WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 534,053: 86,352 56,558 170,150 240,720 249,279 497,222 475,987: 36,831 58,066
Old : 125,882: 20,032 33,223 32,492 60,956 49,021 113,480 114,736: 12,401 11,145
Other: 408,171: 84,193 41,208 119,785 179,764 200,258 383,742 361,251: 24,429 46,921
: : :
: : Changes in Commitments from: April 1, 2008 :
: -596: -1,355 1,905 -6,064 5,871 1,746 -1,548 -2,413: 952 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.6 31.9 45.1 46.7 93.1 89.1: 6.9 10.9
Old : 100.0: 15.9 26.4 25.8 48.4 38.9 90.1 91.1: 9.9 8.9
Other: 100.0: 20.6 10.1 29.3 44.0 49.1 94.0 88.5: 6.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 91 134 157 91 127 292 322:
Old : 264: 68 96 73 46 81 155 210:
Other: 343: 95 111 128 88 122 264 286:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 16.4 30.6 25.1 18.0 14.2 26.5 18.8
Old : 28.0 20.1 41.0 33.3 27.6 18.1 38.2 28.4
Other: 20.3 17.2 31.6 26.3 18.6 15.3 27.7 20.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 2,200,149: 322,156 78,820 713,806 944,681 1,111,837 1,980,642 1,904,462: 219,507 295,687
Old : 1,229,210: 168,183 124,723 386,736 549,015 572,042 1,103,933 1,083,502: 125,277 145,709
Other: 970,939: 240,710 40,834 240,333 395,666 539,794 876,709 820,961: 94,230 149,978
: : :
: : Changes in Commitments from: April 1, 2008 :
: 55,796: 28,920 -2,871 21,508 -1,216 22,667 49,212 41,304: 6,585 14,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 3.6 32.4 42.9 50.5 90.0 86.6: 10.0 13.4
Old : 100.0: 13.7 10.1 31.5 44.7 46.5 89.8 88.1: 10.2 11.9
Other: 100.0: 24.8 4.2 24.8 40.8 55.6 90.3 84.6: 9.7 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 848: 257 130 284 322 390 701 713:
Old : 798: 213 156 223 279 358 595 645:
Other: 709: 199 110 165 208 359 464 578:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 16.0 21.6 22.4 10.0 8.9 15.3 12.2
Old : 14.5 13.8 23.1 21.9 13.4 9.5 20.4 12.7
Other: 16.1 18.9 27.0 25.8 10.5 10.7 16.2 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 16,334: 2,459 447 1,683 8,466 12,855 12,608 14,985: 3,725 1,349
Old : 4,710: 1,053 170 680 1,404 3,430 3,136 4,279: 1,574 431
Other: 11,623: 1,712 583 698 7,062 9,425 9,472 10,706: 2,151 917
: : :
: : Changes in Commitments from: April 1, 2008 :
: 823: 565 21 -85 218 1,069 698 1,005: 124 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 2.7 10.3 51.8 78.7 77.2 91.7: 22.8 8.3
Old : 100.0: 22.3 3.6 14.4 29.8 72.8 66.6 90.8: 33.4 9.2
Other: 100.0: 14.7 5.0 6.0 60.8 81.1 81.5 92.1: 18.5 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 5 9 17 14 38 25:
Old : 34: 13 3 4 12 9 26 15:
Other: 42: 12 7 5 17 14 32 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 : 28.6 52.0 45.0 70.4 21.8 39.7 32.0 53.7
Old : 31.9 62.4 44.8 81.6 20.9 56.2 31.4 66.6
Other: 38.0 51.1 56.4 73.5 28.9 41.1 43.0 56.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 756,598: 126,326 30,860 277,069 285,370 346,744 688,765 654,672: 67,833 101,925
Old : 452,358: 67,435 31,494 165,609 179,112 205,143 412,156 402,246: 40,202 50,111
Other: 304,240: 82,749 23,225 87,601 106,259 141,600 276,609 252,426: 27,631 51,814
: : :
: : Changes in Commitments from: April 1, 2008 :
: -13,816: 19 -9,435 -1,461 -16,002 -4,454 -17,444 -15,349: 3,628 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.1 36.6 37.7 45.8 91.0 86.5: 9.0 13.5
Old : 100.0: 14.9 7.0 36.6 39.6 45.3 91.1 88.9: 8.9 11.1
Other: 100.0: 27.2 7.6 28.8 34.9 46.5 90.9 83.0: 9.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 532: 174 110 207 128 210 395 464:
Old : 497: 144 126 160 114 197 341 414:
Other: 394: 114 83 98 91 178 253 316:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 23.4 30.3 30.7 11.5 11.8 16.4 14.7
