WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 497,690: 88,068 62,472 145,387 230,447 233,078 463,902 440,937: 33,788 56,753
Old : 6,325: 2,784 2,407 715 1,154 2,151 4,653 5,273: 1,672 1,052
Other: 491,365: 88,495 63,276 141,461 229,293 230,927 459,249 435,664: 32,116 55,701
: : :
: : Changes in Commitments from: April 22, 2008 :
: -34,079: 679 4,578 -27,787 -7,347 -11,825 -34,455 -35,033: 377 955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.6 29.2 46.3 46.8 93.2 88.6: 6.8 11.4
Old : 100.0: 44.0 38.1 11.3 18.2 34.0 73.6 83.4: 26.4 16.6
Other: 100.0: 18.0 12.9 28.8 46.7 47.0 93.5 88.7: 6.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 92 131 150 83 123 280 317:
Old : 63: 17 12 1 9 27 26 40:
Other: 371: 91 141 141 82 123 271 316:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 15.7 33.0 24.1 19.7 13.8 28.9 20.0
Old : 41.9 38.2 56.2 65.2 30.6 35.4 44.9 57.1
Other: 22.8 15.6 33.4 24.1 20.0 13.7 29.2 20.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 2,115,380: 331,811 105,133 666,928 919,469 1,057,668 1,918,208 1,829,729: 197,172 285,651
Old : 1,033,848: 164,855 145,893 290,328 481,038 476,518 936,221 912,739: 97,627 121,109
Other: 1,081,532: 261,661 53,944 281,896 438,431 581,150 981,987 916,990: 99,545 164,542
: : :
: : Changes in Commitments from: April 22, 2008 :
: -162,120: -4,107 22,057 -111,805 -39,820 -65,356 -155,732 -155,103: -6,388 -7,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.0 31.5 43.5 50.0 90.7 86.5: 9.3 13.5
Old : 100.0: 15.9 14.1 28.1 46.5 46.1 90.6 88.3: 9.4 11.7
Other: 100.0: 24.2 5.0 26.1 40.5 53.7 90.8 84.8: 9.2 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 916: 238 158 322 313 415 723 795:
Old : 850: 196 176 252 253 363 593 696:
Other: 765: 200 133 179 218 391 485 641:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 14.3 22.1 20.5 10.4 6.9 15.9 10.7
Old : 15.0 13.6 24.0 20.2 14.8 8.8 22.8 12.8
Other: 15.8 17.3 26.4 24.1 10.2 10.0 15.9 13.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 14,961: 3,138 428 777 7,588 12,720 11,503 13,926: 3,458 1,036
Old : 442: 114 0 0 214 372 328 372: 114 70
Other: 14,519: 3,138 542 663 7,374 12,348 11,175 13,554: 3,344 966
: : :
: : Changes in Commitments from: April 22, 2008 :
: -1,754: 90 13 -687 -978 -935 -1,576 -1,610: -178 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.9 5.2 50.7 85.0 76.9 93.1: 23.1 6.9
Old : 100.0: 25.8 0.0 0.0 48.4 84.2 74.2 84.2: 25.8 15.8
Other: 100.0: 21.6 3.7 4.6 50.8 85.0 77.0 93.3: 23.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 5 6 14 15 36 23:
Old : 6: 1 0 0 1 4 2 4:
Other: 47: 18 6 5 14 15 35 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 : 29.3 56.4 44.9 75.5 24.9 47.4 37.6 63.7
Old : 74.2 84.2 74.2 84.2 74.2 84.2 74.2 84.2
Other: 30.2 56.2 45.1 75.2 25.7 47.0 38.7 63.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 661,079: 132,137 30,755 208,771 263,760 327,874 604,668 567,400: 56,410 93,679
Old : 340,910: 78,414 33,972 86,220 146,662 183,293 311,297 303,485: 29,614 37,426
Other: 320,168: 83,530 26,591 92,744 117,098 144,581 293,372 263,915: 26,796 56,253
: : :
: : Changes in Commitments from: April 22, 2008 :
: -114,333: -3,942 3,201 -72,439 -31,204 -38,834 -107,585 -108,071: -6,749 -6,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.7 31.6 39.9 49.6 91.5 85.8: 8.5 14.2
Old : 100.0: 23.0 10.0 25.3 43.0 53.8 91.3 89.0: 8.7 11.0
Other: 100.0: 26.1 8.3 29.0 36.6 45.2 91.6 82.4: 8.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 163 108 192 131 213 385 450:
Old : 476: 146 104 123 109 190 310 374:
Other: 426: 119 102 111 98 182 270 347:
:----------------------------------------------------------------------------------------------------
: 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 22.9 29.1 30.4 12.9 13.0 19.1 16.7
Old : 24.1 25.5 35.7 35.0 19.6 18.8 29.0 26.6
