WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 378,560 COMMITMENTS 89,544 61,773 56,250 201,446 210,762 347,240 328,785 31,320 49,775 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -1,626) -3,534 -233 -3,607 6,273 2,186 -868 -1,654 -758 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 16.3 14.9 53.2 55.7 91.7 86.9 8.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 91 103 118 80 114 246 279 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,421,150 COMMITMENTS 435,489 109,130 175,559 654,442 893,689 1265490 1178378 155,660 242,772 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 24,603) 33,549 -1,942 -1,877 -10,803 16,082 20,869 12,263 3,734 12,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 7.7 12.4 46.1 62.9 89.0 82.9 11.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807) 238 126 191 256 351 591 606 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,019 COMMITMENTS 3,397 414 603 7,557 12,756 11,557 13,773 3,462 1,246 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 717) 626 -6 -136 62 1,067 552 925 165 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 2.8 4.0 50.3 84.9 76.9 91.7 23.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 20 2 7 16 14 37 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,185 COMMITMENTS 155,570 39,448 67,218 219,957 301,700 442,745 408,366 54,440 88,819 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -15,394) 440 -10,919 -877 -14,985 -1,672 -15,422 -13,468 28 -1,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 7.9 13.5 44.2 60.7 89.1 82.1 10.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495) 170 84 138 99 190 338 375 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 23,206 COMMITMENTS 18,884 2,563 1,151 1 3,744 20,036 7,458 3,170 15,748 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -879) -1,364 -273 49 -2 -727 -1,317 -951 438 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.4 11.0 5.0 0.0 16.1 86.3 32.1 13.7 67.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 14 9 11 1 10 18 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,154 COMMITMENTS 45,633 26,014 50,629 154,925 186,918 251,187 263,561 25,967 13,593 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -14,058) -9,502 3,297 -5,001 2,165 -8,978 -12,338 -10,682 -1,720 -3,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 9.4 18.3 55.9 67.4 90.6 95.1 9.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 49 38 62 66 53 154 132 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,360 COMMITMENTS 146,628 144,696 6,307 592,853 553,633 745,788 704,636 129,572 170,724 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -29,961) -2,366 -3,468 1,410 -34,768 -28,432 -35,724 -30,490 5,763 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 16.5 0.7 67.7 63.2 85.2 80.5 14.8 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 40 38 21 65 79 116 127 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 221,557 COMMITMENTS 53,419 10,837 20,852 113,097 171,643 187,368 203,332 34,189 18,225 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -2,322) -477 -328 133 -3,692 -1,335 -4,036 -1,530 1,714 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 4.9 9.4 51.0 77.5 84.6 91.8 15.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 58 21 42 71 58 153 109 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,295 COMMITMENTS 7,327 353 846 9,553 19,755 17,726 20,954 4,569 1,341 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 1,019) 242 7 -340 1,015 1,249 917 916 102 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 1.6 3.8 42.8 88.6 79.5 94.0 20.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 36 5 14 28 21 66 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,127,666 COMMITMENTS 240,756 219,764 13,939 743,157 777,537 997,852 1011240 129,814 116,426 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -3,972) -32,373 -8,244 2,960 11,910 -2,822 -17,503 -8,106 13,531 4,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 19.5 1.2 65.9 69.0 88.5 89.7 11.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 45 38 16 92 83 142 132 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,045,787 COMMITMENTS 250,034 335,950 34,943 1476387 1296064 1761364 1666957 284,423 378,830 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -26,339) -19,219 -18,490 -3,134 5,861 -1,419 -16,492 -23,043 -9,847 -3,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 16.4 1.7 72.2 63.4 86.1 81.5 13.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 45 72 33 88 119 154 203 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,854,264 COMMITMENTS 567,815 233,328 29,143 1036541 1355667 1633499 1618138 220,765 236,126 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 25,012) 16,503 -26,730 5,046 10,783 58,213 32,332 36,529 -7,320 -11,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 12.6 1.6 55.9 73.1 88.1 87.3 11.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 45 41 16 74 80 126 131 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 379,667 COMMITMENTS 80,736 40,587 54,663 212,346 252,121 347,745 347,371 31,922 32,296 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 40,710) 26,230 8,555 11,573 -1,542 17,538 36,261 37,666 4,449 3,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 10.7 14.4 55.9 66.4 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 27 14 21 49 45 88 73 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,698 COMMITMENTS 15,462 10,040 130 8,411 13,993 24,003 24,163 7,695 7,535 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 3,935) -398 307 110 888 1,372 600 1,789 3,335 2,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 31.7 0.4 26.5 44.1 75.7 76.2 24.3 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 14 16 3 10 9 27 25 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 80,192 COMMITMENTS 29,824 23,638 1,280 37,900 41,702 69,004 66,620 11,188 13,572 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 185) -4,417 388 436 6,267 1,097 2,286 1,921 -2,101 -1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 29.5 1.6 47.3 52.0 86.0 83.1 14.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 36 30 4 18 25 55 58 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 50,827 COMMITMENTS 5,332 3,694 1,313 43,966 45,763 50,611 50,770 216 57 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 152) -156 -695 44 279 770 167 119 -15 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 7.3 2.6 86.5 90.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 14 4 19 10 31 26 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,288 COMMITMENTS 2,124 1,392 420 15,609 16,373 18,153 18,185 135 103 CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 370) -22 185 -144 469 298 303 339 67 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 7.6 2.3 85.4 89.5 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 6 3 9 10 20 17
Updated April 11,2008