WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 531,768: 87,389 57,894 173,174 237,794 244,903 498,357 475,970: 33,412 55,798
Old : 60,331: 4,997 6,735 32,476 16,743 17,455 54,216 56,666: 6,115 3,665
Other: 471,437: 87,345 56,112 135,745 221,051 227,448 444,141 419,305: 27,297 52,133
: : :
: : Changes in Commitments from: April 15, 2008 :
: -3,788: 298 -2,187 3,110 -5,340 -3,595 -1,932 -2,671: -1,856 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.9 32.6 44.7 46.1 93.7 89.5: 6.3 10.5
Old : 100.0: 8.3 11.2 53.8 27.8 28.9 89.9 93.9: 10.1 6.1
Other: 100.0: 18.5 11.9 28.8 46.9 48.2 94.2 88.9: 5.8 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 94 134 147 87 125 285 313:
Old : 204: 55 61 65 45 69 132 164:
Other: 359: 95 125 130 84 122 269 296:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 16.2 31.4 25.3 18.5 13.4 26.8 18.8
Old : 22.5 25.1 38.6 40.8 11.5 11.5 15.6 16.8
Other: 23.3 16.7 34.1 25.0 20.9 14.8 29.8 20.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 2,277,500: 335,918 83,076 778,733 959,289 1,123,024 2,073,940 1,984,833: 203,560 292,667
Old : 1,227,711: 173,001 139,235 407,480 535,857 547,838 1,116,338 1,094,553: 111,373 133,158
Other: 1,049,789: 264,812 45,736 269,357 423,432 575,186 957,602 890,279: 92,187 159,509
: : :
: : Changes in Commitments from: April 15, 2008 :
: -3,049: -5,646 5,136 15,041 8,383 -6,862 17,778 13,315: -20,827 -16,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.6 34.2 42.1 49.3 91.1 87.1: 8.9 12.9
Old : 100.0: 14.1 11.3 33.2 43.6 44.6 90.9 89.2: 9.1 10.8
Other: 100.0: 25.2 4.4 25.7 40.3 54.8 91.2 84.8: 8.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 899: 249 139 312 327 419 729 775:
Old : 846: 200 174 254 278 384 618 706:
Other: 741: 189 123 165 217 386 472 613:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.9 21.2 21.2 9.7 7.4 14.8 10.8
Old : 14.2 13.1 22.7 20.5 13.0 7.9 19.9 11.2
Other: 15.5 18.4 26.2 25.1 10.0 10.5 15.6 14.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 16,716: 3,049 415 1,465 8,566 13,656 13,079 15,536: 3,636 1,180
Old : 2,974: 685 137 487 1,098 2,176 2,271 2,801: 704 174
Other: 13,741: 2,640 556 700 7,468 11,480 10,809 12,735: 2,933 1,006
: : :
: : Changes in Commitments from: April 15, 2008 :
: 141: -8 1 33 168 126 193 160: -52 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 2.5 8.8 51.2 81.7 78.2 92.9: 21.8 7.1
Old : 100.0: 23.0 4.6 16.4 36.9 73.2 76.3 94.2: 23.7 5.8
Other: 100.0: 19.2 4.0 5.1 54.3 83.5 78.7 92.7: 21.3 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 5 8 15 15 39 25:
Old : 26: 10 3 4 8 9 20 14:
Other: 47: 18 6 5 15 15 35 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 : 30.1 54.5 45.7 72.1 22.2 42.4 32.8 56.0
Old : 45.4 67.7 62.3 86.2 24.6 47.4 33.7 55.9
Other: 33.9 54.2 49.3 74.1 27.0 42.4 40.0 59.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 775,412: 136,079 27,554 281,210 294,963 366,707 712,253 675,471: 63,159 99,940
Old : 456,826: 80,212 29,947 160,777 179,215 220,619 420,204 411,343: 36,622 45,483
Other: 318,586: 84,008 25,747 92,293 115,749 146,089 292,049 264,128: 26,537 54,458
: : :
: : Changes in Commitments from: April 15, 2008 :
: -3,297: 5,473 555 -8,857 4,858 8,877 1,475 575: -4,772 -3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.6 36.3 38.0 47.3 91.9 87.1: 8.1 12.9
Old : 100.0: 17.6 6.6 35.2 39.2 48.3 92.0 90.0: 8.0 10.0
Other: 100.0: 26.4 8.1 29.0 36.3 45.9 91.7 82.9: 8.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 181 121 230 140 215 438 482:
Old : 524: 162 129 177 125 203 383 428:
Other: 424: 118 99 112 96 183 270 344:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 23.2 28.5 30.8 11.3 11.8 16.5 15.0
Old : 22.0 25.7 31.4 34.3 14.6 15.4 21.9 20.8
Other: 20.5 21.7 31.1 30.4 11.2 10.8 18.1 14.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,627: 18,768 1,566 755 4 3,946 19,527 6,267: 3,100 16,360
Old : 6,362: 3,858 413 410 4 1,245 4,272 2,068: 2,090 4,294
Other: 16,265: 15,125 1,368 130 0 2,701 15,255 4,199: 1,010 12,066
: : :
: : Changes in Commitments from: April 15, 2008 :
: -416: 311 -967 -316 -341 -135 -346 -1,418: -70 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 6.9 3.3 0.0 17.4 86.3 27.7: 13.7 72.3
Old : 100.0: 60.6 6.5 6.4 0.1 19.6 67.1 32.5: 32.9 67.5
Other: 100.0: 93.0 8.4 0.8 0.0 16.6 93.8 25.8: 6.2 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 6 8 1 11 14 24:
Old : 29: 11 6 4 1 11 13 21:
Other: 25: 9 6 6 0 10 10 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 : 67.3 9.1 81.7 15.6 66.1 9.1 80.3 15.6
Old : 43.1 16.1 59.8 25.4 43.1 14.8 56.1 22.5
Other: 78.3 9.2 92.2 15.8 78.2 9.2 92.0 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 353,756: 41,204 19,705 102,166 180,531 216,147 323,901 338,018: 29,855 15,738
Old : 247,647: 36,364 31,897 55,721 131,416 147,482 223,501 235,100: 24,145 12,547
Other: 106,109: 22,167 5,135 29,118 49,115 68,666 100,400 102,918: 5,709 3,191
: : :
: : Changes in Commitments from: April 15, 2008 :
: 3,428: 5,092 -2,570 -1,250 215 4,724 4,058 904: -630 2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.6 28.9 51.0 61.1 91.6 95.6: 8.4 4.4
Old : 100.0: 14.7 12.9 22.5 53.1 59.6 90.3 94.9: 9.7 5.1
Other: 100.0: 20.9 4.8 27.4 46.3 64.7 94.6 97.0: 5.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 63 33 65 69 64 171 138:
Old : 189: 62 44 53 66 60 159 130:
Other: 123: 40 18 31 46 39 98 78:
:----------------------------------------------------------------------------------------------------
: 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 33.9 29.3 47.8 11.5 26.7 18.7 33.7
Old : 17.3 39.5 28.3 52.0 14.2 33.6 23.3 40.1
Other: 28.9 40.1 41.6 60.9 13.2 30.4 23.4 40.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 1,047,040: 116,099 138,906 87,038 716,731 629,613 919,868 855,556: 127,172 191,484
Old : 1,047,040: 116,099 138,906 87,038 716,731 629,613 919,868 855,556: 127,172 191,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -21,246: -26,405 -23,896 -393 17,734 12,215 -9,064 -12,075: -12,182 -9,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.3 8.3 68.5 60.1 87.9 81.7: 12.1 18.3
Old : 100.0: 11.1 13.3 8.3 68.5 60.1 87.9 81.7: 12.1 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 45 52 64 74 85 153 167:
Old : 193: 45 52 64 74 85 153 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 30.0 41.4 37.6 22.6 21.3 30.4 26.6
Old : 31.7 30.0 41.4 37.6 22.6 21.3 30.4 26.6
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 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 253,695: 48,087 10,239 48,863 117,744 175,394 214,694 234,496: 39,000 19,198
Old : 152,923: 36,531 12,018 23,612 64,615 101,200 124,758 136,830: 28,165 16,093
Other: 100,771: 19,255 5,919 17,553 53,129 74,194 89,937 97,666: 10,835 3,105
: : :
: : Changes in Commitments from: April 15, 2008 :
: 2,113: 3,011 967 -2,540 1,143 630 1,614 -944: 500 3,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.0 19.3 46.4 69.1 84.6 92.4: 15.4 7.6
Old : 100.0: 23.9 7.9 15.4 42.3 66.2 81.6 89.5: 18.4 10.5
Other: 100.0: 19.1 5.9 17.4 52.7 73.6 89.2 96.9: 10.8 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 60 30 55 74 68 166 132:
Old : 179: 55 37 44 68 64 150 121:
Other: 128: 36 21 32 59 38 112 76:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 41.1 26.6 51.5 12.5 36.9 18.9 42.1
Old : 18.5 38.3 25.4 46.5 17.2 35.2 23.4 42.8
Other: 20.8 49.5 33.7 65.0 19.6 43.5 30.6 58.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 23,695: 7,015 332 1,625 10,313 19,910 18,953 21,867: 4,742 1,828
Old : 12,935: 5,673 337 713 3,808 10,505 10,193 11,555: 2,742 1,381
Other: 10,760: 1,737 389 518 6,505 9,405 8,759 10,312: 2,000 448
: : :
: : Changes in Commitments from: April 15, 2008 :
: 100: -349 -36 69 215 -230 -65 -197: 165 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 1.4 6.9 43.5 84.0 80.0 92.3: 20.0 7.7
Old : 100.0: 43.9 2.6 5.5 29.4 81.2 78.8 89.3: 21.2 10.7
Other: 100.0: 16.1 3.6 4.8 60.5 87.4 81.4 95.8: 18.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 37 7 16 34 26 75 47:
Old : 74: 26 9 11 19 23 50 40:
Other: 57: 21 5 6 24 15 48 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 62.3 27.9 73.8 14.6 56.9 25.3 65.2
Old : 23.9 55.4 37.5 71.2 23.9 54.5 37.2 69.2
Other: 30.2 75.8 47.9 86.0 29.3 64.7 43.4 72.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 1,136,189: 202,649 198,014 28,075 775,832 790,849 1,006,556 1,016,939: 129,633 119,250
Old : 1,136,189: 202,649 198,014 28,075 775,832 790,849 1,006,556 1,016,939: 129,633 119,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 31,699: 10,717 -11,466 -1,060 21,455 37,357 31,111 24,830: 588 6,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.4 2.5 68.3 69.6 88.6 89.5: 11.4 10.5
Old : 100.0: 17.8 17.4 2.5 68.3 69.6 88.6 89.5: 11.4 10.5
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 : 222: 51 38 28 104 88 166 143:
Old : 222: 51 38 28 104 88 166 143:
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 : 23.8 48.3 34.9 59.7 19.9 48.2 30.4 56.7
Old : 23.8 48.3 34.9 59.7 19.9 48.2 30.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 2,855,911: 235,763 319,050 418,234 1,900,645 1,714,468 2,554,641 2,451,751: 301,269 404,160
Old : 2,855,911: 235,763 319,050 418,234 1,900,645 1,714,468 2,554,641 2,451,751: 301,269 404,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 5,204: -27,742 -7,565 -2,047 43,535 33,959 13,747 24,347: -8,543 -19,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.2 14.6 66.6 60.0 89.5 85.8: 10.5 14.2
Old : 100.0: 8.3 11.2 14.6 66.6 60.0 89.5 85.8: 10.5 14.2
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 : 293: 47 81 82 127 145 223 260:
Old : 293: 47 81 82 127 145 223 260:
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 : 35.5 21.7 41.9 29.2 31.6 17.4 36.1 23.8
Old : 35.5 21.7 41.9 29.2 31.6 17.4 36.1 23.8
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 22, 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 : 2,106,048: 595,934 234,664 145,835 1,112,026 1,453,872 1,853,796 1,834,371: 252,252 271,676
Old : 2,106,048: 595,934 234,664 145,835 1,112,026 1,453,872 1,853,796 1,834,371: 252,252 271,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 107,478: 60,034 -6,221 1,920 29,108 89,823 91,061 85,522: 16,417 21,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.1 6.9 52.8 69.0 88.0 87.1: 12.0 12.9
Old : 100.0: 28.3 11.1 6.9 52.8 69.0 88.0 87.1: 12.0 12.9
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 : 207: 53 41 47 85 93 153 167:
Old : 207: 53 41 47 85 93 153 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 40.1 32.4 48.2 17.7 31.1 28.2 37.0
Old : 20.9 40.1 32.4 48.2 17.7 31.1 28.2 37.0
