WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 1, 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 : 380,186: 93,078 62,006 59,857 195,173 208,576 348,108 330,439: 32,078 49,747
Old : 120,766: 33,224 47,585 659 74,297 60,013 108,180 108,257: 12,586 12,509
Other: 259,420: 88,241 42,808 30,811 120,876 148,563 239,928 222,182: 19,492 37,238
: : :
: : Changes in Commitments from: March 25, 2008 :
: -13,744: 1,219 1,146 -8,566 -7,095 -5,480 -14,442 -12,900: 698 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 16.3 15.7 51.3 54.9 91.6 86.9: 8.4 13.1
Old : 100.0: 27.5 39.4 0.5 61.5 49.7 89.6 89.6: 10.4 10.4
Other: 100.0: 34.0 16.5 11.9 46.6 57.3 92.5 85.6: 7.5 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 92 98 114 81 115 247 271:
Old : 259: 66 96 15 29 72 102 177:
Other: 308: 97 77 72 77 110 212 229:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 18.9 37.0 27.6 24.8 17.3 35.2 24.1
Old : 37.9 27.4 54.0 40.3 37.9 27.4 53.9 40.3
Other: 26.7 19.9 39.7 27.5 26.3 18.8 37.6 25.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 1, 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 : 1,396,547: 401,940 111,072 177,436 665,245 877,607 1,244,621 1,166,115: 151,926 230,432
Old : 822,571: 217,611 147,927 76,450 439,601 475,135 733,662 699,512: 88,909 123,059
Other: 573,976: 264,818 43,634 20,497 225,644 402,472 510,959 466,603: 63,017 107,373
: : :
: : Changes in Commitments from: March 25, 2008 :
: 6,643: 10,907 15,017 353 -22,473 -22,228 -11,213 -6,858: 17,856 13,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.0 12.7 47.6 62.8 89.1 83.5: 10.9 16.5
Old : 100.0: 26.5 18.0 9.3 53.4 57.8 89.2 85.0: 10.8 15.0
Other: 100.0: 46.1 7.6 3.6 39.3 70.1 89.0 81.3: 11.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 216 131 186 243 345 562 595:
Old : 733: 180 151 122 209 316 459 533:
Other: 636: 173 91 55 140 313 328 448:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 15.8 24.8 21.0 15.7 15.2 23.9 20.0
Old : 20.1 14.6 29.2 20.7 20.0 14.4 29.1 20.0
Other: 18.3 20.7 28.9 25.9 17.4 20.5 27.9 25.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 1, 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 : 14,302: 2,771 420 739 7,495 11,689 11,005 12,848: 3,297 1,454
Old : 4,348: 1,593 273 0 1,248 3,574 2,841 3,847: 1,507 501
Other: 9,954: 1,600 569 317 6,247 8,115 8,164 9,001: 1,790 953
: : :
: : Changes in Commitments from: March 25, 2008 :
: 292: -101 -1,538 79 115 1,078 93 -381: 199 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.9 5.2 52.4 81.7 76.9 89.8: 23.1 10.2
Old : 100.0: 36.6 6.3 0.0 28.7 82.2 65.3 88.5: 34.7 11.5
Other: 100.0: 16.1 5.7 3.2 62.8 81.5 82.0 90.4: 18.0 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 3 7 17 13 36 22:
Old : 36: 15 2 0 9 11 24 13:
Other: 37: 11 6 5 13 13 27 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 : 30.8 55.7 47.6 74.3 24.6 42.8 37.4 58.3
Old : 37.4 67.8 47.7 82.2 37.4 67.8 47.7 80.5
Other: 43.1 51.2 62.2 76.1 32.4 41.7 46.0 57.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 1, 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 : 512,579: 155,130 50,367 68,095 234,942 303,372 458,167 421,834: 54,412 90,745
Old : 311,147: 92,204 46,925 29,918 154,344 187,527 276,466 264,370: 34,681 46,777
Other: 201,432: 85,142 25,658 15,961 80,598 115,845 181,701 157,464: 19,731 43,968
: : :
: : Changes in Commitments from: March 25, 2008 :
: -14,865: -10,106 -110 2,829 -26,207 -37,643 -33,484 -34,924: 18,619 20,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.8 13.3 45.8 59.2 89.4 82.3: 10.6 17.7
Old : 100.0: 29.6 15.1 9.6 49.6 60.3 88.9 85.0: 11.1 15.0
Other: 100.0: 42.3 12.7 7.9 40.0 57.5 90.2 78.2: 9.8 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 178 86 122 109 192 344 367:
Old : 471: 149 101 83 90 178 291 320:
Other: 368: 96 74 55 73 164 199 271:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 18.6 27.9 25.5 17.4 17.5 25.8 23.1
Old : 23.4 20.9 33.5 29.3 23.4 20.2 33.2 28.0
Other: 19.6 19.2 32.7 27.3 17.3 17.8 29.2 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,085: 20,248 2,836 1,102 3 4,471 21,353 8,409: 2,732 15,676
Old : 8,017: 5,715 1,769 566 3 1,469 6,284 3,804: 1,733 4,213
Other: 16,068: 14,953 1,487 116 0 3,002 15,069 4,605: 999 11,463
: : :
: : Changes in Commitments from: March 25, 2008 :
: 768: 1,492 458 -201 0 166 1,291 423: -523 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 11.8 4.6 0.0 18.6 88.7 34.9: 11.3 65.1
Old : 100.0: 71.3 22.1 7.1 0.0 18.3 78.4 47.4: 21.6 52.6
Other: 100.0: 93.1 9.3 0.7 0.0 18.7 93.8 28.7: 6.2 71.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 8 12 1 12 23 29:
Old : 39: 19 7 10 1 12 22 28:
Other: 31: 12 7 3 0 12 13 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 : 62.5 9.6 75.6 17.2 61.6 9.2 74.6 16.9
Old : 40.5 22.9 57.7 33.1 40.2 22.9 55.6 32.5
Other: 77.2 9.1 90.4 15.4 77.2 9.1 90.4 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 1, 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 : 291,212: 55,135 22,717 55,630 152,760 195,896 263,525 274,243: 27,687 16,969
Old : 210,527: 52,737 32,453 21,884 112,740 141,473 187,361 195,810: 23,166 14,717
Other: 80,685: 23,833 11,699 12,311 40,020 54,423 76,164 78,433: 4,521 2,252
: : :
: : Changes in Commitments from: March 25, 2008 :
: 8,693: 12,295 -703 2,022 -11,538 -1,008 2,779 311: 5,914 8,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.8 19.1 52.5 67.3 90.5 94.2: 9.5 5.8
Old : 100.0: 25.0 15.4 10.4 53.6 67.2 89.0 93.0: 11.0 7.0
Other: 100.0: 29.5 14.5 15.3 49.6 67.5 94.4 97.2: 5.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 56 37 55 61 52 149 125:
Old : 180: 60 45 36 59 51 139 112:
Other: 112: 29 27 24 41 30 84 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 34.7 32.4 49.7 14.8 29.3 24.3 42.3
Old : 19.6 38.8 30.9 50.8 19.6 38.2 30.9 48.8
Other: 44.3 41.2 58.4 62.1 31.4 38.0 44.9 50.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 1, 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 : 905,321: 148,994 148,164 4,897 627,621 582,065 781,512 735,126: 123,809 170,195
Old : 905,321: 148,994 148,164 4,897 627,621 582,065 781,512 735,126: 123,809 170,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -36,602: -37,886 -11,436 50 3,596 -15,432 -34,240 -26,818: -2,362 -9,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.4 0.5 69.3 64.3 86.3 81.2: 13.7 18.8
Old : 100.0: 16.5 16.4 0.5 69.3 64.3 86.3 81.2: 13.7 18.8
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 : 180: 36 38 25 71 80 120 130:
Old : 180: 36 38 25 71 80 120 130:
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 : 27.5 33.8 38.6 41.8 22.0 27.6 30.9 33.9
Old : 27.5 33.8 38.6 41.8 22.0 27.6 30.9 33.9
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, April 1, 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 : 223,879: 53,896 11,165 20,719 116,789 172,978 191,404 204,862: 32,475 19,017
Old : 144,087: 38,998 14,161 9,848 71,798 104,237 120,644 128,246: 23,443 15,841
Other: 79,792: 21,576 3,682 4,193 44,991 68,741 70,760 76,616: 9,032 3,176
: : :
: : Changes in Commitments from: March 25, 2008 :
: 4,083: 4,743 -5,002 1,525 -10,172 -271 -3,904 -3,748: 7,987 7,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.0 9.3 52.2 77.3 85.5 91.5: 14.5 8.5
Old : 100.0: 27.1 9.8 6.8 49.8 72.3 83.7 89.0: 16.3 11.0
Other: 100.0: 27.0 4.6 5.3 56.4 86.2 88.7 96.0: 11.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 58 20 37 72 61 148 107:
Old : 164: 54 27 31 64 58 135 101:
Other: 115: 41 7 12 57 34 103 50:
:----------------------------------------------------------------------------------------------------
: 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 43.5 32.2 58.2 16.9 42.1 25.6 50.1
Old : 26.1 39.0 33.8 51.3 24.7 37.3 32.0 47.8
Other: 23.0 58.4 35.9 75.0 23.0 55.8 35.1 71.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 1, 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 : 21,276: 7,085 346 1,186 8,538 18,506 16,809 20,038: 4,467 1,238
Old : 13,845: 5,532 476 750 4,273 11,592 10,555 12,818: 3,290 1,027
Other: 7,431: 1,897 214 92 4,265 6,914 6,254 7,220: 1,177 211
: : :
: : Changes in Commitments from: March 25, 2008 :
: 832: -551 -115 319 508 481 276 685: 556 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 1.6 5.6 40.1 87.0 79.0 94.2: 21.0 5.8
Old : 100.0: 40.0 3.4 5.4 30.9 83.7 76.2 92.6: 23.8 7.4
Other: 100.0: 25.5 2.9 1.2 57.4 93.0 84.2 97.2: 15.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 36 3 13 29 24 65 40:
Old : 68: 28 6 7 17 22 46 34:
Other: 50: 17 5 6 21 11 39 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 66.5 29.3 78.0 15.7 60.2 26.8 69.6
Old : 22.6 61.3 36.2 74.9 20.5 55.8 32.6 69.0
Other: 34.9 80.8 51.4 91.1 33.9 73.0 49.7 81.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 1, 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 : 1,131,638: 273,129 228,008 10,979 731,247 780,359 1,015,355 1,019,346: 116,283 112,292
Old : 1,131,638: 273,129 228,008 10,979 731,247 780,359 1,015,355 1,019,346: 116,283 112,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -15,895: -28,101 -4,301 2,341 14,252 -9,211 -11,508 -11,171: -4,387 -4,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 20.1 1.0 64.6 69.0 89.7 90.1: 10.3 9.9
Old : 100.0: 24.1 20.1 1.0 64.6 69.0 89.7 90.1: 10.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 41 40 16 89 85 136 135:
Old : 209: 41 40 16 89 85 136 135:
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 : 21.9 45.3 35.3 55.9 20.0 45.0 32.3 55.4
Old : 21.9 45.3 35.3 55.9 20.0 45.0 32.3 55.4
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, April 1, 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 : 2,072,126: 269,253 354,440 38,077 1,470,526 1,297,483 1,777,856 1,690,000: 294,270 382,126
Old : 2,072,126: 269,253 354,440 38,077 1,470,526 1,297,483 1,777,856 1,690,000: 294,270 382,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -20,994: -4,062 -432 -10,478 -7,079 -21,968 -21,619 -32,878: 625 11,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.1 1.8 71.0 62.6 85.8 81.6: 14.2 18.4
Old : 100.0: 13.0 17.1 1.8 71.0 62.6 85.8 81.6: 14.2 18.4
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 : 274: 48 75 30 89 119 153 208:
Old : 274: 48 75 30 89 119 153 208:
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 : 44.7 23.7 53.6 32.7 42.8 22.5 50.0 28.7
Old : 44.7 23.7 53.6 32.7 42.8 22.5 50.0 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 1, 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 : 1,829,252: 551,312 260,058 24,097 1,025,758 1,297,454 1,601,167 1,581,609: 228,085 247,643
Old : 1,829,252: 551,312 260,058 24,097 1,025,758 1,297,454 1,601,167 1,581,609: 228,085 247,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -26,695: -28,736 1,106 -4,292 13,478 -23,248 -19,550 -26,434: -7,145 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 14.2 1.3 56.1 70.9 87.5 86.5: 12.5 13.5
Old : 100.0: 30.1 14.2 1.3 56.1 70.9 87.5 86.5: 12.5 13.5
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 : 194: 47 41 16 73 76 126 128:
Old : 194: 47 41 16 73 76 126 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 40.2 35.1 51.5 22.0 35.0 33.4 41.8