Other: 19.6 21.3 30.0 30.1 10.6 10.7 17.5 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,435: 18,675 2,242 570 1 3,261 19,246 6,073: 2,189 15,362
Old : 5,180: 3,711 1,012 297 1 721 4,009 2,030: 1,171 3,150
Other: 16,255: 15,108 1,374 129 0 2,540 15,237 4,043: 1,018 12,212
: : :
: : Changes in Commitments from: April 22, 2008 :
: -1,192: -93 676 -185 -3 -685 -281 -194: -911 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 10.5 2.7 0.0 15.2 89.8 28.3: 10.2 71.7
Old : 100.0: 71.6 19.5 5.7 0.0 13.9 77.4 39.2: 22.6 60.8
Other: 100.0: 92.9 8.5 0.8 0.0 15.6 93.7 24.9: 6.3 75.1
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 9 10 1 9 19 26:
Old : 34: 16 9 6 1 9 17 24:
Other: 26: 11 6 6 0 9 12 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 : 66.8 8.8 81.8 15.3 65.9 8.8 80.1 15.3
Old : 36.6 18.5 57.0 29.5 35.4 18.5 54.6 28.3
Other: 77.8 9.3 91.9 16.0 77.7 9.3 91.7 16.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 320,652: 36,131 18,625 87,640 169,490 196,376 293,261 302,641: 27,391 18,011
Old : 207,476: 33,824 30,800 37,190 115,144 125,071 186,157 193,062: 21,318 14,414
Other: 113,176: 20,827 6,345 31,930 54,346 71,304 107,104 109,579: 6,073 3,597
: : :
: : Changes in Commitments from: April 22, 2008 :
: -33,104: -5,073 -1,080 -14,526 -11,041 -19,772 -30,640 -35,377: -2,464 2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.8 27.3 52.9 61.2 91.5 94.4: 8.5 5.6
Old : 100.0: 16.3 14.8 17.9 55.5 60.3 89.7 93.1: 10.3 6.9
Other: 100.0: 18.4 5.6 28.2 48.0 63.0 94.6 96.8: 5.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 56 32 64 65 62 163 137:
Old : 184: 55 41 48 62 58 147 127:
Other: 125: 39 20 29 49 39 98 79:
:----------------------------------------------------------------------------------------------------
: 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 32.7 30.7 46.4 12.6 27.3 19.7 34.1
Old : 19.2 38.0 30.0 48.7 18.2 35.6 28.5 43.1
Other: 29.1 39.6 41.8 60.6 13.1 30.1 23.2 38.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 1,039,925: 111,279 142,769 84,750 711,772 614,288 907,802 841,807: 132,123 198,118
Old : 1,039,925: 111,279 142,769 84,750 711,772 614,288 907,802 841,807: 132,123 198,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -7,115: -4,819 3,863 -2,287 -4,959 -15,325 -12,066 -13,749: 4,951 6,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 13.7 8.1 68.4 59.1 87.3 80.9: 12.7 19.1
Old : 100.0: 10.7 13.7 8.1 68.4 59.1 87.3 80.9: 12.7 19.1
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 : 181: 40 44 55 75 84 143 155:
Old : 181: 40 44 55 75 84 143 155:
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 : 31.5 30.3 41.6 37.7 22.4 21.9 30.0 26.9
Old : 31.5 30.3 41.6 37.7 22.4 21.9 30.0 26.9
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 29, 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 : 237,457: 42,843 11,666 40,458 115,565 164,442 198,866 216,566: 38,592 20,891
Old : 131,468: 31,902 11,314 15,597 60,872 90,232 108,372 117,144: 23,095 14,324
Other: 105,990: 17,125 6,537 18,676 54,693 74,210 90,494 99,423: 15,496 6,567
: : :
: : Changes in Commitments from: April 22, 2008 :
: -16,237: -5,244 1,427 -8,405 -2,179 -10,952 -15,829 -17,930: -409 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.9 17.0 48.7 69.3 83.7 91.2: 16.3 8.8
Old : 100.0: 24.3 8.6 11.9 46.3 68.6 82.4 89.1: 17.6 10.9
Other: 100.0: 16.2 6.2 17.6 51.6 70.0 85.4 93.8: 14.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 51 29 52 75 67 157 129:
Old : 168: 50 34 39 64 62 136 116:
Other: 126: 33 22 31 59 38 109 76:
:----------------------------------------------------------------------------------------------------
: 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 41.8 28.9 52.7 14.3 38.6 21.4 43.6
Old : 21.6 41.3 29.1 49.6 20.8 39.8 28.1 47.4
Other: 20.9 47.0 33.1 61.6 19.0 40.7 29.5 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 23,892: 6,880 913 1,808 10,661 18,732 19,349 21,452: 4,544 2,440
