WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 30, 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 : 443,007: 72,142 128,858 72,604 265,340 189,755 410,086 391,217: 32,921 51,790
Old : 153,644: 38,194 91,681 2,770 98,089 36,623 139,053 131,074: 14,591 22,570
Other: 289,363: 55,412 58,641 48,370 167,251 153,132 271,033 260,143: 18,330 29,220
: : :
: : Changes in Commitments from: March 23, 2010 :
: 11,862: 445 9,037 1,510 8,968 1,152 10,923 11,699: 939 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 29.1 16.4 59.9 42.8 92.6 88.3: 7.4 11.7
Old : 100.0: 24.9 59.7 1.8 63.8 23.8 90.5 85.3: 9.5 14.7
Other: 100.0: 19.1 20.3 16.7 57.8 52.9 93.7 89.9: 6.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 102 156 136 72 97 273 317:
Old : 315: 94 126 17 41 57 147 189:
Other: 316: 90 102 101 62 92 222 242:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 14.3 43.4 22.8 26.0 11.6 41.4 18.1
Old : 42.2 14.1 55.2 23.3 42.2 13.9 55.2 23.0
Other: 29.2 18.4 40.6 29.3 27.4 15.8 38.4 23.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 30, 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 : 1,136,859: 240,092 203,935 150,068 620,148 527,785 1,010,308 881,788: 126,551 255,071
Old : 765,797: 164,637 243,491 59,778 449,747 317,514 674,162 620,783: 91,635 145,014
Other: 371,062: 148,865 33,854 16,880 170,401 210,271 336,146 261,005: 34,916 110,057
: : :
: : Changes in Commitments from: March 23, 2010 :
: 836: -18,632 12,245 5,047 10,302 -22,007 -3,283 -4,715: 4,119 5,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 17.9 13.2 54.5 46.4 88.9 77.6: 11.1 22.4
Old : 100.0: 21.5 31.8 7.8 58.7 41.5 88.0 81.1: 12.0 18.9
Other: 100.0: 40.1 9.1 4.5 45.9 56.7 90.6 70.3: 9.4 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 675: 151 158 201 187 257 465 551:
Old : 640: 140 181 150 167 239 402 497:
Other: 483: 129 81 57 98 223 249 346:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 12.4 28.6 17.5 18.3 11.4 27.7 16.3
Old : 24.8 12.1 36.1 18.9 24.7 11.8 35.7 18.6
Other: 23.8 16.9 34.2 22.3 23.6 16.8 33.9 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 30, 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 : 16,650: 3,268 3,804 641 9,445 10,600 13,354 15,045: 3,296 1,605
Old : 8,625: 1,892 3,838 0 4,199 3,429 6,091 7,267: 2,534 1,358
Other: 8,025: 1,927 517 90 5,246 7,171 7,263 7,778: 762 247
: : :
: : Changes in Commitments from: March 23, 2010 :
: 385: 25 25 343 -70 11 298 379: 87 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.8 3.8 56.7 63.7 80.2 90.4: 19.8 9.6
Old : 100.0: 21.9 44.5 0.0 48.7 39.8 70.6 84.3: 29.4 15.7
Other: 100.0: 24.0 6.4 1.1 65.4 89.4 90.5 96.9: 9.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 15 6 17 11 31 31:
Old : 46: 11 17 0 15 4 26 21:
Other: 31: 11 2 3 11 11 22 16:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 53.3 52.9 68.7 32.6 47.0 47.4 61.3
Old : 32.8 51.9 49.4 67.4 32.8 51.0 49.4 66.5
Other: 49.5 76.8 72.9 89.8 44.9 64.5 61.6 77.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 30, 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 : 445,222: 98,376 67,733 64,786 240,383 216,596 403,545 349,115: 41,677 96,107
Old : 298,919: 68,313 50,405 33,182 167,476 164,716 268,971 248,303: 29,948 50,616
Other: 146,303: 52,683 39,948 8,984 72,907 51,880 134,574 100,812: 11,729 45,491
: : :
: : Changes in Commitments from: March 23, 2010 :
: 12,820: 1,478 -1,689 2,504 8,689 12,166 12,671 12,981: 149 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 15.2 14.6 54.0 48.6 90.6 78.4: 9.4 21.6
Old : 100.0: 22.9 16.9 11.1 56.0 55.1 90.0 83.1: 10.0 16.9
Other: 100.0: 36.0 27.3 6.1 49.8 35.5 92.0 68.9: 8.0 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 120 134 142 92 153 311 355:
Old : 417: 113 133 98 82 141 264 313:
Other: 295: 60 95 45 57 112 149 225:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 16.7 32.0 24.8 17.8 15.6 27.7 21.3
