WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, May 13, 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 : 362,266: 88,463 82,380 47,395 199,400 186,374 335,258 316,149: 27,008 46,117 Old : 330,772: 81,962 88,888 36,398 187,838 164,999 306,198 290,285: 24,574 40,487 Other: 31,494: 17,063 4,054 435 11,562 21,375 29,060 25,864: 2,434 5,630 : : : : : Changes in Commitments from: May 6, 2008 : : -4,330: -2,978 3,990 914 -915 -8,279 -2,979 -3,375: -1,351 -955 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 22.7 13.1 55.0 51.4 92.5 87.3: 7.5 12.7 Old : 100.0: 24.8 26.9 11.0 56.8 49.9 92.6 87.8: 7.4 12.2 Other: 100.0: 54.2 12.9 1.4 36.7 67.9 92.3 82.1: 7.7 17.9 : : : :# Traders : Number of Traders in Each Category : All : 352: 88 114 104 79 115 244 275: Old : 351: 85 122 93 77 113 233 270: Other: 154: 32 35 6 23 73 59 110: :---------------------------------------------------------------------------------------------------- : 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 : 26.9 17.6 40.8 26.6 26.7 16.3 38.8 23.4 Old : 28.8 16.7 43.7 25.9 28.5 15.4 41.7 22.8 Other: 45.9 30.3 58.6 41.4 45.9 29.8 58.2 40.4 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, May 13, 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 : 1,414,456: 467,064 116,403 169,581 640,113 893,663 1,276,758 1,179,647: 137,698 234,809 Old : 704,153: 247,705 157,480 35,045 354,390 413,312 637,140 605,837: 67,013 98,316 Other: 710,303: 310,264 49,828 43,631 285,723 480,351 639,618 573,810: 70,685 136,493 : : : : : Changes in Commitments from: May 6, 2008 : : 9,805: 2,214 -15,385 -5,204 9,111 23,416 6,121 2,827: 3,684 6,978 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 8.2 12.0 45.3 63.2 90.3 83.4: 9.7 16.6 Old : 100.0: 35.2 22.4 5.0 50.3 58.7 90.5 86.0: 9.5 14.0 Other: 100.0: 43.7 7.0 6.1 40.2 67.6 90.0 80.8: 10.0 19.2 : : : :# Traders : Number of Traders in Each Category : All : 818: 240 128 168 214 365 538 606: Old : 744: 189 154 73 159 324 391 512: Other: 703: 197 101 81 149 340 377 498: :---------------------------------------------------------------------------------------------------- : 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 : 15.4 14.1 23.9 20.8 15.3 13.2 23.3 19.5 Old : 19.9 18.2 30.5 24.7 19.9 18.2 30.5 24.0 Other: 18.0 17.0 27.7 23.3 17.8 16.9 27.5 22.5 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, May 13, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 16,281: 4,483 614 149 8,395 14,564 13,027 15,327: 3,254 954 Old : 16,281: 4,483 614 149 8,395 14,564 13,027 15,327: 3,254 954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 614: 249 4 14 260 701 523 719: 91 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 3.8 0.9 51.6 89.5 80.0 94.1: 20.0 5.9 Old : 100.0: 27.5 3.8 0.9 51.6 89.5 80.0 94.1: 20.0 5.9 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 : 49: 21 6 4 12 15 36 22: Old : 49: 21 6 4 12 15 36 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 58.7 49.4 78.5 31.5 51.9 45.9 69.0 Old : 33.5 58.7 49.4 78.5 31.5 51.9 45.9 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, May 13, 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 : 456,423: 144,657 32,470 49,128 211,775 292,751 405,560 374,349: 50,863 82,074 Old : 228,044: 78,133 36,185 4,778 118,430 157,092 201,341 198,055: 26,703 29,989 Other: 228,379: 93,272 23,033 17,602 93,345 135,659 204,219 176,294: 24,160 52,085 : : : : : Changes in Commitments from: May 6, 2008 : : -1,493: -1,660 -5,994 -1,042 -2,219 4,895 -4,921 -2,141: 3,428 648 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 7.1 10.8 46.4 64.1 88.9 82.0: 11.1 18.0 Old : 100.0: 34.3 15.9 2.1 51.9 68.9 88.3 86.8: 11.7 13.2 Other: 100.0: 40.8 10.1 7.7 40.9 59.4 89.4 77.2: 10.6 22.8 : : : :# Traders : Number of Traders in Each Category : All : 465: 151 83 105 96 193 292 352: Old : 427: 128 90 36 71 171 212 286: Other: 380: 105 72 54 79 167 209 276: :---------------------------------------------------------------------------------------------------- : 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 : 17.4 21.1 27.7 29.6 17.2 