WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 16, 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 : 426,552: 73,363 117,138 70,519 251,157 186,528 395,039 374,185: 31,513 52,367
Old : 170,119: 44,918 88,057 3,290 107,845 54,392 156,053 145,739: 14,066 24,380
Other: 256,433: 48,900 49,536 46,774 143,312 132,136 238,986 228,446: 17,447 27,987
: : :
: : Changes in Commitments from: March 9, 2010 :
: 4,190: -1,199 5,050 3,062 2,269 -2,590 4,132 5,522: 58 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.5 16.5 58.9 43.7 92.6 87.7: 7.4 12.3
Old : 100.0: 26.4 51.8 1.9 63.4 32.0 91.7 85.7: 8.3 14.3
Other: 100.0: 19.1 19.3 18.2 55.9 51.5 93.2 89.1: 6.8 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 99 152 125 68 95 256 310:
Old : 315: 96 122 19 34 67 143 197:
Other: 290: 72 97 91 59 91 195 230:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 16.1 43.8 24.6 26.6 13.5 42.4 20.0
Old : 42.8 14.6 56.5 24.8 42.8 14.6 56.4 24.3
Other: 29.4 21.5 39.8 31.6 27.6 18.0 37.7 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 16, 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 : 1,123,971: 259,405 172,137 141,941 602,109 559,968 1,003,455 874,046: 120,516 249,925
Old : 772,004: 179,514 211,290 58,257 444,939 355,876 682,710 625,423: 89,294 146,581
Other: 351,967: 149,570 30,526 14,005 157,170 204,092 320,745 248,623: 31,222 103,344
: : :
: : Changes in Commitments from: March 9, 2010 :
: 5,285: 170 23,163 -3,853 8,791 -11,067 5,108 8,243: 177 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.3 12.6 53.6 49.8 89.3 77.8: 10.7 22.2
Old : 100.0: 23.3 27.4 7.5 57.6 46.1 88.4 81.0: 11.6 19.0
Other: 100.0: 42.5 8.7 4.0 44.7 58.0 91.1 70.6: 8.9 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 160 147 182 178 260 445 527:
Old : 624: 154 160 136 159 240 388 474:
Other: 471: 109 88 42 90 231 218 348:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 13.4 28.4 18.3 17.8 12.4 27.5 17.1
Old : 24.7 13.5 36.2 19.9 24.6 13.2 36.1 19.5
Other: 24.3 16.4 34.8 22.6 24.1 16.3 34.4 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 16, 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 : 16,149: 3,294 3,771 218 9,412 10,386 12,924 14,375: 3,225 1,774
Old : 10,932: 2,735 3,553 0 5,563 5,839 8,298 9,392: 2,634 1,540
Other: 5,217: 705 364 72 3,849 4,547 4,626 4,983: 591 234
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,103: 396 361 84 884 686 1,364 1,131: -261 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 23.4 1.3 58.3 64.3 80.0 89.0: 20.0 11.0
Old : 100.0: 25.0 32.5 0.0 50.9 53.4 75.9 85.9: 24.1 14.1
Other: 100.0: 13.5 7.0 1.4 73.8 87.2 88.7 95.5: 11.3 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 16 3 17 12 31 30:
Old : 47: 13 16 0 14 5 27 21:
Other: 22: 5 2 2 8 11 14 14:
:----------------------------------------------------------------------------------------------------
: 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 : 34.4 52.9 54.8 67.8 32.2 46.2 47.8 60.3
Old : 41.2 57.5 58.2 70.0 41.2 56.7 58.2 69.1
Other: 61.1 69.7 83.6 86.9 52.1 67.0 71.7 81.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 16, 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 : 436,247: 87,400 90,833 64,764 241,909 185,112 394,073 340,709: 42,174 95,538
Old : 298,804: 68,365 78,932 26,871 171,098 137,431 266,334 243,234: 32,470 55,570
Other: 137,443: 49,603 42,469 7,325 70,811 47,681 127,739 97,475: 9,704 39,968
: : :