Old : 24.2 25.6 34.0 32.4 15.8 13.4 21.1 17.6
Other: 20.3 22.5 32.3 31.3 11.7 11.6 18.2 15.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,206: 18,884 2,563 1,151 1 3,744 20,036 7,458: 3,170 15,748
Old : 7,504: 4,714 1,700 552 1 1,176 5,267 3,428: 2,237 4,076
Other: 15,702: 14,652 1,345 117 0 2,568 14,769 4,030: 933 11,672
: : :
: : Changes in Commitments from: April 1, 2008 :
: -879: -1,364 -273 49 -2 -727 -1,317 -951: 438 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 11.0 5.0 0.0 16.1 86.3 32.1: 13.7 67.9
Old : 100.0: 62.8 22.7 7.4 0.0 15.7 70.2 45.7: 29.8 54.3
Other: 100.0: 93.3 8.6 0.7 0.0 16.4 94.1 25.7: 5.9 74.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 9 11 1 10 18 27:
Old : 33: 13 10 8 1 10 15 27:
Other: 28: 12 6 4 0 10 13 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 : 63.2 8.9 78.6 16.2 61.9 8.5 75.4 15.7
Old : 42.6 20.3 58.0 31.4 39.9 18.9 54.1 29.2
Other: 77.9 9.3 91.7 15.7 77.9 9.3 91.6 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 358,271: 26,833 22,493 111,731 190,832 207,625 329,396 341,849: 28,875 16,423
Old : 260,956: 29,861 36,021 63,749 143,504 147,183 237,114 246,954: 23,843 14,002
Other: 97,315: 16,931 6,430 28,023 47,329 60,442 92,283 94,895: 5,032 2,420
: : :
: : Changes in Commitments from: April 1, 2008 :
: -17,906: -6,519 997 -8,367 -1,644 -7,293 -16,530 -14,663: -1,376 -3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.3 31.2 53.3 58.0 91.9 95.4: 8.1 4.6
Old : 100.0: 11.4 13.8 24.4 55.0 56.4 90.9 94.6: 9.1 5.4
Other: 100.0: 17.4 6.6 28.8 48.6 62.1 94.8 97.5: 5.2 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 49 41 70 69 65 165 146:
Old : 187: 54 49 60 66 63 154 142:
Other: 119: 33 26 35 45 35 97 79:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 28.8 30.5 42.9 11.6 22.3 18.3 29.3
Old : 18.7 32.1 30.6 44.8 14.0 25.4 22.6 32.4
Other: 32.2 41.3 46.5 62.8 14.0 29.1 24.3 37.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 1,027,589: 152,302 145,525 82,771 655,316 613,845 890,389 842,141: 137,200 185,448
Old : 1,027,589: 152,302 145,525 82,771 655,316 613,845 890,389 842,141: 137,200 185,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -44,312: 720 -662 -10,551 -40,303 -34,978 -50,134 -46,191: 5,822 1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.2 8.1 63.8 59.7 86.6 82.0: 13.4 18.0
Old : 100.0: 14.8 14.2 8.1 63.8 59.7 86.6 82.0: 13.4 18.0
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 : 195: 39 51 55 84 93 156 166:
Old : 195: 39 51 55 84 93 156 166:
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 : 26.2 29.8 37.0 37.3 20.5 24.2 28.6 29.4
Old : 26.2 29.8 37.0 37.3 20.5 24.2 28.6 29.4
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, April 8, 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 : 256,508: 42,447 10,132 47,008 128,744 178,585 218,199 235,724: 38,310 20,784
Old : 164,509: 32,820 13,289 25,397 78,785 108,182 137,001 146,867: 27,508 17,642
Other: 91,999: 16,434 3,650 14,804 49,959 70,403 81,198 88,857: 10,801 3,142
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,789: -447 -1,382 293 -4,342 -1,193 -4,496 -2,281: 2,707 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 3.9 18.3 50.2 69.6 85.1 91.9: 14.9 8.1
Old : 100.0: 20.0 8.1 15.4 47.9 65.8 83.3 89.3: 16.7 10.7
Other: 100.0: 17.9 4.0 16.1 54.3 76.5 88.3 96.6: 11.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 53 28 54 72 66 156 129:
Old : 171: 51 31 47 64 63 141 121:
Other: 121: 32 21 29 58 36 108 71:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 40.6 30.3 53.5 14.8 36.8 22.6 43.3
