WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 534,649: 87,707 54,653 176,214 234,849 247,532 498,770 478,400: 35,879 56,249
Old : 162,435: 31,144 48,503 34,890 82,334 65,681 148,368 149,074: 14,067 13,361
Other: 372,214: 82,857 32,444 115,031 152,515 181,852 350,403 329,327: 21,812 42,888
: : :
: : Changes in Commitments from: March 25, 2008 :
: -8,871: -873 -1,661 -2,021 -7,231 -3,861 -10,124 -7,543: 1,254 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.2 33.0 43.9 46.3 93.3 89.5: 6.7 10.5
Old : 100.0: 19.2 29.9 21.5 50.7 40.4 91.3 91.8: 8.7 8.2
Other: 100.0: 22.3 8.7 30.9 41.0 48.9 94.1 88.5: 5.9 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 95 125 153 89 127 287 316:
Old : 278: 70 106 73 43 83 154 222:
Other: 334: 107 93 114 87 121 256 271:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 16.0 30.0 25.1 17.7 13.6 25.7 18.6
Old : 28.7 22.4 41.4 33.0 28.5 20.4 40.4 30.5
Other: 20.2 16.5 31.2 25.2 18.3 13.9 26.2 18.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,144,353: 293,236 81,691 692,298 945,897 1,089,170 1,931,430 1,863,159: 212,922 281,194
Old : 1,214,421: 150,881 124,636 383,920 554,944 562,736 1,089,745 1,071,293: 124,676 143,128
Other: 929,932: 223,825 38,526 226,907 390,954 526,434 841,686 791,866: 88,246 138,066
: : :
: : Changes in Commitments from: March 25, 2008 :
: 74,517: 1,104 355 51,719 -5,678 3,675 47,145 55,749: 27,373 18,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.8 32.3 44.1 50.8 90.1 86.9: 9.9 13.1
Old : 100.0: 12.4 10.3 31.6 45.7 46.3 89.7 88.2: 10.3 11.8
Other: 100.0: 24.1 4.1 24.4 42.0 56.6 90.5 85.2: 9.5 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 823: 241 133 272 313 385 671 701:
Old : 777: 198 156 219 276 355 580 638:
Other: 673: 180 99 153 203 353 434 556:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 16.4 21.8 22.5 10.2 9.4 15.6 12.7
Old : 14.6 13.6 23.5 21.3 13.5 9.4 20.3 13.0
Other: 16.5 20.2 27.2 26.8 10.7 11.8 17.1 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,511: 1,894 426 1,768 8,248 11,786 11,910 13,980: 3,601 1,531
Old : 5,052: 966 274 639 1,817 3,624 3,422 4,538: 1,630 514
Other: 10,460: 1,356 580 701 6,431 8,161 8,488 9,443: 1,972 1,017
: : :
: : Changes in Commitments from: March 25, 2008 :
: 32: -17 -1,554 -55 -220 1,087 -292 -522: 323 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.7 11.4 53.2 76.0 76.8 90.1: 23.2 9.9
Old : 100.0: 19.1 5.4 12.7 36.0 71.7 67.7 89.8: 32.3 10.2
Other: 100.0: 13.0 5.5 6.7 61.5 78.0 81.2 90.3: 18.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 4 9 18 13 37 24:
Old : 36: 14 3 4 12 11 27 17:
Other: 37: 9 8 7 15 13 29 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 51.3 45.1 70.0 22.7 39.0 33.1 53.4
Old : 37.8 61.5 50.5 77.9 32.5 58.6 40.4 70.2
Other: 41.7 48.7 59.8 72.7 30.8 39.8 43.8 54.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 770,413: 126,307 40,295 278,529 301,372 351,197 706,209 670,021: 64,205 100,392
Old : 473,712: 70,776 39,207 170,501 191,838 213,279 433,115 422,986: 40,598 50,726
Other: 296,701: 77,573 23,130 85,987 109,534 137,919 273,094 247,035: 23,607 49,666
: : :
: : Changes in Commitments from: March 25, 2008 :
: -18,828: -9,860 3,543 -3,591 -26,610 -42,611 -40,061 -42,659: 21,233 23,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 5.2 36.2 39.1 45.6 91.7 87.0: 8.3 13.0
Old : 100.0: 14.9 8.3 36.0 40.5 45.0 91.4 89.3: 8.6 10.7
