WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 423,126: 74,418 116,462 69,453 246,983 184,712 390,854 370,627: 32,272 52,499
Old : 191,561: 47,107 91,170 9,933 116,848 63,000 173,888 164,103: 17,673 27,458
Other: 231,565: 49,059 47,040 37,772 130,135 121,712 216,966 206,524: 14,599 25,041
: : :
: : Changes in Commitments from: February 16, 2010 :
: -19,484: -3,184 -12,335 -4,003 -10,055 -595 -17,242 -16,933: -2,242 -2,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.5 16.4 58.4 43.7 92.4 87.6: 7.6 12.4
Old : 100.0: 24.6 47.6 5.2 61.0 32.9 90.8 85.7: 9.2 14.3
Other: 100.0: 21.2 20.3 16.3 56.2 52.6 93.7 89.2: 6.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 95 135 124 70 92 259 286:
Old : 313: 83 126 40 53 74 161 222:
Other: 269: 75 82 77 54 84 181 202:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 15.7 43.1 23.2 25.5 13.5 41.3 19.8
Old : 38.1 13.0 51.2 22.4 37.9 13.0 51.0 22.4
Other: 29.9 23.1 41.5 33.7 28.3 19.4 38.8 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,124,609: 246,323 156,326 150,743 604,459 559,339 1,001,525 866,408: 123,084 258,201
Old : 810,973: 167,504 181,857 85,617 461,085 381,726 714,206 649,200: 96,767 161,773
Other: 313,636: 129,136 24,786 14,809 143,374 177,613 287,319 217,208: 26,317 96,428
: : :
: : Changes in Commitments from: February 16, 2010 :
: -49,233: -11,271 -12,232 -20,458 -14,318 -7,525 -46,047 -40,215: -3,186 -9,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 13.9 13.4 53.7 49.7 89.1 77.0: 10.9 23.0
Old : 100.0: 20.7 22.4 10.6 56.9 47.1 88.1 80.1: 11.9 19.9
Other: 100.0: 41.2 7.9 4.7 45.7 56.6 91.6 69.3: 8.4 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 138 134 191 200 260 465 523:
Old : 611: 132 157 151 192 247 421 485:
Other: 444: 103 73 47 82 223 204 332:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 13.0 28.2 18.4 18.1 12.0 27.2 16.3
Old : 24.4 13.1 34.8 19.8 24.2 11.9 34.5 17.9
Other: 26.7 15.6 37.6 22.5 26.6 15.6 36.8 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,188: 2,607 2,395 73 8,651 9,969 11,331 12,437: 2,857 1,751
Old : 9,989: 2,243 2,137 5 5,222 6,333 7,470 8,475: 2,519 1,514
Other: 4,199: 364 258 68 3,429 3,636 3,861 3,962: 338 237
: : :
: : Changes in Commitments from: February 16, 2010 :
: 191: -352 -9 -108 515 94 55 -23: 136 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.9 0.5 61.0 70.3 79.9 87.7: 20.1 12.3
Old : 100.0: 22.5 21.4 0.1 52.3 63.4 74.8 84.8: 25.2 15.2
Other: 100.0: 8.7 6.1 1.6 81.7 86.6 92.0 94.4: 8.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 13 2 17 13 27 28:
Old : 42: 10 12 1 14 9 24 22:
Other: 20: 4 1 1 8 11 12 13:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 53.1 55.5 68.0 34.4 49.7 49.4 64.5
Old : 37.8 54.2 54.6 70.2 37.0 54.2 52.8 70.2
Other: 63.3 65.5 88.5 86.4 59.7 64.4 76.9 82.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 448,051: 86,634 71,842 66,047 249,289 217,205 401,970 355,094: 46,081 92,957
Old : 324,536: 71,393 57,030 35,350 180,803 173,628 287,546 266,008: 36,990 58,528
Other: 123,515: 39,968 39,539 5,970 68,486 43,577 114,424 89,086: 9,091 34,429
: : :
: : Changes in Commitments from: February 16, 2010 :
: -34,132: -8,003 -3,192 -19,632 -6,663 -7,199 -34,298 -30,023: 166 -4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.0 14.7 55.6 48.5 89.7 79.3: 10.3 20.7
Old : 100.0: 22.0 17.6 10.9 55.7 53.5 88.6 82.0: 11.4 18.0
Other: 100.0: 32.4 32.0 4.8 55.4 35.3 92.6 72.1: 7.4 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 101 132 127 104 146 298 341:
Old : 400: 104 130 94 92 135 259 309:
Other: 272: 55 84 26 52 107 123 207:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 16.5 31.7 23.6 18.5 15.0 28.1 19.5
Old : 23.5 20.4 35.4 29.2 23.3 19.2 34.3 26.1
