WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 535,557: 87,091 60,080 170,063 243,134 248,498 500,289 478,642: 35,268 56,915
Old : 76,041: 7,864 12,205 31,550 25,276 24,196 64,690 67,950: 11,351 8,091
Other: 459,515: 86,392 55,041 131,348 217,858 224,302 435,599 410,692: 23,917 48,824
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,503: 739 3,522 -87 2,414 -781 3,066 2,654: -1,563 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.2 31.8 45.4 46.4 93.4 89.4: 6.6 10.6
Old : 100.0: 10.3 16.1 41.5 33.2 31.8 85.1 89.4: 14.9 10.6
Other: 100.0: 18.8 12.0 28.6 47.4 48.8 94.8 89.4: 5.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 94 139 153 93 130 298 323:
Old : 225: 59 78 69 43 72 140 181:
Other: 364: 96 124 133 90 127 277 300:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 16.0 31.1 24.8 18.2 13.5 26.7 18.7
Old : 24.0 20.7 37.7 34.8 19.7 15.9 24.4 22.0
Other: 22.1 17.0 33.4 25.4 20.3 15.2 29.4 20.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 2,280,549: 341,564 77,940 763,691 950,906 1,129,886 2,056,162 1,971,518: 224,387 309,031
Old : 1,264,662: 181,234 130,480 415,620 540,397 568,842 1,137,250 1,114,942: 127,412 149,720
Other: 1,015,887: 254,400 41,530 254,002 410,509 561,044 918,911 856,576: 96,975 159,311
: : :
: : Changes in Commitments from: April 8, 2008 :
: 80,400: 19,409 -880 49,885 6,225 18,050 75,520 67,055: 4,880 13,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.4 33.5 41.7 49.5 90.2 86.4: 9.8 13.6
Old : 100.0: 14.3 10.3 32.9 42.7 45.0 89.9 88.2: 10.1 11.8
Other: 100.0: 25.0 4.1 25.0 40.4 55.2 90.5 84.3: 9.5 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 881: 267 125 302 327 406 720 753:
Old : 827: 209 166 240 280 372 615 676:
Other: 728: 200 113 167 215 372 468 600:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.5 21.1 22.0 9.7 8.3 14.9 11.7
Old : 14.1 13.0 22.5 21.2 12.8 8.8 19.9 12.1
Other: 15.6 19.0 26.4 25.9 9.9 10.8 15.5 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 16,574: 3,056 414 1,432 8,398 13,530 12,886 15,376: 3,688 1,199
Old : 4,033: 1,176 110 559 1,078 3,009 2,814 3,678: 1,219 355
Other: 12,541: 2,057 481 696 7,320 10,521 10,073 11,698: 2,468 844
: : :
: : Changes in Commitments from: April 8, 2008 :
: 241: 597 -33 -252 -67 675 278 390: -38 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 2.5 8.6 50.7 81.6 77.7 92.8: 22.3 7.2
Old : 100.0: 29.2 2.7 13.9 26.7 74.6 69.8 91.2: 30.2 8.8
Other: 100.0: 16.4 3.8 5.5 58.4 83.9 80.3 93.3: 19.7 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 2 7 17 14 39 23:
Old : 31: 14 1 4 10 9 24 14:
Other: 43: 15 5 5 17 14 34 22:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 54.3 44.7 72.9 21.6 42.4 32.6 56.4
Old : 38.7 67.2 54.9 84.2 26.8 57.1 35.7 64.5
Other: 36.1 52.5 53.9 74.5 28.6 42.0 42.8 56.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 778,709: 130,606 26,999 290,067 290,105 357,831 710,778 674,896: 67,931 103,812
Old : 464,649: 74,432 32,417 170,091 179,770 212,631 424,293 415,138: 40,355 49,510
Other: 314,060: 85,785 24,194 90,364 110,335 145,200 286,485 259,758: 27,576 54,302
: : :
: : Changes in Commitments from: April 8, 2008 :
: 22,111: 4,280 -3,861 12,998 4,735 11,087 22,013 20,224: 98 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.5 37.2 37.3 46.0 91.3 86.7: 8.7 13.3
Old : 100.0: 16.0 7.0 36.6 38.7 45.8 91.3 89.3: 8.7 10.7
Other: 100.0: 27.3 7.7 28.8 35.1 46.2 91.2 82.7: 8.8 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 544: 187 99 217 140 214 421 472:
Old : 513: 164 115 171 123 202 370 423:
Other: 401: 114 87 104 97 179 260 325:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 23.0 29.1 30.3 11.2 11.7 16.4 14.8