19.8 26.8 26.8 Old : 26.2 28.8 38.5 39.2 26.2 28.8 38.3 39.1 Other: 17.0 19.0 29.1 28.0 16.3 17.6 26.7 23.1 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, May 13, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (THOUSAND BUSHELS) : : : : All : 22,332: 18,706 2,458 976 2 3,679 19,684 7,113: 2,648 15,219 Old : 5,594: 4,226 1,518 9 0 1,083 4,235 2,610: 1,359 2,984 Other: 16,738: 15,420 1,880 27 2 2,596 15,449 4,503: 1,289 12,235 : : : : : Changes in Commitments from: May 6, 2008 : : 343: 881 598 -673 0 267 208 192: 135 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 11.0 4.4 0.0 16.5 88.1 31.9: 11.9 68.1 Old : 100.0: 75.5 27.1 0.2 0.0 19.4 75.7 46.7: 24.3 53.3 Other: 100.0: 92.1 11.2 0.2 0.0 15.5 92.3 26.9: 7.7 73.1 : : : :# Traders : Number of Traders in Each Category : All : 34: 15 9 10 1 10 18 27: Old : 34: 14 10 1 0 10 14 21: Other: 27: 10 8 5 1 9 11 22: :---------------------------------------------------------------------------------------------------- : 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 : 65.0 8.9 79.2 15.8 64.9 8.9 76.6 15.5 Old : 42.4 27.4 63.4 38.9 42.4 27.4 63.4 38.9 Other: 77.0 9.3 91.3 15.8 76.9 9.3 91.2 15.8 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, May 13, 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 : 260,445: 47,305 24,207 40,625 143,692 181,873 231,622 246,705: 28,823 13,740 Old : 162,539: 39,648 28,856 5,786 94,458 116,648 139,892 151,290: 22,647 11,249 Other: 97,906: 26,045 13,739 16,451 49,234 65,225 91,730 95,415: 6,176 2,491 : : : : : Changes in Commitments from: May 6, 2008 : : 4,760: 4,983 -115 169 -3,342 6,392 1,810 6,446: 2,950 -1,686 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 9.3 15.6 55.2 69.8 88.9 94.7: 11.1 5.3 Old : 100.0: 24.4 17.8 3.6 58.1 71.8 86.1 93.1: 13.9 6.9 Other: 100.0: 26.6 14.0 16.8 50.3 66.6 93.7 97.5: 6.3 2.5 : : : :# Traders : Number of Traders in Each Category : All : 181: 61 26 49 64 56 150 118: Old : 175: 59 36 18 56 47 124 92: Other: 129: 33 26 19 48 41 89 78: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 38.0 32.0 51.7 16.5 32.7 25.6 42.7 Old : 20.9 46.8 34.4 59.3 20.9 46.4 33.9 57.6 Other: 32.2 38.8 45.4 58.4 17.5 34.3 29.6 44.5 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, May 13, 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 : 941,179: 162,164 155,550 11,971 655,850 593,157 829,985 760,678: 111,194 180,501 Old : 941,179: 162,164 155,550 11,971 655,850 593,157 829,985 760,678: 111,194 180,501 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 25,161: 42,113 8,434 442 -6,692 21,437 35,863 30,313: -10,702 -5,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 16.5 1.3 69.7 63.0 88.2 80.8: 11.8 19.2 Old : 100.0: 17.2 16.5 1.3 69.7 63.0 88.2 80.8: 11.8 19.2 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 : 178: 34 45 32 67 79 118 139: Old : 178: 34 45 32 67 79 118 139: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 33.5 45.0 41.2 24.9 25.8 34.4 31.2 Old : 31.8 33.5 45.0 41.2 24.9 25.8 34.4 31.2 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, May 13, 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 : 194,921: 50,093 9,026 18,285 93,973 151,751 162,351 179,062: 32,570 15,859 Old : 103,848: 33,372 11,134 4,178 46,045 76,134 83,595 91,446: 20,253 12,402 Other: 91,073: 23,612 4,783 7,216 47,928 75,617 78,756 87,616: 12,317 3,457 : : : : : Changes in Commitments from: May 6, 2008 : : -2,740: -870 -893 1,215 -5,673 -2,747 -5,328 -2,425: 2,588 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 4.6 9.4 48.2 77.9 83.3 91.9: 16.7 8.1 Old : 100.0: 32.1 10.7 4.0 44.3 73.3 80.5 88.1: 19.5 11.9 Other: 100.0: 25.9 5.3 7.9 52.6 83.0 86.5 96.2: 13.5 3.8 : : : :# Traders : Number of Traders in Each Category : All : 172: 58 26 39 67 56 147 107: Old : 160: 55 29 25 56 50 124 92: Other: 123: 41 14 22 52 34 105 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 : 17.8 47.3 26.8 57.9 13.5 44.0 20.8 49.6 Old : 20.2 44.2 28.4 54.4 20.2 43.1 28.1 52.5 Other: 20.3 55.0 31.9 71.2 20.0 52.4 31.3 67.8 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, May 