WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 485,958: 97,057 77,507 77,395 268,758 275,101 443,210 430,003: 42,748 55,955
Old : 193,485: 67,013 52,900 3,256 101,055 121,229 171,324 177,385: 22,161 16,100
Other: 292,473: 62,422 56,985 41,761 167,703 153,872 271,886 252,618: 20,587 39,855
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,147: -3,224 -2,156 1,299 6,712 5,435 4,787 4,578: -3,640 -3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 15.9 15.9 55.3 56.6 91.2 88.5: 8.8 11.5
Old : 100.0: 34.6 27.3 1.7 52.2 62.7 88.5 91.7: 11.5 8.3
Other: 100.0: 21.3 19.5 14.3 57.3 52.6 93.0 86.4: 7.0 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 143 124 159 84 135 322 344:
Old : 371: 152 95 28 40 93 204 205:
Other: 344: 87 109 87 74 126 217 279:
:----------------------------------------------------------------------------------------------------
: 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 22.4 37.4 29.5 21.2 19.2 35.5 23.6
Old : 35.0 35.3 46.7 45.0 35.0 35.3 46.7 44.8
Other: 25.8 18.3 38.0 25.7 24.2 14.2 34.0 19.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,627,775: 558,925 101,036 222,693 673,431 1,053,631 1,455,049 1,377,360: 172,726 250,415
Old : 1,155,248: 396,230 110,780 142,840 493,866 741,786 1,032,936 995,406: 122,312 159,842
Other: 472,527: 213,623 41,184 28,925 179,565 311,845 422,113 381,954: 50,414 90,573
: : :
: : Changes in Commitments from: March 1, 2011 :
: -19,860: -25,647 -4,839 9,255 765 -24,045 -15,627 -19,629: -4,233 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.2 13.7 41.4 64.7 89.4 84.6: 10.6 15.4
Old : 100.0: 34.3 9.6 12.4 42.7 64.2 89.4 86.2: 10.6 13.8
Other: 100.0: 45.2 8.7 6.1 38.0 66.0 89.3 80.8: 10.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 865: 261 135 229 228 380 598 668:
Old : 831: 242 140 177 192 366 519 620:
Other: 670: 165 104 57 127 331 319 474:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.9 20.9 18.7 11.6 9.6 17.6 14.5
Old : 15.0 16.4 22.8 22.2 14.4 12.8 21.0 18.1
Other: 20.4 13.8 31.3 20.3 19.5 13.5 29.9 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,058: 3,832 62 21 5,720 11,684 9,573 11,767: 3,485 1,291
Old : 8,899: 2,359 0 1 4,003 7,974 6,363 7,975: 2,536 924
Other: 4,159: 1,475 64 18 1,717 3,710 3,210 3,792: 949 367
: : :
: : Changes in Commitments from: March 1, 2011 :
: -64: -68 0 -385 191 -34 -262 -419: 198 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 0.5 0.2 43.8 89.5 73.3 90.1: 26.7 9.9
Old : 100.0: 26.5 0.0 0.0 45.0 89.6 71.5 89.6: 28.5 10.4
Other: 100.0: 35.5 1.5 0.4 41.3 89.2 77.2 91.2: 22.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 1 4 18 13 39 17:
Old : 36: 16 0 1 15 8 31 9:
Other: 26: 8 1 2 11 11 19 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 68.9 42.9 83.6 27.2 62.3 40.9 74.9
Old : 33.3 82.1 47.9 89.6 33.3 80.9 47.9 88.2
Other: 46.5 62.9 62.7 81.1 40.9 61.3 57.1 72.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 617,315: 212,527 33,994 80,273 262,346 411,217 555,146 525,484: 62,169 91,831
Old : 394,840: 154,738 30,482 30,408 169,927 286,332 355,073 347,222: 39,767 47,618
Other: 222,475: 85,280 31,003 22,374 92,419 124,885 200,073 178,262: 22,402 44,213
: : :
: : Changes in Commitments from: March 1, 2011 :
: 4,647: 3,625 -10,068 3,007 -2,972 9,774 3,660 2,713: 987 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 5.5 13.0 42.5 66.6 89.9 85.1: 10.1 14.9
