WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 18, 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 : 406,703: 93,139 64,480 71,918 209,984 220,949 375,041 357,347: 31,662 49,356
Old : 155,294: 37,033 70,467 814 104,475 68,851 142,322 140,132: 12,972 15,162
Other: 251,409: 97,414 35,321 29,796 105,509 152,098 232,719 217,215: 18,690 34,194
: : :
: : Changes in Commitments from: March 11, 2008 :
: -1,856: 588 -274 2,677 -1,326 1,041 1,939 3,444: -3,795 -5,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.9 17.7 51.6 54.3 92.2 87.9: 7.8 12.1
Old : 100.0: 23.8 45.4 0.5 67.3 44.3 91.6 90.2: 8.4 9.8
Other: 100.0: 38.7 14.0 11.9 42.0 60.5 92.6 86.4: 7.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 108 108 121 78 119 268 280:
Old : 297: 77 115 11 22 86 104 207:
Other: 314: 108 67 85 76 112 227 231:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 18.3 38.9 26.9 25.9 16.4 35.7 22.9
Old : 40.7 23.3 58.1 34.4 40.7 23.3 58.1 34.4
Other: 28.5 20.6 39.2 28.6 28.3 19.3 37.2 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 18, 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 : 1,426,814: 426,463 100,036 160,576 693,794 938,083 1,280,833 1,198,695: 145,981 228,119
Old : 856,425: 237,688 145,880 60,633 473,608 530,035 771,929 736,548: 84,496 119,877
Other: 570,389: 269,982 35,363 18,736 220,186 408,048 508,904 462,147: 61,485 108,242
: : :
: : Changes in Commitments from: March 11, 2008 :
: -10,232: -25,788 6,060 3,489 21,683 -13,056 -616 -3,507: -9,616 -6,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.0 11.3 48.6 65.7 89.8 84.0: 10.2 16.0
Old : 100.0: 27.8 17.0 7.1 55.3 61.9 90.1 86.0: 9.9 14.0
Other: 100.0: 47.3 6.2 3.3 38.6 71.5 89.2 81.0: 10.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 229 114 174 239 341 551 574:
Old : 724: 180 146 111 204 310 450 512:
Other: 622: 166 83 50 140 313 320 437:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 18.5 24.8 23.8 15.9 16.7 24.0 21.6
Old : 20.1 18.6 29.7 24.6 20.0 16.4 29.2 22.0
Other: 18.2 21.8 28.8 27.3 17.9 21.6 28.3 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 18, 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 : 14,639: 3,241 1,893 597 7,832 11,627 11,670 14,117: 2,969 522
Old : 9,127: 2,519 1,934 0 4,705 7,142 7,224 9,076: 1,903 51
Other: 5,512: 1,014 251 305 3,127 4,485 4,446 5,041: 1,066 471
: : :
: : Changes in Commitments from: March 11, 2008 :
: -94: -802 -53 50 866 471 114 468: -208 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 12.9 4.1 53.5 79.4 79.7 96.4: 20.3 3.6
Old : 100.0: 27.6 21.2 0.0 51.6 78.3 79.1 99.4: 20.9 0.6
Other: 100.0: 18.4 4.6 5.5 56.7 81.4 80.7 91.5: 19.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 2 6 16 13 40 20:
Old : 44: 19 4 0 11 12 30 16:
Other: 27: 8 3 3 10 13 21 17:
:----------------------------------------------------------------------------------------------------
: 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 56.5 45.8 79.2 24.1 45.8 35.4 60.6
Old : 32.0 66.7 49.8 88.2 31.4 65.2 46.8 83.1
Other: 57.0 52.7 70.2 75.4 45.9 47.7 53.6 63.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 18, 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 : 539,598: 166,454 50,661 60,284 272,122 359,357 498,860 470,302: 40,738 69,296
Old : 335,024: 106,259 46,851 24,376 180,045 234,352 310,680 305,579: 24,344 29,445
Other: 204,574: 78,475 22,090 17,628 92,077 125,005 188,180 164,723: 16,394 39,851
: : :
: : Changes in Commitments from: March 11, 2008 :
: -12,432: 633 636 2,123 6,012 6,406 8,768 9,165: -21,200 -21,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.4 11.2 50.4 66.6 92.5 87.2: 7.5 12.8
Old : 100.0: 31.7 14.0 7.3 53.7 70.0 92.7 91.2: 7.3 8.8
Other: 100.0: 38.4 10.8 8.6 45.0 61.1 92.0 80.5: 8.0 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 503: 168 92 109 110 194 326 366:
Old : 475: 148 100 70 96 184 280 325:
Other: 357: 93 68 39 74 162 184 255:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 24.7 30.0 33.3 16.3 23.1 25.1 29.1
