WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 27, 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 : 358,385: 83,146 84,107 48,371 202,290 178,110 333,807 310,588: 24,578 47,797
Old : 325,430: 77,060 89,037 38,812 187,235 156,249 303,107 284,098: 22,323 41,332
Other: 32,955: 14,846 3,830 799 15,055 21,861 30,700 26,490: 2,255 6,465
: : :
: : Changes in Commitments from: May 20, 2008 :
: -10,645: -8,376 -1,185 -85 -1,015 -10,865 -9,476 -12,135: -1,169 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 23.5 13.5 56.4 49.7 93.1 86.7: 6.9 13.3
Old : 100.0: 23.7 27.4 11.9 57.5 48.0 93.1 87.3: 6.9 12.7
Other: 100.0: 45.0 11.6 2.4 45.7 66.3 93.2 80.4: 6.8 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 95 114 98 74 104 233 264:
Old : 340: 93 117 89 72 101 224 259:
Other: 137: 26 30 11 22 67 54 103:
:----------------------------------------------------------------------------------------------------
: 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 16.7 40.4 25.5 25.7 15.2 38.8 21.7
Old : 28.4 16.9 43.1 25.5 27.8 15.7 41.7 21.9
Other: 46.2 26.2 61.3 37.4 46.2 24.1 59.3 34.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 27, 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 : 1,401,116: 458,115 105,795 183,803 633,552 881,044 1,275,470 1,170,642: 125,646 230,474
Old : 670,992: 226,433 146,081 43,667 342,426 390,304 612,526 580,052: 58,466 90,940
Other: 730,124: 318,871 46,903 52,947 291,126 490,740 662,944 590,590: 67,180 139,534
: : :
: : Changes in Commitments from: May 20, 2008 :
: -553: -4,378 3,423 6,947 3,244 -6,566 5,813 3,804: -6,366 -4,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 7.6 13.1 45.2 62.9 91.0 83.6: 9.0 16.4
Old : 100.0: 33.7 21.8 6.5 51.0 58.2 91.3 86.4: 8.7 13.6
Other: 100.0: 43.7 6.4 7.3 39.9 67.2 90.8 80.9: 9.2 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 812: 240 125 179 209 365 539 612:
Old : 735: 186 147 72 161 325 390 509:
Other: 705: 201 106 84 146 340 382 500:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 14.3 23.1 20.7 14.6 13.1 22.5 19.3
Old : 20.0 17.9 31.4 24.6 20.0 17.9 31.4 23.7
Other: 16.9 17.1 26.0 22.7 16.7 16.9 25.7 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 27, 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 : 15,764: 3,376 381 355 8,595 13,937 12,326 14,673: 3,438 1,091
Old : 15,764: 3,376 381 355 8,595 13,937 12,326 14,673: 3,438 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -83: -246 -83 135 -38 -451 -149 -399: 66 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 2.4 2.3 54.5 88.4 78.2 93.1: 21.8 6.9
Old : 100.0: 21.4 2.4 2.3 54.5 88.4 78.2 93.1: 21.8 6.9
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 : 47: 21 4 4 14 15 37 21:
Old : 47: 21 4 4 14 15 37 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 : 36.5 58.7 51.7 78.5 35.3 52.4 47.9 69.4
Old : 36.5 58.7 51.7 78.5 35.3 52.4 47.9 69.4
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 27, 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 : 459,932: 147,460 32,734 59,194 204,170 285,146 410,824 377,074: 49,108 82,858
Old : 217,505: 76,926 37,915 8,718 106,288 141,977 191,932 188,610: 25,573 28,895
Other: 242,427: 100,724 25,009 20,286 97,882 143,169 218,892 188,464: 23,535 53,963
: : :
: : Changes in Commitments from: May 20, 2008 :
: 4,379: -1,517 518 5,393 -1,723 -3,446 2,153 2,465: 2,226 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 7.1 12.9 44.4 62.0 89.3 82.0: 10.7 18.0
Old : 100.0: 35.4 17.4 4.0 48.9 65.3 88.2 86.7: 11.8 13.3
Other: 100.0: 41.5 10.3 8.4 40.4 59.1 90.3 77.7: 9.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 151 86 120 96 189 308 361:
Old : 429: 129 100 39 73 164 225 283:
Other: 395: 117 80 69 77 171 221 301:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 20.7 26.4 28.5 16.0 19.1 25.3 25.9
Old : 25.8 29.1 37.1 38.3 25.8 28.9 36.8 37.9
Other: 16.0 17.3 27.3 26.3 14.6 15.8 24.7 21.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,751: 18,623 2,259 1,177 2 3,622 19,802 7,058: 2,949 15,693
Old : 5,435: 4,091 1,631 15 0 735 4,106 2,381: 1,329 3,054
Other: 17,316: 15,663 1,759 31 2 2,887 15,696 4,677: 1,620 12,639
: : :
: : Changes in Commitments from: May 20, 2008 :
: 341: 519 248 -145 0 33 374 136: -33 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 9.9 5.2 0.0 15.9 87.0 31.0: 13.0 69.0
Old : 100.0: 75.3 30.0 0.3 0.0 13.5 75.5 43.8: 24.5 56.2
Other: 100.0: 90.5 10.2 0.2 0.0 16.7 90.6 27.0: 9.4 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 9 11 1 10 17 28:
Old : 32: 13 10 3 0 9 15 20:
Other: 26: 8 8 5 1 10 9 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 : 64.9 9.8 80.1 16.5 64.8 8.9 77.4 15.3
Old : 48.5 29.0 62.5 38.2 48.3 29.0 62.3 38.2
Other: 76.3 9.2 90.6 15.7 76.2 9.2 90.5 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 27, 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 : 245,668: 43,202 23,906 40,147 130,777 163,941 214,126 227,994: 31,542 17,674
Old : 152,735: 39,513 31,078 6,066 83,970 101,636 129,549 138,780: 23,186 13,955
Other: 92,933: 24,225 13,364 13,545 46,807 62,305 84,577 89,214: 8,356 3,719
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,759: -744 1,166 -708 -2,003 -2,875 -3,455 -2,417: 1,696 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.7 16.3 53.2 66.7 87.2 92.8: 12.8 7.2
Old : 100.0: 25.9 20.3 4.0 55.0 66.5 84.8 90.9: 15.2 9.1
Other: 100.0: 26.1 14.4 14.6 50.4 67.0 91.0 96.0: 9.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 52 30 47 64 57 146 117:
Old : 172: 58 33 18 56 49 122 92:
Other: 126: 34 25 19 48 39 92 73:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 35.8 27.3 47.7 16.7 31.3 25.6 41.7
Old : 19.9 41.0 31.7 53.8 19.9 40.7 31.7 52.3
Other: 22.1 38.1 35.4 55.6 16.7 32.2 28.2 41.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 27, 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 : 967,144: 143,902 161,059 15,964 684,567 585,135 844,433 762,158: 122,711 204,986
Old : 967,144: 143,902 161,059 15,964 684,567 585,135 844,433 762,158: 122,711 204,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 24,175: -23,067 -1,822 2,399 43,821 -1,896 23,153 -1,319: 1,022 25,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.7 1.7 70.8 60.5 87.3 78.8: 12.7 21.2
Old : 100.0: 14.9 16.7 1.7 70.8 60.5 87.3 78.8: 12.7 21.2
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 : 162: 27 40 26 68 78 109 130:
Old : 162: 27 40 26 68 78 109 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 29.0 41.9 39.0 20.9 21.7 30.3 26.9
Old : 28.7 29.0 41.9 39.0 20.9 21.7 30.3 26.9
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 27, 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 : 200,377: 48,921 7,715 24,938 96,977 153,412 170,836 186,065: 29,541 14,312
Old : 104,601: 31,540 12,467 7,516 47,548 74,573 86,604 94,556: 17,997 10,045
Other: 95,776: 27,742 5,609 7,061 49,429 78,839 84,232 91,509: 11,544 4,267
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,408: 2,620 986 1,417 -1,353 401 2,684 2,804: -1,276 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 3.9 12.4 48.4 76.6 85.3 92.9: 14.7 7.1
Old : 100.0: 30.2 11.9 7.2 45.5 71.3 82.8 90.4: 17.2 9.6
Other: 100.0: 29.0 5.9 7.4 51.6 82.3 87.9 95.5: 12.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 57 22 47 67 55 149 113:
Old : 157: 43 36 34 53 48 122 97:
Other: 127: 46 9 24 54 36 109 66:
:----------------------------------------------------------------------------------------------------
