WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 380,186 COMMITMENTS 93,078 62,006 59,857 195,173 208,576 348,108 330,439 32,078 49,747 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -13,744) 1,219 1,146 -8,566 -7,095 -5,480 -14,442 -12,900 698 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 16.3 15.7 51.3 54.9 91.6 86.9 8.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 92 98 114 81 115 247 271 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,396,547 COMMITMENTS 401,940 111,072 177,436 665,245 877,607 1244621 1166115 151,926 230,432 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 6,643) 10,907 15,017 353 -22,473 -22,228 -11,213 -6,858 17,856 13,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 8.0 12.7 47.6 62.8 89.1 83.5 10.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784) 216 131 186 243 345 562 595 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,302 COMMITMENTS 2,771 420 739 7,495 11,689 11,005 12,848 3,297 1,454 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 292) -101 -1,538 79 115 1,078 93 -381 199 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 2.9 5.2 52.4 81.7 76.9 89.8 23.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 3 7 17 13 36 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,579 COMMITMENTS 155,130 50,367 68,095 234,942 303,372 458,167 421,834 54,412 90,745 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -14,865) -10,106 -110 2,829 -26,207 -37,643 -33,484 -34,924 18,619 20,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 9.8 13.3 45.8 59.2 89.4 82.3 10.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505) 178 86 122 109 192 344 367 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 24,085 COMMITMENTS 20,248 2,836 1,102 3 4,471 21,353 8,409 2,732 15,676 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 768) 1,492 458 -201 0 166 1,291 423 -523 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.1 11.8 4.6 0.0 18.6 88.7 34.9 11.3 65.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 19 8 12 1 12 23 29 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 291,212 COMMITMENTS 55,135 22,717 55,630 152,760 195,896 263,525 274,243 27,687 16,969 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 8,693) 12,295 -703 2,022 -11,538 -1,008 2,779 311 5,914 8,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 7.8 19.1 52.5 67.3 90.5 94.2 9.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 56 37 55 61 52 149 125 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 905,321 COMMITMENTS 148,994 148,164 4,897 627,621 582,065 781,512 735,126 123,809 170,195 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -36,602) -37,886 -11,436 50 3,596 -15,432 -34,240 -26,818 -2,362 -9,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 16.4 0.5 69.3 64.3 86.3 81.2 13.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 36 38 25 71 80 120 130 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 223,879 COMMITMENTS 53,896 11,165 20,719 116,789 172,978 191,404 204,862 32,475 19,017 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 4,083) 4,743 -5,002 1,525 -10,172 -271 -3,904 -3,748 7,987 7,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 5.0 9.3 52.2 77.3 85.5 91.5 14.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 58 20 37 72 61 148 107 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,276 COMMITMENTS 7,085 346 1,186 8,538 18,506 16,809 20,038 4,467 1,238 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 832) -551 -115 319 508 481 276 685 556 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 1.6 5.6 40.1 87.0 79.0 94.2 21.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 36 3 13 29 24 65 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,131,638 COMMITMENTS 273,129 228,008 10,979 731,247 780,359 1015355 1019346 116,283 112,292 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -15,895) -28,101 -4,301 2,341 14,252 -9,211 -11,508 -11,171 -4,387 -4,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 20.1 1.0 64.6 69.0 89.7 90.1 10.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 41 40 16 89 85 136 135 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,072,126 COMMITMENTS 269,253 354,440 38,077 1470526 1297483 1777856 1690000 294,270 382,126 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -20,994) -4,062 -432 -10,478 -7,079 -21,968 -21,619 -32,878 625 11,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 17.1 1.8 71.0 62.6 85.8 81.6 14.2 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 48 75 30 89 119 153 208 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,829,252 COMMITMENTS 551,312 260,058 24,097 1025758 1297454 1601167 1581609 228,085 247,643 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -26,695) -28,736 1,106 -4,292 13,478 -23,248 -19,550 -26,434 -7,145 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 14.2 1.3 56.1 70.9 87.5 86.5 12.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 47 41 16 73 76 126 128 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 338,957 COMMITMENTS 54,506 32,032 43,090 213,888 234,583 311,484 309,705 27,473 29,252 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 8,750) -9,798 8,224 8,683 10,765 -3,695 9,650 13,212 -900 -4,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 9.5 12.7 63.1 69.2 91.9 91.4 8.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 23 17 25 51 48 85 82 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 27,763 COMMITMENTS 15,860 9,733 20 7,523 12,621 23,403 22,374 4,360 5,389 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 3,669) 1,802 1,544 4 1,096 1,011 2,902 2,559 767 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 35.1 0.1 27.1 45.5 84.3 80.6 15.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 14 3 9 9 25 23 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 80,007 COMMITMENTS 34,241 23,250 844 31,633 40,605 66,718 64,699 13,289 15,308 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 11,828) 9,288 4,842 287 221 4,431 9,796 9,560 2,032 2,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 29.1 1.1 39.5 50.8 83.4 80.9 16.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 35 30 4 17 21 52 55 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 50,675 COMMITMENTS 5,488 4,389 1,269 43,687 44,993 50,444 50,651 231 24 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 262) -189 -205 0 477 526 288 321 -26 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 8.7 2.5 86.2 88.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 15 3 19 11 30 28 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 17,918 COMMITMENTS 2,146 1,207 564 15,140 16,075 17,850 17,846 68 72 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -259) 202 -2,208 6 -447 1,935 -239 -267 -20 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 6.7 3.1 84.5 89.7 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 8 3 9 9 20 18
Updated April 4, 2008