WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,563 COMMITMENTS 92,002 66,997 53,450 203,628 209,299 349,080 329,746 30,483 49,817 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 1,003) 2,458 5,224 -2,800 2,182 -1,463 1,840 961 -837 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 17.7 14.1 53.6 55.1 92.0 86.9 8.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 99 105 115 84 120 254 285 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,467,002 COMMITMENTS 447,396 112,312 205,434 653,560 899,346 1306390 1217092 160,612 249,910 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 45,852) 11,907 3,182 29,875 -882 5,657 40,900 38,714 4,952 7,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 7.7 14.0 44.6 61.3 89.1 83.0 10.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 838) 237 128 207 263 366 613 640 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,433 COMMITMENTS 3,847 414 478 7,707 13,422 12,032 14,314 3,401 1,119 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 414) 450 0 -125 150 666 475 541 -61 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 2.7 3.1 49.9 87.0 78.0 92.7 22.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 22 2 4 15 14 37 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,020 COMMITMENTS 156,938 37,142 74,952 230,538 314,644 462,428 426,738 55,592 91,282 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 20,835) 1,368 -2,306 7,734 10,581 12,944 19,683 18,372 1,152 2,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 7.2 14.5 44.5 60.7 89.3 82.4 10.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503) 182 74 148 107 196 357 386 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 23,043 COMMITMENTS 18,457 2,533 1,071 345 4,081 19,873 7,685 3,170 15,358 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -163) -427 -30 -80 344 337 -163 227 0 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.1 11.0 4.6 1.5 17.7 86.2 33.4 13.8 66.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 8 10 1 11 14 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 271,320 COMMITMENTS 43,449 27,462 47,876 152,366 185,089 243,691 260,427 27,629 10,893 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -5,834) -2,184 1,448 -2,753 -2,559 -1,829 -7,496 -3,134 1,662 -2,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 10.1 17.6 56.2 68.2 89.8 96.0 10.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 54 37 59 63 51 155 125 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 905,614 COMMITMENTS 135,728 161,820 7,481 631,067 551,292 774,276 720,593 131,338 185,021 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 30,254) -10,900 17,124 1,174 38,214 -2,341 28,488 15,957 1,766 14,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 17.9 0.8 69.7 60.9 85.5 79.6 14.5 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 35 48 24 60 78 107 138 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 218,922 COMMITMENTS 53,479 9,959 27,039 103,196 167,327 183,714 204,325 35,208 14,597 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -2,635) 60 -878 6,187 -9,901 -4,316 -3,654 993 1,019 -3,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 4.5 12.4 47.1 76.4 83.9 93.3 16.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 64 24 53 72 61 164 121 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,658 COMMITMENTS 7,360 410 918 9,924 19,892 18,202 21,220 4,456 1,438 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 363) 33 57 72 371 137 476 266 -113 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 1.8 4.1 43.8 87.8 80.3 93.7 19.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 37 5 14 32 23 72 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,086,208 COMMITMENTS 194,269 209,288 19,375 745,451 746,655 959,095 975,318 127,113 110,890 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -41,458) -46,487 -10,476 5,436 2,294 -30,882 -38,757 -35,922 -2,701 -5,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 19.3 1.8 68.6 68.7 88.3 89.8 11.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 48 34 15 94 81 147 125 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,094,992 COMMITMENTS 271,683 357,428 40,468 1496309 1300789 1808460 1698685 286,532 396,307 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 49,205) 21,649 21,478 5,525 19,922 4,725 47,096 31,728 2,109 17,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 17.1 1.9 71.4 62.1 86.3 81.1 13.7 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 50 79 44 95 119 172 215 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,786,510 COMMITMENTS 550,400 255,018 27,400 982,269 1262582 1560069 1545000 226,441 241,510 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -67,754) -17,415 21,690 -1,743 -54,272 -93,085 -73,430 -73,138 5,676 5,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 14.3 1.5 55.0 70.7 87.3 86.5 12.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 43 45 17 70 76 119 133 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 412,593 COMMITMENTS 87,109 36,544 61,865 232,266 283,374 381,240 381,783 31,353 30,810 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 32,926) 6,373 -4,043 7,202 19,920 31,253 33,495 34,412 -569 -1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 8.9 15.0 56.3 68.7 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 29 13 24 53 52 95 82 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,177 COMMITMENTS 15,191 10,366 128 9,088 14,312 24,407 24,806 4,770 4,371 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -2,521) -271 326 -2 677 319 404 643 -2,925 -3,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 35.5 0.4 31.1 49.1 83.7 85.0 16.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 18 3 10 9 27 27 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 91,185 COMMITMENTS 34,069 33,292 753 44,666 43,864 79,488 77,909 11,697 13,276 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 10,993) 4,245 9,654 -527 6,766 2,162 10,484 11,289 509 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 36.5 0.8 49.0 48.1 87.2 85.4 12.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 37 43 4 17 22 56 67 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 53,183 COMMITMENTS 5,278 4,658 1,269 46,311 47,170 52,858 53,097 325 86 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 2,356) -54 964 -44 2,345 1,407 2,247 2,327 109 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 8.8 2.4 87.1 88.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 13 3 16 11 27 26 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,185 COMMITMENTS 2,396 546 333 15,371 17,216 18,100 18,095 85 90 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -103) 272 -846 -87 -238 843 -53 -90 -50 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 3.0 1.8 84.5 94.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 6 3 9 10 19 18
Updated April 18, 2008