: : Changes in Commitments from: March 9, 2010 :
: 2,435: 91 5,810 -2,022 -661 -4,866 -2,592 -1,078: 5,027 3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 20.8 14.8 55.5 42.4 90.3 78.1: 9.7 21.9
Old : 100.0: 22.9 26.4 9.0 57.3 46.0 89.1 81.4: 10.9 18.6
Other: 100.0: 36.1 30.9 5.3 51.5 34.7 92.9 70.9: 7.1 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 102 151 128 95 141 289 353:
Old : 410: 105 146 82 83 128 237 313:
Other: 284: 62 86 37 55 109 140 214:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 16.0 31.8 22.6 19.1 14.9 29.5 19.5
Old : 25.1 21.3 37.1 29.1 24.8 20.0 36.8 26.7
Other: 35.5 12.4 47.7 20.3 35.1 11.4 46.8 18.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,776: 11,823 1,135 450 78 1,846 12,351 3,431: 2,425 11,345
Old : 5,037: 3,061 1,195 97 78 237 3,236 1,529: 1,801 3,508
Other: 9,739: 9,082 260 33 0 1,609 9,115 1,902: 624 7,837
: : :
: : Changes in Commitments from: March 9, 2010 :
: 890: 988 482 81 0 51 1,069 614: -179 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 7.7 3.0 0.5 12.5 83.6 23.2: 16.4 76.8
Old : 100.0: 60.8 23.7 1.9 1.5 4.7 64.2 30.4: 35.8 69.6
Other: 100.0: 93.3 2.7 0.3 0.0 16.5 93.6 19.5: 6.4 80.5
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 5 12 2 6 19 19:
Old : 23: 12 6 7 2 4 15 16:
Other: 22: 14 2 4 0 6 15 11:
:----------------------------------------------------------------------------------------------------
: 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 : 56.0 11.8 72.5 18.8 55.9 10.7 72.0 16.5
Old : 44.0 23.3 57.5 28.4 43.8 23.3 56.8 28.0
Other: 62.2 12.7 84.6 19.3 62.2 12.7 84.3 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 16, 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 : 285,183: 54,774 33,883 52,767 149,844 177,917 257,385 264,567: 27,798 20,616
Old : 234,015: 46,683 39,603 37,008 127,147 139,885 210,838 216,496: 23,177 17,519
Other: 51,168: 17,115 3,304 6,735 22,697 38,032 46,547 48,071: 4,621 3,097
: : :
: : Changes in Commitments from: March 9, 2010 :
: 807: -3,170 -2,675 7,464 -51 -3,309 4,243 1,480: -3,436 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.9 18.5 52.5 62.4 90.3 92.8: 9.7 7.2
Old : 100.0: 19.9 16.9 15.8 54.3 59.8 90.1 92.5: 9.9 7.5
Other: 100.0: 33.4 6.5 13.2 44.4 74.3 91.0 93.9: 9.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 68 60 77 60 55 185 161:
Old : 229: 67 70 63 58 53 168 156:
Other: 98: 32 17 21 34 23 79 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 : 22.1 35.5 35.9 44.2 18.8 30.1 27.6 37.7
Old : 25.4 31.6 40.4 40.6 22.7 27.0 32.8 34.2
Other: 32.1 59.1 49.1 74.3 30.7 57.2 43.3 66.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 16, 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 : 643,281: 40,871 150,956 12,472 470,671 347,476 524,014 510,904: 119,267 132,377
Old : 643,281: 40,871 150,956 12,472 470,671 347,476 524,014 510,904: 119,267 132,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 5,033: -830 2,621 -2,968 -1,534 11,824 -5,332 11,477: 10,365 -6,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 23.5 1.9 73.2 54.0 81.5 79.4: 18.5 20.6
Old : 100.0: 6.4 23.5 1.9 73.2 54.0 81.5 79.4: 18.5 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 : 148: 18 37 8 61 71 84 111:
Old : 148: 18 37 8 61 71 84 111:
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 : 23.4 19.9 37.1 28.5 21.1 19.8 34.6 28.4
Old : 23.4 19.9 37.1 28.5 21.1 19.8 34.6 28.4
