WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 520,609: 75,384 116,409 132,698 276,267 215,144 484,348 464,250: 36,261 56,359
Old : 195,601: 42,735 85,365 24,225 112,650 62,229 179,611 171,820: 15,991 23,782
Other: 325,008: 52,599 50,995 88,521 163,617 152,914 304,738 292,430: 20,270 32,578
: : :
: : Changes in Commitments from: March 16, 2010 :
: 9,599: 259 1,926 3,843 4,831 4,801 8,933 10,570: 666 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.4 25.5 53.1 41.3 93.0 89.2: 7.0 10.8
Old : 100.0: 21.8 43.6 12.4 57.6 31.8 91.8 87.8: 8.2 12.2
Other: 100.0: 16.2 15.7 27.2 50.3 47.0 93.8 90.0: 6.2 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 118 161 155 83 102 301 341:
Old : 332: 101 130 78 53 75 197 241:
Other: 325: 94 103 114 74 99 238 263:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 14.1 37.1 21.6 22.0 11.2 35.1 16.8
Old : 37.1 12.6 48.6 21.9 37.1 11.6 48.5 20.3
Other: 24.4 16.9 33.2 26.2 22.2 13.8 30.5 19.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,483,169: 247,950 188,016 379,021 710,203 624,814 1,337,175 1,191,852: 145,995 291,318
Old : 1,009,697: 163,527 231,326 228,653 512,686 385,782 904,867 845,761: 104,830 163,937
Other: 473,472: 159,299 31,566 75,492 197,517 239,033 432,308 346,091: 41,164 127,381
: : :
: : Changes in Commitments from: March 16, 2010 :
: 37,636: -3,501 20,451 23,917 15,800 -6,426 36,216 37,943: 1,420 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 12.7 25.6 47.9 42.1 90.2 80.4: 9.8 19.6
Old : 100.0: 16.2 22.9 22.6 50.8 38.2 89.6 83.8: 10.4 16.2
Other: 100.0: 33.6 6.7 15.9 41.7 50.5 91.3 73.1: 8.7 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 179 177 256 220 279 541 616:
Old : 684: 148 212 217 208 260 496 569:
Other: 507: 144 81 134 114 239 309 411:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 11.4 23.5 16.0 14.2 8.5 21.6 11.8
Old : 19.4 10.7 28.4 16.5 18.7 8.5 27.6 13.6
Other: 19.4 14.4 28.7 20.3 18.7 12.9 27.0 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,454: 1,352 3,810 2,387 11,459 10,630 15,198 16,827: 3,256 1,627
Old : 11,489: 1,176 4,274 696 6,962 5,122 8,834 10,092: 2,655 1,397
Other: 6,965: 1,102 463 764 4,497 5,508 6,364 6,735: 602 230
: : :
: : Changes in Commitments from: March 16, 2010 :
: 247: -183 -4 328 153 216 298 540: -51 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.6 12.9 62.1 57.6 82.4 91.2: 17.6 8.8
Old : 100.0: 10.2 37.2 6.1 60.6 44.6 76.9 87.8: 23.1 12.2
Other: 100.0: 15.8 6.6 11.0 64.6 79.1 91.4 96.7: 8.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 19 8 18 14 33 36:
Old : 47: 11 17 5 15 6 28 26:
Other: 27: 5 5 6 11 12 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 35.2 48.6 55.4 67.1 29.8 37.5 41.3 50.3
Old : 34.9 55.3 53.8 70.2 34.9 45.3 50.9 60.0
Other: 60.9 65.4 79.9 82.3 44.9 51.3 59.7 64.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 553,525: 96,325 65,615 150,079 259,602 230,371 506,007 446,065: 47,518 107,460
Old : 372,136: 72,391 57,056 85,056 179,382 171,540 336,829 313,652: 35,307 58,484
Other: 181,389: 55,333 39,957 33,624 80,220 58,831 169,177 132,413: 12,211 48,976
: : :
: : Changes in Commitments from: March 16, 2010 :
: 497: 8,152 -23,986 1,572 -8,867 21,530 856 -883: -359 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.9 27.1 46.9 41.6 91.4 80.6: 8.6 19.4
Old : 100.0: 19.5 15.3 22.9 48.2 46.1 90.5 84.3: 9.5 15.7
Other: 100.0: 30.5 22.0 18.5 44.2 32.4 93.3 73.0: 6.7 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 149 139 195 115 158 374 397:
Old : 453: 135 147 162 105 152 330 375:
Other: 315: 90 85 84 67 121 203 244:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 14.8 26.2 21.8 14.4 12.2 22.7 17.9
Old : 20.0 19.5 30.0 28.2 19.5 17.9 29.1 24.4
Other: 27.3 12.8 38.0 20.1 26.2 10.6 34.9 15.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 322,355: 50,635 28,971 75,574 161,881 196,618 288,090 301,163: 34,264 21,192
