WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 2, 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 : 418,958: 75,334 114,289 63,774 249,160 188,657 388,268 366,720: 30,690 52,238
Old : 174,402: 45,068 86,509 2,966 112,802 60,250 160,836 149,725: 13,566 24,677
Other: 244,556: 50,317 47,831 40,757 136,358 128,407 227,432 216,995: 17,124 27,561
: : :
: : Changes in Commitments from: February 23, 2010 :
: -4,168: 916 -2,173 -5,679 2,177 3,945 -2,586 -3,907: -1,582 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.3 15.2 59.5 45.0 92.7 87.5: 7.3 12.5
Old : 100.0: 25.8 49.6 1.7 64.7 34.5 92.2 85.9: 7.8 14.1
Other: 100.0: 20.6 19.6 16.7 55.8 52.5 93.0 88.7: 7.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 95 149 116 64 93 245 290:
Old : 309: 86 125 21 33 69 131 204:
Other: 276: 70 87 84 59 87 186 216:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 16.8 44.4 24.7 26.6 14.6 42.8 21.1
Old : 42.3 15.3 57.2 25.5 42.3 15.3 57.2 25.1
Other: 28.9 22.8 40.1 32.4 27.5 19.3 37.6 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 2, 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 : 1,112,128: 256,526 142,935 144,733 592,068 570,936 993,327 858,604: 118,801 253,524
Old : 785,553: 169,802 170,363 77,979 448,228 384,576 696,009 632,918: 89,544 152,635
Other: 326,575: 138,819 24,667 14,659 143,840 186,360 297,318 225,686: 29,257 100,889
: : :
: : Changes in Commitments from: February 23, 2010 :
: -12,481: 10,203 -13,391 -6,010 -12,391 11,597 -8,198 -7,804: -4,283 -4,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.9 13.0 53.2 51.3 89.3 77.2: 10.7 22.8
Old : 100.0: 21.6 21.7 9.9 57.1 49.0 88.6 80.6: 11.4 19.4
Other: 100.0: 42.5 7.6 4.5 44.0 57.1 91.0 69.1: 9.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 145 155 184 175 264 441 535:
Old : 636: 142 168 146 160 247 393 492:
Other: 460: 100 87 46 85 230 208 347:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 13.6 29.0 18.8 18.5 12.6 28.0 17.4
Old : 25.6 13.8 36.7 20.1 25.4 13.4 36.5 19.3
Other: 26.0 15.5 36.8 22.4 25.8 15.5 36.1 22.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 2, 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 : 14,129: 2,839 3,069 71 8,067 9,306 10,977 12,446: 3,152 1,683
Old : 9,735: 2,471 2,788 0 4,659 5,572 7,130 8,360: 2,605 1,375
Other: 4,394: 368 281 71 3,408 3,734 3,847 4,086: 547 308
: : :
: : Changes in Commitments from: February 23, 2010 :
: -59: 232 674 -2 -584 -663 -354 9: 295 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.7 0.5 57.1 65.9 77.7 88.1: 22.3 11.9
Old : 100.0: 25.4 28.6 0.0 47.9 57.2 73.2 85.9: 26.8 14.1
Other: 100.0: 8.4 6.4 1.6 77.6 85.0 87.6 93.0: 12.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 14 1 16 12 29 27:
Old : 46: 13 14 0 12 8 25 22:
Other: 19: 4 1 1 7 11 11 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 : 36.7 52.3 53.6 69.2 34.4 48.7 49.0 65.6
Old : 40.6 52.8 54.9 70.8 40.6 52.5 54.9 70.5
Other: 60.8 64.9 85.8 85.4 57.7 62.9 73.6 80.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 2, 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 : 426,354: 86,324 74,184 62,410 235,501 198,064 384,235 334,658: 42,119 91,696
Old : 296,507: 68,396 60,789 28,272 166,981 152,157 263,649 241,218: 32,858 55,289
Other: 129,847: 45,443 40,910 6,623 68,520 45,907 120,586 93,440: 9,261 36,407
: : :
: : Changes in Commitments from: February 23, 2010 :
: -21,697: -310 2,342 -3,637 -13,788 -19,141 -17,735 -20,436: -3,962 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 17.4 14.6 55.2 46.5 90.1 78.5: 9.9 21.5
Old : 100.0: 23.1 20.5 9.5 56.3 51.3 88.9 81.4: 11.1 18.6
Other: 100.0: 35.0 31.5 5.1 52.8 35.4 92.9 72.0: 7.1 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 99 141 120 97 146 283 347:
Old : 405: 99 135 80 82 136 231 313:
Other: 280: 59 85 27 52 109 127 210:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 15.5 32.5 22.6 18.5 14.2 29.0 19.3
Old : 25.7 19.7 38.2 29.0 25.3 18.3 37.7 25.5