13, 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 : 19,215: 4,962 909 1,042 9,293 15,590 15,297 17,541: 3,918 1,674 Old : 8,440: 3,552 985 3 3,057 6,228 6,612 7,216: 1,828 1,224 Other: 10,775: 2,046 560 403 6,236 9,362 8,685 10,325: 2,090 450 : : : : : Changes in Commitments from: May 6, 2008 : : -25: -9 117 0 46 -10 37 107: -62 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 4.7 5.4 48.4 81.1 79.6 91.3: 20.4 8.7 Old : 100.0: 42.1 11.7 0.0 36.2 73.8 78.3 85.5: 21.7 14.5 Other: 100.0: 19.0 5.2 3.7 57.9 86.9 80.6 95.8: 19.4 4.2 : : : :# Traders : Number of Traders in Each Category : All : 86: 27 10 14 39 29 71 50: Old : 66: 22 9 2 17 21 39 32: Other: 65: 20 5 8 31 16 53 29: :---------------------------------------------------------------------------------------------------- : 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 : 17.0 59.1 29.4 69.6 14.2 50.4 23.0 57.0 Old : 27.7 48.8 42.3 66.8 27.7 48.2 42.3 66.2 Other: 26.4 76.9 42.6 83.8 24.2 63.2 36.6 69.0 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, May 13, 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 : 1,220,883: 271,219 216,534 27,208 809,149 871,801 1,107,576 1,115,543: 113,307 105,340 Old : 1,220,883: 271,219 216,534 27,208 809,149 871,801 1,107,576 1,115,543: 113,307 105,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 67,602: 36,138 47,429 4,312 37,615 24,791 78,065 76,532: -10,463 -8,930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 17.7 2.2 66.3 71.4 90.7 91.4: 9.3 8.6 Old : 100.0: 22.2 17.7 2.2 66.3 71.4 90.7 91.4: 9.3 8.6 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 : 242: 55 33 24 109 100 171 150: Old : 242: 55 33 24 109 100 171 150: 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 : 24.5 51.4 36.3 59.5 21.6 51.3 32.2 58.5 Old : 24.5 51.4 36.3 59.5 21.6 51.3 32.2 58.5 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, May 13, 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 : 2,116,245: 303,256 341,062 58,711 1,451,875 1,335,692 1,813,842 1,735,465: 302,403 380,780 Old : 2,116,245: 303,256 341,062 58,711 1,451,875 1,335,692 1,813,842 1,735,465: 302,403 380,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : -622: 19,867 -25,136 18,200 -50,409 22,283 -12,342 15,347: 11,720 -15,969 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 16.1 2.8 68.6 63.1 85.7 82.0: 14.3 18.0 Old : 100.0: 14.3 16.1 2.8 68.6 63.1 85.7 82.0: 14.3 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 282: 62 62 46 109 116 193 203: Old : 282: 62 62 46 109 116 193 203: 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 : 37.3 26.8 43.7 36.8 34.9 23.6 40.2 33.5 Old : 37.3 26.8 43.7 36.8 34.9 23.6 40.2 33.5 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, May 13, 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 : 1,918,754: 586,666 214,769 62,350 1,052,290 1,374,342 1,701,306 1,651,461: 217,448 267,293 Old : 1,918,754: 586,666 214,769 62,350 1,052,290 1,374,342 1,701,306 1,651,461: 217,448 267,293 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 6,913: 100 30,651 19,783 -3,874 -31,224 16,009 19,210: -9,096 -12,297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 11.2 3.2 54.8 71.6 88.7 86.1: 11.3 13.9 Old : 100.0: 30.6 11.2 3.2 54.8 71.6 88.7 86.1: 11.3 13.9 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 : 201: 45 47 28 77 83 134 146: Old : 201: 45 47 28 77 83 134 146: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 38.0 35.3 46.9 18.0 29.2 28.1 34.8 Old : 23.0 38.0 35.3 46.9 18.0 29.2 28.1 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 Commitments of Traders - Futures Only, May 13, 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 : 695,279: 176,228 49,046 122,548 346,053 477,964 644,829 649,558: 50,450 45,721 Old : 695,279: 176,228 49,046 122,548 346,053 477,964 644,829 649,558: 50,450 45,721 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 62,450: 17,677 6,666 3,197 41,069 52,227 61,943 62,090: 507 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 7.1 17.6 49.8 68.7 92.7 93.4: 7.3 6.6 Old : 100.0: 25.3 7.1 17.6 49.8 68.7 92.7 93.4: 