WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 20, 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 : 369,030: 91,522 85,292 48,456 203,305 188,975 343,283 322,723: 25,747 46,307
Old : 336,600: 85,583 91,634 37,680 189,960 166,979 313,223 296,293: 23,377 40,307
Other: 32,430: 16,254 3,973 461 13,345 21,996 30,060 26,430: 2,370 6,000
: : :
: : Changes in Commitments from: May 13, 2008 :
: 6,764: 3,059 2,912 1,061 3,905 2,601 8,025 6,574: -1,261 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 23.1 13.1 55.1 51.2 93.0 87.5: 7.0 12.5
Old : 100.0: 25.4 27.2 11.2 56.4 49.6 93.1 88.0: 6.9 12.0
Other: 100.0: 50.1 12.3 1.4 41.2 67.8 92.7 81.5: 7.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 97 115 98 78 111 246 268:
Old : 354: 94 120 88 76 108 236 262:
Other: 152: 32 31 9 22 75 59 111:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 18.2 39.8 27.1 25.3 16.6 37.8 23.5
Old : 27.9 18.0 42.4 26.6 27.1 16.5 40.3 23.2
Other: 44.7 28.3 59.1 39.8 44.7 26.8 58.5 36.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 20, 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 : 1,401,669: 462,493 102,372 176,856 630,308 887,610 1,269,657 1,166,838: 132,012 234,831
Old : 685,089: 236,116 153,118 38,304 347,288 399,236 621,708 590,658: 63,381 94,431
Other: 716,580: 323,040 45,917 41,889 283,020 488,374 647,949 576,180: 68,631 140,400
: : :
: : Changes in Commitments from: May 13, 2008 :
: -12,787: -4,571 -14,031 7,275 -9,805 -6,053 -7,101 -12,809: -5,686 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 7.3 12.6 45.0 63.3 90.6 83.2: 9.4 16.8
Old : 100.0: 34.5 22.4 5.6 50.7 58.3 90.7 86.2: 9.3 13.8
Other: 100.0: 45.1 6.4 5.8 39.5 68.2 90.4 80.4: 9.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 243 122 162 210 363 533 593:
Old : 738: 192 147 72 159 322 396 500:
Other: 696: 196 100 80 145 338 373 491:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 14.1 23.2 20.5 14.6 13.1 22.6 19.3
Old : 20.0 17.4 30.9 24.3 20.0 17.4 30.9 23.4
Other: 17.9 17.4 26.7 23.0 17.7 17.2 26.5 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 20, 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 : 15,847: 3,622 464 220 8,633 14,388 12,475 15,072: 3,372 775
Old : 15,847: 3,622 464 220 8,633 14,388 12,475 15,072: 3,372 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -434: -861 -150 71 238 -176 -552 -255: 118 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.9 1.4 54.5 90.8 78.7 95.1: 21.3 4.9
Old : 100.0: 22.9 2.9 1.4 54.5 90.8 78.7 95.1: 21.3 4.9
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 : 48: 21 5 3 12 15 35 21:
Old : 48: 21 5 3 12 15 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 59.2 52.2 79.6 34.4 52.7 48.3 70.0
Old : 35.9 59.2 52.2 79.6 34.4 52.7 48.3 70.0
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 20, 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 : 455,553: 148,977 32,216 53,801 205,893 288,592 408,671 374,609: 46,882 80,944
Old : 219,999: 80,153 37,380 6,744 109,186 147,520 196,083 191,644: 23,916 28,355
Other: 235,554: 99,193 25,205 16,688 96,707 141,072 212,588 182,965: 22,966 52,589
: : :
: : Changes in Commitments from: May 13, 2008 :
: -870: 4,320 -254 4,673 -5,882 -4,159 3,111 260: -3,981 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 7.1 11.8 45.2 63.3 89.7 82.2: 10.3 17.8
Old : 100.0: 36.4 17.0 3.1 49.6 67.1 89.1 87.1: 10.9 12.9
Other: 100.0: 42.1 10.7 7.1 41.1 59.9 90.3 77.7: 9.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 152 78 106 95 192 296 349:
Old : 427: 136 85 36 71 170 224 276:
Other: 383: 106 76 59 80 170 209 287:
:----------------------------------------------------------------------------------------------------