Other: 100.0: 26.1 7.8 29.0 36.9 46.5 92.0 83.3: 8.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 174 117 203 140 214 409 460:
Old : 502: 148 126 159 124 199 356 409:
Other: 392: 109 78 95 98 182 251 317:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 22.4 29.9 29.4 11.6 11.5 16.7 14.6
Old : 23.6 23.0 33.4 30.7 15.7 12.4 20.9 16.9
Other: 21.9 22.3 32.9 31.1 11.8 12.1 20.0 16.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,085: 20,248 2,836 1,102 3 4,471 21,353 8,409: 2,732 15,676
Old : 8,017: 5,715 1,769 566 3 1,469 6,284 3,804: 1,733 4,213
Other: 16,068: 14,953 1,487 116 0 3,002 15,069 4,605: 999 11,463
: : :
: : Changes in Commitments from: March 25, 2008 :
: 768: 1,492 458 -201 0 166 1,291 423: -523 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 11.8 4.6 0.0 18.6 88.7 34.9: 11.3 65.1
Old : 100.0: 71.3 22.1 7.1 0.0 18.3 78.4 47.4: 21.6 52.6
Other: 100.0: 93.1 9.3 0.7 0.0 18.7 93.8 28.7: 6.2 71.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 8 12 1 12 23 29:
Old : 39: 19 7 10 1 12 22 28:
Other: 31: 12 7 3 0 12 13 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 9.6 75.6 17.2 61.6 9.2 74.6 16.9
Old : 40.5 22.9 57.7 33.1 40.2 22.9 55.6 32.5
Other: 77.2 9.1 90.4 15.4 77.2 9.1 90.4 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 376,178: 33,352 21,496 120,098 192,477 214,918 345,926 356,512: 30,251 19,666
Old : 278,312: 34,483 34,291 71,203 147,284 155,817 252,970 261,311: 25,342 17,002
Other: 97,865: 17,774 6,110 29,990 45,193 59,101 92,957 95,201: 4,909 2,665
: : :
: : Changes in Commitments from: March 25, 2008 :
: 20,977: 2,020 -2,586 15,445 -2,154 -447 15,312 12,413: 5,666 8,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.7 31.9 51.2 57.1 92.0 94.8: 8.0 5.2
Old : 100.0: 12.4 12.3 25.6 52.9 56.0 90.9 93.9: 9.1 6.1
Other: 100.0: 18.2 6.2 30.6 46.2 60.4 95.0 97.3: 5.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 55 41 64 65 64 161 140:
Old : 185: 56 51 55 64 63 153 136:
Other: 116: 32 25 35 43 36 95 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.4 33.6 43.3 11.4 20.8 18.0 27.9
Old : 19.8 31.2 32.0 43.1 14.2 23.7 21.9 30.4
Other: 38.5 41.5 52.3 61.8 18.3 30.5 28.4 38.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,071,901: 151,582 146,186 93,322 695,619 648,824 940,523 888,333: 131,378 183,569
Old : 1,071,901: 151,582 146,186 93,322 695,619 648,824 940,523 888,333: 131,378 183,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -37,800: -43,252 -13,887 -914 8,030 -13,454 -36,136 -28,254: -1,665 -9,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.6 8.7 64.9 60.5 87.7 82.9: 12.3 17.1
Old : 100.0: 14.1 13.6 8.7 64.9 60.5 87.7 82.9: 12.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 39 47 57 87 95 158 167:
Old : 197: 39 47 57 87 95 158 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 28.8 34.4 35.6 19.6 23.4 27.6 28.7
Old : 23.8 28.8 34.4 35.6 19.6 23.4 27.6 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 258,298: 42,894 11,513 46,715 133,086 179,777 222,695 238,006: 35,603 20,292
Old : 164,920: 33,048 13,321 25,226 81,309 109,939 139,583 148,486: 25,338 16,434
Other: 93,377: 15,611 3,956 15,725 51,776 69,838 83,112 89,519: 10,265 3,858
: : :
: : Changes in Commitments from: March 25, 2008 :
: 4,850: 4,899 -3,848 2,098 -9,863 -1,390 -2,867 -3,140: 7,717 7,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 4.5 18.1 51.5 69.6 86.2 92.1: 13.8 7.9
Old : 100.0: 20.0 8.1 15.3 49.3 66.7 84.6 90.0: 15.4 10.0
