WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 378,560: 89,544 61,773 56,250 201,446 210,762 347,240 328,785: 31,320 49,775
Old : 87,081: 23,289 33,436 331 53,124 43,894 76,744 77,661: 10,337 9,420
Other: 291,479: 87,505 49,587 34,669 148,322 166,868 270,496 251,124: 20,983 40,355
: : :
: : Changes in Commitments from: April 1, 2008 :
: -1,626: -3,534 -233 -3,607 6,273 2,186 -868 -1,654: -758 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.3 14.9 53.2 55.7 91.7 86.9: 8.3 13.1
Old : 100.0: 26.7 38.4 0.4 61.0 50.4 88.1 89.2: 11.9 10.8
Other: 100.0: 30.0 17.0 11.9 50.9 57.2 92.8 86.2: 7.2 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 91 103 118 80 114 246 279:
Old : 243: 63 86 11 29 69 97 162:
Other: 317: 93 90 90 77 111 219 249:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 19.4 38.4 28.3 25.6 18.2 36.6 24.5
Old : 39.2 26.3 54.6 40.7 39.2 26.3 54.5 40.7
Other: 26.7 21.2 40.6 29.0 26.3 19.4 38.8 26.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,421,150: 435,489 109,130 175,559 654,442 893,689 1,265,490 1,178,378: 155,660 242,772
Old : 829,160: 234,400 150,021 68,487 435,319 481,391 738,206 699,899: 90,954 129,261
Other: 591,990: 286,697 44,717 21,464 219,123 412,298 527,284 478,479: 64,706 113,511
: : :
: : Changes in Commitments from: April 1, 2008 :
: 24,603: 33,549 -1,942 -1,877 -10,803 16,082 20,869 12,263: 3,734 12,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.7 12.4 46.1 62.9 89.0 82.9: 11.0 17.1
Old : 100.0: 28.3 18.1 8.3 52.5 58.1 89.0 84.4: 11.0 15.6
Other: 100.0: 48.4 7.6 3.6 37.0 69.6 89.1 80.8: 10.9 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 807: 238 126 191 256 351 591 606:
Old : 752: 194 149 119 223 323 479 541:
Other: 666: 193 96 65 138 319 349 465:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 15.4 24.4 20.8 15.6 14.6 23.5 19.6
Old : 20.0 14.9 29.6 20.5 20.0 14.3 29.6 19.4
Other: 18.5 19.1 28.0 24.8 17.6 18.9 26.9 24.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,019: 3,397 414 603 7,557 12,756 11,557 13,773: 3,462 1,246
Old : 3,948: 1,718 169 0 747 3,372 2,465 3,541: 1,483 407
Other: 11,071: 1,981 547 301 6,810 9,384 9,092 10,232: 1,979 839
: : :
: : Changes in Commitments from: April 1, 2008 :
: 717: 626 -6 -136 62 1,067 552 925: 165 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 4.0 50.3 84.9 76.9 91.7: 23.1 8.3
Old : 100.0: 43.5 4.3 0.0 18.9 85.4 62.4 89.7: 37.6 10.3
Other: 100.0: 17.9 4.9 2.7 61.5 84.8 82.1 92.4: 17.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 2 7 16 14 37 23:
Old : 34: 14 2 0 10 9 24 11:
Other: 42: 14 5 3 14 14 29 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 56.5 46.9 75.1 23.7 43.8 36.0 58.6
Old : 27.1 71.6 40.9 87.3 27.1 68.5 40.4 84.1
Other: 39.1 53.7 58.4 76.9 30.4 43.0 45.2 59.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 497,185: 155,570 39,448 67,218 219,957 301,700 442,745 408,366: 54,440 88,819
Old : 294,049: 88,425 38,518 28,395 143,659 183,194 260,479 250,107: 33,570 43,942
Other: 203,136: 91,280 25,065 14,688 76,298 118,506 182,266 158,259: 20,870 44,877
: : :
: : Changes in Commitments from: April 1, 2008 :
: -15,394: 440 -10,919 -877 -14,985 -1,672 -15,422 -13,468: 28 -1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 7.9 13.5 44.2 60.7 89.1 82.1: 10.9 17.9
Old : 100.0: 30.1 13.1 9.7 48.9 62.3 88.6 85.1: 11.4 14.9
Other: 100.0: 44.9 12.3 7.2 37.6 58.3 89.7 77.9: 10.3 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 170 84 138 99 190 338 375:
Old : 463: 146 98 97 82 178 281 334:
Other: 369: 108 72 54 69 161 204 266:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 20.0 28.4 26.5 18.0 18.5 26.4 24.1
Old : 23.9 23.5 34.6 31.2 23.9 23.4 34.2 30.5
Other: 19.1 18.9 30.4 27.6 18.0 17.4 27.0 23.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,206: 18,884 2,563 1,151 1 3,744 20,036 7,458: 3,170 15,748
Old : 7,504: 4,714 1,700 552 1 1,176 5,267 3,428: 2,237 4,076
Other: 15,702: 14,652 1,345 117 0 2,568 14,769 4,030: 933 11,672
: : :
: : Changes in Commitments from: April 1, 2008 :
: -879: -1,364 -273 49 -2 -727 -1,317 -951: 438 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 11.0 5.0 0.0 16.1 86.3 32.1: 13.7 67.9
Old : 100.0: 62.8 22.7 7.4 0.0 15.7 70.2 45.7: 29.8 54.3
Other: 100.0: 93.3 8.6 0.7 0.0 16.4 94.1 25.7: 5.9 74.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 9 11 1 10 18 27:
Old : 33: 13 10 8 1 10 15 27:
Other: 28: 12 6 4 0 10 13 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 8.9 78.6 16.2 61.9 8.5 75.4 15.7
Old : 42.6 20.3 58.0 31.4 39.9 18.9 54.1 29.2
Other: 77.9 9.3 91.7 15.7 77.9 9.3 91.6 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 277,154: 45,633 26,014 50,629 154,925 186,918 251,187 263,561: 25,967 13,593
Old : 198,195: 45,870 36,579 17,030 113,903 132,892 176,803 186,501: 21,392 11,694
Other: 78,959: 21,234 10,906 12,128 41,022 54,026 74,384 77,060: 4,575 1,899
: : :
: : Changes in Commitments from: April 1, 2008 :
: -14,058: -9,502 3,297 -5,001 2,165 -8,978 -12,338 -10,682: -1,720 -3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.4 18.3 55.9 67.4 90.6 95.1: 9.4 4.9
Old : 100.0: 23.1 18.5 8.6 57.5 67.1 89.2 94.1: 10.8 5.9
Other: 100.0: 26.9 13.8 15.4 52.0 68.4 94.2 97.6: 5.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 49 38 62 66 53 154 132:
Old : 182: 54 47 43 62 50 141 119:
Other: 115: 30 28 24 42 29 85 70:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 34.7 29.7 48.7 15.1 31.0 23.8 43.5
Old : 19.4 39.8 31.1 52.2 19.4 39.5 31.1 50.7
Other: 36.9 43.3 52.5 64.4 22.6 37.2 36.5 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 875,360: 146,628 144,696 6,307 592,853 553,633 745,788 704,636: 129,572 170,724
Old : 875,360: 146,628 144,696 6,307 592,853 553,633 745,788 704,636: 129,572 170,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -29,961: -2,366 -3,468 1,410 -34,768 -28,432 -35,724 -30,490: 5,763 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.5 0.7 67.7 63.2 85.2 80.5: 14.8 19.5
Old : 100.0: 16.8 16.5 0.7 67.7 63.2 85.2 80.5: 14.8 19.5
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 : 178: 40 38 21 65 79 116 127:
Old : 178: 40 38 21 65 79 116 127:
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 : 30.0 34.6 41.2 43.0 24.0 28.3 32.0 34.2
Old : 30.0 34.6 41.2 43.0 24.0 28.3 32.0 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 221,557: 53,419 10,837 20,852 113,097 171,643 187,368 203,332: 34,189 18,225
Old : 143,225: 38,529 14,691 10,138 69,776 102,543 118,443 127,372: 24,782 15,853
Other: 78,332: 22,212 3,468 3,392 43,321 69,100 68,925 75,960: 9,407 2,372
: : :
: : Changes in Commitments from: April 1, 2008 :
: -2,322: -477 -328 133 -3,692 -1,335 -4,036 -1,530: 1,714 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.9 9.4 51.0 77.5 84.6 91.8: 15.4 8.2
Old : 100.0: 26.9 10.3 7.1 48.7 71.6 82.7 88.9: 17.3 11.1
Other: 100.0: 28.4 4.4 4.3 55.3 88.2 88.0 97.0: 12.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 58 21 42 71 58 153 109:
Old : 165: 55 25 35 62 54 137 100:
Other: 117: 40 10 14 55 33 103 52:
:----------------------------------------------------------------------------------------------------
: 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 45.3 30.9 59.6 15.3 42.6 23.1 50.1
Old : 24.4 40.0 32.2 52.5 22.4 38.2 29.8 49.0
Other: 23.2 61.7 36.2 77.3 23.0 59.4 35.5 74.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,295: 7,327 353 846 9,553 19,755 17,726 20,954: 4,569 1,341
Old : 13,131: 5,645 427 423 4,033 11,285 10,101 12,135: 3,030 996
Other: 9,164: 1,965 209 140 5,520 8,470 7,625 8,819: 1,539 345
: : :
: : Changes in Commitments from: April 1, 2008 :
: 1,019: 242 7 -340 1,015 1,249 917 916: 102 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 1.6 3.8 42.8 88.6 79.5 94.0: 20.5 6.0
Old : 100.0: 43.0 3.3 3.2 30.7 85.9 76.9 92.4: 23.1 7.6
Other: 100.0: 21.4 2.3 1.5 60.2 92.4 83.2 96.2: 16.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 36 5 14 28 21 66 38:
Old : 65: 28 6 7 15 19 44 31:
Other: 48: 18 4 7 19 11 39 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 69.5 29.6 80.7 15.8 62.9 27.5 71.7
Old : 23.8 63.8 37.6 78.3 21.5 57.9 34.3 72.5
Other: 34.2 81.4 50.7 90.6 34.2 73.4 49.4 80.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,127,666: 240,756 219,764 13,939 743,157 777,537 997,852 1,011,240: 129,814 116,426
Old : 1,127,666: 240,756 219,764 13,939 743,157 777,537 997,852 1,011,240: 129,814 116,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -3,972: -32,373 -8,244 2,960 11,910 -2,822 -17,503 -8,106: 13,531 4,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.5 1.2 65.9 69.0 88.5 89.7: 11.5 10.3
Old : 100.0: 21.3 19.5 1.2 65.9 69.0 88.5 89.7: 11.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 45 38 16 92 83 142 132:
Old : 212: 45 38 16 92 83 142 132:
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 : 24.2 46.6 35.8 57.0 20.8 46.4 31.4 55.3
Old : 24.2 46.6 35.8 57.0 20.8 46.4 31.4 55.3
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,045,787: 250,034 335,950 34,943 1,476,387 1,296,064 1,761,364 1,666,957: 284,423 378,830
Old : 2,045,787: 250,034 335,950 34,943 1,476,387 1,296,064 1,761,364 1,666,957: 284,423 378,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: -26,339: -19,219 -18,490 -3,134 5,861 -1,419 -16,492 -23,043: -9,847 -3,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 16.4 1.7 72.2 63.4 86.1 81.5: 13.9 18.5
Old : 100.0: 12.2 16.4 1.7 72.2 63.4 86.1 81.5: 13.9 18.5
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 : 269: 45 72 33 88 119 154 203:
Old : 269: 45 72 33 88 119 154 203:
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 : 45.8 25.8 53.8 33.9 44.4 23.5 50.7 29.3
Old : 45.8 25.8 53.8 33.9 44.4 23.5 50.7 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,854,264: 567,815 233,328 29,143 1,036,541 1,355,667 1,633,499 1,618,138: 220,765 236,126
Old : 1,854,264: 567,815 233,328 29,143 1,036,541 1,355,667 1,633,499 1,618,138: 220,765 236,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 25,012: 16,503 -26,730 5,046 10,783 58,213 32,332 36,529: -7,320 -11,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 12.6 1.6 55.9 73.1 88.1 87.3: 11.9 12.7
Old : 100.0: 30.6 12.6 1.6 55.9 73.1 88.1 87.3: 11.9 12.7
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 : 198: 45 41 16 74 80 126 131:
Old : 198: 45 41 16 74 80 126 131:
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 : 24.9 44.7 37.1 53.8 21.9 35.4 33.5 43.1