Old : 22.4 29.7 34.7 39.2 22.3 28.1 32.1 35.9
Other: 24.1 20.8 36.5 29.8 20.5 20.2 31.5 26.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,918: 19,237 2,483 1,135 3 3,863 20,375 7,481: 3,543 16,437
Old : 8,038: 5,116 1,793 643 3 1,157 5,762 3,593: 2,276 4,445
Other: 15,880: 14,497 1,066 116 0 2,706 14,613 3,888: 1,267 11,992
: : :
: : Changes in Commitments from: March 11, 2008 :
: -338: -520 -412 -6 0 287 -526 -131: 188 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 10.4 4.7 0.0 16.2 85.2 31.3: 14.8 68.7
Old : 100.0: 63.6 22.3 8.0 0.0 14.4 71.7 44.7: 28.3 55.3
Other: 100.0: 91.3 6.7 0.7 0.0 17.0 92.0 24.5: 8.0 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 10 11 1 11 18 29:
Old : 35: 13 11 8 1 11 16 28:
Other: 30: 11 8 3 0 11 12 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 : 61.4 8.4 76.0 15.2 59.6 8.4 73.2 14.8
Old : 39.5 17.7 60.4 27.2 37.3 14.7 57.0 23.3
Other: 76.6 8.0 89.8 13.7 76.6 8.0 89.7 13.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 18, 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 : 284,222: 46,811 23,329 51,532 160,821 199,600 259,164 274,461: 25,058 9,761
Old : 211,685: 46,628 31,016 20,939 122,501 151,608 190,068 203,563: 21,617 8,122
Other: 72,537: 17,762 9,892 13,014 38,320 47,992 69,096 70,898: 3,441 1,639
: : :
: : Changes in Commitments from: March 11, 2008 :
: -10,324: -6,006 1,070 -1,686 3,440 -4,532 -4,252 -5,148: -6,072 -5,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 8.2 18.1 56.6 70.2 91.2 96.6: 8.8 3.4
Old : 100.0: 22.0 14.7 9.9 57.9 71.6 89.8 96.2: 10.2 3.8
Other: 100.0: 24.5 13.6 17.9 52.8 66.2 95.3 97.7: 4.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 54 35 52 62 53 148 121:
Old : 181: 57 42 37 58 50 134 111:
Other: 110: 30 23 22 42 30 84 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 35.7 30.8 50.0 15.6 30.5 24.5 41.6
Old : 21.3 41.7 32.3 53.9 21.2 40.9 32.3 52.2
Other: 39.3 37.6 53.7 60.3 25.4 32.0 39.0 47.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 18, 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 : 964,386: 169,896 190,171 3,783 648,356 593,697 822,035 787,651: 142,351 176,735
Old : 964,386: 169,896 190,171 3,783 648,356 593,697 822,035 787,651: 142,351 176,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -21,463: -25,080 -2,038 -1,913 -7,374 -22,472 -34,367 -26,423: 12,904 4,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.7 0.4 67.2 61.6 85.2 81.7: 14.8 18.3
Old : 100.0: 17.6 19.7 0.4 67.2 61.6 85.2 81.7: 14.8 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 : 186: 36 45 18 69 80 116 132:
Old : 186: 36 45 18 69 80 116 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 34.2 38.8 42.2 24.1 30.1 33.4 36.6
Old : 27.4 34.2 38.8 42.2 24.1 30.1 33.4 36.6
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 - Futures Only, March 18, 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 : 219,746: 54,968 16,695 18,492 118,652 172,642 192,112 207,829: 27,634 11,917
Old : 145,802: 35,916 18,484 10,173 80,262 107,614 126,351 136,271: 19,451 9,531
Other: 73,944: 22,735 1,894 4,636 38,390 65,028 65,761 71,558: 8,183 2,386
: : :
: : Changes in Commitments from: March 11, 2008 :
: -4,394: -1,004 6,150 -3,985 10,134 200 5,145 2,365: -9,539 -6,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.6 8.4 54.0 78.6 87.4 94.6: 12.6 5.4
Old : 100.0: 24.6 12.7 7.0 55.0 73.8 86.7 93.5: 13.3 6.5
Other: 100.0: 30.7 2.6 6.3 51.9 87.9 88.9 96.8: 11.1 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 54 27 34 69 54 144 102:
Old : 165: 51 33 30 58 51 128 98:
Other: 103: 36 5 10 53 30 93 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 42.9 34.1 58.1 20.1 42.3 28.1 50.6
Old : 30.7 38.2 38.5 51.3 29.6 37.8 36.8 48.1
Other: 22.2 60.7 34.4 77.5 22.2 56.8 33.5 72.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 18, 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 : 20,117: 7,338 311 753 7,885 18,202 15,976 19,266: 4,141 851