7.3 6.6 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 : 134: 50 17 41 58 48 120 98: Old : 134: 50 17 41 58 48 120 98: 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 : 24.8 26.8 38.8 41.5 12.9 21.1 18.7 29.8 Old : 24.8 26.8 38.8 41.5 12.9 21.1 18.7 29.8 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, May 13, 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 : 12,321: 2,996 2,126 976 2,597 6,865 6,569 9,967: 5,752 2,354 Old : 12,321: 2,996 2,126 976 2,597 6,865 6,569 9,967: 5,752 2,354 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 1,109: 401 287 706 126 -21 1,233 972: -124 137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 17.3 7.9 21.1 55.7 53.3 80.9: 46.7 19.1 Old : 100.0: 24.3 17.3 7.9 21.1 55.7 53.3 80.9: 46.7 19.1 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 : 24: 9 6 3 5 6 16 13: Old : 24: 9 6 3 5 6 16 13: 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 : 26.8 55.7 40.5 71.1 24.3 55.7 35.6 67.5 Old : 26.8 55.7 40.5 71.1 24.3 55.7 35.6 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 Commitments of Traders - Futures Only, May 13, 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 : 32,249: 17,104 13,039 374 9,381 13,163 26,859 26,576: 5,390 5,673 Old : 32,249: 17,104 13,039 374 9,381 13,163 26,859 26,576: 5,390 5,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 1,604: 394 558 -7 79 285 466 836: 1,138 768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 40.4 1.2 29.1 40.8 83.3 82.4: 16.7 17.6 Old : 100.0: 53.0 40.4 1.2 29.1 40.8 83.3 82.4: 16.7 17.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 16 20 7 11 7 34 27: Old : 53: 16 20 7 11 7 34 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 : 36.9 40.4 54.3 61.2 36.9 39.7 54.3 60.2 Old : 36.9 40.4 54.3 61.2 36.9 39.7 54.3 60.2 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, May 13, 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 : 102,445: 45,089 34,859 1,075 42,454 54,596 88,618 90,530: 13,827 11,915 Old : 102,445: 45,089 34,859 1,075 42,454 54,596 88,618 90,530: 13,827 11,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 1,686: 2,497 5,873 -1,893 828 447 1,432 4,427: 254 -2,741 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 34.0 1.0 41.4 53.3 86.5 88.4: 13.5 11.6 Old : 100.0: 44.0 34.0 1.0 41.4 53.3 86.5 88.4: 13.5 11.6 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 : 111: 44 36 9 16 22 63 64: Old : 111: 44 36 9 16 22 63 64: 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 : 35.6 41.2 50.5 53.3 35.1 41.2 50.0 53.0 Old : 35.6 41.2 50.5 53.3 35.1 41.2 50.0 53.0 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, May 13, 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 : 59,781: 18,756 4,469 1,438 39,353 53,788 59,547 59,695: 234 86 Old : 59,781: 18,756 4,469 1,438 39,353 53,788 59,547 59,695: 234 86 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 10,700: 7,551 1,784 -321 3,470 9,222 10,700 10,685: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 7.5 2.4 65.8 90.0 99.6 99.9: 0.4 0.1 Old : 100.0: 31.4 7.5 2.4 65.8 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 : 44: 10 12 3 18 11 29 25: Old : 44: 10 12 3 18 11 29 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 : 57.2 81.9 79.8 94.4 45.1 61.5 60.5 68.5 Old : 57.2 81.9 79.8 94.4 45.1 61.5 60.5 68.5 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, May 13, 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 : 24,162: 2,832 1,184 20 21,304 22,803 24,156 24,007: 6 155 Old : 24,162: 2,832 1,184 20 21,304 22,803 24,156 24,007: 6 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 159: -1,340 511 0 1,502 -385 162 126: -3 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 4.9 0.1 88.2 94.4 100.0 99.4: 0.0 0.6 Old : 100.0: 11.7 4.9 0.1 88.2 94.4 100.0 99.4: 0.0 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 : 29: 6 7 1 12 9 19 16: Old : 29: 6 7 1 12 9 19 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 : 79.8 89.3 92.1 95.3 76.1 83.0 86.9 88.3 Old : 79.8 89.3 92.1 95.3 76.1 83.0 86.9 88.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2008