Old : 24.9 23.4 36.3 33.7 24.6 22.3 35.3 30.4
Other: 33.8 11.9 44.8 19.2 33.4 11.2 44.1 17.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,693: 14,785 2,508 511 73 2,163 15,369 5,182: 2,324 12,511
Old : 7,612: 5,803 2,435 158 73 354 6,034 2,947: 1,578 4,665
Other: 10,081: 9,302 393 33 0 1,809 9,335 2,235: 746 7,846
: : :
: : Changes in Commitments from: March 23, 2010 :
: 518: 734 716 15 0 138 749 869: -231 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 14.2 2.9 0.4 12.2 86.9 29.3: 13.1 70.7
Old : 100.0: 76.2 32.0 2.1 1.0 4.7 79.3 38.7: 20.7 61.3
Other: 100.0: 92.3 3.9 0.3 0.0 17.9 92.6 22.2: 7.4 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 15 8 12 2 6 21 22:
Old : 28: 14 9 7 2 4 17 19:
Other: 22: 13 3 4 0 6 14 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 : 54.1 11.6 70.2 20.5 53.7 11.6 69.5 18.8
Old : 47.8 21.8 71.3 34.2 47.1 21.8 70.5 34.2
Other: 59.6 13.8 82.1 21.2 59.6 13.8 81.9 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 30, 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 : 284,840: 45,258 34,777 51,569 159,270 173,982 256,097 260,328: 28,743 24,512
Old : 231,933: 37,512 40,839 35,917 134,510 133,546 207,939 210,302: 23,994 21,631
Other: 52,907: 17,676 3,868 5,722 24,760 40,436 48,158 50,026: 4,749 2,881
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,642: -5,188 1,165 -1,561 12,228 -2,051 5,479 -2,447: -3,837 4,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.2 18.1 55.9 61.1 89.9 91.4: 10.1 8.6
Old : 100.0: 16.2 17.6 15.5 58.0 57.6 89.7 90.7: 10.3 9.3
Other: 100.0: 33.4 7.3 10.8 46.8 76.4 91.0 94.6: 9.0 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 63 64 77 63 56 180 168:
Old : 229: 61 77 65 61 53 166 162:
Other: 102: 38 18 18 32 25 76 55:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 30.4 31.5 39.2 17.8 25.9 25.9 33.2
Old : 20.9 25.2 35.8 35.3 20.5 23.1 30.9 30.9
Other: 31.6 58.3 48.1 73.4 30.1 57.3 43.7 66.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 30, 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 : 640,167: 38,363 156,221 2,978 488,572 344,436 529,913 503,635: 110,254 136,532
Old : 640,167: 38,363 156,221 2,978 488,572 344,436 529,913 503,635: 110,254 136,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -9,141: -15,699 4,681 -3,883 18,570 -18,265 -1,012 -17,467: -8,129 8,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 24.4 0.5 76.3 53.8 82.8 78.7: 17.2 21.3
Old : 100.0: 6.0 24.4 0.5 76.3 53.8 82.8 78.7: 17.2 21.3
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 : 149: 21 32 7 59 73 85 107:
Old : 149: 21 32 7 59 73 85 107:
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 : 26.3 19.3 40.2 28.5 23.6 19.3 37.2 28.2
Old : 26.3 19.3 40.2 28.5 23.6 19.3 37.2 28.2
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 30, 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 : 96,670: 3,953 21,074 0 61,613 56,008 65,566 77,082: 31,104 19,588
Old : 96,670: 3,953 21,074 0 61,613 56,008 65,566 77,082: 31,104 19,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 7,161: -810 3,633 -540 9,946 5,272 8,596 8,365: -1,435 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 21.8 0.0 63.7 57.9 67.8 79.7: 32.2 20.3
Old : 100.0: 4.1 21.8 0.0 63.7 57.9 67.8 79.7: 32.2 20.3
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 : 24: 1 5 0 11 12 12 17:
Old : 24: 1 5 0 11 12 12 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 : 47.4 53.5 61.2 67.8 46.3 53.4 59.6 67.7
Old : 47.4 53.5 61.2 67.8 46.3 53.4 59.6 67.7
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 30, 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 : 7,895: 529 268 155 6,973 7,301 7,657 7,724: 238 171
Old : 7,895: 529 268 155 6,973 7,301 7,657 7,724: 238 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -372: 231 -32 -18 -518 -272 -305 -322: -67 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.4 2.0 88.3 92.5 97.0 97.8: 3.0 2.2
