WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 543,520: 88,579 56,314 178,235 242,080 251,393 508,895 485,943: 34,625 57,577
Old : 179,649: 32,956 62,240 33,723 100,085 68,409 166,765 164,372: 12,885 15,278
Other: 363,871: 90,709 29,161 109,426 141,995 182,984 342,130 321,571: 21,741 42,300
: : :
: : Changes in Commitments from: March 18, 2008 :
: -19,785: -1,601 -4,152 -10,803 -6,631 -5,548 -19,035 -20,503: -751 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.4 32.8 44.5 46.3 93.6 89.4: 6.4 10.6
Old : 100.0: 18.3 34.6 18.8 55.7 38.1 92.8 91.5: 7.2 8.5
Other: 100.0: 24.9 8.0 30.1 39.0 50.3 94.0 88.4: 6.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 97 126 155 90 129 292 318:
Old : 290: 71 113 72 43 88 156 231:
Other: 329: 107 84 114 87 122 255 266:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 15.4 30.8 24.2 18.1 13.4 26.0 18.4
Old : 31.7 20.8 46.2 30.6 31.2 19.2 45.5 28.7
Other: 20.9 16.6 31.8 25.9 18.7 14.0 24.8 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,069,835: 292,132 81,336 640,579 951,576 1,085,495 1,884,286 1,807,410: 185,550 262,426
Old : 1,181,087: 137,876 127,055 356,681 579,818 566,424 1,074,375 1,050,160: 106,712 130,927
Other: 888,748: 230,594 30,620 207,558 371,758 519,071 809,910 757,249: 78,838 131,499
: : :
: : Changes in Commitments from: March 18, 2008 :
: -46,296: -41,352 -2,787 10,000 -4,757 -41,737 -36,108 -34,524: -10,188 -11,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.9 30.9 46.0 52.4 91.0 87.3: 9.0 12.7
Old : 100.0: 11.7 10.8 30.2 49.1 48.0 91.0 88.9: 9.0 11.1
Other: 100.0: 25.9 3.4 23.4 41.8 58.4 91.1 85.2: 8.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 236 130 258 304 381 648 683:
Old : 758: 177 166 208 271 347 558 620:
Other: 664: 176 99 145 196 350 424 544:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.3 22.4 23.0 10.4 9.9 16.2 13.4
Old : 15.0 15.3 24.1 22.1 14.1 10.1 20.9 13.6
Other: 16.3 20.2 27.3 26.8 11.1 13.0 17.7 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,480: 1,911 1,980 1,824 8,467 10,699 12,202 14,502: 3,278 978
Old : 8,595: 1,427 1,889 711 4,578 5,537 6,716 8,137: 1,878 458
Other: 6,885: 938 546 658 3,890 5,162 5,486 6,365: 1,399 520
: : :
: : Changes in Commitments from: March 18, 2008 :
: -247: -590 86 331 -150 -1,024 -409 -607: 162 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.8 11.8 54.7 69.1 78.8 93.7: 21.2 6.3
Old : 100.0: 16.6 22.0 8.3 53.3 64.4 78.1 94.7: 21.9 5.3
Other: 100.0: 13.6 7.9 9.6 56.5 75.0 79.7 92.4: 20.3 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 7 9 15 13 36 24:
Old : 40: 13 7 4 12 11 28 19:
Other: 29: 9 6 6 9 13 22 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 : 30.0 52.6 46.4 70.8 21.8 39.6 33.0 52.9
Old : 36.9 63.4 55.4 81.7 36.9 61.5 53.3 78.3
Other: 51.7 45.5 66.3 68.3 37.7 38.1 42.7 50.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 789,241: 136,167 36,752 282,120 327,983 393,808 746,270 712,681: 42,971 76,560
Old : 490,469: 82,220 38,733 173,330 208,834 243,623 464,385 455,686: 26,084 34,783
Other: 298,772: 76,930 21,003 85,806 119,148 150,185 281,885 256,994: 16,887 41,778
: : :
: : Changes in Commitments from: March 18, 2008 :
: -17,425: -3,447 -810 7,111 -16,135 -21,600 -12,471 -15,298: -4,954 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 4.7 35.7 41.6 49.9 94.6 90.3: 5.4 9.7
Old : 100.0: 16.8 7.9 35.3 42.6 49.7 94.7 92.9: 5.3 7.1
Other: 100.0: 25.7 7.0 28.7 39.9 50.3 94.3 86.0: 5.7 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 531: 169 117 184 135 213 392 446:
Old : 503: 154 123 144 120 203 343 407:
Other: 379: 99 78 86 97 180 238 306:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 24.2 31.0 33.2 11.7 13.5 17.0 16.6
Old : 22.8 26.3 32.8 34.7 15.2 15.2 20.9 19.5
Other: 23.6 23.2 35.4 33.1 12.1 13.0 20.4 17.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,317: 18,756 2,378 1,303 3 4,305 20,062 7,986: 3,255 15,331
Old : 7,408: 4,614 1,507 720 3 1,372 5,337 3,599: 2,071 3,809
Other: 15,909: 14,609 1,338 116 0 2,933 14,725 4,387: 1,184 11,522
: : :
: : Changes in Commitments from: March 18, 2008 :
: -601: -481 -105 168 0 442 -313 505: -288 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 10.2 5.6 0.0 18.5 86.0 34.2: 14.0 65.8
Old : 100.0: 62.3 20.3 9.7 0.0 18.5 72.0 48.6: 28.0 51.4
Other: 100.0: 91.8 8.4 0.7 0.0 18.4 92.6 27.6: 7.4 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 9 12 1 12 18 29:
Old : 34: 13 9 9 1 12 16 28:
Other: 31: 11 8 3 0 12 12 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 9.4 78.4 16.5 62.0 9.0 75.2 16.0
Old : 43.0 21.1 61.2 31.3 40.4 18.1 55.9 27.1
Other: 77.0 8.5 90.2 14.5 77.0 8.5 90.1 14.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 355,200: 31,331 24,082 104,653 194,631 215,364 330,615 344,099: 24,586 11,101
Old : 265,883: 31,624 31,982 64,467 149,726 160,443 245,816 256,892: 20,067 8,991
Other: 89,317: 14,388 6,780 25,506 44,905 54,921 84,799 87,207: 4,519 2,110
: : :
: : Changes in Commitments from: March 18, 2008 :
: 836: -4,627 1,583 2,541 5,571 -2,478 3,485 1,646: -2,648 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.8 29.5 54.8 60.6 93.1 96.9: 6.9 3.1
Old : 100.0: 11.9 12.0 24.2 56.3 60.3 92.5 96.6: 7.5 3.4
Other: 100.0: 16.1 7.6 28.6 50.3 61.5 94.9 97.6: 5.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 54 38 56 66 66 152 137:
Old : 182: 53 46 49 63 65 142 135:
Other: 113: 35 18 31 44 36 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 : 18.6 29.9 30.3 43.6 13.2 22.5 20.4 29.4
Old : 19.1 33.3 30.3 44.8 16.7 27.5 25.3 35.3
Other: 35.3 38.7 49.5 60.4 18.2 26.9 27.9 38.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,109,702: 194,834 160,073 94,236 687,589 662,277 976,659 916,587: 133,043 193,115
Old : 1,109,702: 194,834 160,073 94,236 687,589 662,277 976,659 916,587: 133,043 193,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -60,130: 12,008 -23,912 -19,639 -35,400 -14,333 -43,030 -57,883: -17,099 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.4 8.5 62.0 59.7 88.0 82.6: 12.0 17.4
Old : 100.0: 17.6 14.4 8.5 62.0 59.7 88.0 82.6: 12.0 17.4
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 : 189: 32 51 57 86 89 155 160:
Old : 189: 32 51 57 86 89 155 160:
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 : 25.5 29.5 35.9 36.1 22.8 25.0 30.4 30.4
Old : 25.5 29.5 35.9 36.1 22.8 25.0 30.4 30.4
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 with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 253,447: 37,995 15,362 44,617 142,949 181,167 225,562 241,146: 27,886 12,301
Old : 163,381: 27,047 17,472 25,098 93,782 111,959 145,927 154,528: 17,454 8,853
Other: 90,066: 15,358 2,301 15,110 49,167 69,208 79,634 86,618: 10,432 3,448
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,670: -2,949 1,069 -2,611 7,189 1,695 1,629 154: -3,299 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.1 17.6 56.4 71.5 89.0 95.1: 11.0 4.9
Old : 100.0: 16.6 10.7 15.4 57.4 68.5 89.3 94.6: 10.7 5.4
Other: 100.0: 17.1 2.6 16.8 54.6 76.8 88.4 96.2: 11.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 49 30 47 71 67 145 125:
Old : 166: 44 36 42 65 66 134 122:
Other: 112: 36 12 25 55 35 100 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 38.1 34.1 52.1 20.5 35.2 27.6 42.6
Old : 30.3 33.8 37.4 46.0 26.8 29.9 33.1 39.9
Other: 25.2 53.4 37.3 67.5 21.4 45.3 32.2 58.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,370: 7,484 447 1,550 8,313 18,187 17,346 20,184: 4,024 1,187
Old : 14,465: 6,210 619 867 4,428 12,075 11,506 13,562: 2,959 903
Other: 6,905: 1,677 232 279 3,884 6,111 5,840 6,622: 1,065 283
: : :
: : Changes in Commitments from: March 18, 2008 :
: 358: 309 82 171 92 -150 572 102: -213 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 2.1 7.3 38.9 85.1 81.2 94.4: 18.8 5.6
Old : 100.0: 42.9 4.3 6.0 30.6 83.5 79.5 93.8: 20.5 6.2
Other: 100.0: 24.3 3.4 4.0 56.3 88.5 84.6 95.9: 15.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 35 7 16 30 22 68 42:
Old : 72: 30 8 10 19 20 50 37:
Other: 49: 16 6 7 21 12 40 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 : 16.3 65.4 28.3 77.3 15.6 58.2 26.5 67.6
Old : 21.9 62.4 35.3 76.0 20.3 55.4 32.9 68.0
Other: 34.3 76.7 51.7 87.2 33.0 68.8 49.4 77.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,163,447: 299,136 231,717 18,745 723,998 794,242 1,041,880 1,044,705: 121,568 118,743
Old : 1,163,447: 299,136 231,717 18,745 723,998 794,242 1,041,880 1,044,705: 121,568 118,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: 15,707: 31,697 28,984 -8,588 6,418 -12,140 29,528 8,256: -13,820 7,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 19.9 1.6 62.2 68.3 89.6 89.8: 10.4 10.2
Old : 100.0: 25.7 19.9 1.6 62.2 68.3 89.6 89.8: 10.4 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 40 41 26 102 91 154 146:
Old : 213: 40 41 26 102 91 154 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 44.0 40.0 54.8 24.2 43.5 36.4 53.7
Old : 26.4 44.0 40.0 54.8 24.2 43.5 36.4 53.7
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 with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,871,923: 266,958 316,270 441,380 1,850,553 1,722,824 2,558,890 2,480,474: 313,033 391,449
Old : 2,871,923: 266,958 316,270 441,380 1,850,553 1,722,824 2,558,890 2,480,474: 313,033 391,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -273,902: -36,977 43,645 -113,054 -87,923 -141,889 -237,954 -211,299: -35,948 -62,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.0 15.4 64.4 60.0 89.1 86.4: 10.9 13.6
Old : 100.0: 9.3 11.0 15.4 64.4 60.0 89.1 86.4: 10.9 13.6
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 : 277: 49 69 70 119 141 206 243:
Old : 277: 49 69 70 119 141 206 243:
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 : 34.8 21.4 42.0 30.1 28.5 18.5 33.9 22.9
Old : 34.8 21.4 42.0 30.1 28.5 18.5 33.9 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,068,640: 564,966 253,020 133,654 1,127,315 1,427,645 1,825,935 1,814,320: 242,706 254,321
Old : 2,068,640: 564,966 253,020 133,654 1,127,315 1,427,645 1,825,935 1,814,320: 242,706 254,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -129,701: -15,640 -30,656 -31,723 -49,901 -54,818 -97,264 -117,197: -32,437 -12,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 12.2 6.5 54.5 69.0 88.3 87.7: 11.7 12.3
Old : 100.0: 27.3 12.2 6.5 54.5 69.0 88.3 87.7: 11.7 12.3
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 : 203: 46 48 39 90 84 154 154:
Old : 203: 46 48 39 90 84 154 154:
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 : 20.1 38.7 31.1 49.3 18.7 32.7 28.8 39.2
Old : 20.1 38.7 31.1 49.3 18.7 32.7 28.8 39.2
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 with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 429,306: 65,384 23,319 105,220 228,868 265,692 399,472 394,231: 29,834 35,075