Other: 36.7 16.2 49.3 24.7 35.8 15.0 47.5 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 2, 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 : 279,049: 52,498 32,783 47,003 150,439 179,477 249,940 259,263: 29,109 19,786
Old : 234,419: 42,594 38,119 33,308 133,226 146,290 209,128 217,717: 25,291 16,702
Other: 44,630: 18,933 3,693 4,666 17,213 33,187 40,812 41,546: 3,818 3,084
: : :
: : Changes in Commitments from: February 23, 2010 :
: -12,331: 2,093 -3,454 -13,038 -1,269 7,677 -12,214 -8,815: -117 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.7 16.8 53.9 64.3 89.6 92.9: 10.4 7.1
Old : 100.0: 18.2 16.3 14.2 56.8 62.4 89.2 92.9: 10.8 7.1
Other: 100.0: 42.4 8.3 10.5 38.6 74.4 91.4 93.1: 8.6 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 61 61 64 51 60 161 158:
Old : 219: 60 72 52 49 57 148 151:
Other: 90: 28 22 20 25 24 63 57:
:----------------------------------------------------------------------------------------------------
: 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 32.6 37.8 43.9 18.8 30.3 29.3 39.2
Old : 24.3 29.9 42.2 41.9 22.6 27.6 34.8 37.6
Other: 31.6 55.9 50.0 70.6 31.1 55.0 46.5 67.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 2, 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 : 680,023: 46,082 147,570 15,760 503,471 372,546 565,313 535,876: 114,710 144,147
Old : 680,023: 46,082 147,570 15,760 503,471 372,546 565,313 535,876: 114,710 144,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -23,179: -790 -817 1,956 -14,492 12,789 -13,326 13,928: -9,853 -37,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 21.7 2.3 74.0 54.8 83.1 78.8: 16.9 21.2
Old : 100.0: 6.8 21.7 2.3 74.0 54.8 83.1 78.8: 16.9 21.2
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 : 149: 19 33 10 68 77 93 114:
Old : 149: 19 33 10 68 77 93 114:
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 : 21.4 20.3 34.0 29.5 18.4 19.0 30.7 27.5
Old : 21.4 20.3 34.0 29.5 18.4 19.0 30.7 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 2, 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 : 73,887: 1,876 12,316 1,242 48,233 43,082 51,351 56,640: 22,536 17,247
Old : 73,887: 1,876 12,316 1,242 48,233 43,082 51,351 56,640: 22,536 17,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 16.7 1.7 65.3 58.3 69.5 76.7: 30.5 23.3
Old : 100.0: 2.5 16.7 1.7 65.3 58.3 69.5 76.7: 30.5 23.3
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 : 20: 1 3 2 14 10 17 13:
Old : 20: 1 3 2 14 10 17 13:
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 : 43.0 53.2 56.9 69.6 40.6 52.9 53.5 64.6
Old : 43.0 53.2 56.9 69.6 40.6 52.9 53.5 64.6
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, March 2, 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 : 8,458: 184 340 142 7,982 7,833 8,308 8,315: 150 143
Old : 8,458: 184 340 142 7,982 7,833 8,308 8,315: 150 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 61: 91 -3 11 -34 25 68 33: -7 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.0 1.7 94.4 92.6 98.2 98.3: 1.8 1.7
Old : 100.0: 2.2 4.0 1.7 94.4 92.6 98.2 98.3: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 2 18 18 22 23:
Old : 25: 3 4 2 18 18 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 : 70.9 76.6 83.2 85.1 21.4 22.4 27.4 28.8
Old : 70.9 76.6 83.2 85.1 21.4 22.4 27.4 28.8
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, March 2, 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 : 197,262: 50,711 31,686 27,019 86,794 112,551 164,524 171,256: 32,738 26,006
Old : 158,768: 43,359 24,881 19,691 68,267 92,159 131,317 136,731: 27,451 22,037
Other: 38,494: 10,734 10,187 3,946 18,527 20,392 33,207 34,525: 5,287 3,969
: : :
: : Changes in Commitments from: February 23, 2010 :
: -4,013: -2,447 3,248 633 -1,360 -6,814 -3,174 -2,933: -839 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 16.1 13.7 44.0 57.1 83.4 86.8: 16.6 13.2
Old : 100.0: 27.3 15.7 12.4 43.0 58.0 82.7 86.1: 17.3 13.9
Other: 100.0: 27.9 26.5 10.3 48.1 53.0 86.3 89.7: 13.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 44 43 49 58 47 136 118:
Old : 162: 44 42 45 58 45 131 113:
Other: 82: 21 17 17 35 16 66 44:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 37.7 27.1 48.6 16.9 30.8 26.2 39.0
Old : 16.4 39.1 27.9 49.5 16.3 32.6 27.2 39.8
Other: 28.5 52.4 46.1 66.6 28.5 50.9 46.1 62.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 2, 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 : 15,403: 3,809 1,878 1,064 7,514 10,406 12,387 13,348: 3,016 2,055
Old : 12,935: 3,785 1,865 793 5,808 8,680 10,386 11,338: 2,549 1,597
Other: 2,468: 127 116 168 1,706 1,726 2,001 2,010: 467 458
: : :
: : Changes in Commitments from: February 23, 2010 :
: -945: 75 350 -298 -458 -928 -681 -876: -264 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.2 6.9 48.8 67.6 80.4 86.7: 19.6 13.3
Old : 100.0: 29.3 14.4 6.1 44.9 67.1 80.3 87.7: 19.7 12.3
Other: 100.0: 5.1 4.7 6.8 69.1 69.9 81.1 81.4: 18.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 13 11 29 19 60 38:
Old : 74: 23 15 10 25 17 55 36:
Other: 27: 6 1 4 11 12 18 17:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 52.1 38.7 64.1 24.7 49.6 38.4 59.9
Old : 23.6 56.4 38.5 67.9 23.6 54.6 38.2 64.0
Other: 62.1 45.0 71.6 67.0 59.9 42.6 67.1 62.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 2, 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 : 918,987: 267,206 126,813 30,324 527,435 636,227 824,965 793,364: 94,022 125,623
Old : 918,987: 267,206 126,813 30,324 527,435 636,227 824,965 793,364: 94,022 125,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -65,652: -2,044 -7,364 8,504 -51,831 -51,627 -45,371 -50,487: -20,281 -15,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.8 3.3 57.4 69.2 89.8 86.3: 10.2 13.7
Old : 100.0: 29.1 13.8 3.3 57.4 69.2 89.8 86.3: 10.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 42 47 19 76 125 125 184:
Old : 235: 42 47 19 76 125 125 184:
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 : 31.0 19.5 40.7 26.7 29.3 17.7 37.8 24.1
Old : 31.0 19.5 40.7 26.7 29.3 17.7 37.8 24.1
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, March 2, 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 : 1,391,249: 155,310 263,236 80,432 871,520 772,351 1,107,262 1,116,019: 283,987 275,230
Old : 1,391,249: 155,310 263,236 80,432 871,520 772,351 1,107,262 1,116,019: 283,987 275,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -12,923: 45,291 27,831 -35,293 -21,692 8,217 -11,694 755: -1,229 -13,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.9 5.8 62.6 55.5 79.6 80.2: 20.4 19.8
Old : 100.0: 11.2 18.9 5.8 62.6 55.5 79.6 80.2: 20.4 19.8
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 : 239: 36 61 26 99 103 149 176:
Old : 239: 36 61 26 99 103 149 176:
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 : 25.5 21.5 35.3 30.7 23.1 16.1 29.3 21.7
Old : 25.5 21.5 35.3 30.7 23.1 16.1 29.3 21.7
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, March 2, 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 : 1,004,045: 169,471 131,093 34,083 591,253 600,187 794,807 765,363: 209,238 238,682
Old : 1,004,045: 169,471 131,093 34,083 591,253 600,187 794,807 765,363: 209,238 238,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 77,705: 58,938 30,169 689 12,049 33,444 71,676 64,302: 6,029 13,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 13.1 3.4 58.9 59.8 79.2 76.2: 20.8 23.8
Old : 100.0: 16.9 13.1 3.4 58.9 59.8 79.2 76.2: 20.8 23.8
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 : 141: 24 24 15 66 73 98 104:
Old : 141: 24 24 15 66 73 98 104:
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 17.4 33.2 28.3 15.1 14.0 24.6 21.8
Old : 21.9 17.4 33.2 28.3 15.1 14.0 24.6 21.8
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 - Futures Only, March 2, 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 : 618,778: 67,462 81,941 88,840 425,345 404,070 581,647 574,851: 37,131 43,927
Old : 618,778: 67,462 81,941 88,840 425,345 404,070 581,647 574,851: 37,131 43,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -34,608: -11,017 -2,001 6,343 -26,011 -34,702 -30,685 -30,360: -3,923 -4,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.2 14.4 68.7 65.3 94.0 92.9: 6.0 7.1