Old : 12,680: 5,715 1,056 678 3,842 9,080 10,235 10,814: 2,445 1,866
Other: 11,212: 1,714 406 580 6,819 9,652 9,113 10,638: 2,099 574
: : :
: : Changes in Commitments from: April 22, 2008 :
: 197: -135 581 183 348 -1,178 396 -414: -198 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.8 7.6 44.6 78.4 81.0 89.8: 19.0 10.2
Old : 100.0: 45.1 8.3 5.3 30.3 71.6 80.7 85.3: 19.3 14.7
Other: 100.0: 15.3 3.6 5.2 60.8 86.1 81.3 94.9: 18.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 33 10 19 36 27 79 52:
Old : 79: 24 15 11 21 22 54 43:
Other: 58: 19 6 7 26 15 48 25:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 57.3 29.2 68.7 14.9 50.6 25.5 58.9
Old : 25.1 49.0 38.6 63.0 25.1 46.3 38.6 60.2
Other: 30.2 74.8 47.3 84.7 28.5 62.9 42.6 70.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 1,135,694: 194,467 169,423 27,344 789,767 826,861 1,011,577 1,023,628: 124,116 112,066
Old : 1,135,694: 194,467 169,423 27,344 789,767 826,861 1,011,577 1,023,628: 124,116 112,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -495: -8,182 -28,592 -731 13,934 36,012 5,021 6,689: -5,516 -7,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.9 2.4 69.5 72.8 89.1 90.1: 10.9 9.9
Old : 100.0: 17.1 14.9 2.4 69.5 72.8 89.1 90.1: 10.9 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 : 226: 48 37 27 113 91 172 144:
Old : 226: 48 37 27 113 91 172 144:
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 : 24.7 51.1 35.9 59.0 22.0 50.8 32.6 57.4
Old : 24.7 51.1 35.9 59.0 22.0 50.8 32.6 57.4
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 29, 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 : 2,733,235: 247,657 311,463 353,236 1,843,425 1,636,398 2,444,319 2,301,097: 288,917 432,139
Old : 2,733,235: 247,657 311,463 353,236 1,843,425 1,636,398 2,444,319 2,301,097: 288,917 432,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -122,675: 11,894 -7,587 -64,997 -57,219 -78,070 -110,323 -150,654: -12,352 27,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.4 12.9 67.4 59.9 89.4 84.2: 10.6 15.8
Old : 100.0: 9.1 11.4 12.9 67.4 59.9 89.4 84.2: 10.6 15.8
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 : 280: 55 63 72 129 143 222 241:
Old : 280: 55 63 72 129 143 222 241:
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 : 37.0 22.2 43.3 29.6 33.9 18.5 38.3 25.0
Old : 37.0 22.2 43.3 29.6 33.9 18.5 38.3 25.0
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 29, 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 : 2,095,521: 586,307 207,020 129,324 1,135,634 1,530,963 1,851,265 1,867,307: 244,255 228,214
Old : 2,095,521: 586,307 207,020 129,324 1,135,634 1,530,963 1,851,265 1,867,307: 244,255 228,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -10,527: -9,627 -27,645 -16,511 23,608 77,091 -2,531 32,935: -7,997 -43,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.9 6.2 54.2 73.1 88.3 89.1: 11.7 10.9
Old : 100.0: 28.0 9.9 6.2 54.2 73.1 88.3 89.1: 11.7 10.9
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 : 201: 40 46 44 89 95 151 164:
Old : 201: 40 46 44 89 95 151 164:
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 : 21.9 41.7 33.8 50.2 18.2 32.2 29.0 38.1
Old : 21.9 41.7 33.8 50.2 18.2 32.2 29.0 38.1
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 29, 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 : 872,099: 130,972 59,185 272,641 417,603 494,665 821,216 826,490: 50,882 45,608
Old : 872,099: 130,972 59,185 272,641 417,603 494,665 821,216 826,490: 50,882 45,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 110,057: -1,796 7,920 59,459 48,306 44,433 105,969 111,811: 4,088 -1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.8 31.3 47.9 56.7 94.2 94.8: 5.8 5.2
Old : 100.0: 15.0 6.8 31.3 47.9 56.7 94.2 94.8: 5.8 5.2