Old : 24.9 44.7 37.1 53.8 21.9 35.4 33.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 379,667: 80,736 40,587 54,663 212,346 252,121 347,745 347,371: 31,922 32,296
Old : 379,667: 80,736 40,587 54,663 212,346 252,121 347,745 347,371: 31,922 32,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 40,710: 26,230 8,555 11,573 -1,542 17,538 36,261 37,666: 4,449 3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 10.7 14.4 55.9 66.4 91.6 91.5: 8.4 8.5
Old : 100.0: 21.3 10.7 14.4 55.9 66.4 91.6 91.5: 8.4 8.5
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 : 102: 27 14 21 49 45 88 73:
Old : 102: 27 14 21 49 45 88 73:
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 : 28.4 26.8 41.1 43.2 17.9 17.9 25.9 27.7
Old : 28.4 26.8 41.1 43.2 17.9 17.9 25.9 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,698: 15,462 10,040 130 8,411 13,993 24,003 24,163: 7,695 7,535
Old : 31,698: 15,462 10,040 130 8,411 13,993 24,003 24,163: 7,695 7,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 3,935: -398 307 110 888 1,372 600 1,789: 3,335 2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 31.7 0.4 26.5 44.1 75.7 76.2: 24.3 23.8
Old : 100.0: 48.8 31.7 0.4 26.5 44.1 75.7 76.2: 24.3 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 16 3 10 9 27 25:
Old : 48: 14 16 3 10 9 27 25:
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 : 41.8 38.7 57.0 56.1 41.8 38.7 57.0 55.8
Old : 41.8 38.7 57.0 56.1 41.8 38.7 57.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 80,192: 29,824 23,638 1,280 37,900 41,702 69,004 66,620: 11,188 13,572
Old : 80,192: 29,824 23,638 1,280 37,900 41,702 69,004 66,620: 11,188 13,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 185: -4,417 388 436 6,267 1,097 2,286 1,921: -2,101 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 29.5 1.6 47.3 52.0 86.0 83.1: 14.0 16.9
Old : 100.0: 37.2 29.5 1.6 47.3 52.0 86.0 83.1: 14.0 16.9
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 : 104: 36 30 4 18 25 55 58:
Old : 104: 36 30 4 18 25 55 58:
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 : 35.7 33.9 51.6 50.9 35.4 33.9 51.3 49.2
Old : 35.7 33.9 51.6 50.9 35.4 33.9 51.3 49.2
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, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 50,827: 5,332 3,694 1,313 43,966 45,763 50,611 50,770: 216 57
Old : 50,827: 5,332 3,694 1,313 43,966 45,763 50,611 50,770: 216 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 152: -156 -695 44 279 770 167 119: -15 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.3 2.6 86.5 90.0 99.6 99.9: 0.4 0.1
Old : 100.0: 10.5 7.3 2.6 86.5 90.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 14 4 19 10 31 26:
Old : 47: 10 14 4 19 10 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 81.7 86.0 92.1 66.5 71.1 76.3 79.7
Old : 73.6 81.7 86.0 92.1 66.5 71.1 76.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, April 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 18,288: 2,124 1,392 420 15,609 16,373 18,153 18,185: 135 103
Old : 18,288: 2,124 1,392 420 15,609 16,373 18,153 18,185: 135 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 370: -22 185 -144 469 298 303 339: 67 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.6 2.3 85.4 89.5 99.3 99.4: 0.7 0.6
Old : 100.0: 11.6 7.6 2.3 85.4 89.5 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 6 3 9 10 20 17:
Old : 30: 9 6 3 9 10 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 83.7 92.7 92.7 84.3 80.4 89.3 88.2
Old : 85.5 83.7 92.7 92.7 84.3 80.4 89.3 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11,2008