Old : 100.0: 6.7 3.4 2.0 88.3 92.5 97.0 97.8: 3.0 2.2
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 : 30: 7 5 3 17 15 26 21:
Old : 30: 7 5 3 17 15 26 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 : 53.0 74.9 71.9 87.5 24.4 29.8 34.4 37.5
Old : 53.0 74.9 71.9 87.5 24.4 29.8 34.4 37.5
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 30, 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 : 195,862: 50,144 34,691 28,434 85,311 106,932 163,889 170,057: 31,973 25,805
Old : 142,405: 43,533 20,935 14,998 58,799 84,429 117,330 120,362: 25,075 22,043
Other: 53,457: 9,378 16,523 10,669 26,512 22,503 46,559 49,695: 6,898 3,762
: : :
: : Changes in Commitments from: March 23, 2010 :
: -2,445: 3,028 -1,352 -2,443 -3,612 3,611 -3,027 -184: 582 -2,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.7 14.5 43.6 54.6 83.7 86.8: 16.3 13.2
Old : 100.0: 30.6 14.7 10.5 41.3 59.3 82.4 84.5: 17.6 15.5
Other: 100.0: 17.5 30.9 20.0 49.6 42.1 87.1 93.0: 12.9 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 48 47 55 59 55 150 128:
Old : 178: 52 45 48 59 52 144 120:
Other: 101: 18 27 22 40 23 75 60:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 35.5 24.6 46.9 14.7 31.2 23.9 40.4
Old : 15.8 38.4 27.4 46.4 15.6 36.0 27.2 43.3
Other: 22.5 40.7 38.4 60.3 22.1 34.1 35.7 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,725: 3,895 3,394 1,279 8,648 9,564 13,822 14,237: 2,903 2,488
Old : 12,887: 3,742 3,290 768 6,064 7,083 10,574 11,141: 2,313 1,746
Other: 3,838: 333 284 331 2,584 2,481 3,248 3,096: 590 742
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,344: -100 168 546 773 476 1,219 1,190: 125 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 20.3 7.6 51.7 57.2 82.6 85.1: 17.4 14.9
Old : 100.0: 29.0 25.5 6.0 47.1 55.0 82.1 86.5: 17.9 13.5
Other: 100.0: 8.7 7.4 8.6 67.3 64.6 84.6 80.7: 15.4 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 25 20 15 28 19 58 50:
Old : 78: 26 20 10 26 13 56 39:
Other: 36: 5 7 6 11 16 18 28:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 38.2 42.5 52.4 26.2 32.6 39.1 44.1
Old : 25.6 42.4 40.8 58.5 23.9 35.8 35.9 48.8
Other: 65.3 38.2 77.0 55.7 62.8 36.6 68.6 53.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 30, 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 : 906,656: 246,403 165,811 13,362 555,353 584,733 815,118 763,906: 91,538 142,750
Old : 906,656: 246,403 165,811 13,362 555,353 584,733 815,118 763,906: 91,538 142,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 16,768: 41,062 15,145 -20,378 2,096 4,075 22,780 -1,158: -6,012 17,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.3 1.5 61.3 64.5 89.9 84.3: 10.1 15.7
Old : 100.0: 27.2 18.3 1.5 61.3 64.5 89.9 84.3: 10.1 15.7
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 : 234: 32 55 16 83 111 125 172:
Old : 234: 32 55 16 83 111 125 172:
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 : 39.8 19.6 49.5 27.6 39.8 18.3 48.6 25.3
Old : 39.8 19.6 49.5 27.6 39.8 18.3 48.6 25.3
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 30, 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 : 1,503,302: 98,428 348,345 40,654 1,117,297 833,318 1,256,379 1,222,317: 246,923 280,985
Old : 1,503,302: 98,428 348,345 40,654 1,117,297 833,318 1,256,379 1,222,317: 246,923 280,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 13,118: -71,221 21,150 -30,934 137,087 6,915 34,932 -2,869: -21,814 15,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.2 2.7 74.3 55.4 83.6 81.3: 16.4 18.7
Old : 100.0: 6.5 23.2 2.7 74.3 55.4 83.6 81.3: 16.4 18.7
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 : 261: 28 68 37 106 117 162 195:
Old : 261: 28 68 37 106 117 162 195:
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 : 36.4 18.0 44.3 27.1 33.3 13.5 39.9 20.2