Old : 100.0: 39.2 7.7 7.7 43.0 72.5 89.9 87.9: 10.1 12.1
Other: 100.0: 38.3 13.9 10.1 41.5 56.1 89.9 80.1: 10.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 200 90 147 131 199 398 394:
Old : 505: 182 93 89 98 178 320 331:
Other: 380: 100 77 52 81 173 213 278:
:----------------------------------------------------------------------------------------------------
: 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 20.9 23.8 29.5 11.4 18.6 17.5 25.1
Old : 19.5 28.0 29.2 39.6 18.5 27.5 27.4 36.3
Other: 20.1 16.3 31.4 25.9 19.1 15.2 29.7 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,438: 20,623 1,515 171 23 5,370 20,817 7,056: 2,621 16,382
Old : 5,212: 3,318 234 135 23 946 3,476 1,315: 1,736 3,897
Other: 18,226: 17,334 1,310 7 0 4,424 17,341 5,741: 885 12,485
: : :
: : Changes in Commitments from: March 1, 2011 :
: 520: 260 78 -128 -1 134 131 84: 389 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 6.5 0.7 0.1 22.9 88.8 30.1: 11.2 69.9
Old : 100.0: 63.7 4.5 2.6 0.4 18.2 66.7 25.2: 33.3 74.8
Other: 100.0: 95.1 7.2 0.0 0.0 24.3 95.1 31.5: 4.9 68.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 4 6 2 14 19 24:
Old : 32: 15 4 6 2 12 18 21:
Other: 32: 14 4 2 0 14 14 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 : 56.8 13.2 77.1 19.4 56.5 13.2 76.7 19.4
Old : 37.8 14.5 56.4 19.3 36.5 14.5 55.1 18.9
Other: 65.1 13.5 85.9 19.9 65.1 13.5 85.9 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 371,133: 109,839 34,212 43,507 182,588 271,231 335,934 348,950: 35,199 22,183
Old : 297,945: 90,944 40,430 26,820 149,473 212,657 267,237 279,907: 30,708 18,038
Other: 73,188: 30,290 5,177 5,292 33,115 58,574 68,697 69,043: 4,491 4,145
: : :
: : Changes in Commitments from: March 1, 2011 :
: 3,555: 5,528 171 3,326 -2,369 6,098 6,485 9,595: -2,930 -6,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.2 11.7 49.2 73.1 90.5 94.0: 9.5 6.0
Old : 100.0: 30.5 13.6 9.0 50.2 71.4 89.7 93.9: 10.3 6.1
Other: 100.0: 41.4 7.1 7.2 45.2 80.0 93.9 94.3: 6.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 100 50 68 64 67 205 163:
Old : 254: 98 60 54 59 64 187 156:
Other: 114: 44 15 14 42 29 90 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 : 13.6 33.1 25.1 48.1 11.4 26.5 19.2 40.1
Old : 16.6 33.8 29.0 46.8 14.0 28.7 23.7 39.2
Other: 30.0 48.7 48.5 64.0 28.9 47.9 46.8 62.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 622,337: 84,958 108,404 2,225 399,489 352,237 486,672 462,866: 135,665 159,471
Old : 622,337: 84,958 108,404 2,225 399,489 352,237 486,672 462,866: 135,665 159,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -42,418: -8,549 -17,341 -1,680 -29,265 -26,480 -39,494 -45,501: -2,924 3,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.4 0.4 64.2 56.6 78.2 74.4: 21.8 25.6
Old : 100.0: 13.7 17.4 0.4 64.2 56.6 78.2 74.4: 21.8 25.6
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 : 151: 21 34 7 70 66 95 103:
Old : 151: 21 34 7 70 66 95 103:
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 : 20.4 18.1 32.3 29.5 18.3 17.8 29.3 28.4
Old : 20.4 18.1 32.3 29.5 18.3 17.8 29.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 330,735: 45,772 62,389 7,825 217,688 213,576 271,285 283,790: 59,450 46,945
Old : 330,735: 45,772 62,389 7,825 217,688 213,576 271,285 283,790: 59,450 46,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -31,422: 865 -643 -4,347 -21,199 -17,293 -24,681 -22,283: -6,741 -9,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 18.9 2.4 65.8 64.6 82.0 85.8: 18.0 14.2
