WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 11, 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 : 408,559: 92,551 64,754 69,241 211,310 219,908 373,102 353,903: 35,457 54,656
Old : 164,408: 36,321 72,609 1,855 111,890 72,797 150,066 147,261: 14,342 17,147
Other: 244,151: 96,110 32,025 27,506 99,420 147,111 223,036 206,642: 21,115 37,509
: : :
: : Changes in Commitments from: March 4, 2008 :
: 11,251: -2,623 -4,651 3,600 10,669 9,761 11,646 8,710: -395 2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.8 16.9 51.7 53.8 91.3 86.6: 8.7 13.4
Old : 100.0: 22.1 44.2 1.1 68.1 44.3 91.3 89.6: 8.7 10.4
Other: 100.0: 39.4 13.1 11.3 40.7 60.3 91.4 84.6: 8.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 102 106 118 79 115 263 270:
Old : 296: 76 113 19 27 84 112 207:
Other: 302: 113 58 79 75 109 223 217:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 18.5 39.0 26.9 26.1 17.0 36.1 23.6
Old : 41.1 23.7 58.8 35.1 41.1 23.7 58.8 35.0
Other: 28.5 20.7 38.1 28.5 28.3 19.2 36.7 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 11, 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 : 1,437,046: 452,251 93,976 157,087 672,111 951,139 1,281,449 1,202,202: 155,597 234,844
Old : 871,961: 262,678 141,473 55,372 459,433 547,586 777,483 744,431: 94,478 127,530
Other: 565,085: 271,185 34,115 20,103 212,678 403,553 503,966 457,771: 61,119 107,314
: : :
: : Changes in Commitments from: March 4, 2008 :
: -12,827: -21,174 -3,057 2,643 8,838 -11,722 -9,693 -12,136: -3,134 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.5 10.9 46.8 66.2 89.2 83.7: 10.8 16.3
Old : 100.0: 30.1 16.2 6.4 52.7 62.8 89.2 85.4: 10.8 14.6
Other: 100.0: 48.0 6.0 3.6 37.6 71.4 89.2 81.0: 10.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 237 113 174 231 349 552 583:
Old : 744: 188 145 113 198 322 457 523:
Other: 628: 161 87 48 135 321 311 446:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 19.0 24.2 24.2 16.0 17.1 23.5 22.2
Old : 20.3 19.0 29.2 25.0 20.2 16.6 28.8 22.3
Other: 17.6 22.2 28.3 27.7 17.6 22.0 28.0 27.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 11, 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 : 14,733: 4,043 1,946 547 6,966 11,156 11,556 13,649: 3,177 1,084
Old : 9,487: 3,423 1,957 0 3,991 6,964 7,414 8,921: 2,073 566
Other: 5,246: 872 241 295 2,975 4,192 4,142 4,728: 1,104 518
: : :
: : Changes in Commitments from: March 4, 2008 :
: -862: -766 -63 54 654 -663 -58 -672: -804 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.2 3.7 47.3 75.7 78.4 92.6: 21.6 7.4
Old : 100.0: 36.1 20.6 0.0 42.1 73.4 78.1 94.0: 21.9 6.0
Other: 100.0: 16.6 4.6 5.6 56.7 79.9 79.0 90.1: 21.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 3 6 15 12 42 20:
Old : 47: 22 5 0 10 11 32 16:
Other: 25: 7 3 3 9 12 19 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 55.3 45.3 76.6 23.6 44.6 36.4 61.5
Old : 31.2 65.4 48.2 84.9 31.2 63.8 48.2 83.3
Other: 59.2 52.1 72.0 75.2 47.5 47.4 54.5 62.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 11, 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 : 552,030: 165,821 50,025 58,161 266,110 352,951 490,092 461,137: 61,938 90,893
Old : 353,006: 113,650 49,867 20,720 177,607 235,400 311,977 305,987: 41,029 47,019
Other: 199,024: 73,063 21,050 16,549 88,503 117,551 178,115 155,150: 20,909 43,874
: : :
: : Changes in Commitments from: March 4, 2008 :
: -15,950: -9,961 1,224 -418 -557 -11,844 -10,936 -11,038: -5,014 -4,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.1 10.5 48.2 63.9 88.8 83.5: 11.2 16.5
Old : 100.0: 32.2 14.1 5.9 50.3 66.7 88.4 86.7: 11.6 13.3
Other: 100.0: 36.7 10.6 8.3 44.5 59.1 89.5 78.0: 10.5 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 173 92 113 108 192 332 367:
Old : 491: 162 100 76 93 182 290 330:
Other: 367: 96 73 38 76 163 190 259:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 24.8 28.2 31.7 17.2 23.8 26.1 29.8