Old : 22.7 25.4 31.9 32.4 14.6 14.1 21.4 18.7
Other: 20.7 22.2 31.6 30.9 11.4 11.1 18.0 14.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,043: 18,457 2,533 1,071 345 4,081 19,873 7,685: 3,170 15,358
Old : 6,918: 3,742 1,315 653 345 1,400 4,740 3,368: 2,178 3,550
Other: 16,125: 15,001 1,504 132 0 2,681 15,133 4,317: 992 11,808
: : :
: : Changes in Commitments from: April 8, 2008 :
: -163: -427 -30 -80 344 337 -163 227: 0 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 11.0 4.6 1.5 17.7 86.2 33.4: 13.8 66.6
Old : 100.0: 54.1 19.0 9.4 5.0 20.2 68.5 48.7: 31.5 51.3
Other: 100.0: 93.0 9.3 0.8 0.0 16.6 93.8 26.8: 6.2 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 8 10 1 11 14 28:
Old : 32: 11 9 8 1 11 14 26:
Other: 27: 10 7 7 0 10 11 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 : 66.0 9.0 80.5 16.9 64.1 9.0 76.7 16.7
Old : 44.7 20.0 60.7 32.6 41.3 17.3 55.0 28.4
Other: 78.0 9.3 92.1 15.9 78.0 9.3 91.9 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 350,329: 36,112 22,275 103,416 180,316 211,423 319,844 337,114: 30,485 13,215
Old : 248,650: 31,247 34,822 58,348 133,778 145,289 223,373 238,459: 25,277 10,191
Other: 101,678: 22,181 4,769 27,751 46,538 66,134 96,471 98,655: 5,208 3,024
: : :
: : Changes in Commitments from: April 8, 2008 :
: -7,943: 9,279 -218 -8,315 -10,516 3,799 -9,553 -4,735: 1,610 -3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.4 29.5 51.5 60.4 91.3 96.2: 8.7 3.8
Old : 100.0: 12.6 14.0 23.5 53.8 58.4 89.8 95.9: 10.2 4.1
Other: 100.0: 21.8 4.7 27.3 45.8 65.0 94.9 97.0: 5.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 51 43 70 66 62 165 142:
Old : 186: 52 52 60 62 60 152 138:
Other: 122: 39 20 31 47 35 101 74:
:----------------------------------------------------------------------------------------------------
: 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 32.3 28.1 46.2 11.9 25.9 19.3 34.1
Old : 16.2 36.7 26.7 49.7 13.4 31.5 22.4 38.8
Other: 28.7 41.1 41.8 62.6 13.7 30.9 24.0 41.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 1,068,286: 142,504 162,803 87,431 698,997 617,398 928,932 867,632: 139,354 200,655
Old : 1,068,286: 142,504 162,803 87,431 698,997 617,398 928,932 867,632: 139,354 200,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 40,697: -9,798 17,278 4,660 43,682 3,553 38,543 25,490: 2,154 15,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.2 8.2 65.4 57.8 87.0 81.2: 13.0 18.8
Old : 100.0: 13.3 15.2 8.2 65.4 57.8 87.0 81.2: 13.0 18.8
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 : 200: 39 60 60 79 90 154 174:
Old : 200: 39 60 60 79 90 154 174:
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 : 28.7 28.1 39.1 35.4 20.8 20.6 29.7 25.6
Old : 28.7 28.1 39.1 35.4 20.8 20.6 29.7 25.6
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 15, 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 : 251,581: 45,076 9,272 51,404 116,601 174,765 213,081 235,440: 38,501 16,141
Old : 154,610: 33,248 11,584 28,044 65,810 101,661 127,101 141,288: 27,509 13,322
Other: 96,971: 18,659 4,519 16,529 50,792 73,104 85,979 94,152: 10,991 2,819
: : :
: : Changes in Commitments from: April 8, 2008 :
: -4,927: 2,629 -860 4,396 -12,143 -3,820 -5,118 -284: 191 -4,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 3.7 20.4 46.3 69.5 84.7 93.6: 15.3 6.4
Old : 100.0: 21.5 7.5 18.1 42.6 65.8 82.2 91.4: 17.8 8.6
Other: 100.0: 19.2 4.7 17.0 52.4 75.4 88.7 97.1: 11.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 59 32 62 73 70 168 139:
Old : 182: 56 37 54 64 66 150 132:
Other: 128: 38 20 32 59 38 114 75:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 41.8 27.3 52.5 13.1 37.9 19.6 43.4