: 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 44.4 28.5 54.1 15.7 40.6 22.2 46.5
Old : 23.3 37.0 32.8 47.6 23.2 36.7 32.2 45.5
Other: 20.1 55.8 31.6 71.1 20.1 53.2 31.0 68.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 27, 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 : 18,613: 5,042 821 875 8,880 15,328 14,797 17,024: 3,816 1,589
Old : 7,985: 3,261 894 0 3,006 5,949 6,267 6,843: 1,718 1,142
Other: 10,628: 2,339 485 317 5,874 9,379 8,530 10,181: 2,098 447
: : :
: : Changes in Commitments from: May 20, 2008 :
: -78: 1 0 -43 -197 -29 -239 -72: 161 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.4 4.7 47.7 82.4 79.5 91.5: 20.5 8.5
Old : 100.0: 40.8 11.2 0.0 37.6 74.5 78.5 85.7: 21.5 14.3
Other: 100.0: 22.0 4.6 3.0 55.3 88.2 80.3 95.8: 19.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 27 5 13 38 29 67 47:
Old : 58: 16 8 0 17 19 33 27:
Other: 62: 19 5 9 29 16 50 29:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 60.3 30.9 70.3 15.3 49.7 25.8 56.3
Old : 30.4 51.5 47.3 67.8 30.4 48.2 47.3 64.6
Other: 26.0 76.9 42.4 83.7 23.2 62.4 35.6 68.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 27, 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 : 1,105,372: 246,080 258,867 37,193 720,230 698,088 1,003,503 994,148: 101,869 111,224
Old : 1,105,372: 246,080 258,867 37,193 720,230 698,088 1,003,503 994,148: 101,869 111,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -60,004: -22,299 26,366 1,761 -34,139 -99,426 -54,677 -71,299: -5,327 11,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.4 3.4 65.2 63.2 90.8 89.9: 9.2 10.1
Old : 100.0: 22.3 23.4 3.4 65.2 63.2 90.8 89.9: 9.2 10.1
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 : 216: 46 41 32 97 92 158 150:
Old : 216: 46 41 32 97 92 158 150:
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 : 25.6 45.6 37.9 53.5 22.7 45.5 33.2 52.4
Old : 25.6 45.6 37.9 53.5 22.7 45.5 33.2 52.4
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 27, 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 : 2,175,930: 332,245 289,731 70,350 1,479,963 1,397,382 1,882,558 1,757,463: 293,372 418,467
Old : 2,175,930: 332,245 289,731 70,350 1,479,963 1,397,382 1,882,558 1,757,463: 293,372 418,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 5,819: -23,629 -35,836 -216 29,911 23,495 6,066 -12,557: -247 18,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.3 3.2 68.0 64.2 86.5 80.8: 13.5 19.2
Old : 100.0: 15.3 13.3 3.2 68.0 64.2 86.5 80.8: 13.5 19.2
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 : 257: 56 54 49 108 116 182 202:
Old : 257: 56 54 49 108 116 182 202:
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 : 37.7 26.0 44.3 36.8 36.2 22.9 42.2 32.4
Old : 37.7 26.0 44.3 36.8 36.2 22.9 42.2 32.4
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 27, 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 : 1,802,047: 556,803 196,201 71,240 933,963 1,226,887 1,562,006 1,494,328: 240,041 307,719
Old : 1,802,047: 556,803 196,201 71,240 933,963 1,226,887 1,562,006 1,494,328: 240,041 307,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -25,176: -24,246 346 1,312 -21,402 -76,065 -44,336 -74,407: 19,160 49,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 10.9 4.0 51.8 68.1 86.7 82.9: 13.3 17.1
Old : 100.0: 30.9 10.9 4.0 51.8 68.1 86.7 82.9: 13.3 17.1
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 : 184: 40 37 29 74 87 123 144:
Old : 184: 40 37 29 74 87 123 144:
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 : 19.2 35.0 32.4 45.1 14.3 26.7 26.5 33.3
Old : 19.2 35.0 32.4 45.1 14.3 26.7 26.5 33.3
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 27, 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 : 743,814: 198,509 27,335 129,091 358,705 538,773 686,305 695,199: 57,509 48,615