Old : 21.5 29.5 33.6 38.3 21.4 29.4 33.5 37.6
Other: 24.7 19.9 36.3 28.3 21.6 19.4 31.9 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,256: 19,757 2,895 1,141 3 3,576 20,901 7,612: 3,355 16,644
Old : 8,001: 5,368 1,926 515 3 1,088 5,886 3,529: 2,115 4,472
Other: 16,255: 14,859 1,439 156 0 2,488 15,015 4,083: 1,240 12,172
: : :
: : Changes in Commitments from: March 4, 2008 :
: -763: -428 23 -217 3 258 -642 64: -121 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 11.9 4.7 0.0 14.7 86.2 31.4: 13.8 68.6
Old : 100.0: 67.1 24.1 6.4 0.0 13.6 73.6 44.1: 26.4 55.9
Other: 100.0: 91.4 8.9 1.0 0.0 15.3 92.4 25.1: 7.6 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 11 12 1 10 21 30:
Old : 37: 14 13 8 1 10 18 28:
Other: 32: 12 10 3 0 10 12 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 : 60.1 8.6 75.2 15.4 58.4 8.6 73.2 15.3
Old : 41.6 17.4 60.6 27.6 41.6 15.2 58.6 23.8
Other: 74.6 8.0 88.1 13.6 74.6 8.0 88.0 13.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 11, 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 : 294,546: 52,817 22,259 53,218 157,381 204,132 263,416 279,609: 31,130 14,937
Old : 223,945: 51,373 30,482 21,867 122,776 158,564 196,016 210,913: 27,929 13,032
Other: 70,601: 19,410 9,743 13,385 34,605 45,568 67,400 68,696: 3,201 1,905
: : :
: : Changes in Commitments from: March 4, 2008 :
: -3,175: -4,858 -3,056 2,042 5,886 -1,875 3,070 -2,889: -6,245 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.6 18.1 53.4 69.3 89.4 94.9: 10.6 5.1
Old : 100.0: 22.9 13.6 9.8 54.8 70.8 87.5 94.2: 12.5 5.8
Other: 100.0: 27.5 13.8 19.0 49.0 64.5 95.5 97.3: 4.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 60 35 54 60 53 157 120:
Old : 186: 63 41 37 55 51 142 109:
Other: 109: 30 24 19 40 29 81 61:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 36.1 31.1 50.5 14.6 30.6 22.6 42.1
Old : 20.6 42.4 31.6 54.2 20.6 41.6 31.5 53.1
Other: 43.1 38.5 56.5 61.0 30.3 32.6 42.6 48.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 11, 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 : 985,849: 194,976 192,209 5,696 655,730 616,169 856,402 814,074: 129,447 171,775
Old : 985,849: 194,976 192,209 5,696 655,730 616,169 856,402 814,074: 129,447 171,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -78,414: 2,092 -18,008 -10,777 -55,675 -27,316 -64,360 -56,101: -14,054 -22,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.5 0.6 66.5 62.5 86.9 82.6: 13.1 17.4
Old : 100.0: 19.8 19.5 0.6 66.5 62.5 86.9 82.6: 13.1 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 38 47 25 71 81 124 138:
Old : 188: 38 47 25 71 81 124 138:
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 : 27.6 33.4 40.2 41.3 23.8 29.5 34.3 35.3
Old : 27.6 33.4 40.2 41.3 23.8 29.5 34.3 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 11, 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 : 224,140: 55,972 10,545 22,477 108,518 172,442 186,967 205,464: 37,173 18,676
Old : 149,745: 40,083 12,894 10,612 71,923 110,075 122,618 133,581: 27,127 16,164
Other: 74,395: 22,393 4,155 5,361 36,595 62,367 64,349 71,883: 10,046 2,512
: : :
: : Changes in Commitments from: March 4, 2008 :
: -13,096: -14,169 -717 -2,613 10,084 -8,872 -6,698 -12,202: -6,398 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.7 10.0 48.4 76.9 83.4 91.7: 16.6 8.3
Old : 100.0: 26.8 8.6 7.1 48.0 73.5 81.9 89.2: 18.1 10.8
Other: 100.0: 30.1 5.6 7.2 49.2 83.8 86.5 96.6: 13.5 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 58 21 35 68 56 149 99:
Old : 165: 57 24 30 57 53 132 94:
Other: 105: 34 8 10 54 30 92 45:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 43.2 31.2 57.9 16.4 42.8 24.2 51.0
Old : 28.1 40.6 36.3 51.3 26.5 40.3 33.2 50.3
Other: 20.7 58.0 33.4 76.3 20.7 54.8 31.7 71.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,735: 7,606 174 646 7,576 18,023 15,828 18,843: 3,907 892