Old : 19.4 37.9 26.1 46.4 17.2 35.5 23.4 42.9
Other: 21.5 50.8 34.5 65.3 20.2 44.7 31.1 58.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 23,595: 7,364 368 1,556 10,098 20,140 19,017 22,064: 4,577 1,531
Old : 13,732: 5,800 507 802 4,321 11,296 10,923 12,605: 2,809 1,128
Other: 9,862: 1,963 260 355 5,776 8,844 8,094 9,459: 1,768 403
: : :
: : Changes in Commitments from: April 8, 2008 :
: 334: 102 30 32 300 205 435 268: -101 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 1.6 6.6 42.8 85.4 80.6 93.5: 19.4 6.5
Old : 100.0: 42.2 3.7 5.8 31.5 82.3 79.5 91.8: 20.5 8.2
Other: 100.0: 19.9 2.6 3.6 58.6 89.7 82.1 95.9: 17.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 40 6 17 32 23 74 45:
Old : 74: 30 9 12 19 21 52 40:
Other: 54: 23 3 6 22 12 46 20:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 65.6 27.6 76.8 14.4 58.8 24.7 67.1
Old : 22.7 59.6 36.3 73.9 21.0 53.6 33.2 66.7
Other: 31.8 78.6 47.7 88.4 31.4 70.7 45.7 78.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 1,104,490: 191,932 209,481 29,135 754,377 753,492 975,445 992,108: 129,045 112,381
Old : 1,104,490: 191,932 209,481 29,135 754,377 753,492 975,445 992,108: 129,045 112,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -39,432: -47,181 -10,923 7,021 3,531 -30,007 -36,628 -33,909: -2,804 -5,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.0 2.6 68.3 68.2 88.3 89.8: 11.7 10.2
Old : 100.0: 17.4 19.0 2.6 68.3 68.2 88.3 89.8: 11.7 10.2
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 : 216: 50 36 26 102 88 160 142:
Old : 216: 50 36 26 102 88 160 142:
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 : 25.3 49.1 35.9 58.5 22.8 48.5 32.6 57.2
Old : 25.3 49.1 35.9 58.5 22.8 48.5 32.6 57.2
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 15, 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 : 2,850,707: 263,505 326,614 420,281 1,857,110 1,680,509 2,540,895 2,427,404: 309,812 423,303
Old : 2,850,707: 263,505 326,614 420,281 1,857,110 1,680,509 2,540,895 2,427,404: 309,812 423,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 62,318: 8,206 19,868 11,621 39,779 12,333 59,606 43,822: 2,713 18,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.5 14.7 65.1 59.0 89.1 85.2: 10.9 14.8
Old : 100.0: 9.2 11.5 14.7 65.1 59.0 89.1 85.2: 10.9 14.8
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 : 294: 49 85 84 124 142 222 262:
Old : 294: 49 85 84 124 142 222 262:
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 : 35.6 20.7 41.6 28.4 31.0 17.3 35.5 22.0
Old : 35.6 20.7 41.6 28.4 31.0 17.3 35.5 22.0
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 15, 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 : 1,998,569: 535,900 240,885 143,916 1,082,918 1,364,048 1,762,734 1,748,849: 235,835 249,720
Old : 1,998,569: 535,900 240,885 143,916 1,082,918 1,364,048 1,762,734 1,748,849: 235,835 249,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -52,858: -17,389 18,225 5,210 -45,565 -82,545 -57,745 -59,111: 4,887 6,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.1 7.2 54.2 68.3 88.2 87.5: 11.8 12.5
Old : 100.0: 26.8 12.1 7.2 54.2 68.3 88.2 87.5: 11.8 12.5
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 : 195: 46 45 43 81 85 145 156:
Old : 195: 46 45 43 81 85 145 156:
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 : 22.4 40.4 33.6 49.3 18.9 32.1 29.7 37.8
Old : 22.4 40.4 33.6 49.3 18.9 32.1 29.7 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 15, 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 : 548,577: 111,997 47,792 140,476 263,091 326,892 515,564 515,161: 33,013 33,416