: 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 20.4 26.8 29.1 16.5 19.0 25.9 26.1
Old : 25.6 28.5 38.1 38.2 25.6 28.4 37.8 38.1
Other: 18.0 18.5 29.9 27.5 15.6 17.3 26.4 22.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,410: 18,104 2,011 1,322 2 3,589 19,428 6,922: 2,982 15,488
Old : 5,280: 3,820 1,477 0 0 722 3,820 2,199: 1,460 3,081
Other: 17,130: 15,577 1,827 29 2 2,867 15,608 4,723: 1,522 12,407
: : :
: : Changes in Commitments from: May 13, 2008 :
: 78: -602 -447 346 0 -90 -256 -191: 334 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 9.0 5.9 0.0 16.0 86.7 30.9: 13.3 69.1
Old : 100.0: 72.3 28.0 0.0 0.0 13.7 72.3 41.6: 27.7 58.4
Other: 100.0: 90.9 10.7 0.2 0.0 16.7 91.1 27.6: 8.9 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 9 10 1 10 17 27:
Old : 33: 14 9 0 0 10 14 19:
Other: 26: 8 8 5 1 10 9 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 10.2 79.6 16.5 65.3 8.8 76.0 14.6
Old : 44.1 26.5 59.7 36.2 44.1 26.5 59.7 36.2
Other: 76.8 9.2 91.1 15.8 76.7 9.2 90.9 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 20, 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 : 247,427: 43,946 22,740 40,855 132,780 166,816 217,581 230,411: 29,846 17,016
Old : 153,907: 37,804 29,815 6,099 88,459 104,727 132,362 140,641: 21,545 13,266
Other: 93,520: 24,495 11,278 16,403 44,321 62,089 85,219 89,770: 8,301 3,750
: : :
: : Changes in Commitments from: May 13, 2008 :
: -13,018: -3,359 -1,467 230 -10,912 -15,057 -14,041 -16,294: 1,023 3,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.2 16.5 53.7 67.4 87.9 93.1: 12.1 6.9
Old : 100.0: 24.6 19.4 4.0 57.5 68.0 86.0 91.4: 14.0 8.6
Other: 100.0: 26.2 12.1 17.5 47.4 66.4 91.1 96.0: 8.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 56 27 47 59 52 144 111:
Old : 169: 58 34 23 54 46 125 91:
Other: 124: 38 24 20 44 38 91 73:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 35.1 28.5 48.7 16.9 30.7 25.5 42.2
Old : 20.6 42.7 32.6 55.2 20.6 42.2 32.2 53.5
Other: 26.2 38.9 39.8 57.6 16.1 33.2 26.5 43.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 20, 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 : 942,969: 166,969 162,881 13,565 640,746 587,031 821,280 763,477: 121,689 179,492
Old : 942,969: 166,969 162,881 13,565 640,746 587,031 821,280 763,477: 121,689 179,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 1,790: 4,805 7,331 1,594 -15,104 -6,126 -8,705 2,799: 10,495 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.3 1.4 67.9 62.3 87.1 81.0: 12.9 19.0
Old : 100.0: 17.7 17.3 1.4 67.9 62.3 87.1 81.0: 12.9 19.0
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 : 178: 34 42 27 67 84 114 140:
Old : 178: 34 42 27 67 84 114 140:
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 : 30.3 30.9 44.1 39.0 23.3 23.2 32.8 28.6
Old : 30.3 30.9 44.1 39.0 23.3 23.2 32.8 28.6
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, May 20, 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 : 198,969: 46,301 6,729 23,521 98,330 153,011 168,152 183,261: 30,817 15,708
Old : 105,100: 29,279 11,737 6,684 48,669 75,048 84,632 93,469: 20,468 11,631
Other: 93,869: 26,706 4,676 7,153 49,661 77,963 83,520 89,792: 10,349 4,077
: : :
: : Changes in Commitments from: May 13, 2008 :
: 4,048: -3,792 -2,297 5,236 4,357 1,260 5,801 4,199: -1,753 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.4 11.8 49.4 76.9 84.5 92.1: 15.5 7.9
Old : 100.0: 27.9 11.2 6.4 46.3 71.4 80.5 88.9: 19.5 11.1
Other: 100.0: 28.5 5.0 7.6 52.9 83.1 89.0 95.7: 11.0 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 58 18 47 68 56 148 113:
Old : 158: 48 32 35 54 48 124 96:
Other: 129: 46 11 24 55 37 111 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 45.8 28.2 55.6 15.8 42.6 22.9 48.3
