WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 431,145: 71,697 119,821 71,094 256,372 188,603 399,163 379,518: 31,982 51,627
Old : 166,055: 40,850 86,507 3,221 107,909 53,932 151,980 143,660: 14,075 22,395
Other: 265,090: 50,781 53,248 47,939 148,463 134,671 247,183 235,858: 17,907 29,232
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,593: -1,666 2,683 575 5,215 2,075 4,124 5,333: 469 -740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 27.8 16.5 59.5 43.7 92.6 88.0: 7.4 12.0
Old : 100.0: 24.6 52.1 1.9 65.0 32.5 91.5 86.5: 8.5 13.5
Other: 100.0: 19.2 20.1 18.1 56.0 50.8 93.2 89.0: 6.8 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 106 154 127 71 97 266 314:
Old : 312: 99 117 18 35 64 146 188:
Other: 304: 76 101 93 61 93 203 240:
:----------------------------------------------------------------------------------------------------
: 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 15.3 43.8 23.9 26.6 12.5 42.4 19.0
Old : 43.7 14.6 57.1 25.1 43.7 14.4 57.1 24.6
Other: 29.2 19.9 39.6 30.4 27.3 16.5 37.4 23.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,136,023: 258,724 191,690 145,021 609,846 549,792 1,013,591 886,503: 122,432 249,520
Old : 772,095: 178,327 230,409 59,098 446,226 340,054 683,651 629,561: 88,444 142,534
Other: 363,928: 150,933 31,817 15,387 163,620 209,738 329,940 256,942: 33,988 106,986
: : :
: : Changes in Commitments from: March 16, 2010 :
: 12,052: -681 19,553 3,080 7,737 -10,176 10,136 12,457: 1,916 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.9 12.8 53.7 48.4 89.2 78.0: 10.8 22.0
Old : 100.0: 23.1 29.8 7.7 57.8 44.0 88.5 81.5: 11.5 18.5
Other: 100.0: 41.5 8.7 4.2 45.0 57.6 90.7 70.6: 9.3 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 168 159 198 179 259 464 555:
Old : 653: 162 176 141 161 239 402 497:
Other: 482: 126 82 56 91 227 241 349:
:----------------------------------------------------------------------------------------------------
: 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 12.7 28.5 17.8 18.0 11.9 27.7 16.3
Old : 24.6 12.5 36.2 19.1 24.4 12.2 36.0 18.8
Other: 23.7 16.9 34.2 22.7 23.4 16.9 33.9 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 16,265: 3,243 3,779 298 9,515 10,589 13,056 14,666: 3,209 1,599
Old : 10,051: 1,825 3,568 0 5,590 5,102 7,415 8,670: 2,636 1,381
Other: 6,214: 1,636 429 80 3,925 5,487 5,641 5,996: 573 218
: : :
: : Changes in Commitments from: March 16, 2010 :
: 116: -51 8 80 103 203 132 291: -16 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.2 1.8 58.5 65.1 80.3 90.2: 19.7 9.8
Old : 100.0: 18.2 35.5 0.0 55.6 50.8 73.8 86.3: 26.2 13.7
Other: 100.0: 26.3 6.9 1.3 63.2 88.3 90.8 96.5: 9.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 15 5 18 13 32 32:
Old : 47: 12 16 0 14 6 26 22:
Other: 25: 7 2 2 9 11 16 15:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 53.7 54.5 68.9 32.5 47.0 47.4 61.6
Old : 37.2 56.8 55.2 69.6 37.2 55.9 55.2 68.6
Other: 63.2 73.1 84.1 87.6 51.4 57.6 66.3 71.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 432,402: 96,898 69,422 62,282 231,694 204,430 390,874 336,134: 41,528 96,268
Old : 291,618: 70,760 57,894 26,586 163,291 154,509 260,637 238,989: 30,981 52,629
Other: 140,784: 54,861 40,251 6,973 68,403 49,921 130,237 97,145: 10,547 43,639
: : :
: : Changes in Commitments from: March 16, 2010 :
: -3,845: 9,498 -21,411 -2,482 -10,215 19,318 -3,199 -4,575: -646 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.1 14.4 53.6 47.3 90.4 77.7: 9.6 22.3
Old : 100.0: 24.3 19.9 9.1 56.0 53.0 89.4 82.0: 10.6 18.0
Other: 100.0: 39.0 28.6 5.0 48.6 35.5 92.5 69.0: 7.5 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 118 138 134 98 153 307 352:
Old : 418: 114 136 88 86 141 258 311:
Other: 299: 71 91 33 58 113 149 217:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 17.1 31.5 25.3 18.2 16.2 28.7 22.3