Old : 548,577: 111,997 47,792 140,476 263,091 326,892 515,564 515,161: 33,013 33,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 55,720: 21,320 2,231 16,512 20,368 38,593 58,200 57,335: -2,479 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.7 25.6 48.0 59.6 94.0 93.9: 6.0 6.1
Old : 100.0: 20.4 8.7 25.6 48.0 59.6 94.0 93.9: 6.0 6.1
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 : 120: 27 22 40 61 55 108 102:
Old : 120: 27 22 40 61 55 108 102:
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 : 33.1 22.9 44.6 36.0 20.8 13.7 25.7 20.7
Old : 33.1 22.9 44.6 36.0 20.8 13.7 25.7 20.7
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 15, 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 : 30,215: 15,209 10,327 630 9,221 14,448 25,059 25,405: 5,156 4,810
Old : 30,215: 15,209 10,327 630 9,221 14,448 25,059 25,405: 5,156 4,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -2,884: -447 422 -33 351 -204 -129 184: -2,755 -3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 34.2 2.1 30.5 47.8 82.9 84.1: 17.1 15.9
Old : 100.0: 50.3 34.2 2.1 30.5 47.8 82.9 84.1: 17.1 15.9
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 : 51: 14 19 7 10 9 30 29:
Old : 51: 14 19 7 10 9 30 29:
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 : 42.7 40.7 60.4 60.1 42.7 40.7 60.4 59.7
Old : 42.7 40.7 60.4 60.1 42.7 40.7 60.4 59.7
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 15, 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 : 95,669: 34,090 32,617 2,263 47,453 47,242 83,807 82,123: 11,863 13,547
Old : 95,669: 34,090 32,617 2,263 47,453 47,242 83,807 82,123: 11,863 13,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 11,156: 4,278 9,534 -416 6,771 2,433 10,633 11,550: 523 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 34.1 2.4 49.6 49.4 87.6 85.8: 12.4 14.2
Old : 100.0: 35.6 34.1 2.4 49.6 49.4 87.6 85.8: 12.4 14.2
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 : 116: 38 44 13 19 24 63 75:
Old : 116: 38 44 13 19 24 63 75:
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 : 36.0 33.0 50.5 47.1 35.6 31.9 50.1 45.2
Old : 36.0 33.0 50.5 47.1 35.6 31.9 50.1 45.2
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 15, 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 : 53,183: 5,278 4,658 1,269 46,311 47,170 52,858 53,097: 325 86
Old : 53,183: 5,278 4,658 1,269 46,311 47,170 52,858 53,097: 325 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 2,356: -54 964 -44 2,345 1,407 2,247 2,327: 109 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.8 2.4 87.1 88.7 99.4 99.8: 0.6 0.2
Old : 100.0: 9.9 8.8 2.4 87.1 88.7 99.4 99.8: 0.6 0.2
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 : 45: 10 13 3 16 11 27 26:
Old : 45: 10 13 3 16 11 27 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 : 74.2 80.0 87.8 91.4 69.2 72.2 79.3 82.5
Old : 74.2 80.0 87.8 91.4 69.2 72.2 79.3 82.5
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 15, 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 : 18,185: 2,396 546 333 15,371 17,216 18,100 18,095: 85 90
Old : 18,185: 2,396 546 333 15,371 17,216 18,100 18,095: 85 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -103: 272 -846 -87 -238 843 -53 -90: -50 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.0 1.8 84.5 94.7 99.5 99.5: 0.5 0.5
Old : 100.0: 13.2 3.0 1.8 84.5 94.7 99.5 99.5: 0.5 0.5
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 : 30: 9 6 3 9 10 19 18:
Old : 30: 9 6 3 9 10 19 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 : 86.0 85.0 94.0 93.1 84.7 84.5 91.1 92.2
Old : 86.0 85.0 94.0 93.1 84.7 84.5 91.1 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2008