Old : 13,542: 6,313 138 323 4,104 12,428 10,740 12,889: 2,802 653
Other: 6,193: 1,519 262 97 3,472 5,595 5,088 5,954: 1,105 239
: : :
: : Changes in Commitments from: March 4, 2008 :
: -196: -240 109 20 640 -179 420 -50: -616 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 0.9 3.3 38.4 91.3 80.2 95.5: 19.8 4.5
Old : 100.0: 46.6 1.0 2.4 30.3 91.8 79.3 95.2: 20.7 4.8
Other: 100.0: 24.5 4.2 1.6 56.1 90.3 82.2 96.1: 17.8 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 34 2 10 28 21 63 33:
Old : 65: 29 3 6 19 19 49 27:
Other: 44: 13 4 5 19 10 34 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 71.6 30.5 83.7 17.9 65.3 29.6 75.5
Old : 23.3 70.5 38.5 83.9 22.6 65.0 36.6 78.4
Other: 36.9 78.8 54.8 89.6 35.4 70.4 51.2 79.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 11, 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 : 1,166,113: 315,439 241,237 16,703 711,230 777,546 1,043,372 1,035,486: 122,741 130,627
Old : 1,166,113: 315,439 241,237 16,703 711,230 777,546 1,043,372 1,035,486: 122,741 130,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -139,105: -15,998 -90,430 -6,752 -108,782 -59,006 -131,532 -156,188: -7,573 17,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 20.7 1.4 61.0 66.7 89.5 88.8: 10.5 11.2
Old : 100.0: 27.1 20.7 1.4 61.0 66.7 89.5 88.8: 10.5 11.2
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 : 232: 57 40 25 101 96 168 152:
Old : 232: 57 40 25 101 96 168 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 47.1 33.6 55.4 20.9 46.2 30.8 54.3
Old : 22.6 47.1 33.6 55.4 20.9 46.2 30.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 11, 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 : 2,204,687: 446,869 345,865 54,878 1,368,870 1,399,792 1,870,617 1,800,535: 334,070 404,152
Old : 2,204,687: 446,869 345,865 54,878 1,368,870 1,399,792 1,870,617 1,800,535: 334,070 404,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -153,643: -156,675 -34,378 11,668 -22,740 -161,253 -167,747 -183,963: 14,104 30,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.7 2.5 62.1 63.5 84.8 81.7: 15.2 18.3
Old : 100.0: 20.3 15.7 2.5 62.1 63.5 84.8 81.7: 15.2 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 : 281: 47 71 33 103 133 165 222:
Old : 281: 47 71 33 103 133 165 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 27.4 47.2 35.7 34.3 25.7 42.8 32.2
Old : 37.5 27.4 47.2 35.7 34.3 25.7 42.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 11, 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 : 1,943,952: 527,806 393,012 49,768 1,081,981 1,238,973 1,659,555 1,681,753: 284,397 262,199
Old : 1,943,952: 527,806 393,012 49,768 1,081,981 1,238,973 1,659,555 1,681,753: 284,397 262,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -84,265: 6,644 -96,565 4,301 -128,820 6,222 -117,875 -86,042: 33,610 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.2 2.6 55.7 63.7 85.4 86.5: 14.6 13.5
Old : 100.0: 27.2 20.2 2.6 55.7 63.7 85.4 86.5: 14.6 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 : 204: 50 41 21 80 80 138 135:
Old : 204: 50 41 21 80 80 138 135:
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 : 20.7 42.9 33.5 54.3 19.1 38.0 29.5 44.6
Old : 20.7 42.9 33.5 54.3 19.1 38.0 29.5 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 11, 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 : 298,841: 78,017 41,327 35,977 152,243 185,341 266,237 262,645: 32,604 36,196
Old : 298,841: 78,017 41,327 35,977 152,243 185,341 266,237 262,645: 32,604 36,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 31,197: 7,646 11,251 -1,593 19,309 15,666 25,362 25,324: 5,835 5,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.8 12.0 50.9 62.0 89.1 87.9: 10.9 12.1
Old : 100.0: 26.1 13.8 12.0 50.9 62.0 89.1 87.9: 10.9 12.1
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: 24 24 21 41 39 79 71:
Old : 98: 24 24 21 41 39 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 20.0 37.7 35.1 19.9 15.4 30.2 26.5
Old : 24.6 20.0 37.7 35.1 19.9 15.4 30.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 15,039: 3,687 3,021 415 2,276 7,589 6,378 11,025: 8,661 4,014
Old : 15,039: 3,687 3,021 415 2,276 7,589 6,378 11,025: 8,661 4,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 95: 487 -127 201 126 567 814 641: -719 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.1 2.8 15.1 50.5 42.4 73.3: 57.6 26.7
Old : 100.0: 24.5 20.1 2.8 15.1 50.5 42.4 73.3: 57.6 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 8 4 4 6 15 16:
Old : 24: 9 8 4 4 6 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 52.2 34.4 65.5 20.6 52.2 29.2 62.6
Old : 24.4 52.2 34.4 65.5 20.6 52.2 29.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 11, 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 : 36,047: 18,185 15,071 1,334 12,917 12,541 32,436 28,946: 3,611 7,101
Old : 36,047: 18,185 15,071 1,334 12,917 12,541 32,436 28,946: 3,611 7,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 972: 570 304 408 378 693 1,356 1,405: -384 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 41.8 3.7 35.8 34.8 90.0 80.3: 10.0 19.7
Old : 100.0: 50.4 41.8 3.7 35.8 34.8 90.0 80.3: 10.0 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 20 14 14 9 43 33:
Old : 58: 19 20 14 14 9 43 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 31.2 48.5 52.1 34.1 31.1 47.8 52.0
Old : 34.1 31.2 48.5 52.1 34.1 31.1 47.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 11, 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 : 99,066: 55,517 39,640 1,013 27,414 46,083 83,944 86,736: 15,122 12,330
Old : 99,066: 55,517 39,640 1,013 27,414 46,083 83,944 86,736: 15,122 12,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -8,374: 6,953 -3,456 275 -5,184 4,163 2,044 982: -10,418 -9,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 40.0 1.0 27.7 46.5 84.7 87.6: 15.3 12.4
Old : 100.0: 56.0 40.0 1.0 27.7 46.5 84.7 87.6: 15.3 12.4
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 : 126: 47 40 15 18 27 71 76:
Old : 126: 47 40 15 18 27 71 76:
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 : 29.5 28.9 47.6 41.2 29.5 28.9 47.6 41.2
Old : 29.5 28.9 47.6 41.2 29.5 28.9 47.6 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 11, 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 : 57,584: 6,756 3,726 2,009 47,698 50,910 56,463 56,645: 1,121 939
Old : 57,584: 6,756 3,726 2,009 47,698 50,910 56,463 56,645: 1,121 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 6,609: 469 -76 164 5,093 5,773 5,726 5,861: 883 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.5 3.5 82.8 88.4 98.1 98.4: 1.9 1.6
Old : 100.0: 11.7 6.5 3.5 82.8 88.4 98.1 98.4: 1.9 1.6
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 : 53: 11 17 5 20 12 32 33:
Old : 53: 11 17 5 20 12 32 33:
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 : 73.7 82.4 86.4 88.5 64.1 65.1 69.1 70.2
Old : 73.7 82.4 86.4 88.5 64.1 65.1 69.1 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, March 11, 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 : 27,394: 2,939 5,064 160 24,158 22,037 27,257 27,261: 137 133
Old : 27,394: 2,939 5,064 160 24,158 22,037 27,257 27,261: 137 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 4,764: 914 1,814 -210 3,991 3,154 4,695 4,758: 69 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.5 0.6 88.2 80.4 99.5 99.5: 0.5 0.5
Old : 100.0: 10.7 18.5 0.6 88.2 80.4 99.5 99.5: 0.5 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 : 31: 7 7 2 12 8 20 16:
Old : 31: 7 7 2 12 8 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 90.5 92.3 96.6 71.8 76.7 78.4 81.8
Old : 81.7 90.5 92.3 96.6 71.8 76.7 78.4 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2008