Old : 100.0: 13.8 18.9 2.4 65.8 64.6 82.0 85.8: 18.0 14.2
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 : 68: 7 12 4 39 32 48 46:
Old : 68: 7 12 4 39 32 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 40.4 44.1 55.1 24.0 39.3 41.8 52.9
Old : 24.9 40.4 44.1 55.1 24.0 39.3 41.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,862: 1,059 598 445 5,993 6,417 7,497 7,460: 365 402
Old : 7,862: 1,059 598 445 5,993 6,417 7,497 7,460: 365 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -320: 299 128 -211 -466 -296 -378 -379: 58 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.6 5.7 76.2 81.6 95.4 94.9: 4.6 5.1
Old : 100.0: 13.5 7.6 5.7 76.2 81.6 95.4 94.9: 4.6 5.1
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 : 34: 4 3 5 20 25 27 30:
Old : 34: 4 3 5 20 25 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 48.0 76.2 69.1 31.7 25.5 42.2 35.9
Old : 54.5 48.0 76.2 69.1 31.7 25.5 42.2 35.9
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 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 212,482: 56,576 21,582 25,663 91,600 141,039 173,839 188,284: 38,643 24,198
Old : 164,101: 46,208 22,694 13,001 72,318 109,052 131,527 144,747: 32,574 19,354
Other: 48,381: 13,221 1,741 9,809 19,282 31,987 42,312 43,537: 6,069 4,844
: : :
: : Changes in Commitments from: March 1, 2011 :
: 3,550: -3,094 -1,797 375 1,920 2,355 -799 933: 4,349 2,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 10.2 12.1 43.1 66.4 81.8 88.6: 18.2 11.4
Old : 100.0: 28.2 13.8 7.9 44.1 66.5 80.2 88.2: 19.8 11.8
Other: 100.0: 27.3 3.6 20.3 39.9 66.1 87.5 90.0: 12.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 57 28 43 71 57 157 114:
Old : 177: 56 30 37 68 55 146 109:
Other: 101: 26 9 12 47 29 83 46:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 33.7 20.5 45.4 8.4 28.8 15.2 36.9
Old : 12.0 34.1 22.2 46.7 10.9 27.7 18.6 39.1
Other: 24.2 41.3 38.6 62.5 21.1 40.8 33.8 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,768: 8,943 3,020 1,875 7,924 19,395 18,742 24,290: 7,026 1,478
Old : 21,359: 8,460 2,823 1,170 5,973 16,285 15,603 20,278: 5,756 1,081
Other: 4,409: 835 549 353 1,951 3,110 3,139 4,012: 1,270 397
: : :
: : Changes in Commitments from: March 1, 2011 :
: 81: 585 616 -548 327 -119 364 -51: -283 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.7 7.3 30.8 75.3 72.7 94.3: 27.3 5.7
Old : 100.0: 39.6 13.2 5.5 28.0 76.2 73.1 94.9: 26.9 5.1
Other: 100.0: 18.9 12.5 8.0 44.3 70.5 71.2 91.0: 28.8 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 58 15 19 23 20 92 49:
Old : 107: 56 16 13 16 19 80 44:
Other: 48: 16 9 7 13 14 33 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 : 17.1 54.5 26.5 66.9 15.6 50.0 23.8 61.5
Old : 18.7 57.8 29.2 71.2 18.7 57.5 28.3 70.1
Other: 35.9 51.3 46.5 69.9 35.7 49.7 46.0 68.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 868,953: 201,928 150,148 9,495 564,021 569,673 775,444 729,316: 93,509 139,637
Old : 868,953: 201,928 150,148 9,495 564,021 569,673 775,444 729,316: 93,509 139,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -16,568: 33,200 -43,656 -8,205 -43,182 30,141 -18,187 -21,720: 1,619 5,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 17.3 1.1 64.9 65.6 89.2 83.9: 10.8 16.1
