WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 4, 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 : 397,308: 95,174 69,405 65,641 200,641 210,147 361,456 345,193: 35,852 52,115
Old : 168,609: 34,485 76,813 2,989 115,531 71,044 153,005 150,846: 15,604 17,763
Other: 228,699: 97,660 29,563 25,681 85,110 139,103 208,451 194,347: 20,248 34,352
: : :
: : Changes in Commitments from: February 26, 2008 :
: -29,581: -7,390 -2,635 -10,973 -11,028 -9,664 -29,391 -23,272: -190 -6,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 17.5 16.5 50.5 52.9 91.0 86.9: 9.0 13.1
Old : 100.0: 20.5 45.6 1.8 68.5 42.1 90.7 89.5: 9.3 10.5
Other: 100.0: 42.7 12.9 11.2 37.2 60.8 91.1 85.0: 8.9 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 98 115 124 79 113 268 277:
Old : 296: 65 125 24 28 83 110 216:
Other: 306: 114 60 78 76 105 228 214:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 18.0 38.9 26.3 25.5 16.6 35.9 23.0
Old : 40.7 20.6 58.9 31.1 40.7 20.2 58.9 30.6
Other: 27.9 20.5 38.0 29.1 27.8 18.5 36.4 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 4, 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 : 1,449,873: 473,425 97,033 154,444 663,273 962,861 1,291,142 1,214,338: 158,731 235,535
Old : 896,610: 275,865 143,176 62,085 463,974 563,518 801,924 768,779: 94,686 127,831
Other: 553,263: 273,442 29,739 16,477 199,299 399,343 489,218 445,559: 64,045 107,704
: : :
: : Changes in Commitments from: February 26, 2008 :
: -29,403: 2,386 5,257 -20,731 -4,853 -7,291 -23,198 -22,765: -6,205 -6,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 6.7 10.7 45.7 66.4 89.1 83.8: 10.9 16.2
Old : 100.0: 30.8 16.0 6.9 51.7 62.8 89.4 85.7: 10.6 14.3
Other: 100.0: 49.4 5.4 3.0 36.0 72.2 88.4 80.5: 11.6 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 252 103 179 227 350 559 585:
Old : 755: 192 145 123 195 325 472 531:
Other: 623: 170 76 48 134 321 317 435:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 19.6 23.8 25.1 15.8 17.8 23.4 22.9
Old : 19.8 19.6 28.4 26.0 19.7 17.4 28.2 23.2
Other: 17.7 22.7 28.5 28.0 17.7 22.5 28.3 27.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 4, 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 : 15,595: 4,809 2,009 493 6,312 11,819 11,614 14,321: 3,981 1,274
Old : 10,592: 4,103 1,937 0 3,839 7,884 7,942 9,821: 2,650 771
Other: 5,003: 849 215 350 2,473 3,935 3,672 4,500: 1,331 503
: : :
: : Changes in Commitments from: February 26, 2008 :
: -107: 346 -9 36 -104 288 278 315: -385 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 12.9 3.2 40.5 75.8 74.5 91.8: 25.5 8.2
Old : 100.0: 38.7 18.3 0.0 36.2 74.4 75.0 92.7: 25.0 7.3
Other: 100.0: 17.0 4.3 7.0 49.4 78.7 73.4 89.9: 26.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 27 3 5 13 12 42 19:
Old : 48: 25 4 0 8 12 33 16:
Other: 24: 8 2 4 7 12 18 16:
:----------------------------------------------------------------------------------------------------
: 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 51.0 40.7 75.8 20.2 41.2 34.1 62.3
Old : 27.4 60.6 45.8 79.0 27.4 59.3 45.8 77.7
Other: 54.9 53.1 67.5 76.7 41.1 47.8 47.6 60.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 4, 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 : 567,980: 175,782 48,801 58,579 266,667 364,795 501,028 472,175: 66,952 95,805
Old : 365,720: 121,199 48,668 21,888 177,036 243,469 320,123 314,025: 45,597 51,695
Other: 202,260: 75,287 20,837 15,987 89,631 121,326 180,905 158,150: 21,355 44,110
: : :
: : Changes in Commitments from: February 26, 2008 :
: -26,463: -14,194 4,082 -15,618 3,263 -13,475 -26,549 -25,011: 86 -1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.6 10.3 47.0 64.2 88.2 83.1: 11.8 16.9
Old : 100.0: 33.1 13.3 6.0 48.4 66.6 87.5 85.9: 12.5 14.1
Other: 100.0: 37.2 10.3 7.9 44.3 60.0 89.4 78.2: 10.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 187 101 122 107 193 356 370:
Old : 502: 174 107 87 89 183 309 337:
Other: 369: 108 65 39 73 165 196 256:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 25.9 30.0 32.6 17.7 25.2 28.9 30.9
