9
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 : 228: 49 36 17 102 91 156 139:
Old : 228: 49 36 17 102 91 156 139:
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 : 25.3 50.8 37.0 58.1 23.1 50.6 33.6 56.9
Old : 25.3 50.8 37.0 58.1 23.1 50.6 33.6 56.9
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, May 6, 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 : 2,116,867: 283,389 366,198 40,511 1,502,284 1,313,409 1,826,184 1,720,118: 290,683 396,749
Old : 2,116,867: 283,389 366,198 40,511 1,502,284 1,313,409 1,826,184 1,720,118: 290,683 396,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 33,668: 19,398 41,644 2,161 -10,980 -4,177 10,579 39,628: 23,089 -5,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.3 1.9 71.0 62.0 86.3 81.3: 13.7 18.7
Old : 100.0: 13.4 17.3 1.9 71.0 62.0 86.3 81.3: 13.7 18.7
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 : 271: 54 65 41 96 115 172 200:
Old : 271: 54 65 41 96 115 172 200:
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 : 41.0 26.5 47.5 37.1 38.9 23.8 44.8 33.7
Old : 41.0 26.5 47.5 37.1 38.9 23.8 44.8 33.7
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, May 6, 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 : 1,911,841: 586,566 184,118 42,567 1,056,164 1,405,566 1,685,297 1,632,251: 226,544 279,590
Old : 1,911,841: 586,566 184,118 42,567 1,056,164 1,405,566 1,685,297 1,632,251: 226,544 279,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -16,326: -18,723 -27,609 10,934 4,120 -58,072 -3,669 -74,747: -12,657 58,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 9.6 2.2 55.2 73.5 88.2 85.4: 11.8 14.6
Old : 100.0: 30.7 9.6 2.2 55.2 73.5 88.2 85.4: 11.8 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 : 193: 44 38 29 74 86 129 142:
Old : 193: 44 38 29 74 86 129 142:
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 : 23.3 41.0 35.4 49.3 18.4 31.1 28.9 37.0
Old : 23.3 41.0 35.4 49.3 18.4 31.1 28.9 37.0
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, May 6, 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 : 632,829: 158,551 42,380 119,351 304,984 425,737 582,886 587,468: 49,943 45,361
Old : 632,829: 158,551 42,380 119,351 304,984 425,737 582,886 587,468: 49,943 45,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -51,304: 35,851 -32,771 -15,960 -72,129 -6,713 -52,238 -55,444: 934 4,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.7 18.9 48.2 67.3 92.1 92.8: 7.9 7.2
Old : 100.0: 25.1 6.7 18.9 48.2 67.3 92.1 92.8: 7.9 7.2
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 : 130: 50 16 41 56 50 118 99:
Old : 130: 50 16 41 56 50 118 99:
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 : 25.9 26.1 39.0 41.7 12.9 19.5 18.3 29.5
Old : 25.9 26.1 39.0 41.7 12.9 19.5 18.3 29.5
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, May 6, 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 : 30,645: 16,710 12,481 381 9,302 12,878 26,393 25,740: 4,252 4,905
Old : 30,645: 16,710 12,481 381 9,302 12,878 26,393 25,740: 4,252 4,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 655: 802 571 44 -66 -216 780 399: -125 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 40.7 1.2 30.4 42.0 86.1 84.0: 13.9 16.0
Old : 100.0: 54.5 40.7 1.2 30.4 42.0 86.1 84.0: 13.9 16.0
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 : 51: 16 19 7 11 6 34 25:
Old : 51: 16 19 7 11 6 34 25:
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 : 41.7 42.5 57.6 63.5 41.7 41.8 57.6 62.5
Old : 41.7 42.5 57.6 63.5 41.7 41.8 57.6 62.5
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, May 6, 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 : 100,759: 42,592 28,986 2,968 41,626 54,149 87,186 86,103: 13,573 14,656
Old : 100,759: 42,592 28,986 2,968 41,626 54,149 87,186 86,103: 13,573 14,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,985: 2,032 -80 1,913 -1,347 1,550 2,598 3,383: -613 -1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 28.8 2.9 41.3 53.7 86.5 85.5: 13.5 14.5
Old : 100.0: 42.3 28.8 2.9 41.3 53.7 86.5 85.5: 13.5 14.5
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 : 107: 44 33 8 17 20 65 57:
Old : 107: 44 33 8 17 20 65 57:
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 : 36.0 41.6 48.8 56.6 35.5 41.6 48.3 55.1
Old : 36.0 41.6 48.8 56.6 35.5 41.6 48.3 55.1
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, May 6, 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 : 49,081: 11,205 2,685 1,759 35,883 44,566 48,847 49,010: 234 71
Old : 49,081: 11,205 2,685 1,759 35,883 44,566 48,847 49,010: 234 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -5,612: 3,090 -123 913 -4,082 -6,419 -79 -5,629: -5,533 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 5.5 3.6 73.1 90.8 99.5 99.9: 0.5 0.1
Old : 100.0: 22.8 5.5 3.6 73.1 90.8 99.5 99.9: 0.5 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 : 45: 10 12 3 19 11 30 25:
Old : 45: 10 12 3 19 11 30 25:
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 : 64.7 81.1 79.6 94.0 56.3 67.9 66.2 74.6
Old : 64.7 81.1 79.6 94.0 56.3 67.9 66.2 74.6
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, May 6, 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 : 24,003: 4,172 673 20 19,802 23,188 23,994 23,881: 9 122
Old : 24,003: 4,172 673 20 19,802 23,188 23,994 23,881: 9 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -407: -1,117 -23 0 750 -376 -367 -399: -40 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.8 0.1 82.5 96.6 100.0 99.5: 0.0 0.5
Old : 100.0: 17.4 2.8 0.1 82.5 96.6 100.0 99.5: 0.0 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 : 29: 7 6 1 12 9 20 15:
Old : 29: 7 6 1 12 9 20 15:
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 : 82.3 91.0 92.4 96.2 81.1 88.6 90.5 93.2
Old : 82.3 91.0 92.4 96.2 81.1 88.6 90.5 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2008