Other: 100.0: 16.7 4.2 16.8 55.4 74.8 89.0 95.9: 11.0 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 52 29 47 73 68 152 124:
Old : 171: 50 34 41 67 66 141 119:
Other: 120: 34 17 27 60 37 108 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 38.6 31.6 52.7 17.6 36.5 25.3 43.4
Old : 25.5 35.4 32.3 46.7 23.5 32.6 29.9 41.9
Other: 23.4 50.5 36.9 64.7 21.7 43.9 33.0 57.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,228: 6,995 393 1,834 8,814 18,660 17,643 20,888: 4,585 1,340
Old : 14,553: 5,539 579 1,142 4,489 11,731 11,171 13,452: 3,383 1,101
Other: 7,675: 1,821 180 327 4,325 6,929 6,472 7,435: 1,203 239
: : :
: : Changes in Commitments from: March 25, 2008 :
: 858: -489 -54 285 501 473 296 704: 561 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 1.8 8.3 39.7 83.9 79.4 94.0: 20.6 6.0
Old : 100.0: 38.1 4.0 7.8 30.8 80.6 76.8 92.4: 23.2 7.6
Other: 100.0: 23.7 2.3 4.3 56.3 90.3 84.3 96.9: 15.7 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 6 16 29 24 67 43:
Old : 70: 27 9 10 18 22 48 38:
Other: 51: 17 6 8 21 12 41 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 63.8 28.4 75.6 14.9 57.0 25.5 66.0
Old : 21.5 58.5 34.4 72.4 19.5 52.0 31.1 64.7
Other: 34.3 78.2 50.4 88.8 33.1 70.7 48.6 78.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,147,933: 270,885 227,655 21,265 738,069 784,812 1,030,219 1,033,732: 117,714 114,201
Old : 1,147,933: 270,885 227,655 21,265 738,069 784,812 1,030,219 1,033,732: 117,714 114,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -15,514: -28,251 -4,062 2,519 14,071 -9,430 -11,660 -10,973: -3,854 -4,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.8 1.9 64.3 68.4 89.7 90.1: 10.3 9.9
Old : 100.0: 23.6 19.8 1.9 64.3 68.4 89.7 90.1: 10.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 42 43 28 95 88 151 145:
Old : 214: 42 43 28 95 88 151 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 44.6 34.8 55.1 19.7 44.3 31.8 54.5
Old : 21.7 44.6 34.8 55.1 19.7 44.3 31.8 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,844,830: 273,328 330,399 418,958 1,834,378 1,687,961 2,526,664 2,437,318: 318,166 407,512
Old : 2,844,830: 273,328 330,399 418,958 1,834,378 1,687,961 2,526,664 2,437,318: 318,166 407,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -27,093: 6,370 14,129 -22,422 -16,174 -34,863 -32,226 -43,156: 5,133 16,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.6 14.7 64.5 59.3 88.8 85.7: 11.2 14.3
Old : 100.0: 9.6 11.6 14.7 64.5 59.3 88.8 85.7: 11.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 51 76 71 121 142 212 249:
Old : 286: 51 76 71 121 142 212 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 19.9 41.8 27.9 29.8 16.9 34.9 21.5
Old : 35.0 19.9 41.8 27.9 29.8 16.9 34.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,039,615: 537,374 255,408 133,785 1,133,317 1,397,121 1,804,477 1,786,313: 235,139 253,302
Old : 2,039,615: 537,374 255,408 133,785 1,133,317 1,397,121 1,804,477 1,786,313: 235,139 253,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -29,025: -27,591 2,388 130 6,003 -30,525 -21,458 -28,007: -7,567 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.5 6.6 55.6 68.5 88.5 87.6: 11.5 12.4
Old : 100.0: 26.3 12.5 6.6 55.6 68.5 88.5 87.6: 11.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 44 46 39 86 84 147 153:
Old : 199: 44 46 39 86 84 147 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 37.9 31.8 48.1 19.6 32.7 30.0 37.8