Other: 36.6 16.4 48.8 24.4 35.7 15.6 47.7 23.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,470: 10,349 370 516 78 1,713 10,943 2,599: 2,527 10,871
Old : 4,606: 2,403 625 237 78 199 2,718 1,061: 1,888 3,545
Other: 8,864: 8,201 0 24 0 1,514 8,225 1,538: 639 7,326
: : :
: : Changes in Commitments from: February 16, 2010 :
: -1,500: -1,222 -345 -167 -1 -120 -1,390 -632: -110 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 2.7 3.8 0.6 12.7 81.2 19.3: 18.8 80.7
Old : 100.0: 52.2 13.6 5.1 1.7 4.3 59.0 23.0: 41.0 77.0
Other: 100.0: 92.5 0.0 0.3 0.0 17.1 92.8 17.4: 7.2 82.6
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 2 10 2 6 15 17:
Old : 19: 11 3 7 2 4 13 14:
Other: 18: 12 0 3 0 6 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 53.3 11.1 72.0 17.3 53.1 10.1 71.3 14.9
Old : 39.3 18.1 54.8 21.9 39.1 16.5 51.6 17.7
Other: 60.9 13.2 84.3 17.3 60.9 13.2 84.0 17.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 291,380: 50,405 36,237 60,041 151,708 171,800 262,154 268,078: 29,226 23,302
Old : 251,185: 39,563 40,583 47,507 138,192 142,290 225,262 230,380: 25,923 20,805
Other: 40,195: 18,712 3,524 4,664 13,516 29,510 36,892 37,698: 3,303 2,497
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,481: -1,717 3,327 125 2,332 -1,721 740 1,731: 741 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.4 20.6 52.1 59.0 90.0 92.0: 10.0 8.0
Old : 100.0: 15.8 16.2 18.9 55.0 56.6 89.7 91.7: 10.3 8.3
Other: 100.0: 46.6 8.8 11.6 33.6 73.4 91.8 93.8: 8.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 56 65 86 57 59 179 183:
Old : 235: 55 79 76 56 57 170 175:
Other: 90: 31 21 18 25 21 66 52:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 27.6 35.7 38.5 17.4 26.3 27.1 34.7
Old : 22.8 24.2 38.9 36.2 19.6 23.6 31.6 33.2
Other: 33.0 54.2 54.4 70.2 32.0 53.3 50.8 66.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 703,202: 46,872 148,387 13,804 517,963 359,757 578,639 521,948: 124,563 181,254
Old : 703,202: 46,872 148,387 13,804 517,963 359,757 578,639 521,948: 124,563 181,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 36,174: 4,591 -1,722 4,646 22,434 -5,040 31,671 -2,116: 4,503 38,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 21.1 2.0 73.7 51.2 82.3 74.2: 17.7 25.8
Old : 100.0: 6.7 21.1 2.0 73.7 51.2 82.3 74.2: 17.7 25.8
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 : 146: 25 27 18 67 76 101 112:
Old : 146: 25 27 18 67 76 101 112:
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 19.0 36.2 27.5 19.5 18.2 32.5 26.1
Old : 21.9 19.0 36.2 27.5 19.5 18.2 32.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,397: 93 343 131 8,016 7,808 8,240 8,282: 157 115
Old : 8,397: 93 343 131 8,016 7,808 8,240 8,282: 157 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 123: 38 -39 39 114 183 191 183: -68 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.1 1.6 95.5 93.0 98.1 98.6: 1.9 1.4
Old : 100.0: 1.1 4.1 1.6 95.5 93.0 98.1 98.6: 1.9 1.4
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 : 25: 2 4 2 18 19 22 23:
Old : 25: 2 4 2 18 19 22 23:
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 : 72.7 75.9 85.1 86.3 19.9 22.1 27.7 28.4
Old : 72.7 75.9 85.1 86.3 19.9 22.1 27.7 28.4
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 201,275: 53,158 28,438 26,386 88,154 119,365 167,698 174,189: 33,577 27,086
Old : 165,313: 44,882 23,194 20,704 70,560 97,664 136,146 141,562: 29,167 23,751
Other: 35,962: 9,911 6,879 4,047 17,594 21,701 31,552 32,627: 4,410 3,335
: : :
: : Changes in Commitments from: February 16, 2010 :
: -5,035: -2,101 -3,419 -1,382 -3,223 140 -6,706 -4,661: 1,671 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.1 13.1 43.8 59.3 83.3 86.5: 16.7 13.5
Old : 100.0: 27.1 14.0 12.5 42.7 59.1 82.4 85.6: 17.6 14.4
Other: 100.0: 27.6 19.1 11.3 48.9 60.3 87.7 90.7: 12.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 45 41 53 60 50 146 121:
Old : 169: 46 44 50 60 48 142 118:
Other: 80: 21 16 17 34 16 65 42:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 39.5 25.8 49.6 16.1 32.6 25.4 40.6
Old : 15.6 38.9 26.9 49.0 15.4 30.2 26.2 38.7
Other: 29.2 50.8 47.7 65.3 29.2 48.4 47.7 61.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,348: 3,734 1,528 1,362 7,972 11,334 13,068 14,224: 3,280 2,124
Old : 14,169: 3,729 1,569 1,105 6,483 9,849 11,317 12,523: 2,852 1,646
Other: 2,179: 156 110 106 1,489 1,485 1,751 1,701: 428 478
: : :
: : Changes in Commitments from: February 16, 2010 :
: 173: -1,165 115 670 589 -1,265 94 -480: 79 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.3 8.3 48.8 69.3 79.9 87.0: 20.1 13.0
Old : 100.0: 26.3 11.1 7.8 45.8 69.5 79.9 88.4: 20.1 11.6
Other: 100.0: 7.2 5.0 4.9 68.3 68.2 80.4 78.1: 19.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 25 9 18 31 19 66 44:
Old : 78: 25 10 16 27 16 61 40:
Other: 26: 6 2 4 10 12 17 18:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 51.2 35.7 65.0 22.0 48.6 34.5 58.7
Old : 21.4 54.4 35.5 67.5 21.0 52.3 34.2 61.0
Other: 60.5 45.8 70.7 68.5 60.3 44.6 68.9 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 984,639: 269,250 134,177 21,820 579,266 687,854 870,336 843,851: 114,303 140,788
Old : 984,639: 269,250 134,177 21,820 579,266 687,854 870,336 843,851: 114,303 140,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -26,234: -52,025 -2,473 -26,523 35,572 -12,346 -42,976 -41,342: 16,742 15,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.6 2.2 58.8 69.9 88.4 85.7: 11.6 14.3
Old : 100.0: 27.3 13.6 2.2 58.8 69.9 88.4 85.7: 11.6 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 : 232: 38 45 25 89 125 138 184:
Old : 232: 38 45 25 89 125 138 184:
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 : 30.9 19.4 39.0 26.1 29.8 17.3 37.2 22.8
Old : 30.9 19.4 39.0 26.1 29.8 17.3 37.2 22.8
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,404,172: 110,019 235,405 115,725 893,212 764,134 1,118,956 1,115,264: 285,216 288,908
Old : 1,404,172: 110,019 235,405 115,725 893,212 764,134 1,118,956 1,115,264: 285,216 288,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -28,921: -54,953 -74,402 54,961 -46,621 -19,112 -46,613 -38,553: 17,692 9,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 16.8 8.2 63.6 54.4 79.7 79.4: 20.3 20.6
Old : 100.0: 7.8 16.8 8.2 63.6 54.4 79.7 79.4: 20.3 20.6
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 : 226: 33 56 38 98 107 155 179:
Old : 226: 33 56 38 98 107 155 179:
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 : 25.9 20.8 34.3 31.7 22.3 15.0 27.4 20.7
Old : 25.9 20.8 34.3 31.7 22.3 15.0 27.4 20.7
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 926,340: 110,533 100,924 33,394 579,204 566,743 723,131 701,061: 203,209 225,279
Old : 926,340: 110,533 100,924 33,394 579,204 566,743 723,131 701,061: 203,209 225,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -23,798: -22,598 -47,347 12,570 -13,020 -4,473 -23,048 -39,250: -750 15,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.9 3.6 62.5 61.2 78.1 75.7: 21.9 24.3
Old : 100.0: 11.9 10.9 3.6 62.5 61.2 78.1 75.7: 21.9 24.3
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 : 140: 22 23 18 66 75 97 107:
Old : 140: 22 23 18 66 75 97 107:
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 : 21.6 16.1 33.3 25.3 15.5 11.2 24.8 18.5
Old : 21.6 16.1 33.3 25.3 15.5 11.2 24.8 18.5
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 653,386: 78,479 83,942 82,497 451,356 438,772 612,332 605,211: 41,054 48,175
Old : 653,386: 78,479 83,942 82,497 451,356 438,772 612,332 605,211: 41,054 48,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 63,016: 11,303 11,853 11,292 36,006 31,525 58,601 54,670: 4,415 8,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.8 12.6 69.1 67.2 93.7 92.6: 6.3 7.4