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 16, 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 : 82,790: 3,842 15,064 977 48,412 44,649 53,231 60,690: 29,559 22,100
Old : 82,790: 3,842 15,064 977 48,412 44,649 53,231 60,690: 29,559 22,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 3,956: 3,842 1,139 -23 2,062 -1,959 5,881 -843: -1,925 4,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 18.2 1.2 58.5 53.9 64.3 73.3: 35.7 26.7
Old : 100.0: 4.6 18.2 1.2 58.5 53.9 64.3 73.3: 35.7 26.7
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 : 20: 1 4 1 11 10 13 14:
Old : 20: 1 4 1 11 10 13 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 : 42.3 51.3 56.1 65.3 40.5 51.2 54.1 63.1
Old : 42.3 51.3 56.1 65.3 40.5 51.2 54.1 63.1
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, March 16, 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 : 8,332: 288 392 130 7,557 7,562 7,975 8,084: 357 248
Old : 8,332: 288 392 130 7,557 7,562 7,975 8,084: 357 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 314: 188 -88 15 74 391 277 318: 37 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.7 1.6 90.7 90.8 95.7 97.0: 4.3 3.0
Old : 100.0: 3.5 4.7 1.6 90.7 90.8 95.7 97.0: 4.3 3.0
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 : 27: 3 5 2 19 16 24 21:
Old : 27: 3 5 2 19 16 24 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 : 56.8 77.4 75.7 86.4 21.7 29.5 31.4 35.0
Old : 56.8 77.4 75.7 86.4 21.7 29.5 31.4 35.0
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 16, 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 : 207,243: 50,174 44,552 34,053 92,345 98,695 176,572 177,300: 30,671 29,943
Old : 159,252: 44,416 33,078 22,710 67,348 77,750 134,474 133,538: 24,778 25,714
Other: 47,991: 11,141 16,857 5,960 24,997 20,945 42,098 43,762: 5,893 4,229
: : :
: : Changes in Commitments from: March 9, 2010 :
: 4,215: 2,367 2,811 4,968 -3,005 -4,592 4,330 3,187: -115 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.5 16.4 44.6 47.6 85.2 85.6: 14.8 14.4
Old : 100.0: 27.9 20.8 14.3 42.3 48.8 84.4 83.9: 15.6 16.1
Other: 100.0: 23.2 35.1 12.4 52.1 43.6 87.7 91.2: 12.3 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 46 52 64 60 46 150 137:
Old : 181: 54 52 52 60 42 144 122:
Other: 101: 22 27 22 40 21 77 59:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 31.1 24.8 41.1 14.9 25.9 23.9 34.1
Old : 15.7 35.3 26.9 44.5 15.3 31.4 26.6 40.0
Other: 24.9 41.9 42.4 57.9 24.6 41.0 41.0 56.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 16, 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 : 14,867: 3,730 2,887 628 7,586 8,799 11,944 12,314: 2,923 2,553
Old : 11,563: 3,722 2,764 292 5,231 6,649 9,245 9,705: 2,318 1,858
Other: 3,304: 82 197 262 2,355 2,150 2,699 2,609: 605 695
: : :
: : Changes in Commitments from: March 9, 2010 :
: 805: -120 822 190 666 36 736 1,048: 69 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.4 4.2 51.0 59.2 80.3 82.8: 19.7 17.2
Old : 100.0: 32.2 23.9 2.5 45.2 57.5 80.0 83.9: 20.0 16.1
Other: 100.0: 2.5 6.0 7.9 71.3 65.1 81.7 79.0: 18.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 20 16 10 26 17 50 41:
Old : 71: 21 16 5 24 12 48 31:
Other: 30: 3 6 5 10 14 15 24:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 44.5 43.6 57.6 29.5 40.2 42.9 53.2
Old : 26.5 49.0 41.5 61.9 26.5 45.0 41.5 57.9
Other: 65.3 42.6 76.4 60.9 62.7 40.6 68.9 58.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 16, 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 : 885,033: 239,258 155,880 25,501 526,738 580,106 791,497 761,487: 93,536 123,546