Old : 21.2 37.9 31.8 48.1 19.6 32.7 30.0 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 414,297: 63,804 38,612 87,942 232,706 256,047 384,452 382,601: 29,845 31,697
Old : 414,297: 63,804 38,612 87,942 232,706 256,047 384,452 382,601: 29,845 31,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -15,009: -1,580 15,293 -17,278 3,838 -9,645 -15,020 -11,630: 11 -3,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.3 21.2 56.2 61.8 92.8 92.3: 7.2 7.7
Old : 100.0: 15.4 9.3 21.2 56.2 61.8 92.8 92.3: 7.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 24 21 34 53 52 91 96:
Old : 109: 24 21 34 53 52 91 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 21.2 37.8 36.0 13.8 14.7 21.3 22.3
Old : 27.1 21.2 37.8 36.0 13.8 14.7 21.3 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 28,990: 16,044 9,609 537 7,880 13,171 24,460 23,316: 4,530 5,674
Old : 28,990: 16,044 9,609 537 7,880 13,171 24,460 23,316: 4,530 5,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,885: 1,936 1,489 130 1,187 1,186 3,253 2,804: 633 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 33.1 1.9 27.2 45.4 84.4 80.4: 15.6 19.6
Old : 100.0: 55.3 33.1 1.9 27.2 45.4 84.4 80.4: 15.6 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 14 7 10 10 29 26:
Old : 46: 14 14 7 10 10 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 39.4 64.0 57.1 47.8 39.4 64.0 57.1
Old : 47.8 39.4 64.0 57.1 47.8 39.4 64.0 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 83,940: 34,280 22,626 2,188 34,048 43,442 70,516 68,256: 13,424 15,685
Old : 83,940: 34,280 22,626 2,188 34,048 43,442 70,516 68,256: 13,424 15,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 11,887: 9,232 4,879 360 272 4,353 9,864 9,591: 2,024 2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 27.0 2.6 40.6 51.8 84.0 81.3: 16.0 18.7
Old : 100.0: 40.8 27.0 2.6 40.6 51.8 84.0 81.3: 16.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 35 32 12 20 22 60 61:
Old : 100: 35 32 12 20 22 60 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 31.7 44.0 46.7 28.2 30.6 43.4 44.4
Old : 28.3 31.7 44.0 46.7 28.2 30.6 43.4 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 50,675: 5,488 4,389 1,269 43,687 44,993 50,444 50,651: 231 24
Old : 50,675: 5,488 4,389 1,269 43,687 44,993 50,444 50,651: 231 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 262: -189 -205 0 477 526 288 321: -26 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.7 2.5 86.2 88.8 99.5 100.0: 0.5 0.0
Old : 100.0: 10.8 8.7 2.5 86.2 88.8 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 15 3 19 11 30 28:
Old : 48: 10 15 3 19 11 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 81.2 86.1 91.6 66.9 70.9 76.3 79.9
Old : 74.1 81.2 86.1 91.6 66.9 70.9 76.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 17,918: 2,146 1,207 564 15,140 16,075 17,850 17,846: 68 72
Old : 17,918: 2,146 1,207 564 15,140 16,075 17,850 17,846: 68 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -259: 202 -2,208 6 -447 1,935 -239 -267: -20 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.7 3.1 84.5 89.7 99.6 99.6: 0.4 0.4
Old : 100.0: 12.0 6.7 3.1 84.5 89.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 8 3 9 9 20 18:
Old : 32: 9 8 3 9 9 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 83.2 92.8 92.4 78.7 74.2 83.2 82.4
Old : 84.1 83.2 92.8 92.4 78.7 74.2 83.2 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2008