Old : 100.0: 12.0 12.8 12.6 69.1 67.2 93.7 92.6: 6.3 7.4
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 : 131: 21 32 31 60 64 101 112:
Old : 131: 21 32 31 60 64 101 112:
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 : 35.7 29.3 49.4 39.4 27.8 13.5 33.0 18.8
Old : 35.7 29.3 49.4 39.4 27.8 13.5 33.0 18.8
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,278: 3,357 1,497 3 8,666 9,628 12,026 11,128: 2,252 3,150
Old : 14,278: 3,357 1,497 3 8,666 9,628 12,026 11,128: 2,252 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 129: 711 -348 0 -310 511 401 163: -272 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.5 0.0 60.7 67.4 84.2 77.9: 15.8 22.1
Old : 100.0: 23.5 10.5 0.0 60.7 67.4 84.2 77.9: 15.8 22.1
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: 5 3 1 6 9 12 12:
Old : 23: 5 3 1 6 9 12 12:
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 : 63.0 49.7 78.1 68.5 63.0 49.7 78.1 68.5
Old : 63.0 49.7 78.1 68.5 63.0 49.7 78.1 68.5
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,823: 26,869 11,606 874 31,386 48,259 59,129 60,739: 12,694 11,084
Old : 71,823: 26,869 11,606 874 31,386 48,259 59,129 60,739: 12,694 11,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 6,685: 8,795 -1,177 131 -2,553 8,072 6,373 7,026: 312 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 16.2 1.2 43.7 67.2 82.3 84.6: 17.7 15.4
Old : 100.0: 37.4 16.2 1.2 43.7 67.2 82.3 84.6: 17.7 15.4
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 : 90: 30 17 7 23 28 56 49:
Old : 90: 30 17 7 23 28 56 49:
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 : 23.0 37.2 36.4 53.9 22.9 36.0 36.2 51.6
Old : 23.0 37.2 36.4 53.9 22.9 36.0 36.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,683: 8,418 12,563 0 3,866 117 12,284 12,680: 399 3
Old : 12,683: 8,418 12,563 0 3,866 117 12,284 12,680: 399 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 0: 44 0 0 -45 0 -1 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 99.1 0.0 30.5 0.9 96.9 100.0: 3.1 0.0
Old : 100.0: 66.4 99.1 0.0 30.5 0.9 96.9 100.0: 3.1 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 : 21: 11 5 0 3 2 14 7:
Old : 21: 11 5 0 3 2 14 7:
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 : 74.3 98.5 92.0 100.0 74.3 98.5 92.0 100.0
Old : 74.3 98.5 92.0 100.0 74.3 98.5 92.0 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,031: 1,052 1,235 209 9,730 9,433 10,991 10,877: 40 154
Old : 11,031: 1,052 1,235 209 9,730 9,433 10,991 10,877: 40 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 677: 626 -451 -583 738 1,648 781 614: -104 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.2 1.9 88.2 85.5 99.6 98.6: 0.4 1.4
Old : 100.0: 9.5 11.2 1.9 88.2 85.5 99.6 98.6: 0.4 1.4
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 : 39: 5 8 2 14 15 19 25:
Old : 39: 5 8 2 14 15 19 25:
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 : 64.8 63.0 88.5 80.2 55.5 58.2 70.4 68.4
Old : 64.8 63.0 88.5 80.2 55.5 58.2 70.4 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,144: 4,683 908 0 18,256 20,617 22,939 21,525: 205 1,619
Old : 23,144: 4,683 908 0 18,256 20,617 22,939 21,525: 205 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 3,732: -2,356 -660 0 6,094 2,921 3,738 2,261: -6 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.9 0.0 78.9 89.1 99.1 93.0: 0.9 7.0
Old : 100.0: 20.2 3.9 0.0 78.9 89.1 99.1 93.0: 0.9 7.0
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 : 33: 8 4 0 9 15 17 19:
Old : 33: 8 4 0 9 15 17 19:
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 : 73.9 54.9 93.7 77.5 67.3 51.1 83.3 67.9
Old : 73.9 54.9 93.7 77.5 67.3 51.1 83.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010