Old : 885,033: 239,258 155,880 25,501 526,738 580,106 791,497 761,487: 93,536 123,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 9,252: -14,483 23,342 1,282 22,967 -15,836 9,766 8,788: -514 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.6 2.9 59.5 65.5 89.4 86.0: 10.6 14.0
Old : 100.0: 27.0 17.6 2.9 59.5 65.5 89.4 86.0: 10.6 14.0
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 : 236: 34 55 17 78 117 121 180:
Old : 236: 34 55 17 78 117 121 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 21.5 47.4 28.9 36.3 20.1 45.8 26.3
Old : 36.6 21.5 47.4 28.9 36.3 20.1 45.8 26.3
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 16, 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 : 1,433,862: 180,089 269,686 68,567 882,959 819,743 1,131,615 1,157,996: 302,247 275,866
Old : 1,433,862: 180,089 269,686 68,567 882,959 819,743 1,131,615 1,157,996: 302,247 275,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 80,101: 21,455 4,656 -5,853 33,684 71,183 49,286 69,986: 30,815 10,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.8 4.8 61.6 57.2 78.9 80.8: 21.1 19.2
Old : 100.0: 12.6 18.8 4.8 61.6 57.2 78.9 80.8: 21.1 19.2
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 : 252: 39 60 31 103 116 161 188:
Old : 252: 39 60 31 103 116 161 188:
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 : 27.2 21.1 35.7 31.0 23.9 15.6 29.6 22.5
Old : 27.2 21.1 35.7 31.0 23.9 15.6 29.6 22.5
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 16, 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 : 935,355: 149,428 121,005 25,025 567,093 552,823 741,546 698,853: 193,809 236,502
Old : 935,355: 149,428 121,005 25,025 567,093 552,823 741,546 698,853: 193,809 236,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -48,753: -14,903 -13,354 2,100 -9,979 -49,457 -22,782 -60,711: -25,971 11,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.9 2.7 60.6 59.1 79.3 74.7: 20.7 25.3
Old : 100.0: 16.0 12.9 2.7 60.6 59.1 79.3 74.7: 20.7 25.3
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 : 152: 26 27 15 61 80 93 116:
Old : 152: 26 27 15 61 80 93 116:
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 16.6 34.6 25.0 16.5 10.8 26.2 17.4
Old : 23.0 16.6 34.6 25.0 16.5 10.8 26.2 17.4
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 16, 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 : 676,200: 90,830 78,991 89,284 455,694 455,237 635,808 623,512: 40,392 52,688
Old : 676,200: 90,830 78,991 89,284 455,694 455,237 635,808 623,512: 40,392 52,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 40,864: 16,676 -4,354 1,748 19,336 39,699 37,760 37,093: 3,104 3,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.7 13.2 67.4 67.3 94.0 92.2: 6.0 7.8
Old : 100.0: 13.4 11.7 13.2 67.4 67.3 94.0 92.2: 6.0 7.8
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 : 125: 22 28 32 57 66 96 112:
Old : 125: 22 28 32 57 66 96 112:
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 : 32.9 29.4 48.1 43.6 23.6 10.5 28.6 16.6
Old : 32.9 29.4 48.1 43.6 23.6 10.5 28.6 16.6
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 16, 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 : 15,553: 3,575 1,889 331 8,748 9,827 12,654 12,047: 2,899 3,506
Old : 15,553: 3,575 1,889 331 8,748 9,827 12,654 12,047: 2,899 3,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,598: 97 124 328 740 840 1,165 1,292: 433 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 12.1 2.1 56.2 63.2 81.4 77.5: 18.6 22.5