Old : 21.6 30.3 34.9 38.6 21.5 30.2 34.8 38.2
Other: 21.3 21.4 35.3 29.8 18.1 20.9 32.1 27.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,019: 20,185 2,872 1,358 0 3,318 21,543 7,548: 3,476 17,471
Old : 9,078: 5,779 2,138 928 0 1,041 6,707 4,107: 2,371 4,971
Other: 15,941: 14,532 860 304 0 2,277 14,836 3,441: 1,105 12,500
: : :
: : Changes in Commitments from: February 26, 2008 :
: 365: 586 35 333 -252 197 667 565: -302 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 11.5 5.4 0.0 13.3 86.1 30.2: 13.9 69.8
Old : 100.0: 63.7 23.6 10.2 0.0 11.5 73.9 45.2: 26.1 54.8
Other: 100.0: 91.2 5.4 1.9 0.0 14.3 93.1 21.6: 6.9 78.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 11 14 0 9 21 30:
Old : 36: 14 13 9 0 9 17 28:
Other: 31: 14 7 4 0 9 15 20:
:----------------------------------------------------------------------------------------------------
: 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 : 60.4 7.6 74.9 14.1 58.5 7.6 72.4 13.9
Old : 42.8 15.1 60.9 25.8 42.3 13.4 56.2 21.6
Other: 74.9 7.6 87.4 13.1 74.9 7.6 87.3 13.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 4, 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 : 297,721: 57,675 25,315 51,176 151,495 206,007 260,346 282,498: 37,375 15,223
Old : 236,617: 59,010 32,823 23,259 121,828 167,928 204,097 224,010: 32,520 12,607
Other: 61,104: 16,436 10,263 10,146 29,667 38,079 56,249 58,488: 4,855 2,616
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,516: -2,264 4,306 1,843 -5,032 -8,465 -5,453 -2,316: 1,937 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.5 17.2 50.9 69.2 87.4 94.9: 12.6 5.1
Old : 100.0: 24.9 13.9 9.8 51.5 71.0 86.3 94.7: 13.7 5.3
Other: 100.0: 26.9 16.8 16.6 48.6 62.3 92.1 95.7: 7.9 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 65 44 61 64 59 173 133:
Old : 205: 68 47 46 58 57 158 124:
Other: 104: 28 22 13 39 28 74 57:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 33.1 28.6 46.4 14.7 28.9 22.2 39.3
Old : 19.9 38.2 29.5 49.4 19.8 37.5 29.3 47.1
Other: 39.4 37.2 53.7 60.1 31.3 30.9 43.2 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 4, 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 : 1,064,263: 192,884 210,217 16,473 711,405 643,485 920,762 870,175: 143,501 194,088
Old : 1,064,263: 192,884 210,217 16,473 711,405 643,485 920,762 870,175: 143,501 194,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 43,828: 18,956 31,580 9,322 24,349 -3,493 52,627 37,409: -8,799 6,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 19.8 1.5 66.8 60.5 86.5 81.8: 13.5 18.2
Old : 100.0: 18.1 19.8 1.5 66.8 60.5 86.5 81.8: 13.5 18.2
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 : 189: 36 48 27 72 83 123 144:
Old : 189: 36 48 27 72 83 123 144:
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 : 27.7 30.0 41.0 39.8 24.5 26.3 33.5 32.4
Old : 27.7 30.0 41.0 39.8 24.5 26.3 33.5 32.4
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 - Futures Only, March 4, 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 : 237,236: 70,141 11,262 25,090 98,434 181,314 193,665 217,666: 43,571 19,570
Old : 168,728: 55,741 12,047 13,202 65,736 126,101 134,679 151,350: 34,049 17,378
Other: 68,508: 21,995 6,810 4,293 32,698 55,213 58,986 66,316: 9,522 2,192
: : :
: : Changes in Commitments from: February 26, 2008 :
: -4,853: 1,101 253 1,002 -8,832 -7,543 -6,729 -6,288: 1,876 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.7 10.6 41.5 76.4 81.6 91.8: 18.4 8.2
Old : 100.0: 33.0 7.1 7.8 39.0 74.7 79.8 89.7: 20.2 10.3
Other: 100.0: 32.1 9.9 6.3 47.7 80.6 86.1 96.8: 13.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 68 34 49 67 58 169 114:
Old : 184: 71 33 40 56 54 152 105:
Other: 107: 37 12 9 50 26 90 44:
:----------------------------------------------------------------------------------------------------
: 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 44.1 25.6 56.2 12.3 42.8 19.5 50.6
Old : 19.8 42.0 28.3 51.6 18.4 41.8 26.9 50.8