Old : 25.3 23.5 37.6 33.5 25.1 22.9 37.3 31.6
Other: 34.5 12.3 46.5 19.5 34.1 11.2 45.3 17.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 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 : 17,175: 14,051 1,792 496 73 2,025 14,620 4,313: 2,555 12,862
Old : 6,528: 4,409 1,767 178 73 296 4,660 2,241: 1,868 4,287
Other: 10,647: 9,927 310 33 0 1,729 9,960 2,072: 687 8,575
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,399: 2,228 657 46 -5 179 2,269 882: 130 1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 10.4 2.9 0.4 11.8 85.1 25.1: 14.9 74.9
Old : 100.0: 67.5 27.1 2.7 1.1 4.5 71.4 34.3: 28.6 65.7
Other: 100.0: 93.2 2.9 0.3 0.0 16.2 93.5 19.5: 6.5 80.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 6 12 2 6 21 20:
Old : 26: 14 7 7 2 4 17 17:
Other: 23: 14 3 4 0 6 15 12:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 11.2 71.1 18.8 55.3 10.7 70.2 17.7
Old : 43.9 22.5 61.7 31.6 42.5 22.5 60.3 31.2
Other: 63.1 12.4 84.3 18.9 63.1 12.4 84.1 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 283,198: 50,446 33,612 53,130 147,042 176,033 250,618 262,775: 32,580 20,423
Old : 229,879: 42,717 40,036 35,970 123,226 136,612 201,913 212,618: 27,966 17,261
Other: 53,319: 18,344 4,191 6,545 23,816 39,421 48,705 50,157: 4,614 3,162
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,985: -4,328 -271 363 -2,802 -1,884 -6,767 -1,792: 4,782 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.9 18.8 51.9 62.2 88.5 92.8: 11.5 7.2
Old : 100.0: 18.6 17.4 15.6 53.6 59.4 87.8 92.5: 12.2 7.5
Other: 100.0: 34.4 7.9 12.3 44.7 73.9 91.3 94.1: 8.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 71 55 75 61 57 182 163:
Old : 226: 70 64 61 58 54 165 156:
Other: 101: 31 21 21 34 26 77 58:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 33.2 31.7 41.4 17.9 28.8 25.9 36.4
Old : 21.5 28.8 35.7 37.6 20.7 26.5 30.5 33.8
Other: 31.1 57.3 47.4 72.5 29.7 55.0 43.1 64.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 649,308: 54,062 151,540 6,861 470,002 362,701 530,925 521,102: 118,383 128,206
Old : 649,308: 54,062 151,540 6,861 470,002 362,701 530,925 521,102: 118,383 128,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 6,027: 13,191 584 -5,611 -669 15,225 6,911 10,198: -884 -4,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 23.3 1.1 72.4 55.9 81.8 80.3: 18.2 19.7
Old : 100.0: 8.3 23.3 1.1 72.4 55.9 81.8 80.3: 18.2 19.7
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 : 151: 23 33 6 61 70 88 105:
Old : 151: 23 33 6 61 70 88 105:
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 : 23.2 20.0 37.0 29.3 20.7 20.0 34.2 28.8
Old : 23.2 20.0 37.0 29.3 20.7 20.0 34.2 28.8
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 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 : 89,509: 4,763 17,441 540 51,667 50,736 56,970 68,717: 32,539 20,792
Old : 89,509: 4,763 17,441 540 51,667 50,736 56,970 68,717: 32,539 20,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 6,719: 921 2,377 -437 3,255 6,087 3,739 8,027: 2,980 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 19.5 0.6 57.7 56.7 63.6 76.8: 36.4 23.2
Old : 100.0: 5.3 19.5 0.6 57.7 56.7 63.6 76.8: 36.4 23.2
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 : 22: 1 5 1 13 11 15 16:
Old : 22: 1 5 1 13 11 15 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 : 42.6 54.2 55.8 66.9 41.0 54.0 53.6 65.9
Old : 42.6 54.2 55.8 66.9 41.0 54.0 53.6 65.9
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 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 : 8,267: 298 300 173 7,491 7,573 7,962 8,046: 305 221
Old : 8,267: 298 300 173 7,491 7,573 7,962 8,046: 305 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -65: 10 -92 43 -66 11 -13 -38: -52 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.6 2.1 90.6 91.6 96.3 97.3: 3.7 2.7
