WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 492,740: 78,374 111,761 112,381 267,468 211,683 458,223 435,826: 34,517 56,914
Old : 199,198: 48,308 84,987 19,249 116,404 68,391 183,961 172,628: 15,237 26,570
Other: 293,542: 50,141 46,849 73,057 151,064 143,292 274,262 263,198: 19,280 30,344
: : :
: : Changes in Commitments from: February 23, 2010 :
: -43: 1,658 -1,484 -3,370 2,849 4,604 1,137 -250: -1,179 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.7 22.8 54.3 43.0 93.0 88.4: 7.0 11.6
Old : 100.0: 24.3 42.7 9.7 58.4 34.3 92.4 86.7: 7.6 13.3
Other: 100.0: 17.1 16.0 24.9 51.5 48.8 93.4 89.7: 6.6 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 108 152 133 76 99 275 310:
Old : 330: 96 130 68 50 82 181 246:
Other: 291: 76 93 97 70 95 212 232:
:----------------------------------------------------------------------------------------------------
: 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 15.6 38.6 22.4 22.7 13.4 36.5 19.0
Old : 37.0 13.6 50.2 22.6 37.0 13.1 50.0 21.7
Other: 24.9 19.6 34.5 27.9 22.9 16.4 31.5 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,390,497: 253,695 135,690 323,619 671,114 640,356 1,248,427 1,099,664: 142,069 290,833
Old : 975,830: 163,944 168,877 210,074 496,747 426,784 870,765 805,735: 105,064 170,095
Other: 414,667: 142,182 19,244 61,113 174,367 213,572 377,662 293,929: 37,005 120,738
: : :
: : Changes in Commitments from: February 23, 2010 :
: 4,521: 10,528 -13,793 6,111 -9,169 15,234 7,470 7,553: -2,950 -3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 9.8 23.3 48.3 46.1 89.8 79.1: 10.2 20.9
Old : 100.0: 16.8 17.3 21.5 50.9 43.7 89.2 82.6: 10.8 17.4
Other: 100.0: 34.3 4.6 14.7 42.0 51.5 91.1 70.9: 8.9 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 168 157 231 213 281 512 587:
Old : 667: 148 188 205 201 267 476 555:
Other: 485: 133 72 115 104 240 276 395:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 12.1 24.3 16.9 15.3 10.0 22.8 13.7
Old : 20.8 12.2 29.9 17.5 20.5 10.7 29.5 15.2
Other: 20.7 13.6 30.7 20.0 20.3 12.2 29.5 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,793: 1,378 3,091 1,586 9,630 9,340 12,594 14,017: 3,199 1,776
Old : 10,909: 1,404 2,798 1,090 5,778 5,601 8,272 9,489: 2,637 1,420
Other: 4,884: 55 374 415 3,853 3,739 4,322 4,528: 562 356
: : :
: : Changes in Commitments from: February 23, 2010 :
: 80: 95 668 136 -446 -667 -215 138: 295 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.6 10.0 61.0 59.1 79.7 88.8: 20.3 11.2
Old : 100.0: 12.9 25.7 10.0 53.0 51.3 75.8 87.0: 24.2 13.0
Other: 100.0: 1.1 7.7 8.5 78.9 76.6 88.5 92.7: 11.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 15 3 16 12 29 29:
Old : 46: 12 15 3 13 8 26 25:
Other: 19: 2 3 3 8 11 12 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 : 38.9 50.2 54.9 67.6 32.8 42.8 43.4 55.6
Old : 38.9 51.0 55.9 69.5 33.8 44.0 46.9 59.6
Other: 60.1 58.7 84.9 81.2 57.1 56.6 69.9 72.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 530,429: 88,358 71,856 137,498 256,830 219,808 482,686 429,162: 47,743 101,267
Old : 369,489: 72,304 61,041 79,700 180,303 168,173 332,307 308,914: 37,181 60,574
Other: 160,940: 45,944 40,705 27,908 76,527 51,635 150,378 120,248: 10,562 40,693
: : :
: : Changes in Commitments from: February 23, 2010 :
: -16,797: -1,153 1,525 1,265 -13,254 -18,998 -13,143 -16,209: -3,654 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.5 25.9 48.4 41.4 91.0 80.9: 9.0 19.1
Old : 100.0: 19.6 16.5 21.6 48.8 45.5 89.9 83.6: 10.1 16.4
Other: 100.0: 28.5 25.3 17.3 47.5 32.1 93.4 74.7: 6.6 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 138 126 169 110 153 341 378:
Old : 429: 130 126 141 96 146 295 355:
Other: 294: 79 77 73 60 118 179 232:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 13.6 27.1 21.3 15.1 11.3 23.5 16.1
Old : 20.8 17.3 31.0 26.4 20.1 14.9 30.1 21.2
Other: 30.2 15.1 42.0 23.8 29.1 13.9 38.9 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 318,484: 53,193 27,857 69,246 164,580 200,606 287,018 297,708: 31,466 20,776
Old : 266,576: 43,947 33,458 51,809 143,365 163,654 239,120 248,921: 27,456 17,655
Other: 51,908: 18,309 3,463 8,373 21,216 36,951 47,898 48,788: 4,010 3,121
: : :
: : Changes in Commitments from: February 23, 2010 :
: -6,494: 3,853 -2,360 -11,296 284 10,421 -7,158 -3,234: 664 -3,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.7 21.7 51.7 63.0 90.1 93.5: 9.9 6.5
Old : 100.0: 16.5 12.6 19.4 53.8 61.4 89.7 93.4: 10.3 6.6
Other: 100.0: 35.3 6.7 16.1 40.9 71.2 92.3 94.0: 7.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 76 51 72 58 65 178 166:
Old : 226: 76 61 66 56 62 169 161:
Other: 94: 27 24 32 28 28 73 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 31.7 33.9 42.6 16.8 27.2 26.0 35.3
Old : 21.5 28.7 37.3 40.5 19.9 24.9 30.7 33.7
Other: 27.4 50.4 45.9 65.1 26.7 48.5 39.6 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 738,427: 51,804 149,868 41,036 519,318 388,960 612,158 579,864: 126,269 158,562
Old : 738,427: 51,804 149,868 41,036 519,318 388,960 612,158 579,864: 126,269 158,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -15,158: 1,529 -1,694 4,286 -11,727 16,992 -5,913 19,584: -9,245 -34,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 20.3 5.6 70.3 52.7 82.9 78.5: 17.1 21.5
Old : 100.0: 7.0 20.3 5.6 70.3 52.7 82.9 78.5: 17.1 21.5
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 : 154: 27 30 35 77 78 122 125:
Old : 154: 27 30 35 77 78 122 125:
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 : 19.7 19.1 31.4 27.6 16.9 17.9 28.3 25.7
Old : 19.7 19.1 31.4 27.6 16.9 17.9 28.3 25.7
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 73,887: 1,876 12,316 1,242 48,233 43,082 51,351 56,640: 22,536 17,247
Old : 73,887: 1,876 12,316 1,242 48,233 43,082 51,351 56,640: 22,536 17,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 16.7 1.7 65.3 58.3 69.5 76.7: 30.5 23.3
Old : 100.0: 2.5 16.7 1.7 65.3 58.3 69.5 76.7: 30.5 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 14 10 17 13:
Old : 20: 1 3 2 14 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 53.2 56.9 69.6 40.6 52.9 53.5 64.6
Old : 43.0 53.2 56.9 69.6 40.6 52.9 53.5 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,458: 184 340 142 7,982 7,833 8,308 8,315: 150 143
Old : 8,458: 184 340 142 7,982 7,833 8,308 8,315: 150 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 61: 91 -3 11 -34 25 68 33: -7 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.0 1.7 94.4 92.6 98.2 98.3: 1.8 1.7
Old : 100.0: 2.2 4.0 1.7 94.4 92.6 98.2 98.3: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 2 18 18 22 23:
Old : 25: 3 4 2 18 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 76.6 83.2 85.1 21.4 22.4 27.4 28.8
Old : 70.9 76.6 83.2 85.1 21.4 22.4 27.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 221,388: 51,008 29,446 40,772 94,442 123,560 186,223 193,779: 35,165 27,609
Old : 179,327: 45,894 24,569 29,634 74,183 101,683 149,711 155,886: 29,617 23,441
Other: 42,061: 10,524 10,287 5,729 20,260 21,877 36,512 37,893: 5,548 4,168
: : :
: : Changes in Commitments from: February 23, 2010 :
: -3,164: -2,867 4,106 711 -572 -7,081 -2,728 -2,263: -436 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.3 18.4 42.7 55.8 84.1 87.5: 15.9 12.5
Old : 100.0: 25.6 13.7 16.5 41.4 56.7 83.5 86.9: 16.5 13.1
Other: 100.0: 25.0 24.5 13.6 48.2 52.0 86.8 90.1: 13.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 51 42 54 59 51 143 127:
Old : 169: 50 42 51 59 50 138 124:
Other: 84: 23 17 26 35 19 70 54:
:----------------------------------------------------------------------------------------------------
: 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 37.2 25.8 48.0 15.0 29.8 23.6 37.2
Old : 15.2 38.7 26.2 48.0 14.3 32.0 24.5 38.4
Other: 26.1 50.0 43.1 62.9 26.1 46.7 42.1 57.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,198: 3,486 1,894 1,619 8,051 10,548 13,156 14,061: 3,042 2,137
Old : 13,686: 3,486 1,885 1,314 6,312 8,822 11,112 12,021: 2,575 1,665
Other: 2,511: 107 116 198 1,739 1,726 2,044 2,040: 467 471
: : :
: : Changes in Commitments from: February 23, 2010 :
: -830: -129 356 -96 -291 -911 -516 -651: -314 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.7 10.0 49.7 65.1 81.2 86.8: 18.8 13.2
Old : 100.0: 25.5 13.8 9.6 46.1 64.5 81.2 87.8: 18.8 12.2
Other: 100.0: 4.3 4.6 7.9 69.3 68.7 81.4 81.2: 18.6 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 24 16 15 31 21 65 44:
Old : 77: 24 18 14 29 20 62 43:
Other: 28: 6 1 6 12 12 19 19:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 49.5 37.4 60.9 23.5 45.6 36.5 55.4
Old : 22.3 53.3 37.0 64.2 22.3 49.7 36.7 58.6
Other: 61.1 44.2 71.3 65.9 59.4 41.9 66.9 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 944,901: 266,544 125,499 48,725 534,176 642,442 849,445 816,666: 95,457 128,235
Old : 944,901: 266,544 125,499 48,725 534,176 642,442 849,445 816,666: 95,457 128,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -58,126: -2,795 -8,316 13,625 -49,096 -49,030 -38,266 -43,721: -19,861 -14,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.3 5.2 56.5 68.0 89.9 86.4: 10.1 13.6
Old : 100.0: 28.2 13.3 5.2 56.5 68.0 89.9 86.4: 10.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 40 49 30 82 127 137 191:
Old : 235: 40 49 30 82 127 137 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 18.9 39.7 26.1 28.6 17.2 36.9 23.5
Old : 30.3 18.9 39.7 26.1 28.6 17.2 36.9 23.5
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,695,309: 162,003 243,107 203,294 1,030,104 953,404 1,395,401 1,399,805: 299,908 295,504
Old : 1,695,309: 162,003 243,107 203,294 1,030,104 953,404 1,395,401 1,399,805: 299,908 295,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 70,892: 51,584 19,587 -6,095 25,328 66,648 70,817 80,139: 75 -9,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.3 12.0 60.8 56.2 82.3 82.6: 17.7 17.4
Old : 100.0: 9.6 14.3 12.0 60.8 56.2 82.3 82.6: 17.7 17.4
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 : 245: 49 50 61 121 124 200 205:
Old : 245: 49 50 61 121 124 200 205:
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 : 22.0 18.4 30.2 26.3 17.8 13.2 22.9 17.8
Old : 22.0 18.4 30.2 26.3 17.8 13.2 22.9 17.8
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,037,614: 170,678 133,313 45,344 602,664 610,486 818,686 789,143: 218,928 248,471
Old : 1,037,614: 170,678 133,313 45,344 602,664 610,486 818,686 789,143: 218,928 248,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 88,753: 59,844 32,228 6,248 15,482 34,555 81,574 73,031: 7,179 15,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.8 4.4 58.1 58.8 78.9 76.1: 21.1 23.9
Old : 100.0: 16.4 12.8 4.4 58.1 58.8 78.9 76.1: 21.1 23.9
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 : 141: 28 20 22 70 75 107 108:
Old : 141: 28 20 22 70 75 107 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 16.8 32.1 27.4 14.6 13.6 23.8 21.1
Old : 21.2 16.8 32.1 27.4 14.6 13.6 23.8 21.1
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 821,800: 63,577 74,862 245,208 473,369 454,797 782,154 774,867: 39,646 46,933
