WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,369 COMMITMENTS 93,207 67,383 50,429 196,731 203,066 340,367 320,878 29,002 48,491 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -10,194) 1,205 386 -3,021 -6,897 -6,233 -8,713 -8,868 -1,481 -1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 18.2 13.7 53.3 55.0 92.1 86.9 7.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 92 105 109 79 114 243 270 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,488,009 COMMITMENTS 449,814 113,397 227,765 665,447 911,259 1343026 1252421 144,983 235,588 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 21,007) 2,418 1,085 22,331 11,887 11,913 36,636 35,329 -15,629 -14,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 7.6 15.3 44.7 61.2 90.3 84.2 9.7 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 853) 234 128 220 261 379 620 665 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,562 COMMITMENTS 3,833 413 519 7,855 13,552 12,207 14,484 3,355 1,078 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 129) -14 -1 41 148 130 175 170 -46 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 2.7 3.3 50.5 87.1 78.4 93.1 21.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 23 2 5 13 15 37 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,833 COMMITMENTS 164,082 37,744 74,627 234,131 324,454 472,840 436,825 51,993 88,008 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 6,813) 7,144 602 -325 3,593 9,810 10,412 10,087 -3,599 -3,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 7.2 14.2 44.6 61.8 90.1 83.2 9.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 185 83 163 108 198 369 404 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 22,627 COMMITMENTS 18,768 1,566 755 4 3,946 19,527 6,267 3,100 16,360 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -416) 311 -967 -316 -341 -135 -346 -1,418 -70 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.9 6.9 3.3 0.0 17.4 86.3 27.7 13.7 72.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 6 8 1 11 14 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 273,495 COMMITMENTS 50,807 24,686 44,510 150,360 190,535 245,677 259,731 27,818 13,764 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 2,175) 7,358 -2,776 -3,366 -2,006 5,446 1,986 -696 189 2,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 9.0 16.3 55.0 69.7 89.8 95.0 10.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 60 30 58 66 54 163 122 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 890,843 COMMITMENTS 116,309 136,280 8,150 649,845 569,472 774,304 713,902 116,539 176,941 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -14,771) -19,419 -25,540 669 18,778 18,180 28 -6,691 -14,799 -8,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 15.3 0.9 72.9 63.9 86.9 80.1 13.1 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 40 40 27 54 76 105 132 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 220,561 COMMITMENTS 56,022 11,050 24,426 104,521 167,483 184,969 202,959 35,592 17,602 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,639) 2,543 1,091 -2,613 1,325 156 1,255 -1,366 384 3,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 5.0 11.1 47.4 75.9 83.9 92.0 16.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 64 23 44 72 59 161 112 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,689 COMMITMENTS 7,029 411 924 10,105 19,646 18,058 20,981 4,631 1,708 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 31) -331 1 6 181 -246 -144 -239 175 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 1.8 4.1 44.5 86.6 79.6 92.5 20.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 34 6 13 34 26 72 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,116,204 COMMITMENTS 204,637 197,714 18,344 765,740 782,097 988,721 998,155 127,483 118,049 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 29,996) 10,368 -11,574 -1,031 20,289 35,442 29,626 22,837 370 7,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 17.7 1.6 68.6 70.1 88.6 89.4 11.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 51 36 16 96 80 152 127 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,081,506 COMMITMENTS 248,867 343,688 36,588 1522710 1332497 1808165 1712773 273,341 368,733 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -13,486) -22,816 -13,740 -3,880 26,401 31,708 -295 14,088 -13,191 -27,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 16.5 1.8 73.2 64.0 86.9 82.3 13.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 43 80 38 99 122 162 221 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,900,683 COMMITMENTS 616,439 241,285 27,573 1012436 1369156 1656448 1638014 244,235 262,669 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 114,173) 66,039 -13,733 173 30,167 106,574 96,379 93,014 17,794 21,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 12.7 1.5 53.3 72.0 87.2 86.2 12.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 49 42 22 72 82 128 140 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 583,356 COMMITMENTS 109,564 57,015 93,914 335,359 389,363 538,837 540,292 44,519 43,064 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 170,763) 22,455 20,471 32,049 103,093 105,989 157,597 158,509 13,166 12,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 9.8 16.1 57.5 66.7 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 38 18 32 61 54 115 93 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,364 COMMITMENTS 15,458 10,913 291 8,723 13,196 24,472 24,400 4,892 4,964 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 187) 267 547 163 -365 -1,116 65 -406 122 593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 37.2 1.0 29.7 44.9 83.3 83.1 16.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 17 4 11 7 30 24 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,432 COMMITMENTS 38,107 26,864 596 41,121 49,491 79,824 76,951 12,608 15,481 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,247) 4,038 -6,428 -157 -3,545 5,627 336 -958 911 2,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 29.1 0.6 44.5 53.5 86.4 83.3 13.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 41 36 5 17 23 60 62 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 53,190 COMMITMENTS 5,793 6,335 972 46,117 45,836 52,882 53,143 308 47 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 7) 515 1,677 -297 -194 -1,334 24 46 -17 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 11.9 1.8 86.7 86.2 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 13 3 16 11 26 26 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 18,718 COMMITMENTS 1,988 1,525 457 16,208 16,640 18,653 18,622 65 96 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 533) -408 979 124 837 -576 553 527 -20 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 8.1 2.4 86.6 88.9 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 10 3 12 10 21 21
Updated April 25, 2008