Old : 100.0: 3.6 3.6 2.1 90.6 91.6 96.3 97.3: 3.7 2.7
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 : 26: 3 6 3 17 14 23 20:
Old : 26: 3 6 3 17 14 23 20:
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 : 55.8 79.1 74.3 86.8 21.0 28.7 32.2 34.5
Old : 55.8 79.1 74.3 86.8 21.0 28.7 32.2 34.5
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 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 : 198,307: 47,116 36,043 30,877 88,923 103,321 166,916 170,241: 31,391 28,066
Old : 150,821: 41,724 23,249 20,037 63,989 84,322 125,750 127,608: 25,071 23,213
Other: 47,486: 9,972 17,374 6,260 24,934 18,999 41,166 42,633: 6,320 4,853
: : :
: : Changes in Commitments from: March 16, 2010 :
: -8,936: -3,058 -8,509 -3,176 -3,422 4,626 -9,656 -7,059: 720 -1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.2 15.6 44.8 52.1 84.2 85.8: 15.8 14.2
Old : 100.0: 27.7 15.4 13.3 42.4 55.9 83.4 84.6: 16.6 15.4
Other: 100.0: 21.0 36.6 13.2 52.5 40.0 86.7 89.8: 13.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 37 51 61 58 46 144 127:
Old : 170: 44 50 54 58 42 138 118:
Other: 98: 22 25 19 38 22 73 56:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 33.9 25.2 43.7 14.9 29.5 24.2 37.7
Old : 16.1 36.6 27.4 45.2 15.7 33.1 27.1 41.4
Other: 24.7 41.7 38.8 56.7 24.7 40.0 38.5 54.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 15,381: 3,995 3,226 733 7,875 9,088 12,603 13,047: 2,778 2,334
Old : 12,025: 3,998 3,122 366 5,458 6,858 9,822 10,346: 2,203 1,679
Other: 3,356: 83 190 281 2,417 2,230 2,781 2,701: 575 655
: : :
: : Changes in Commitments from: March 16, 2010 :
: 514: 265 339 105 289 289 659 733: -145 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.0 4.8 51.2 59.1 81.9 84.8: 18.1 15.2
Old : 100.0: 33.2 26.0 3.0 45.4 57.0 81.7 86.0: 18.3 14.0
Other: 100.0: 2.5 5.7 8.4 72.0 66.4 82.9 80.5: 17.1 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 25 19 13 30 18 58 48:
Old : 81: 26 19 7 28 13 56 37:
Other: 33: 4 7 6 11 14 17 26:
:----------------------------------------------------------------------------------------------------
: 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 43.1 41.4 56.2 27.7 38.8 41.3 51.7
Old : 25.4 47.0 39.6 60.3 25.4 42.9 39.6 56.2
Other: 65.0 42.9 75.9 60.7 62.5 41.0 68.9 58.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 889,888: 205,341 150,666 33,740 553,257 580,658 792,338 765,064: 97,550 124,824
Old : 889,888: 205,341 150,666 33,740 553,257 580,658 792,338 765,064: 97,550 124,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,855: -33,917 -5,214 8,239 26,519 552 841 3,577: 4,014 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.9 3.8 62.2 65.3 89.0 86.0: 11.0 14.0
Old : 100.0: 23.1 16.9 3.8 62.2 65.3 89.0 86.0: 11.0 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 : 242: 33 59 17 82 115 127 179:
Old : 242: 33 59 17 82 115 127 179:
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 : 36.8 19.8 46.6 27.2 36.5 18.4 45.0 24.8
Old : 36.8 19.8 46.6 27.2 36.5 18.4 45.0 24.8
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, March 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 : 1,490,184: 169,649 327,195 71,588 980,210 826,403 1,221,447 1,225,186: 268,737 264,998
Old : 1,490,184: 169,649 327,195 71,588 980,210 826,403 1,221,447 1,225,186: 268,737 264,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 56,322: -10,440 57,509 3,021 97,251 6,660 89,832 67,190: -33,510 -10,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.0 4.8 65.8 55.5 82.0 82.2: 18.0 17.8
Old : 100.0: 11.4 22.0 4.8 65.8 55.5 82.0 82.2: 18.0 17.8
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 : 263: 35 65 36 103 121 165 196:
Old : 263: 35 65 36 103 121 165 196:
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 : 32.5 21.5 41.5 31.2 29.7 16.3 35.1 23.2
Old : 32.5 21.5 41.5 31.2 29.7 16.3 35.1 23.2