Old : 260,776: 42,491 35,130 54,949 133,768 152,707 231,207 242,786: 29,569 17,990
Other: 61,579: 18,242 3,938 10,528 28,113 43,911 56,883 58,377: 4,696 3,201
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,617: -4,410 -1,301 608 -2,657 -747 -6,459 -1,440: 4,842 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.0 23.4 50.2 61.0 89.4 93.4: 10.6 6.6
Old : 100.0: 16.3 13.5 21.1 51.3 58.6 88.7 93.1: 11.3 6.9
Other: 100.0: 29.6 6.4 17.1 45.7 71.3 92.4 94.8: 7.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 83 50 84 64 66 197 174:
Old : 234: 84 56 75 61 63 184 169:
Other: 105: 32 21 34 38 30 88 69:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 32.1 29.2 41.2 16.0 26.3 23.0 33.1
Old : 19.0 28.5 31.9 36.9 18.3 23.5 27.1 30.1
Other: 27.6 54.2 44.4 67.4 25.7 49.2 37.3 57.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 722,096: 52,514 152,657 42,446 495,412 382,557 590,371 577,660: 131,725 144,436
Old : 722,096: 52,514 152,657 42,446 495,412 382,557 590,371 577,660: 131,725 144,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 10,181: 12,304 2,179 -3,662 1,293 16,323 9,935 14,840: 246 -4,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.1 5.9 68.6 53.0 81.8 80.0: 18.2 20.0
Old : 100.0: 7.3 21.1 5.9 68.6 53.0 81.8 80.0: 18.2 20.0
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 : 159: 25 36 40 72 77 120 131:
Old : 159: 25 36 40 72 77 120 131:
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 : 20.9 18.4 33.3 27.0 18.6 18.3 30.8 26.3
Old : 20.9 18.4 33.3 27.0 18.6 18.3 30.8 26.3
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 225,957: 47,583 32,970 46,703 97,823 116,582 192,109 196,255: 33,848 29,702
Old : 173,780: 43,358 21,107 32,512 70,659 95,568 146,530 149,188: 27,250 24,592
Other: 52,177: 9,833 17,471 8,583 27,164 21,014 45,579 47,067: 6,598 5,110
: : :
: : Changes in Commitments from: March 16, 2010 :
: -7,825: -2,287 -9,529 -2,667 -3,499 6,280 -8,453 -5,916: 628 -1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.6 20.7 43.3 51.6 85.0 86.9: 15.0 13.1
Old : 100.0: 25.0 12.1 18.7 40.7 55.0 84.3 85.8: 15.7 14.2
Other: 100.0: 18.8 33.5 16.4 52.1 40.3 87.4 90.2: 12.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 41 55 67 62 53 153 143:
Old : 179: 51 50 63 61 49 147 135:
Other: 102: 23 27 29 40 25 79 68:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 33.8 23.5 43.6 13.1 28.5 21.4 35.7
Old : 14.6 36.7 25.4 45.1 13.5 31.8 23.8 39.2
Other: 22.5 40.0 36.3 53.7 22.5 36.8 35.2 50.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,803: 3,441 3,231 1,714 8,808 9,346 13,963 14,291: 2,839 2,512
Old : 13,312: 3,460 3,127 1,274 6,337 7,090 11,070 11,490: 2,242 1,822
Other: 3,491: 64 188 357 2,472 2,256 2,893 2,801: 598 690
: : :
: : Changes in Commitments from: March 16, 2010 :
: 708: 297 342 219 319 380 835 941: -127 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.2 10.2 52.4 55.6 83.1 85.1: 16.9 14.9
Old : 100.0: 26.0 23.5 9.6 47.6 53.3 83.2 86.3: 16.8 13.7
Other: 100.0: 1.8 5.4 10.2 70.8 64.6 82.9 80.2: 17.1 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 25 21 13 31 22 60 52:
Old : 82: 25 21 10 30 18 59 45:
Other: 35: 4 7 7 12 15 19 27:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 39.5 40.1 51.8 25.3 32.6 37.9 44.4
Old : 24.5 42.5 39.8 55.5 23.0 35.1 36.7 47.1
Other: 63.3 41.2 74.3 58.7 61.1 39.4 67.3 55.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 934,809: 207,154 150,647 60,353 567,799 594,603 835,306 805,603: 99,503 129,206
Old : 934,809: 207,154 150,647 60,353 567,799 594,603 835,306 805,603: 99,503 129,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 9,628: -36,145 -5,888 10,364 31,593 3,838 5,812 8,314: 3,816 1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.1 6.5 60.7 63.6 89.4 86.2: 10.6 13.8