Old : 100.0: 23.2 17.3 1.1 64.9 65.6 89.2 83.9: 10.8 16.1
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 : 227: 31 50 17 84 116 123 175:
Old : 227: 31 50 17 84 116 123 175:
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 : 28.0 18.0 39.5 27.7 24.3 17.0 34.7 25.8
Old : 28.0 18.0 39.5 27.7 24.3 17.0 34.7 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,547,378: 184,288 241,005 27,298 1,093,930 939,587 1,305,516 1,207,890: 241,862 339,488
Old : 1,547,378: 184,288 241,005 27,298 1,093,930 939,587 1,305,516 1,207,890: 241,862 339,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 69,995: 17,178 -63 -4,021 81,763 63,050 94,920 58,966: -24,925 11,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.6 1.8 70.7 60.7 84.4 78.1: 15.6 21.9
Old : 100.0: 11.9 15.6 1.8 70.7 60.7 84.4 78.1: 15.6 21.9
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 : 248: 35 55 27 108 119 155 190:
Old : 248: 35 55 27 108 119 155 190:
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 : 26.7 14.4 35.8 24.7 25.3 11.8 32.7 18.4
Old : 26.7 14.4 35.8 24.7 25.3 11.8 32.7 18.4
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 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,212,652: 270,218 130,304 16,499 750,718 808,297 1,037,435 955,100: 175,217 257,552
Old : 1,212,652: 270,218 130,304 16,499 750,718 808,297 1,037,435 955,100: 175,217 257,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -36,761: -15,313 -183 2,684 -33,049 -21,927 -45,678 -19,426: 8,917 -17,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.7 1.4 61.9 66.7 85.6 78.8: 14.4 21.2
Old : 100.0: 22.3 10.7 1.4 61.9 66.7 85.6 78.8: 14.4 21.2
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 : 181: 25 38 11 88 93 116 139:
Old : 181: 25 38 11 88 93 116 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 19.1 35.5 31.0 24.9 16.5 33.6 25.1
Old : 25.5 19.1 35.5 31.0 24.9 16.5 33.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 584,776: 99,944 45,220 74,200 380,080 417,727 554,224 537,147: 30,552 47,629
Old : 584,776: 99,944 45,220 74,200 380,080 417,727 554,224 537,147: 30,552 47,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 26,552: -6,008 4,679 13,749 26,275 15,010 34,016 33,438: -7,464 -6,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.7 12.7 65.0 71.4 94.8 91.9: 5.2 8.1
Old : 100.0: 17.1 7.7 12.7 65.0 71.4 94.8 91.9: 5.2 8.1
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 : 124: 27 27 35 56 57 100 106:
Old : 124: 27 27 35 56 57 100 106:
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 33.4 48.3 47.2 19.3 16.7 26.6 23.8
Old : 35.1 33.4 48.3 47.2 19.3 16.7 26.6 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,316: 15,414 3,842 3,685 31,816 44,410 50,914 51,936: 8,403 7,381
Old : 59,316: 15,414 3,842 3,685 31,816 44,410 50,914 51,936: 8,403 7,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 405: 1,589 -401 -535 -429 95 626 -841: -221 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.5 6.2 53.6 74.9 85.8 87.6: 14.2 12.4
Old : 100.0: 26.0 6.5 6.2 53.6 74.9 85.8 87.6: 14.2 12.4
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 : 110: 31 15 11 33 34 71 58:
Old : 110: 31 15 11 33 34 71 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 35.8 35.9 52.0 22.8 35.6 33.0 50.2
Old : 24.6 35.8 35.9 52.0 22.8 35.6 33.0 50.2
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,841: 4,258 763 54 7,536 10,621 11,848 11,438: 1,993 2,403