Old : 429,306: 65,384 23,319 105,220 228,868 265,692 399,472 394,231: 29,834 35,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -21,178: -36,104 -11,051 -4,077 19,622 -6,923 -20,559 -22,050: -619 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 5.4 24.5 53.3 61.9 93.1 91.8: 6.9 8.2
Old : 100.0: 15.2 5.4 24.5 53.3 61.9 93.1 91.8: 6.9 8.2
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 : 111: 23 22 33 51 59 91 99:
Old : 111: 23 22 33 51 59 91 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 : 27.1 22.1 38.2 35.6 14.6 13.7 21.7 22.5
Old : 27.1 22.1 38.2 35.6 14.6 13.7 21.7 22.5
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 with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 25,105: 14,108 8,120 407 6,693 11,985 21,208 20,512: 3,897 4,593
Old : 25,105: 14,108 8,120 407 6,693 11,985 21,208 20,512: 3,897 4,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -22,026: -4,909 -6,411 -5,359 -8,061 -3,278 -18,329 -15,048: -3,697 -6,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 32.3 1.6 26.7 47.7 84.5 81.7: 15.5 18.3
Old : 100.0: 56.2 32.3 1.6 26.7 47.7 84.5 81.7: 15.5 18.3
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 : 38: 9 11 5 10 10 23 22:
Old : 38: 9 11 5 10 10 23 22:
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 : 51.9 45.4 67.7 64.6 51.9 45.4 67.7 64.6
Old : 51.9 45.4 67.7 64.6 51.9 45.4 67.7 64.6
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 with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 72,053: 25,048 17,747 1,828 33,776 39,089 60,652 58,664: 11,401 13,389
Old : 72,053: 25,048 17,747 1,828 33,776 39,089 60,652 58,664: 11,401 13,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -50,208: -29,226 -20,983 -5,190 -9,031 -19,648 -43,447 -45,821: -6,762 -4,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 24.6 2.5 46.9 54.3 84.2 81.4: 15.8 18.6
Old : 100.0: 34.8 24.6 2.5 46.9 54.3 84.2 81.4: 15.8 18.6
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 : 93: 27 32 11 20 22 54 58:
Old : 93: 27 32 11 20 22 54 58:
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 : 31.1 30.7 51.3 47.9 31.0 30.3 49.2 46.1
Old : 31.1 30.7 51.3 47.9 31.0 30.3 49.2 46.1
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 with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 50,413: 5,677 4,594 1,269 43,210 44,467 50,156 50,330: 257 83
Old : 50,413: 5,677 4,594 1,269 43,210 44,467 50,156 50,330: 257 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,087: -3 -298 0 -1,010 -797 -1,013 -1,095: -74 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.1 2.5 85.7 88.2 99.5 99.8: 0.5 0.2
Old : 100.0: 11.3 9.1 2.5 85.7 88.2 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 15 3 17 10 28 27:
Old : 46: 10 15 3 17 10 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 82.2 89.4 91.5 71.4 72.8 79.2 81.0
Old : 79.0 82.2 89.4 91.5 71.4 72.8 79.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 18,177: 1,944 3,415 558 15,587 14,140 18,089 18,113: 88 64
Old : 18,177: 1,944 3,415 558 15,587 14,140 18,089 18,113: 88 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -57: -163 -554 260 -158 247 -61 -47: 4 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.8 3.1 85.8 77.8 99.5 99.6: 0.5 0.4
Old : 100.0: 10.7 18.8 3.1 85.8 77.8 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 10 3 10 8 19 19:
Old : 33: 7 10 3 10 8 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 82.5 92.8 91.2 80.0 73.7 84.7 82.1
Old : 84.3 82.5 92.8 91.2 80.0 73.7 84.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2008