Old : 24.0 36.1 30.8 47.8 21.5 33.4 28.0 42.9
Other: 23.0 53.2 36.6 66.7 21.9 47.0 33.2 60.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 23,261: 7,262 338 1,524 9,797 19,935 18,582 21,796: 4,678 1,464
Old : 13,821: 5,676 462 839 4,198 11,451 10,713 12,751: 3,108 1,070
Other: 9,439: 1,885 175 385 5,599 8,484 7,869 9,045: 1,570 395
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,032: 267 -56 -311 983 1,275 940 909: 93 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 1.5 6.6 42.1 85.7 79.9 93.7: 20.1 6.3
Old : 100.0: 41.1 3.3 6.1 30.4 82.8 77.5 92.3: 22.5 7.7
Other: 100.0: 20.0 1.9 4.1 59.3 89.9 83.4 95.8: 16.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 36 8 17 28 21 68 42:
Old : 68: 27 10 11 16 19 48 35:
Other: 50: 20 5 9 19 12 41 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 66.8 28.6 78.1 14.8 59.8 26.1 68.2
Old : 22.6 60.8 35.7 75.5 20.5 54.3 32.6 68.1
Other: 33.9 79.1 49.9 88.4 33.7 71.2 48.5 78.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 1,143,922: 239,113 220,404 22,114 750,846 783,499 1,012,073 1,026,017: 131,849 117,904
Old : 1,143,922: 239,113 220,404 22,114 750,846 783,499 1,012,073 1,026,017: 131,849 117,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -4,011: -31,772 -7,251 850 12,777 -1,313 -18,146 -7,714: 14,135 3,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.3 1.9 65.6 68.5 88.5 89.7: 11.5 10.3
Old : 100.0: 20.9 19.3 1.9 65.6 68.5 88.5 89.7: 11.5 10.3
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 : 217: 45 42 27 100 90 157 147:
Old : 217: 45 42 27 100 90 157 147:
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 : 23.9 46.0 35.3 56.2 20.5 45.7 30.9 54.4
Old : 23.9 46.0 35.3 56.2 20.5 45.7 30.9 54.4
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 with Delta-adjusted Options and Futures Combined, April 8, 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 : 2,788,389: 255,299 306,746 408,660 1,817,331 1,668,176 2,481,289 2,383,582: 307,099 404,807
Old : 2,788,389: 255,299 306,746 408,660 1,817,331 1,668,176 2,481,289 2,383,582: 307,099 404,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -56,442: -18,029 -23,653 -10,298 -17,048 -19,785 -45,375 -53,736: -11,067 -2,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.0 14.7 65.2 59.8 89.0 85.5: 11.0 14.5
Old : 100.0: 9.2 11.0 14.7 65.2 59.8 89.0 85.5: 11.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 49 73 75 122 145 215 249:
Old : 284: 49 73 75 122 145 215 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 21.2 42.4 28.8 31.3 17.6 35.9 22.0
Old : 36.1 21.2 42.4 28.8 31.3 17.6 35.9 22.0
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, April 8, 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 : 2,051,427: 553,290 222,660 138,706 1,128,483 1,446,593 1,820,479 1,807,960: 230,948 243,468
Old : 2,051,427: 553,290 222,660 138,706 1,128,483 1,446,593 1,820,479 1,807,960: 230,948 243,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 11,812: 15,915 -32,748 4,921 -4,834 49,473 16,003 21,647: -4,190 -9,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.9 6.8 55.0 70.5 88.7 88.1: 11.3 11.9
Old : 100.0: 27.0 10.9 6.8 55.0 70.5 88.7 88.1: 11.3 11.9
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 : 202: 44 44 44 89 89 154 157:
Old : 202: 44 44 44 89 89 154 157:
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 : 22.9 42.1 33.9 50.5 19.8 33.0 30.3 38.8
Old : 22.9 42.1 33.9 50.5 19.8 33.0 30.3 38.8
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 with Delta-adjusted Options and Futures Combined, April 8, 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 : 492,857: 90,677 45,561 123,965 242,723 288,299 457,364 457,826: 35,493 35,031