Other: 21.3 56.7 35.0 75.8 21.3 52.0 33.4 69.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 4, 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 : 19,931: 7,846 65 626 6,936 18,202 15,408 18,893: 4,523 1,038
Old : 13,940: 6,440 43 207 3,869 12,900 10,516 13,150: 3,424 790
Other: 5,991: 1,667 283 158 3,067 5,302 4,892 5,743: 1,099 248
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,381: -124 -182 -489 -1,147 -896 -1,760 -1,567: 379 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 0.3 3.1 34.8 91.3 77.3 94.8: 22.7 5.2
Old : 100.0: 46.2 0.3 1.5 27.8 92.5 75.4 94.3: 24.6 5.7
Other: 100.0: 27.8 4.7 2.6 51.2 88.5 81.7 95.9: 18.3 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 36 1 9 27 20 64 30:
Old : 61: 30 2 5 16 18 47 24:
Other: 43: 14 4 5 18 10 33 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 73.4 30.1 85.4 17.5 67.7 29.5 78.1
Old : 22.2 73.4 38.5 86.6 22.2 68.8 37.1 81.9
Other: 37.4 78.6 52.5 88.3 35.2 69.8 48.3 79.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 4, 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 : 1,305,218: 331,437 331,667 23,455 820,012 836,552 1,174,904 1,191,674: 130,314 113,544
Old : 1,305,218: 331,437 331,667 23,455 820,012 836,552 1,174,904 1,191,674: 130,314 113,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -62,751: -25,243 -14,175 -14,008 -12,924 -13,431 -52,175 -41,614: -10,576 -21,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 25.4 1.8 62.8 64.1 90.0 91.3: 10.0 8.7
Old : 100.0: 25.4 25.4 1.8 62.8 64.1 90.0 91.3: 10.0 8.7
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 : 242: 64 42 30 109 95 182 159:
Old : 242: 64 42 30 109 95 182 159:
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 : 19.7 47.3 31.8 58.6 17.2 46.6 28.3 56.5
Old : 19.7 47.3 31.8 58.6 17.2 46.6 28.3 56.5
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, March 4, 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 : 2,358,330: 603,544 380,243 43,210 1,391,610 1,561,045 2,038,364 1,984,498: 319,966 373,832
Old : 2,358,330: 603,544 380,243 43,210 1,391,610 1,561,045 2,038,364 1,984,498: 319,966 373,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -112,100: 71,421 17,325 -32,224 -170,143 -37,597 -130,946 -52,496: 18,846 -59,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.1 1.8 59.0 66.2 86.4 84.1: 13.6 15.9
Old : 100.0: 25.6 16.1 1.8 59.0 66.2 86.4 84.1: 13.6 15.9
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 : 281: 50 69 35 110 133 175 222:
Old : 281: 50 69 35 110 133 175 222:
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 : 35.8 25.8 46.4 35.1 32.1 23.6 41.6 30.2
Old : 35.8 25.8 46.4 35.1 32.1 23.6 41.6 30.2
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, March 4, 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 : 2,028,217: 521,162 489,577 45,467 1,210,801 1,232,751 1,777,430 1,767,795: 250,787 260,422
Old : 2,028,217: 521,162 489,577 45,467 1,210,801 1,232,751 1,777,430 1,767,795: 250,787 260,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -147,594: -28,138 67,425 -11,987 -62,261 -173,623 -102,386 -118,185: -45,208 -29,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 24.1 2.2 59.7 60.8 87.6 87.2: 12.4 12.8
Old : 100.0: 25.7 24.1 2.2 59.7 60.8 87.6 87.2: 12.4 12.8
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 : 213: 47 43 24 89 89 147 146:
Old : 213: 47 43 24 89 89 147 146:
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 : 22.6 40.4 34.4 53.3 18.6 36.7 27.9 43.6
Old : 22.6 40.4 34.4 53.3 18.6 36.7 27.9 43.6
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, March 4, 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 : 267,644: 70,371 30,076 37,570 132,934 169,675 240,875 237,321: 26,769 30,323
Old : 267,644: 70,371 30,076 37,570 132,934 169,675 240,875 237,321: 26,769 30,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -93,655: -17,315 -44,501 -2,939 -74,318 -48,032 -94,572 -95,472: 917 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 11.2 14.0 49.7 63.4 90.0 88.7: 10.0 11.3
Old : 100.0: 26.3 11.2 14.0 49.7 63.4 90.0 88.7: 10.0 11.3