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 22, 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 : 762,042: 132,768 51,265 213,182 369,297 450,232 715,248 714,679: 46,794 47,363
Old : 762,042: 132,768 51,265 213,182 369,297 450,232 715,248 714,679: 46,794 47,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 213,464: 20,772 3,473 72,706 106,206 123,340 199,684 199,518: 13,781 13,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 6.7 28.0 48.5 59.1 93.9 93.8: 6.1 6.2
Old : 100.0: 17.4 6.7 28.0 48.5 59.1 93.9 93.8: 6.1 6.2
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 : 139: 38 26 47 68 58 127 113:
Old : 139: 38 26 47 68 58 127 113:
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 24.3 43.0 37.3 13.8 14.9 19.1 21.5
Old : 29.7 24.3 43.0 37.3 13.8 14.9 19.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 30,114: 15,509 10,890 642 8,844 13,275 24,995 24,807: 5,119 5,306
Old : 30,114: 15,509 10,890 642 8,844 13,275 24,995 24,807: 5,119 5,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -102: 300 563 12 -377 -1,173 -64 -598: -38 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 36.2 2.1 29.4 44.1 83.0 82.4: 17.0 17.6
Old : 100.0: 51.5 36.2 2.1 29.4 44.1 83.0 82.4: 17.0 17.6
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 : 50: 15 18 8 11 7 32 27:
Old : 50: 15 18 8 11 7 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 43.2 55.9 61.3 40.5 42.5 55.9 60.4
Old : 40.5 43.2 55.9 61.3 40.5 42.5 55.9 60.4
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 22, 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 : 97,053: 38,006 26,224 2,008 44,252 53,055 84,267 81,287: 12,786 15,765
Old : 97,053: 38,006 26,224 2,008 44,252 53,055 84,267 81,287: 12,786 15,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 1,384: 3,916 -6,393 -255 -3,201 5,812 460 -835: 924 2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 27.0 2.1 45.6 54.7 86.8 83.8: 13.2 16.2
Old : 100.0: 39.2 27.0 2.1 45.6 54.7 86.8 83.8: 13.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 40 39 13 19 25 66 70:
Old : 114: 40 39 13 19 25 66 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 34.2 46.4 47.7 31.0 33.1 45.8 45.1
Old : 31.5 34.2 46.4 47.7 31.0 33.1 45.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 53,190: 5,793 6,335 972 46,117 45,836 52,882 53,143: 308 47
Old : 53,190: 5,793 6,335 972 46,117 45,836 52,882 53,143: 308 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 7: 515 1,677 -297 -194 -1,334 24 46: -17 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.9 1.8 86.7 86.2 99.4 99.9: 0.6 0.1
Old : 100.0: 10.9 11.9 1.8 86.7 86.2 99.4 99.9: 0.6 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 : 43: 9 13 3 16 11 26 26:
Old : 43: 9 13 3 16 11 26 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 : 74.8 79.0 88.2 92.9 69.7 70.7 79.8 83.6
Old : 74.8 79.0 88.2 92.9 69.7 70.7 79.8 83.6
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 22, 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 : 18,718: 1,988 1,525 457 16,208 16,640 18,653 18,622: 65 96
Old : 18,718: 1,988 1,525 457 16,208 16,640 18,653 18,622: 65 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: 533: -408 979 124 837 -576 553 527: -20 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.1 2.4 86.6 88.9 99.7 99.5: 0.3 0.5
Old : 100.0: 10.6 8.1 2.4 86.6 88.9 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 10 3 12 10 21 21:
Old : 34: 7 10 3 12 10 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 79.5 92.0 89.6 82.9 77.2 89.2 85.6
Old : 83.9 79.5 92.0 89.6 82.9 77.2 89.2 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2008