Old : 492,857: 90,677 45,561 123,965 242,723 288,299 457,364 457,826: 35,493 35,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 78,560: 26,872 6,950 36,023 10,017 32,252 72,912 75,225: 5,648 3,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.2 25.2 49.2 58.5 92.8 92.9: 7.2 7.1
Old : 100.0: 18.4 9.2 25.2 49.2 58.5 92.8 92.9: 7.2 7.1
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 : 111: 27 20 37 57 49 100 94:
Old : 111: 27 20 37 57 49 100 94:
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 : 32.3 22.2 43.6 35.8 19.4 14.0 25.1 21.7
Old : 32.3 22.2 43.6 35.8 19.4 14.0 25.1 21.7
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, April 8, 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 : 33,100: 15,655 9,905 663 8,870 14,653 25,188 25,221: 7,912 7,879
Old : 33,100: 15,655 9,905 663 8,870 14,653 25,188 25,221: 7,912 7,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 4,109: -388 296 126 990 1,482 728 1,904: 3,381 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 29.9 2.0 26.8 44.3 76.1 76.2: 23.9 23.8
Old : 100.0: 47.3 29.9 2.0 26.8 44.3 76.1 76.2: 23.9 23.8
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 : 50: 15 16 7 11 10 31 28:
Old : 50: 15 16 7 11 10 31 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 : 40.0 37.1 54.6 53.7 40.0 37.1 54.6 53.4
Old : 40.0 37.1 54.6 53.7 40.0 37.1 54.6 53.4
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, April 8, 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 : 84,514: 29,812 23,084 2,680 40,682 44,809 73,174 70,572: 11,340 13,941
Old : 84,514: 29,812 23,084 2,680 40,682 44,809 73,174 70,572: 11,340 13,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 573: -4,468 458 492 6,634 1,367 2,657 2,317: -2,084 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 27.3 3.2 48.1 53.0 86.6 83.5: 13.4 16.5
Old : 100.0: 35.3 27.3 3.2 48.1 53.0 86.6 83.5: 13.4 16.5
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 : 106: 36 32 12 19 27 61 65:
Old : 106: 36 32 12 19 27 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 32.6 49.2 48.8 33.6 31.4 48.7 45.9
Old : 33.9 32.6 49.2 48.8 33.6 31.4 48.7 45.9
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, April 8, 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 : 50,827: 5,332 3,694 1,313 43,966 45,763 50,611 50,770: 216 57
Old : 50,827: 5,332 3,694 1,313 43,966 45,763 50,611 50,770: 216 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 152: -156 -695 44 279 770 167 119: -15 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.3 2.6 86.5 90.0 99.6 99.9: 0.4 0.1
Old : 100.0: 10.5 7.3 2.6 86.5 90.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 14 4 19 10 31 26:
Old : 47: 10 14 4 19 10 31 26:
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 : 73.6 81.7 86.0 92.1 66.5 71.1 76.3 79.7
Old : 73.6 81.7 86.0 92.1 66.5 71.1 76.3 79.7
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, April 8, 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 : 18,288: 2,124 1,392 420 15,609 16,373 18,153 18,185: 135 103
Old : 18,288: 2,124 1,392 420 15,609 16,373 18,153 18,185: 135 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 370: -22 185 -144 469 298 303 339: 67 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.6 2.3 85.4 89.5 99.3 99.4: 0.7 0.6
Old : 100.0: 11.6 7.6 2.3 85.4 89.5 99.3 99.4: 0.7 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: 9 6 3 9 10 20 17:
Old : 30: 9 6 3 9 10 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 83.7 92.7 92.7 84.3 80.4 89.3 88.2
Old : 85.5 83.7 92.7 92.7 84.3 80.4 89.3 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11,2008