Old : 743,814: 198,509 27,335 129,091 358,705 538,773 686,305 695,199: 57,509 48,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 26,089: 16,691 -10,339 6,247 1,419 27,839 24,357 23,747: 1,732 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.7 17.4 48.2 72.4 92.3 93.5: 7.7 6.5
Old : 100.0: 26.7 3.7 17.4 48.2 72.4 92.3 93.5: 7.7 6.5
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 : 145: 57 15 42 66 50 135 99:
Old : 145: 57 15 42 66 50 135 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 : 21.4 30.4 35.9 46.3 11.4 25.2 17.3 33.4
Old : 21.4 30.4 35.9 46.3 11.4 25.2 17.3 33.4
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, May 27, 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 : 31,417: 16,841 13,116 369 9,760 12,850 26,970 26,335: 4,447 5,082
Old : 31,417: 16,841 13,116 369 9,760 12,850 26,970 26,335: 4,447 5,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -655: 29 -89 -3 -145 -134 -119 -226: -536 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 41.7 1.2 31.1 40.9 85.8 83.8: 14.2 16.2
Old : 100.0: 53.6 41.7 1.2 31.1 40.9 85.8 83.8: 14.2 16.2
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 : 53: 16 20 8 11 7 34 28:
Old : 53: 16 20 8 11 7 34 28:
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 : 36.9 38.8 55.6 59.8 36.9 38.1 55.6 58.7
Old : 36.9 38.8 55.6 59.8 36.9 38.1 55.6 58.7
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 27, 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 : 107,146: 38,561 41,936 2,523 51,686 50,364 92,770 94,823: 14,376 12,323
Old : 107,146: 38,561 41,936 2,523 51,686 50,364 92,770 94,823: 14,376 12,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -310: -3,478 651 896 2,488 -779 -94 768: -216 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 39.1 2.4 48.2 47.0 86.6 88.5: 13.4 11.5
Old : 100.0: 36.0 39.1 2.4 48.2 47.0 86.6 88.5: 13.4 11.5
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 : 120: 45 41 12 20 21 70 69:
Old : 120: 45 41 12 20 21 70 69:
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 : 37.7 41.4 49.2 53.3 37.3 41.4 48.8 53.3
Old : 37.7 41.4 49.2 53.3 37.3 41.4 48.8 53.3
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 27, 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 : 59,355: 18,475 4,452 1,433 39,219 53,199 59,127 59,084: 228 271
Old : 59,355: 18,475 4,452 1,433 39,219 53,199 59,127 59,084: 228 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,579: -353 -94 -40 -1,186 -1,565 -1,579 -1,699: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 7.5 2.4 66.1 89.6 99.6 99.5: 0.4 0.5
Old : 100.0: 31.1 7.5 2.4 66.1 89.6 99.6 99.5: 0.4 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 : 47: 11 14 3 19 11 31 27:
Old : 47: 11 14 3 19 11 31 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 : 59.0 83.4 80.3 94.7 42.3 59.2 56.9 65.0
Old : 59.0 83.4 80.3 94.7 42.3 59.2 56.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 27, 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 : 40,696: 9,877 1,589 50 30,763 38,851 40,690 40,490: 6 206
Old : 40,696: 9,877 1,589 50 30,763 38,851 40,690 40,490: 6 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -471: 298 21 40 -809 -603 -471 -542: 0 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.9 0.1 75.6 95.5 100.0 99.5: 0.0 0.5
Old : 100.0: 24.3 3.9 0.1 75.6 95.5 100.0 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 : 30: 7 7 1 12 9 19 17:
Old : 30: 7 7 1 12 9 19 17:
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 : 86.3 95.2 95.4 97.6 85.7 94.9 94.7 97.0
Old : 86.3 95.2 95.4 97.6 85.7 94.9 94.7 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008