Old : 821,800: 63,577 74,862 245,208 473,369 454,797 782,154 774,867: 39,646 46,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -193,546: -13,588 -2,528 -80,316 -94,189 -104,216 -188,093 -187,061: -5,453 -6,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.1 29.8 57.6 55.3 95.2 94.3: 4.8 5.7
Old : 100.0: 7.7 9.1 29.8 57.6 55.3 95.2 94.3: 4.8 5.7
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 : 137: 26 32 40 67 70 114 122:
Old : 137: 26 32 40 67 70 114 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 23.0 43.5 35.4 19.2 10.5 22.6 15.2
Old : 30.1 23.0 43.5 35.4 19.2 10.5 22.6 15.2
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,974: 3,414 1,377 3 8,166 8,992 11,583 10,372: 2,391 3,602
Old : 13,974: 3,414 1,377 3 8,166 8,992 11,583 10,372: 2,391 3,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -369: 57 -120 0 -502 -641 -445 -761: 76 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.9 0.0 58.4 64.3 82.9 74.2: 17.1 25.8
Old : 100.0: 24.4 9.9 0.0 58.4 64.3 82.9 74.2: 17.1 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 3 1 6 9 12 12:
Old : 23: 5 3 1 6 9 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 50.8 76.6 66.3 60.8 50.8 76.6 66.3
Old : 60.8 50.8 76.6 66.3 60.8 50.8 76.6 66.3
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,882: 30,066 9,092 1,136 33,286 57,121 64,488 67,349: 13,394 10,533
Old : 77,882: 30,066 9,092 1,136 33,286 57,121 64,488 67,349: 13,394 10,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 3,643: 3,203 -2,514 -20 -67 6,981 3,116 4,447: 527 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.7 1.5 42.7 73.3 82.8 86.5: 17.2 13.5
Old : 100.0: 38.6 11.7 1.5 42.7 73.3 82.8 86.5: 17.2 13.5
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 : 97: 36 13 10 28 35 66 56:
Old : 97: 36 13 10 28 35 66 56:
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 : 22.3 40.0 35.5 56.5 22.3 37.8 34.8 52.8
Old : 22.3 40.0 35.5 56.5 22.3 37.8 34.8 52.8
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 with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,766: 8,560 12,646 0 3,807 117 12,367 12,763: 399 3
Old : 12,766: 8,560 12,646 0 3,807 117 12,367 12,763: 399 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 83: 142 83 0 -59 0 83 83: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 99.1 0.0 29.8 0.9 96.9 100.0: 3.1 0.0
Old : 100.0: 67.1 99.1 0.0 29.8 0.9 96.9 100.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 98.6 91.4 100.0 74.5 98.6 91.4 100.0
Old : 74.5 98.6 91.4 100.0 74.5 98.6 91.4 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,505: 1,991 1,068 0 11,323 12,273 13,314 13,341: 191 164
Old : 13,505: 1,991 1,068 0 11,323 12,273 13,314 13,341: 191 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 2,474: 939 -167 -209 1,593 2,840 2,323 2,464: 151 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.9 0.0 83.8 90.9 98.6 98.8: 1.4 1.2
Old : 100.0: 14.7 7.9 0.0 83.8 90.9 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 8 0 13 16 19 24:
Old : 40: 6 8 0 13 16 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 72.2 87.6 85.3 47.6 58.6 66.0 66.9
Old : 64.5 72.2 87.6 85.3 47.6 58.6 66.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 24,579: 7,362 2,327 211 16,762 21,704 24,335 24,242: 244 337
Old : 24,579: 7,362 2,327 211 16,762 21,704 24,335 24,242: 244 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,435: 2,679 1,419 211 -1,494 1,087 1,396 2,717: 39 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.5 0.9 68.2 88.3 99.0 98.6: 1.0 1.4
Old : 100.0: 30.0 9.5 0.9 68.2 88.3 99.0 98.6: 1.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 4 1 8 16 19 21:
Old : 35: 11 4 1 8 16 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 58.9 91.5 79.6 55.0 47.6 71.3 63.2
Old : 73.0 58.9 91.5 79.6 55.0 47.6 71.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010