Old : 100.0: 23.0 12.1 2.1 56.2 63.2 81.4 77.5: 18.6 22.5
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 : 24: 5 4 3 7 11 14 16:
Old : 24: 5 4 3 7 11 14 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 : 54.1 48.4 71.6 65.1 53.4 48.0 70.9 63.2
Old : 54.1 48.4 71.6 65.1 53.4 48.0 70.9 63.2
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 16, 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 : 104,702: 34,263 11,500 2,472 52,704 74,820 89,439 88,792: 15,263 15,910
Old : 104,702: 34,263 11,500 2,472 52,704 74,820 89,439 88,792: 15,263 15,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 19,394: -4,080 743 1,922 19,326 13,527 17,168 16,192: 2,226 3,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.0 2.4 50.3 71.5 85.4 84.8: 14.6 15.2
Old : 100.0: 32.7 11.0 2.4 50.3 71.5 85.4 84.8: 14.6 15.2
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 : 95: 32 16 10 25 37 62 58:
Old : 95: 32 16 10 25 37 62 58:
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 33.7 40.1 49.3 17.3 30.0 27.8 42.0
Old : 25.5 33.7 40.1 49.3 17.3 30.0 27.8 42.0
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 16, 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 : 24,413: 8,569 12,738 172 11,724 7,958 20,465 20,868: 3,948 3,545
Old : 24,413: 8,569 12,738 172 11,724 7,958 20,465 20,868: 3,948 3,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 11,647: 9 92 172 7,917 7,841 8,098 8,105: 3,549 3,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 52.2 0.7 48.0 32.6 83.8 85.5: 16.2 14.5
Old : 100.0: 35.1 52.2 0.7 48.0 32.6 83.8 85.5: 16.2 14.5
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 : 21: 11 5 1 5 1 16 7:
Old : 21: 11 5 1 5 1 16 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 : 67.0 84.0 79.8 85.5 39.4 51.9 48.3 52.4
Old : 67.0 84.0 79.8 85.5 39.4 51.9 48.3 52.4
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 16, 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 : 13,942: 2,540 1,009 0 11,167 12,676 13,707 13,685: 235 257
Old : 13,942: 2,540 1,009 0 11,167 12,676 13,707 13,685: 235 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -2,152: -62 -73 -986 -1,121 -1,141 -2,169 -2,200: 17 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.2 0.0 80.1 90.9 98.3 98.2: 1.7 1.8
Old : 100.0: 18.2 7.2 0.0 80.1 90.9 98.3 98.2: 1.7 1.8
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 : 39: 5 10 0 10 16 15 26:
Old : 39: 5 10 0 10 16 15 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 69.9 93.1 82.6 72.5 69.1 86.9 79.7
Old : 72.5 69.9 93.1 82.6 72.5 69.1 86.9 79.7
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 16, 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 : 22,166: 6,107 2,127 0 15,786 19,856 21,893 21,983: 273 183
Old : 22,166: 6,107 2,127 0 15,786 19,856 21,893 21,983: 273 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -3,445: -1,444 400 -474 -1,541 -3,390 -3,459 -3,464: 14 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.6 0.0 71.2 89.6 98.8 99.2: 1.2 0.8
Old : 100.0: 27.6 9.6 0.0 71.2 89.6 98.8 99.2: 1.2 0.8
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 : 33: 10 4 0 7 13 17 17:
Old : 33: 10 4 0 7 13 17 17:
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 : 77.4 69.3 95.3 87.3 68.3 66.1 86.1 81.3
Old : 77.4 69.3 95.3 87.3 68.3 66.1 86.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010