Old : 13,841: 4,258 763 54 7,536 10,621 11,848 11,438: 1,993 2,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,059: 136 -48 54 838 838 1,028 844: 31 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 5.5 0.4 54.4 76.7 85.6 82.6: 14.4 17.4
Old : 100.0: 30.8 5.5 0.4 54.4 76.7 85.6 82.6: 14.4 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 : 24: 7 3 2 6 9 14 13:
Old : 24: 7 3 2 6 9 14 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 : 51.5 60.8 73.8 75.6 50.3 60.8 72.6 75.5
Old : 51.5 60.8 73.8 75.6 50.3 60.8 72.6 75.5
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 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,950: 29,345 13,191 227 48,559 67,577 78,131 80,995: 12,819 9,955
Old : 90,950: 29,345 13,191 227 48,559 67,577 78,131 80,995: 12,819 9,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,308: 3,046 -565 -1,318 -2,533 -1,487 -805 -3,370: -503 2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.5 0.2 53.4 74.3 85.9 89.1: 14.1 10.9
Old : 100.0: 32.3 14.5 0.2 53.4 74.3 85.9 89.1: 14.1 10.9
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 : 105: 31 17 7 31 33 64 55:
Old : 105: 31 17 7 31 33 64 55:
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 : 23.5 35.7 37.4 52.7 23.2 35.5 36.3 52.4
Old : 23.5 35.7 37.4 52.7 23.2 35.5 36.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,421: 4,557 2,535 37 1,737 3,849 6,331 6,421: 90 0
Old : 6,421: 4,557 2,535 37 1,737 3,849 6,331 6,421: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 787: 753 351 0 16 465 769 816: 18 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 39.5 0.6 27.1 59.9 98.6 100.0: 1.4 0.0
Old : 100.0: 71.0 39.5 0.6 27.1 59.9 98.6 100.0: 1.4 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: 12 3 1 1 4 13 8:
Old : 20: 12 3 1 1 4 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 91.0 90.4 100.0 67.7 91.0 90.4 99.4
Old : 67.7 91.0 90.4 100.0 67.7 91.0 90.4 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,679: 799 1,337 843 12,981 12,237 14,623 14,417: 56 262
Old : 14,679: 799 1,337 843 12,981 12,237 14,623 14,417: 56 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 247: 40 -20 453 -239 -199 254 234: -7 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.1 5.7 88.4 83.4 99.6 98.2: 0.4 1.8
Old : 100.0: 5.4 9.1 5.7 88.4 83.4 99.6 98.2: 0.4 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 : 31: 2 8 2 10 14 13 23:
Old : 31: 2 8 2 10 14 13 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 : 77.0 65.8 98.5 83.1 73.5 64.3 86.1 74.4
Old : 77.0 65.8 98.5 83.1 73.5 64.3 86.1 74.4
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 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,152: 1,016 1,559 874 45,126 44,517 47,016 46,950: 136 202
Old : 47,152: 1,016 1,559 874 45,126 44,517 47,016 46,950: 136 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -183: 289 629 654 -1,184 -1,480 -241 -197: 58 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.3 1.9 95.7 94.4 99.7 99.6: 0.3 0.4
Old : 100.0: 2.2 3.3 1.9 95.7 94.4 99.7 99.6: 0.3 0.4
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 : 28: 4 5 1 8 14 12 20:
Old : 28: 4 5 1 8 14 12 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 : 93.2 77.3 99.1 92.4 64.8 55.1 67.2 62.7
Old : 93.2 77.3 99.1 92.4 64.8 55.1 67.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011