Old : 22.2 39.8 30.8 49.9 22.2 39.5 30.1 48.5
Other: 20.4 55.8 32.1 70.8 20.4 53.3 30.8 68.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 20, 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 : 18,691: 5,041 821 918 9,077 15,357 15,036 17,096: 3,655 1,595
Old : 8,099: 3,343 863 0 3,064 6,107 6,407 6,970: 1,692 1,129
Other: 10,592: 2,225 485 391 6,013 9,250 8,629 10,126: 1,963 466
: : :
: : Changes in Commitments from: May 13, 2008 :
: -524: 79 -88 -124 -216 -233 -261 -445: -263 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.4 4.9 48.6 82.2 80.4 91.5: 19.6 8.5
Old : 100.0: 41.3 10.7 0.0 37.8 75.4 79.1 86.1: 20.9 13.9
Other: 100.0: 21.0 4.6 3.7 56.8 87.3 81.5 95.6: 18.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 5 13 39 29 66 47:
Old : 58: 16 8 0 17 19 33 27:
Other: 63: 18 5 8 31 17 51 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 : 17.6 59.6 31.5 70.2 15.3 50.0 25.5 56.7
Old : 32.2 50.7 49.2 68.9 32.2 49.6 49.2 67.8
Other: 26.7 76.3 44.2 83.1 24.5 61.9 37.0 67.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 20, 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 : 1,165,376: 268,379 232,501 35,432 754,369 797,514 1,058,180 1,065,447: 107,196 99,929
Old : 1,165,376: 268,379 232,501 35,432 754,369 797,514 1,058,180 1,065,447: 107,196 99,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -55,507: -2,840 15,967 8,224 -54,780 -74,287 -49,396 -50,096: -6,111 -5,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 20.0 3.0 64.7 68.4 90.8 91.4: 9.2 8.6
Old : 100.0: 23.0 20.0 3.0 64.7 68.4 90.8 91.4: 9.2 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 : 230: 46 38 23 108 98 163 150:
Old : 230: 46 38 23 108 98 163 150:
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 : 26.6 49.0 38.1 57.2 23.6 48.9 33.9 55.6
Old : 26.6 49.0 38.1 57.2 23.6 48.9 33.9 55.6
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 20, 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 : 2,170,111: 355,874 325,567 70,566 1,450,052 1,373,887 1,876,492 1,770,020: 293,619 400,091
Old : 2,170,111: 355,874 325,567 70,566 1,450,052 1,373,887 1,876,492 1,770,020: 293,619 400,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 53,866: 52,618 -15,495 11,855 -1,823 38,195 62,650 34,555: -8,784 19,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.0 3.3 66.8 63.3 86.5 81.6: 13.5 18.4
Old : 100.0: 16.4 15.0 3.3 66.8 63.3 86.5 81.6: 13.5 18.4
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 : 287: 65 64 48 108 122 199 209:
Old : 287: 65 64 48 108 122 199 209:
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 : 35.9 27.3 42.1 36.9 34.7 24.5 40.2 33.5
Old : 35.9 27.3 42.1 36.9 34.7 24.5 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 20, 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 : 1,827,223: 581,049 195,855 69,928 955,365 1,302,952 1,606,342 1,568,735: 220,881 258,488
Old : 1,827,223: 581,049 195,855 69,928 955,365 1,302,952 1,606,342 1,568,735: 220,881 258,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -91,531: -5,617 -18,914 7,578 -96,925 -71,390 -94,964 -82,726: 3,433 -8,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.7 3.8 52.3 71.3 87.9 85.9: 12.1 14.1
Old : 100.0: 31.8 10.7 3.8 52.3 71.3 87.9 85.9: 12.1 14.1
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 : 199: 43 42 26 82 86 137 142:
Old : 199: 43 42 26 82 86 137 142:
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 : 20.4 35.7 33.5 45.6 16.5 27.2 27.3 33.8
Old : 20.4 35.7 33.5 45.6 16.5 27.2 27.3 33.8
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 20, 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 : 717,725: 181,818 37,674 122,844 357,286 510,934 661,948 671,452: 55,777 46,273