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 : 152: 47 26 53 72 60 138 124:
Old : 152: 47 26 53 72 60 138 124:
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 : 30.8 25.7 43.7 37.0 13.4 12.3 18.0 18.8
Old : 30.8 25.7 43.7 37.0 13.4 12.3 18.0 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,907: 3,642 2,390 712 2,716 7,088 7,069 10,189: 5,837 2,717
Old : 12,907: 3,642 2,390 712 2,716 7,088 7,069 10,189: 5,837 2,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.5 5.5 21.0 54.9 54.8 78.9: 45.2 21.1
Old : 100.0: 28.2 18.5 5.5 21.0 54.9 54.8 78.9: 45.2 21.1
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 : 23: 8 6 3 5 6 14 14:
Old : 23: 8 6 3 5 6 14 14:
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 : 30.3 56.9 45.9 67.7 25.6 56.9 38.4 65.9
Old : 30.3 56.9 45.9 67.7 25.6 56.9 38.4 65.9
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 29, 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 : 30,760: 15,972 11,875 680 9,499 13,185 26,150 25,740: 4,610 5,020
Old : 30,760: 15,972 11,875 680 9,499 13,185 26,150 25,740: 4,610 5,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 647: 463 985 38 655 -90 1,156 933: -509 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 38.6 2.2 30.9 42.9 85.0 83.7: 15.0 16.3
Old : 100.0: 51.9 38.6 2.2 30.9 42.9 85.0 83.7: 15.0 16.3
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 : 53: 16 20 9 11 7 34 29:
Old : 53: 16 20 9 11 7 34 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 : 40.9 42.3 56.2 61.4 40.9 41.6 56.2 60.4
Old : 40.9 42.3 56.2 61.4 40.9 41.6 56.2 60.4
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 29, 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 : 103,801: 40,465 28,505 2,483 46,454 56,353 89,403 87,340: 14,398 16,461
Old : 103,801: 40,465 28,505 2,483 46,454 56,353 89,403 87,340: 14,398 16,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 6,748: 2,459 2,280 475 2,203 3,298 5,136 6,053: 1,612 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 27.5 2.4 44.8 54.3 86.1 84.1: 13.9 15.9
Old : 100.0: 39.0 27.5 2.4 44.8 54.3 86.1 84.1: 13.9 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 : 109: 42 33 15 20 23 68 65:
Old : 109: 42 33 15 20 23 68 65:
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 : 34.5 37.5 47.2 51.7 34.0 36.5 46.6 49.0
Old : 34.5 37.5 47.2 51.7 34.0 36.5 46.6 49.0
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 29, 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 : 54,693: 8,115 2,808 846 39,965 50,985 48,926 54,639: 5,767 54
Old : 54,693: 8,115 2,808 846 39,965 50,985 48,926 54,639: 5,767 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,503: 2,322 -3,527 -126 -6,152 5,149 -3,956 1,496: 5,459 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.1 1.5 73.1 93.2 89.5 99.9: 10.5 0.1
Old : 100.0: 14.8 5.1 1.5 73.1 93.2 89.5 99.9: 10.5 0.1
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 : 45: 11 11 3 18 13 29 27:
Old : 45: 11 11 3 18 13 29 27:
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 : 59.5 80.8 73.9 93.7 55.2 70.0 66.2 81.9
Old : 59.5 80.8 73.9 93.7 55.2 70.0 66.2 81.9
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 29, 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 : 24,410: 5,289 696 20 19,052 23,564 24,361 24,280: 49 130
Old : 24,410: 5,289 696 20 19,052 23,564 24,361 24,280: 49 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 5,692: 3,301 -829 -437 2,844 6,924 5,708 5,658: -16 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.9 0.1 78.0 96.5 99.8 99.5: 0.2 0.5
Old : 100.0: 21.7 2.9 0.1 78.0 96.5 99.8 99.5: 0.2 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 : 31: 7 7 1 13 9 21 16:
Old : 31: 7 7 1 13 9 21 16:
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 : 78.2 91.3 92.8 96.1 77.2 86.4 88.2 90.7
Old : 78.2 91.3 92.8 96.1 77.2 86.4 88.2 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2008