WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,119 COMMITMENTS 88,013 68,494 50,385 197,347 196,768 335,745 315,647 29,374 49,472 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -4,250) -5,194 1,111 -44 616 -6,298 -4,622 -5,231 372 981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 18.8 13.8 54.1 53.9 92.0 86.5 8.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 90 108 104 76 112 238 271 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,430,665 COMMITMENTS 451,309 138,826 195,382 638,743 869,661 1285434 1203869 145,231 226,796 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -57,344) 1,495 25,429 -32,383 -26,704 -41,598 -57,592 -48,552 248 -8,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 9.7 13.7 44.6 60.8 89.8 84.1 10.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 875) 240 130 230 240 372 609 681 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,248 COMMITMENTS 3,527 411 252 7,236 12,667 11,015 13,330 3,233 918 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -1,314) -306 -2 -267 -619 -885 -1,192 -1,154 -122 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 2.9 1.8 50.8 88.9 77.3 93.6 22.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 21 2 3 13 15 35 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,613 COMMITMENTS 149,941 41,426 60,435 219,683 292,503 430,059 394,364 46,554 82,249 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -48,220) -14,141 3,682 -14,192 -14,448 -31,951 -42,781 -42,461 -5,439 -5,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 8.7 12.7 46.1 61.4 90.2 82.7 9.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485) 144 95 145 102 193 328 383 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 21,435 COMMITMENTS 18,675 2,242 570 1 3,261 19,246 6,073 2,189 15,362 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -1,192) -93 676 -185 -3 -685 -281 -194 -911 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.1 10.5 2.7 0.0 15.2 89.8 28.3 10.2 71.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 16 9 10 1 9 19 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 269,249 COMMITMENTS 43,943 25,903 45,887 153,707 181,188 243,537 252,978 25,712 16,271 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -4,246) -6,864 1,217 1,377 3,347 -9,347 -2,140 -6,753 -2,106 2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 9.6 17.0 57.1 67.3 90.5 94.0 9.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 51 31 61 62 51 154 124 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 907,702 COMMITMENTS 110,278 139,790 16,258 658,567 567,244 785,103 723,292 122,599 184,410 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 16,859) -6,031 3,510 8,108 8,722 -2,228 10,799 9,390 6,060 7,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 15.4 1.8 72.6 62.5 86.5 79.7 13.5 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 36 37 32 60 73 112 126 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 207,216 COMMITMENTS 50,723 10,654 19,413 102,631 159,006 172,767 189,073 34,449 18,143 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -13,345) -5,299 -396 -5,013 -1,890 -8,477 -12,202 -13,886 -1,143 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 5.1 9.4 49.5 76.7 83.4 91.2 16.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 56 20 39 71 59 150 109 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,762 COMMITMENTS 6,946 848 1,187 10,169 18,443 18,302 20,478 4,460 2,284 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 73) -83 437 263 64 -1,203 244 -503 -171 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 3.7 5.2 44.7 81.0 80.4 90.0 19.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 30 8 16 36 26 75 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,115,804 COMMITMENTS 195,076 169,766 18,876 779,660 817,179 993,612 1005821 122,192 109,983 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -400) -9,561 -27,948 532 13,920 35,082 4,891 7,666 -5,291 -8,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 15.2 1.7 69.9 73.2 89.0 90.1 11.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 50 33 16 103 85 157 130 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,083,199 COMMITMENTS 263,991 324,554 38,350 1513264 1317586 1815605 1680490 267,594 402,709 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,693) 15,124 -19,134 1,762 -9,446 -14,911 7,440 -32,283 -5,747 33,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 15.6 1.8 72.6 63.2 87.2 80.7 12.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 54 60 43 101 123 178 204 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,928,167 COMMITMENTS 605,289 211,727 31,633 1052044 1463638 1688966 1706998 239,201 221,169 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 27,484) -11,150 -29,558 4,060 39,608 94,482 32,518 68,984 -5,034 -41,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 11.0 1.6 54.6 75.9 87.6 88.5 12.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 45 40 23 74 86 126 143 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 684,133 COMMITMENTS 122,700 75,151 135,311 377,113 432,450 635,124 642,912 49,009 41,221 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 100,777) 13,136 18,136 41,397 41,754 43,087 96,287 102,620 4,490 -1,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 11.0 19.8 55.1 63.2 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 44 22 41 65 57 127 107 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,443 COMMITMENTS 3,681 2,378 401 2,716 7,088 6,798 9,867 5,645 2,576 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 19.1 3.2 21.8 57.0 54.6 79.3 45.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 5 2 5 6 14 13 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,990 COMMITMENTS 15,908 11,910 337 9,368 13,094 25,613 25,341 4,377 4,649 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 626) 450 997 46 645 -102 1,141 941 -515 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 39.7 1.1 31.2 43.7 85.4 84.5 14.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 16 19 5 11 7 32 26 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,774 COMMITMENTS 40,560 29,066 1,055 42,973 52,599 84,588 82,720 14,186 16,054 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 6,342) 2,453 2,202 459 1,852 3,108 4,764 5,769 1,578 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 29.4 1.1 43.5 53.3 85.6 83.7 14.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 40 33 7 18 22 61 59 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 54,693 COMMITMENTS 8,115 2,808 846 39,965 50,985 48,926 54,639 5,767 54 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,503) 2,322 -3,527 -126 -6,152 5,149 -3,956 1,496 5,459 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 5.1 1.5 73.1 93.2 89.5 99.9 10.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 11 3 18 13 29 27 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 24,410 COMMITMENTS 5,289 696 20 19,052 23,564 24,361 24,280 49 130 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 5,692) 3,301 -829 -437 2,844 6,924 5,708 5,658 -16 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 2.9 0.1 78.0 96.5 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 1 13 9 21 16
Updated May 2, 2008