Old : 717,725: 181,818 37,674 122,844 357,286 510,934 661,948 671,452: 55,777 46,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 22,446: 5,590 -11,372 296 11,233 32,970 17,119 21,894: 5,327 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 5.2 17.1 49.8 71.2 92.2 93.6: 7.8 6.4
Old : 100.0: 25.3 5.2 17.1 49.8 71.2 92.2 93.6: 7.8 6.4
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 : 144: 53 19 42 65 51 131 103:
Old : 144: 53 19 42 65 51 131 103:
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 : 23.6 29.1 37.8 44.4 12.0 24.0 18.1 32.1
Old : 23.6 29.1 37.8 44.4 12.0 24.0 18.1 32.1
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 20, 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 : 32,072: 16,812 13,205 372 9,905 12,984 27,089 26,561: 4,983 5,511
Old : 32,072: 16,812 13,205 372 9,905 12,984 27,089 26,561: 4,983 5,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -177: -292 166 -2 524 -179 230 -15: -407 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 41.2 1.2 30.9 40.5 84.5 82.8: 15.5 17.2
Old : 100.0: 52.4 41.2 1.2 30.9 40.5 84.5 82.8: 15.5 17.2
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 : 55: 17 21 7 11 7 35 28:
Old : 55: 17 21 7 11 7 35 28:
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 : 37.8 38.3 55.9 59.1 37.8 37.6 55.9 58.1
Old : 37.8 38.3 55.9 59.1 37.8 37.6 55.9 58.1
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 20, 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 : 107,456: 42,039 41,285 1,627 49,198 51,143 92,864 94,055: 14,592 13,401
Old : 107,456: 42,039 41,285 1,627 49,198 51,143 92,864 94,055: 14,592 13,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 5,011: -3,050 6,426 552 6,744 -3,453 4,246 3,525: 765 1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 38.4 1.5 45.8 47.6 86.4 87.5: 13.6 12.5
Old : 100.0: 39.1 38.4 1.5 45.8 47.6 86.4 87.5: 13.6 12.5
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 : 112: 41 39 11 18 21 63 67:
Old : 112: 41 39 11 18 21 63 67:
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 39.9 50.3 51.9 36.9 39.9 49.8 51.9
Old : 37.3 39.9 50.3 51.9 36.9 39.9 49.8 51.9
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 20, 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 : 60,934: 18,828 4,546 1,473 40,405 54,764 60,706 60,783: 228 151
Old : 60,934: 18,828 4,546 1,473 40,405 54,764 60,706 60,783: 228 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 1,153: 72 77 35 1,052 976 1,159 1,088: -6 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.5 2.4 66.3 89.9 99.6 99.8: 0.4 0.2
Old : 100.0: 30.9 7.5 2.4 66.3 89.9 99.6 99.8: 0.4 0.2
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 : 46: 10 13 3 18 12 29 27:
Old : 46: 10 13 3 18 12 29 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 : 58.3 82.2 79.8 94.0 42.5 58.9 57.3 65.2
Old : 58.3 82.2 79.8 94.0 42.5 58.9 57.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 20, 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 : 41,167: 9,579 1,568 10 31,572 39,454 41,161 41,032: 6 135
Old : 41,167: 9,579 1,568 10 31,572 39,454 41,161 41,032: 6 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 17,005: 6,747 384 -10 10,268 16,651 17,005 17,025: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.8 0.0 76.7 95.8 100.0 99.7: 0.0 0.3
Old : 100.0: 23.3 3.8 0.0 76.7 95.8 100.0 99.7: 0.0 0.3
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 : 32: 7 8 1 13 9 21 17:
Old : 32: 7 8 1 13 9 21 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 : 87.4 93.1 95.3 96.7 86.8 92.8 94.7 96.3
Old : 87.4 93.1 95.3 96.7 86.8 92.8 94.7 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2008