Old : 13,498: 5,893 276 400 4,058 12,219 10,351 12,895: 3,147 603
Other: 6,619: 1,673 263 125 3,827 5,983 5,625 6,371: 994 248
: : :
: : Changes in Commitments from: March 11, 2008 :
: 382: -268 137 107 309 179 148 423: 234 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 1.5 3.7 39.2 90.5 79.4 95.8: 20.6 4.2
Old : 100.0: 43.7 2.0 3.0 30.1 90.5 76.7 95.5: 23.3 4.5
Other: 100.0: 25.3 4.0 1.9 57.8 90.4 85.0 96.3: 15.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 35 3 11 29 21 64 35:
Old : 63: 29 3 8 17 19 46 30:
Other: 48: 14 5 5 21 10 37 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 70.6 30.2 82.5 17.6 64.4 29.1 74.5
Old : 23.6 69.3 38.8 82.7 22.7 63.8 36.5 77.2
Other: 34.8 77.8 53.2 89.1 33.9 69.9 50.1 79.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 18, 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 : 1,117,332: 269,785 206,380 10,146 703,996 793,870 983,927 1,010,396: 133,405 106,936
Old : 1,117,332: 269,785 206,380 10,146 703,996 793,870 983,927 1,010,396: 133,405 106,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -48,781: -45,654 -34,857 -6,557 -7,234 16,324 -59,445 -25,090: 10,664 -23,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.5 0.9 63.0 71.1 88.1 90.4: 11.9 9.6
Old : 100.0: 24.1 18.5 0.9 63.0 71.1 88.1 90.4: 11.9 9.6
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 : 229: 53 42 20 95 95 155 150:
Old : 229: 53 42 20 95 95 155 150:
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 46.5 35.4 55.0 22.7 45.9 32.7 54.1
Old : 24.4 46.5 35.4 55.0 22.7 45.9 32.7 54.1
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 18, 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 : 2,190,603: 310,692 323,096 60,770 1,493,172 1,377,201 1,864,634 1,761,067: 325,969 429,536
Old : 2,190,603: 310,692 323,096 60,770 1,493,172 1,377,201 1,864,634 1,761,067: 325,969 429,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -14,084: -136,177 -22,769 5,892 124,302 -22,591 -5,983 -39,468: -8,101 25,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.7 2.8 68.2 62.9 85.1 80.4: 14.9 19.6
Old : 100.0: 14.2 14.7 2.8 68.2 62.9 85.1 80.4: 14.9 19.6
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 : 272: 45 68 33 91 129 153 214:
Old : 272: 45 68 33 91 129 153 214:
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 : 43.1 26.3 52.2 33.7 40.6 24.8 48.2 30.1
Old : 43.1 26.3 52.2 33.7 40.6 24.8 48.2 30.1
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 18, 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 : 1,921,109: 595,968 286,591 39,070 1,024,243 1,341,018 1,659,281 1,666,679: 261,828 254,430
Old : 1,921,109: 595,968 286,591 39,070 1,024,243 1,341,018 1,659,281 1,666,679: 261,828 254,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -22,843: 68,162 -106,421 -10,698 -57,738 102,045 -274 -15,074: -22,569 -7,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.9 2.0 53.3 69.8 86.4 86.8: 13.6 13.2
Old : 100.0: 31.0 14.9 2.0 53.3 69.8 86.4 86.8: 13.6 13.2
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 : 207: 54 41 18 83 78 144 131:
Old : 207: 54 41 18 83 78 144 131:
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 42.7 32.4 53.5 19.8 36.6 30.5 43.5
Old : 20.7 42.7 32.4 53.5 19.8 36.6 30.5 43.5
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 18, 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 : 348,247: 102,595 36,128 34,721 182,637 244,192 319,953 315,041: 28,294 33,206
Old : 348,247: 102,595 36,128 34,721 182,637 244,192 319,953 315,041: 28,294 33,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 49,406: 24,578 -5,199 -1,256 30,394 58,851 53,716 52,396: -4,310 -2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.4 10.0 52.4 70.1 91.9 90.5: 8.1 9.5
Old : 100.0: 29.5 10.4 10.0 52.4 70.1 91.9 90.5: 8.1 9.5
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 : 111: 24 22 24 44 51 84 86:
Old : 111: 24 22 24 44 51 84 86:
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 : 29.4 23.2 42.6 39.1 23.7 16.3 32.7 27.0
Old : 29.4 23.2 42.6 39.1 23.7 16.3 32.7 27.0
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 18, 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 : 15,459: 3,440 2,384 1,363 1,512 7,648 6,315 11,395: 9,144 4,064
Old : 15,459: 3,440 2,384 1,363 1,512 7,648 6,315 11,395: 9,144 4,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 420: -247 -637 948 -764 59 -63 370: 483 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 15.4 8.8 9.8 49.5 40.8 73.7: 59.2 26.3
Old : 100.0: 22.3 15.4 8.8 9.8 49.5 40.8 73.7: 59.2 26.3
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 : 22: 10 5 4 4 6 15 14:
Old : 22: 10 5 4 4 6 15 14:
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 52.6 34.9 64.7 20.1 51.3 27.2 59.0
Old : 22.9 52.6 34.9 64.7 20.1 51.3 27.2 59.0
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 18, 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 : 45,067: 19,189 14,806 4,347 14,162 14,623 37,698 33,776: 7,369 11,291
Old : 45,067: 19,189 14,806 4,347 14,162 14,623 37,698 33,776: 7,369 11,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 9,020: 1,004 -265 3,013 1,245 2,082 5,262 4,830: 3,758 4,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 32.9 9.6 31.4 32.4 83.6 74.9: 16.4 25.1
Old : 100.0: 42.6 32.9 9.6 31.4 32.4 83.6 74.9: 16.4 25.1
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 : 65: 20 24 16 15 14 47 42:
Old : 65: 20 24 16 15 14 47 42:
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 25.9 44.8 43.9 27.5 25.9 38.9 42.9
Old : 29.5 25.9 44.8 43.9 27.5 25.9 38.9 42.9
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 18, 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 : 116,035: 53,693 38,630 5,409 39,081 54,802 98,183 98,841: 17,852 17,194
Old : 116,035: 53,693 38,630 5,409 39,081 54,802 98,183 98,841: 17,852 17,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 16,969: -1,824 -1,010 4,396 11,667 8,719 14,239 12,105: 2,730 4,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 33.3 4.7 33.7 47.2 84.6 85.2: 15.4 14.8
Old : 100.0: 46.3 33.3 4.7 33.7 47.2 84.6 85.2: 15.4 14.8
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 : 128: 44 40 27 27 32 80 90:
Old : 128: 44 40 27 27 32 80 90:
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 : 26.7 24.4 44.3 37.3 25.5 24.0 43.0 36.5
Old : 26.7 24.4 44.3 37.3 25.5 24.0 43.0 36.5
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 18, 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 : 51,500: 5,680 4,892 1,269 44,220 45,264 51,169 51,425: 331 75
Old : 51,500: 5,680 4,892 1,269 44,220 45,264 51,169 51,425: 331 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -6,084: -1,076 1,166 -740 -3,478 -5,646 -5,294 -5,220: -790 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.5 2.5 85.9 87.9 99.4 99.9: 0.6 0.1
Old : 100.0: 11.0 9.5 2.5 85.9 87.9 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 : 46: 10 15 3 16 10 27 27:
Old : 46: 10 15 3 16 10 27 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 : 80.3 82.4 89.8 91.5 72.7 73.6 79.9 81.5
Old : 80.3 82.4 89.8 91.5 72.7 73.6 79.9 81.5
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 18, 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 : 18,234: 2,107 3,969 298 15,745 13,893 18,150 18,160: 84 74
Old : 18,234: 2,107 3,969 298 15,745 13,893 18,150 18,160: 84 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -9,160: -832 -1,095 138 -8,413 -8,144 -9,107 -9,101: -53 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.8 1.6 86.3 76.2 99.5 99.6: 0.5 0.4
Old : 100.0: 11.6 21.8 1.6 86.3 76.2 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 9 3 10 8 19 18:
Old : 32: 7 9 3 10 8 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 82.2 92.3 91.8 80.1 74.9 85.5 84.1
Old : 84.3 82.2 92.3 91.8 80.1 74.9 85.5 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2008