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 : 87: 21 19 22 38 35 72 67:
Old : 87: 21 19 22 38 35 72 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 20.1 39.6 36.0 23.4 12.7 34.0 21.5
Old : 25.7 20.1 39.6 36.0 23.4 12.7 34.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, March 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,944: 3,200 3,148 214 2,150 7,022 5,564 10,384: 9,380 4,560
Old : 14,944: 3,200 3,148 214 2,150 7,022 5,564 10,384: 9,380 4,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 120: 297 -63 -841 235 731 -309 -173: 429 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.1 1.4 14.4 47.0 37.2 69.5: 62.8 30.5
Old : 100.0: 21.4 21.1 1.4 14.4 47.0 37.2 69.5: 62.8 30.5
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 : 24: 9 8 2 3 6 13 15:
Old : 24: 9 8 2 3 6 13 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 : 24.7 44.9 33.5 59.4 19.9 44.8 28.1 56.8
Old : 24.7 44.9 33.5 59.4 19.9 44.8 28.1 56.8
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, March 4, 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 : 35,075: 17,615 14,767 926 12,539 11,848 31,080 27,541: 3,995 7,534
Old : 35,075: 17,615 14,767 926 12,539 11,848 31,080 27,541: 3,995 7,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,557: 446 617 429 621 595 1,496 1,641: 61 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 42.1 2.6 35.7 33.8 88.6 78.5: 11.4 21.5
Old : 100.0: 50.2 42.1 2.6 35.7 33.8 88.6 78.5: 11.4 21.5
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 : 58: 19 20 11 13 8 39 32:
Old : 58: 19 20 11 13 8 39 32:
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 : 35.0 32.5 49.0 53.1 35.0 32.5 48.9 53.0
Old : 35.0 32.5 49.0 53.1 35.0 32.5 48.9 53.0
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, March 4, 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 : 107,440: 48,564 43,096 738 32,598 41,920 81,900 85,754: 25,540 21,686
Old : 107,440: 48,564 43,096 738 32,598 41,920 81,900 85,754: 25,540 21,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 10,103: 1,406 6,081 -317 -372 -784 717 4,980: 9,386 5,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 40.1 0.7 30.3 39.0 76.2 79.8: 23.8 20.2
Old : 100.0: 45.2 40.1 0.7 30.3 39.0 76.2 79.8: 23.8 20.2
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 : 124: 46 45 11 17 20 67 72:
Old : 124: 46 45 11 17 20 67 72:
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 : 28.5 27.3 44.6 38.3 28.5 27.3 44.6 38.2
Old : 28.5 27.3 44.6 38.3 28.5 27.3 44.6 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 4, 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 : 50,975: 6,287 3,802 1,845 42,605 45,137 50,737 50,784: 238 191
Old : 50,975: 6,287 3,802 1,845 42,605 45,137 50,737 50,784: 238 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,402: -3,845 -6,429 710 -224 2,241 -3,359 -3,478: -43 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.5 3.6 83.6 88.5 99.5 99.6: 0.5 0.4
Old : 100.0: 12.3 7.5 3.6 83.6 88.5 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 : 50: 10 17 4 18 12 29 32:
Old : 50: 10 17 4 18 12 29 32:
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 : 79.3 80.6 89.9 88.3 73.6 71.1 78.6 78.2
Old : 79.3 80.6 89.9 88.3 73.6 71.1 78.6 78.2
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, March 4, 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 : 22,630: 2,025 3,250 370 20,167 18,883 22,562 22,503: 68 127
Old : 22,630: 2,025 3,250 370 20,167 18,883 22,562 22,503: 68 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 5,814: 439 677 259 5,193 4,820 5,891 5,756: -77 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 14.4 1.6 89.1 83.4 99.7 99.4: 0.3 0.6
Old : 100.0: 8.9 14.4 1.6 89.1 83.4 99.7 99.4: 0.3 0.6
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 : 30: 8 7 3 9 8 19 16:
Old : 30: 8 7 3 9 8 19 16:
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 : 87.5 87.6 93.8 95.7 87.5 86.7 92.7 93.6
Old : 87.5 87.6 93.8 95.7 87.5 86.7 92.7 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2008