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 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 : 901,529: 128,275 119,785 18,266 569,337 535,160 715,878 673,211: 185,651 228,318
Old : 901,529: 128,275 119,785 18,266 569,337 535,160 715,878 673,211: 185,651 228,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -33,826: -21,153 -1,220 -6,759 2,244 -17,663 -25,668 -25,642: -8,158 -8,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 13.3 2.0 63.2 59.4 79.4 74.7: 20.6 25.3
Old : 100.0: 14.2 13.3 2.0 63.2 59.4 79.4 74.7: 20.6 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: 24 28 13 61 81 90 117:
Old : 152: 24 28 13 61 81 90 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 16.4 36.3 26.0 17.9 12.3 28.0 19.1
Old : 24.2 16.4 36.3 26.0 17.9 12.3 28.0 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 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 : 686,462: 94,037 79,888 93,977 459,714 460,281 647,728 634,146: 38,734 52,316
Old : 686,462: 94,037 79,888 93,977 459,714 460,281 647,728 634,146: 38,734 52,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 10,262: 3,207 897 4,693 4,020 5,044 11,920 10,634: -1,658 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.6 13.7 67.0 67.1 94.4 92.4: 5.6 7.6
Old : 100.0: 13.7 11.6 13.7 67.0 67.1 94.4 92.4: 5.6 7.6
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 : 128: 20 29 34 57 68 98 116:
Old : 128: 20 29 34 57 68 98 116:
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 : 31.4 31.3 46.8 45.2 23.5 13.0 28.4 18.9
Old : 31.4 31.3 46.8 45.2 23.5 13.0 28.4 18.9
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 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 : 78,421: 30,967 9,698 558 34,318 52,349 65,843 62,605: 12,578 15,816
Old : 78,421: 30,967 9,698 558 34,318 52,349 65,843 62,605: 12,578 15,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -26,281: -3,296 -1,802 -1,914 -18,386 -22,471 -23,596 -26,187: -2,685 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 12.4 0.7 43.8 66.8 84.0 79.8: 16.0 20.2
Old : 100.0: 39.5 12.4 0.7 43.8 66.8 84.0 79.8: 16.0 20.2
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 : 91: 31 15 2 20 31 52 47:
Old : 91: 31 15 2 20 31 52 47:
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 : 26.0 31.7 41.4 50.9 26.0 31.7 41.4 50.9
Old : 26.0 31.7 41.4 50.9 26.0 31.7 41.4 50.9
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 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 : 14,367: 2,747 1,039 2 11,353 13,067 14,102 14,108: 265 259
Old : 14,367: 2,747 1,039 2 11,353 13,067 14,102 14,108: 265 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 425: 207 30 2 186 391 395 423: 30 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.2 0.0 79.0 91.0 98.2 98.2: 1.8 1.8
Old : 100.0: 19.1 7.2 0.0 79.0 91.0 98.2 98.2: 1.8 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 : 40: 5 11 1 9 17 14 29:
Old : 40: 5 11 1 9 17 14 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 69.0 93.6 81.8 73.6 68.4 87.6 79.3
Old : 73.6 69.0 93.6 81.8 73.6 68.4 87.6 79.3
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 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 : 23,088: 5,896 1,153 50 16,835 21,702 22,781 22,905: 307 183
Old : 23,088: 5,896 1,153 50 16,835 21,702 22,781 22,905: 307 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 922: -211 -974 50 1,049 1,846 888 922: 34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.0 0.2 72.9 94.0 98.7 99.2: 1.3 0.8
Old : 100.0: 25.5 5.0 0.2 72.9 94.0 98.7 99.2: 1.3 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 : 32: 11 2 1 6 14 17 17:
Old : 32: 11 2 1 6 14 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 : 79.1 70.8 93.6 87.6 66.7 63.3 81.0 78.1
Old : 79.1 70.8 93.6 87.6 66.7 63.3 81.0 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010