Old : 100.0: 22.2 16.1 6.5 60.7 63.6 89.4 86.2: 10.6 13.8
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 : 244: 33 60 32 89 122 143 193:
Old : 244: 33 60 32 89 122 143 193:
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 : 35.1 18.9 44.6 26.0 34.9 17.5 43.0 23.6
Old : 35.1 18.9 44.6 26.0 34.9 17.5 43.0 23.6
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 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 : 1,848,987: 177,254 312,772 212,840 1,175,964 1,039,092 1,566,058 1,564,704: 282,928 284,283
Old : 1,848,987: 177,254 312,772 212,840 1,175,964 1,039,092 1,566,058 1,564,704: 282,928 284,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 60,784: -9,387 59,933 3,551 102,060 9,823 96,224 73,307: -35,440 -12,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.9 11.5 63.6 56.2 84.7 84.6: 15.3 15.4
Old : 100.0: 9.6 16.9 11.5 63.6 56.2 84.7 84.6: 15.3 15.4
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 : 271: 44 61 70 131 147 217 236:
Old : 271: 44 61 70 131 147 217 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 18.0 35.8 26.5 23.0 12.8 27.3 18.2
Old : 27.4 18.0 35.8 26.5 23.0 12.8 27.3 18.2
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 with Delta-adjusted Options and Futures Combined, 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 : 938,560: 128,576 118,524 35,399 581,129 545,222 745,104 699,145: 193,456 239,415
Old : 938,560: 128,576 118,524 35,399 581,129 545,222 745,104 699,145: 193,456 239,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -32,354: -21,510 -2,767 -4,497 2,543 -16,945 -23,464 -24,209: -8,890 -8,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.6 3.8 61.9 58.1 79.4 74.5: 20.6 25.5
Old : 100.0: 13.7 12.6 3.8 61.9 58.1 79.4 74.5: 20.6 25.5
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 : 153: 25 28 27 69 83 107 125:
Old : 153: 25 28 27 69 83 107 125:
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 : 23.3 15.8 34.9 25.1 17.1 11.6 26.9 18.2
Old : 23.3 15.8 34.9 25.1 17.1 11.6 26.9 18.2
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 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 : 951,193: 118,681 88,368 273,752 516,390 531,827 908,823 893,947: 42,370 57,246
Old : 951,193: 118,681 88,368 273,752 516,390 531,827 908,823 893,947: 42,370 57,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 24,251: 8,901 4,822 12,719 4,822 7,809 26,442 25,349: -2,191 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.3 28.8 54.3 55.9 95.5 94.0: 4.5 6.0
Old : 100.0: 12.5 9.3 28.8 54.3 55.9 95.5 94.0: 4.5 6.0
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 : 139: 28 32 43 63 73 113 129:
Old : 139: 28 32 43 63 73 113 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 23.6 41.6 37.9 18.1 9.4 22.7 13.7
Old : 27.7 23.6 41.6 37.9 18.1 9.4 22.7 13.7
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 with Delta-adjusted Options and Futures Combined, 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 : 80,656: 30,994 9,842 784 36,181 54,015 67,959 64,640: 12,697 16,015
Old : 80,656: 30,994 9,842 784 36,181 54,015 67,959 64,640: 12,697 16,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -26,922: -3,260 -1,658 -2,144 -18,696 -22,732 -24,101 -26,535: -2,821 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 12.2 1.0 44.9 67.0 84.3 80.1: 15.7 19.9
Old : 100.0: 38.4 12.2 1.0 44.9 67.0 84.3 80.1: 15.7 19.9
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 : 91: 31 15 5 23 31 56 49:
Old : 91: 31 15 5 23 31 56 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 30.8 40.2 49.7 25.2 30.8 40.2 49.7
Old : 25.3 30.8 40.2 49.7 25.2 30.8 40.2 49.7
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 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 with Delta-adjusted Options and Futures Combined, 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