WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,690 COMMITMENTS 88,068 62,472 145,387 230,447 233,078 463,902 440,937 33,788 56,753 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -34,079) 679 4,578 -27,787 -7,347 -11,825 -34,455 -35,033 377 955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 12.6 29.2 46.3 46.8 93.2 88.6 6.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 92 131 150 83 123 280 317 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,115,380 COMMITMENTS 331,811 105,133 666,928 919,469 1057668 1918208 1829729 197,172 285,651 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -162,120) -4,107 22,057 -111,805 -39,820 -65,356 -155,732 -155,103 -6,388 -7,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 5.0 31.5 43.5 50.0 90.7 86.5 9.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 916) 238 158 322 313 415 723 795 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,961 COMMITMENTS 3,138 428 777 7,588 12,720 11,503 13,926 3,458 1,036 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -1,754) 90 13 -687 -978 -935 -1,576 -1,610 -178 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 2.9 5.2 50.7 85.0 76.9 93.1 23.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 5 6 14 15 36 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 661,079 COMMITMENTS 132,137 30,755 208,771 263,760 327,874 604,668 567,400 56,410 93,679 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -114,333) -3,942 3,201 -72,439 -31,204 -38,834 -107,585 -108,071 -6,749 -6,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 4.7 31.6 39.9 49.6 91.5 85.8 8.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521) 163 108 192 131 213 385 450 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 21,435 COMMITMENTS 18,675 2,242 570 1 3,261 19,246 6,073 2,189 15,362 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -1,192) -93 676 -185 -3 -685 -281 -194 -911 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.1 10.5 2.7 0.0 15.2 89.8 28.3 10.2 71.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 16 9 10 1 9 19 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 320,652 COMMITMENTS 36,131 18,625 87,640 169,490 196,376 293,261 302,641 27,391 18,011 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -33,104) -5,073 -1,080 -14,526 -11,041 -19,772 -30,640 -35,377 -2,464 2,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 5.8 27.3 52.9 61.2 91.5 94.4 8.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 56 32 64 65 62 163 137 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,039,925 COMMITMENTS 111,279 142,769 84,750 711,772 614,288 907,802 841,807 132,123 198,118 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -7,115) -4,819 3,863 -2,287 -4,959 -15,325 -12,066 -13,749 4,951 6,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 13.7 8.1 68.4 59.1 87.3 80.9 12.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 40 44 55 75 84 143 155 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 237,457 COMMITMENTS 42,843 11,666 40,458 115,565 164,442 198,866 216,566 38,592 20,891 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -16,237) -5,244 1,427 -8,405 -2,179 -10,952 -15,829 -17,930 -409 1,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 4.9 17.0 48.7 69.3 83.7 91.2 16.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 51 29 52 75 67 157 129 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,892 COMMITMENTS 6,880 913 1,808 10,661 18,732 19,349 21,452 4,544 2,440 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 197) -135 581 183 348 -1,178 396 -414 -198 612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 3.8 7.6 44.6 78.4 81.0 89.8 19.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 10 19 36 27 79 52 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,135,694 COMMITMENTS 194,467 169,423 27,344 789,767 826,861 1011577 1023628 124,116 112,066 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -495) -8,182 -28,592 -731 13,934 36,012 5,021 6,689 -5,516 -7,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 14.9 2.4 69.5 72.8 89.1 90.1 10.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 48 37 27 113 91 172 144 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,733,235 COMMITMENTS 247,657 311,463 353,236 1843425 1636398 2444319 2301097 288,917 432,139 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -122,675) 11,894 -7,587 -64,997 -57,219 -78,070 -110,323 -150,654 -12,352 27,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 11.4 12.9 67.4 59.9 89.4 84.2 10.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 55 63 72 129 143 222 241 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,095,521 COMMITMENTS 586,307 207,020 129,324 1135634 1530963 1851265 1867307 244,255 228,214 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -10,527) -9,627 -27,645 -16,511 23,608 77,091 -2,531 32,935 -7,997 -43,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 9.9 6.2 54.2 73.1 88.3 89.1 11.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 40 46 44 89 95 151 164 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 872,099 COMMITMENTS 130,972 59,185 272,641 417,603 494,665 821,216 826,490 50,882 45,608 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 110,057) -1,796 7,920 59,459 48,306 44,433 105,969 111,811 4,088 -1,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 6.8 31.3 47.9 56.7 94.2 94.8 5.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 47 26 53 72 60 138 124 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,907 COMMITMENTS 3,642 2,390 712 2,716 7,088 7,069 10,189 5,837 2,717 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 18.5 5.5 21.0 54.9 54.8 78.9 45.2 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 6 3 5 6 14 14 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 30,760 COMMITMENTS 15,972 11,875 680 9,499 13,185 26,150 25,740 4,610 5,020 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 647) 463 985 38 655 -90 1,156 933 -509 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 38.6 2.2 30.9 42.9 85.0 83.7 15.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 20 9 11 7 34 29 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,801 COMMITMENTS 40,465 28,505 2,483 46,454 56,353 89,403 87,340 14,398 16,461 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 6,748) 2,459 2,280 475 2,203 3,298 5,136 6,053 1,612 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 27.5 2.4 44.8 54.3 86.1 84.1 13.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 42 33 15 20 23 68 65 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 54,693 COMMITMENTS 8,115 2,808 846 39,965 50,985 48,926 54,639 5,767 54 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,503) 2,322 -3,527 -126 -6,152 5,149 -3,956 1,496 5,459 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 5.1 1.5 73.1 93.2 89.5 99.9 10.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 11 3 18 13 29 27 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 24,410 COMMITMENTS 5,289 696 20 19,052 23,564 24,361 24,280 49 130 CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 5,692) 3,301 -829 -437 2,844 6,924 5,708 5,658 -16 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 2.9 0.1 78.0 96.5 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 1 13 9 21 16
Updated May 2, 2008