Old : 23.3 40.2 35.1 51.5 22.0 35.0 33.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, April 1, 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 : 338,957: 54,506 32,032 43,090 213,888 234,583 311,484 309,705: 27,473 29,252
Old : 338,957: 54,506 32,032 43,090 213,888 234,583 311,484 309,705: 27,473 29,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 8,750: -9,798 8,224 8,683 10,765 -3,695 9,650 13,212: -900 -4,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.5 12.7 63.1 69.2 91.9 91.4: 8.1 8.6
Old : 100.0: 16.1 9.5 12.7 63.1 69.2 91.9 91.4: 8.1 8.6
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 : 102: 23 17 25 51 48 85 82:
Old : 102: 23 17 25 51 48 85 82:
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 : 27.4 24.1 38.4 41.2 15.7 17.7 24.4 26.8
Old : 27.4 24.1 38.4 41.2 15.7 17.7 24.4 26.8
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, April 1, 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 : 27,763: 15,860 9,733 20 7,523 12,621 23,403 22,374: 4,360 5,389
Old : 27,763: 15,860 9,733 20 7,523 12,621 23,403 22,374: 4,360 5,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,669: 1,802 1,544 4 1,096 1,011 2,902 2,559: 767 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 35.1 0.1 27.1 45.5 84.3 80.6: 15.7 19.4
Old : 100.0: 57.1 35.1 0.1 27.1 45.5 84.3 80.6: 15.7 19.4
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 : 44: 13 14 3 9 9 25 23:
Old : 44: 13 14 3 9 9 25 23:
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 : 49.9 41.1 66.9 59.6 49.9 41.1 66.9 59.6
Old : 49.9 41.1 66.9 59.6 49.9 41.1 66.9 59.6
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 - Futures Only, April 1, 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 : 80,007: 34,241 23,250 844 31,633 40,605 66,718 64,699: 13,289 15,308
Old : 80,007: 34,241 23,250 844 31,633 40,605 66,718 64,699: 13,289 15,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 11,828: 9,288 4,842 287 221 4,431 9,796 9,560: 2,032 2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 29.1 1.1 39.5 50.8 83.4 80.9: 16.6 19.1
Old : 100.0: 42.8 29.1 1.1 39.5 50.8 83.4 80.9: 16.6 19.1
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 : 98: 35 30 4 17 21 52 55:
Old : 98: 35 30 4 17 21 52 55:
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 : 29.7 33.3 45.7 48.6 29.6 32.1 45.6 47.4
Old : 29.7 33.3 45.7 48.6 29.6 32.1 45.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, April 1, 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 : 50,675: 5,488 4,389 1,269 43,687 44,993 50,444 50,651: 231 24
Old : 50,675: 5,488 4,389 1,269 43,687 44,993 50,444 50,651: 231 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 262: -189 -205 0 477 526 288 321: -26 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.7 2.5 86.2 88.8 99.5 100.0: 0.5 0.0
Old : 100.0: 10.8 8.7 2.5 86.2 88.8 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 15 3 19 11 30 28:
Old : 48: 10 15 3 19 11 30 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 : 74.1 81.2 86.1 91.6 66.9 70.9 76.3 79.9
Old : 74.1 81.2 86.1 91.6 66.9 70.9 76.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 1, 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 : 17,918: 2,146 1,207 564 15,140 16,075 17,850 17,846: 68 72
Old : 17,918: 2,146 1,207 564 15,140 16,075 17,850 17,846: 68 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -259: 202 -2,208 6 -447 1,935 -239 -267: -20 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.7 3.1 84.5 89.7 99.6 99.6: 0.4 0.4
Old : 100.0: 12.0 6.7 3.1 84.5 89.7 99.6 99.6: 0.4 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 : 32: 9 8 3 9 9 20 18:
Old : 32: 9 8 3 9 9 20 18:
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 : 84.1 83.2 92.8 92.4 78.7 74.2 83.2 82.4
Old : 84.1 83.2 92.8 92.4 78.7 74.2 83.2 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2008