Old : 100.0: 10.9 13.2 14.4 68.7 65.3 94.0 92.9: 6.0 7.1
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 : 122: 15 34 31 62 63 99 107:
Old : 122: 15 34 31 62 63 99 107:
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 : 34.8 26.7 48.8 39.5 26.0 13.8 31.7 19.9
Old : 34.8 26.7 48.8 39.5 26.0 13.8 31.7 19.9
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 - Futures Only, March 2, 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 : 13,912: 3,414 1,377 3 8,166 8,992 11,583 10,372: 2,329 3,540
Old : 13,912: 3,414 1,377 3 8,166 8,992 11,583 10,372: 2,329 3,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -366: 57 -120 0 -500 -636 -443 -756: 77 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 9.9 0.0 58.7 64.6 83.3 74.6: 16.7 25.4
Old : 100.0: 24.5 9.9 0.0 58.7 64.6 83.3 74.6: 16.7 25.4
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 : 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 : 61.1 51.0 76.9 66.6 61.1 51.0 76.9 66.6
Old : 61.1 51.0 76.9 66.6 61.1 51.0 76.9 66.6
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, March 2, 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 : 75,475: 30,035 9,087 848 31,346 55,282 62,229 65,217: 13,246 10,258
Old : 75,475: 30,035 9,087 848 31,346 55,282 62,229 65,217: 13,246 10,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 3,652: 3,166 -2,519 -26 -40 7,023 3,100 4,478: 552 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 12.0 1.1 41.5 73.2 82.4 86.4: 17.6 13.6
Old : 100.0: 39.8 12.0 1.1 41.5 73.2 82.4 86.4: 17.6 13.6
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 : 96: 36 12 5 25 34 62 50:
Old : 96: 36 12 5 25 34 62 50:
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 : 23.1 40.3 36.3 57.0 23.0 39.7 35.9 54.7
Old : 23.1 40.3 36.3 57.0 23.0 39.7 35.9 54.7
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, March 2, 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 : 12,766: 8,560 12,646 0 3,807 117 12,367 12,763: 399 3
Old : 12,766: 8,560 12,646 0 3,807 117 12,367 12,763: 399 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 83: 142 83 0 -59 0 83 83: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 99.1 0.0 29.8 0.9 96.9 100.0: 3.1 0.0
Old : 100.0: 67.1 99.1 0.0 29.8 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 : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 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 : 74.5 98.6 91.4 100.0 74.5 98.6 91.4 100.0
Old : 74.5 98.6 91.4 100.0 74.5 98.6 91.4 100.0
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, March 2, 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 : 13,505: 1,991 1,068 0 11,323 12,273 13,314 13,341: 191 164
Old : 13,505: 1,991 1,068 0 11,323 12,273 13,314 13,341: 191 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 2,474: 939 -167 -209 1,593 2,840 2,323 2,464: 151 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.9 0.0 83.8 90.9 98.6 98.8: 1.4 1.2
Old : 100.0: 14.7 7.9 0.0 83.8 90.9 98.6 98.8: 1.4 1.2
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 : 40: 6 8 0 13 16 19 24:
Old : 40: 6 8 0 13 16 19 24:
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 : 64.5 72.2 87.6 85.3 47.6 58.6 66.0 66.9
Old : 64.5 72.2 87.6 85.3 47.6 58.6 66.0 66.9
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, March 2, 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 : 24,579: 7,362 2,327 211 16,762 21,704 24,335 24,242: 244 337
Old : 24,579: 7,362 2,327 211 16,762 21,704 24,335 24,242: 244 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,435: 2,679 1,419 211 -1,494 1,087 1,396 2,717: 39 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.5 0.9 68.2 88.3 99.0 98.6: 1.0 1.4
Old : 100.0: 30.0 9.5 0.9 68.2 88.3 99.0 98.6: 1.0 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 : 35: 11 4 1 8 16 19 21:
Old : 35: 11 4 1 8 16 19 21:
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 : 73.0 58.9 91.5 79.6 55.0 47.6 71.3 63.2
Old : 73.0 58.9 91.5 79.6 55.0 47.6 71.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010