Old : 36.4 18.0 44.3 27.1 33.3 13.5 39.9 20.2
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 30, 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 : 896,513: 82,566 144,755 15,861 622,162 503,392 720,589 664,008: 175,924 232,505
Old : 896,513: 82,566 144,755 15,861 622,162 503,392 720,589 664,008: 175,924 232,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -5,016: -45,709 24,970 -2,405 52,825 -31,768 4,711 -9,203: -9,727 4,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.1 1.8 69.4 56.1 80.4 74.1: 19.6 25.9
Old : 100.0: 9.2 16.1 1.8 69.4 56.1 80.4 74.1: 19.6 25.9
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 : 143: 17 26 13 62 77 85 110:
Old : 143: 17 26 13 62 77 85 110:
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 : 26.5 16.7 39.0 25.0 19.8 12.4 30.0 18.8
Old : 26.5 16.7 39.0 25.0 19.8 12.4 30.0 18.8
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 30, 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 : 694,137: 110,674 62,392 94,823 450,170 485,360 655,667 642,575: 38,470 51,562
Old : 694,137: 110,674 62,392 94,823 450,170 485,360 655,667 642,575: 38,470 51,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 7,675: 16,637 -17,496 846 -9,544 25,079 7,939 8,429: -264 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.0 13.7 64.9 69.9 94.5 92.6: 5.5 7.4
Old : 100.0: 15.9 9.0 13.7 64.9 69.9 94.5 92.6: 5.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 20 26 34 60 69 101 116:
Old : 129: 20 26 34 60 69 101 116:
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 : 31.1 32.9 45.9 46.7 23.2 15.8 29.7 21.7
Old : 31.1 32.9 45.9 46.7 23.2 15.8 29.7 21.7
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 30, 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 : 80,871: 30,596 10,298 1,917 35,544 55,812 68,057 68,027: 12,814 12,844
Old : 80,871: 30,596 10,298 1,917 35,544 55,812 68,057 68,027: 12,814 12,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,450: -371 600 1,359 1,226 3,463 2,214 5,422: 236 -2,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 12.7 2.4 44.0 69.0 84.2 84.1: 15.8 15.9
Old : 100.0: 37.8 12.7 2.4 44.0 69.0 84.2 84.1: 15.8 15.9
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: 30 18 4 23 32 55 52:
Old : 96: 30 18 4 23 32 55 52:
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 : 23.9 36.3 39.5 55.0 23.9 36.3 39.5 55.0
Old : 23.9 36.3 39.5 55.0 23.9 36.3 39.5 55.0
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 30, 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 : 13,945: 2,096 1,078 2 11,590 12,444 13,688 13,524: 257 421
Old : 13,945: 2,096 1,078 2 11,590 12,444 13,688 13,524: 257 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -422: -651 39 0 237 -623 -414 -584: -8 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.7 0.0 83.1 89.2 98.2 97.0: 1.8 3.0
Old : 100.0: 15.0 7.7 0.0 83.1 89.2 98.2 97.0: 1.8 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 : 40: 5 11 1 10 16 15 28:
Old : 40: 5 11 1 10 16 15 28:
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 : 71.9 65.3 91.8 80.8 71.8 63.6 86.2 76.6
Old : 71.9 65.3 91.8 80.8 71.8 63.6 86.2 76.6
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 30, 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 : 23,612: 4,552 1,466 50 18,723 21,874 23,325 23,390: 287 222
Old : 23,612: 4,552 1,466 50 18,723 21,874 23,325 23,390: 287 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 524: -1,344 313 0 1,888 172 544 485: -20 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.2 0.2 79.3 92.6 98.8 99.1: 1.2 0.9
Old : 100.0: 19.3 6.2 0.2 79.3 92.6 98.8 99.1: 1.2 0.9
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: 9 5 1 7 13 16 19:
Old : 33: 9 5 1 7 13 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 78.2 96.3 91.8 68.0 69.5 82.6 80.6
Old : 81.5 78.2 96.3 91.8 68.0 69.5 82.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010