WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 15, 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 : 485,753: 101,029 79,762 76,455 266,984 272,107 444,468 428,324: 41,285 57,429
Old : 192,715: 69,052 53,141 4,280 98,310 118,050 171,642 175,471: 21,073 17,244
Other: 293,038: 63,619 58,263 40,533 168,674 154,057 272,826 252,853: 20,212 40,185
: : :
: : Changes in Commitments from: March 8, 2011 :
: -205: 3,972 2,255 -940 -1,774 -2,994 1,258 -1,679: -1,463 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.4 15.7 55.0 56.0 91.5 88.2: 8.5 11.8
Old : 100.0: 35.8 27.6 2.2 51.0 61.3 89.1 91.1: 10.9 8.9
Other: 100.0: 21.7 19.9 13.8 57.6 52.6 93.1 86.3: 6.9 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 128 137 148 82 131 309 340:
Old : 369: 143 102 21 42 91 195 205:
Other: 335: 86 100 81 70 120 207 267:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 20.2 36.7 27.3 20.4 16.6 34.5 21.4
Old : 34.7 31.6 44.8 41.5 34.7 31.6 44.8 41.5
Other: 24.4 17.3 36.8 24.9 22.7 12.8 32.8 18.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 15, 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 : 1,613,794: 528,936 109,633 216,584 706,250 1,037,756 1,451,770 1,363,973: 162,024 249,821
Old : 1,115,060: 363,494 125,231 131,857 507,642 702,644 1,002,993 959,732: 112,067 155,328
Other: 498,734: 221,047 40,007 29,122 198,608 335,112 448,777 404,241: 49,957 94,493
: : :
: : Changes in Commitments from: March 8, 2011 :
: -13,981: -29,989 8,597 -6,109 32,819 -15,875 -3,279 -13,387: -10,702 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 6.8 13.4 43.8 64.3 90.0 84.5: 10.0 15.5
Old : 100.0: 32.6 11.2 11.8 45.5 63.0 89.9 86.1: 10.1 13.9
Other: 100.0: 44.3 8.0 5.8 39.8 67.2 90.0 81.1: 10.0 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 861: 253 142 223 230 384 593 668:
Old : 826: 233 152 180 192 363 517 616:
Other: 676: 167 107 65 127 338 321 489:
:----------------------------------------------------------------------------------------------------
: 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 12.1 21.4 18.2 11.2 9.0 17.1 13.8
Old : 15.6 15.8 23.4 21.5 15.2 12.0 22.2 16.9
Other: 21.1 16.0 31.3 22.3 19.6 15.5 29.5 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 15, 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 : 13,164: 3,822 425 92 6,112 11,289 10,026 11,806: 3,138 1,358
Old : 8,092: 1,845 365 3 4,039 6,733 5,887 7,101: 2,205 991
Other: 5,072: 2,006 89 60 2,073 4,556 4,139 4,705: 933 367
: : :
: : Changes in Commitments from: March 8, 2011 :
: 106: -10 363 71 392 -395 453 39: -347 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.2 0.7 46.4 85.8 76.2 89.7: 23.8 10.3
Old : 100.0: 22.8 4.5 0.0 49.9 83.2 72.8 87.8: 27.2 12.2
Other: 100.0: 39.6 1.8 1.2 40.9 89.8 81.6 92.8: 18.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 4 5 19 13 40 20:
Old : 39: 14 4 1 13 9 28 13:
Other: 30: 9 2 1 14 11 23 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 : 28.7 65.6 44.6 79.8 28.7 58.5 42.7 69.8
Old : 34.9 75.1 49.9 84.5 34.9 74.0 49.9 83.3
Other: 45.4 65.3 64.2 83.2 40.5 55.4 54.4 69.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 15, 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 : 621,678: 214,376 49,442 77,547 271,888 399,970 563,811 526,959: 57,867 94,719
Old : 392,292: 156,732 44,836 27,076 173,030 271,110 356,838 343,022: 35,454 49,270
Other: 229,386: 83,778 30,740 24,337 98,858 128,860 206,973 183,937: 22,413 45,449
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,363: 1,849 15,448 -2,726 9,542 -11,247 8,665 1,475: -4,302 2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.0 12.5 43.7 64.3 90.7 84.8: 9.3 15.2
Old : 100.0: 40.0 11.4 6.9 44.1 69.1 91.0 87.4: 9.0 12.6
Other: 100.0: 36.5 13.4 10.6 43.1 56.2 90.2 80.2: 9.8 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 180 106 146 123 190 370 399:
Old : 494: 167 108 100 92 170 304 344:
Other: 385: 105 78 56 80 169 220 277:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 20.1 25.3 27.8 11.5 17.0 17.9 23.3
Old : 19.9 27.1 29.4 37.6 18.8 25.3 27.1 33.4
Other: 22.2 15.3 32.5 24.5 21.2 13.9 30.7 22.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 15, 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 : 23,863: 20,837 1,817 170 22 5,440 21,029 7,427: 2,834 16,436
Old : 5,470: 3,361 501 132 22 972 3,515 1,605: 1,955 3,865
Other: 18,393: 17,505 1,345 9 0 4,468 17,514 5,822: 879 12,571
: : :
: : Changes in Commitments from: March 8, 2011 :
: 425: 214 302 -1 -1 70 212 371: 213 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 7.6 0.7 0.1 22.8 88.1 31.1: 11.9 68.9
Old : 100.0: 61.4 9.2 2.4 0.4 17.8 64.3 29.3: 35.7 70.7
Other: 100.0: 95.2 7.3 0.0 0.0 24.3 95.2 31.7: 4.8 68.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 5 4 2 14 19 23:
Old : 34: 16 5 4 2 12 19 20:
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 : 56.1 13.1 76.0 19.5 55.8 13.1 75.5 19.5
Old : 35.3 16.8 53.3 22.9 33.9 16.8 52.0 22.4
Other: 65.5 13.4 86.0 20.0 65.4 13.4 86.0 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 15, 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 : 373,398: 104,982 39,253 44,671 177,413 249,193 327,066 333,117: 46,332 40,281
Old : 294,788: 86,498 44,204 26,073 141,582 188,612 254,153 258,889: 40,635 35,899
Other: 78,610: 29,393 5,958 7,689 35,831 60,581 72,913 74,228: 5,697 4,382
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,265: -4,857 5,041 1,164 -5,175 -22,038 -8,868 -15,833: 11,133 18,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.5 12.0 47.5 66.7 87.6 89.2: 12.4 10.8
Old : 100.0: 29.3 15.0 8.8 48.0 64.0 86.2 87.8: 13.8 12.2
Other: 100.0: 37.4 7.6 9.8 45.6 77.1 92.8 94.4: 7.2 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 96 55 69 69 67 206 173:
Old : 259: 101 66 55 65 63 191 164:
Other: 126: 45 23 17 44 30 96 65:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 30.9 22.9 43.7 12.0 25.3 19.4 37.2
Old : 16.0 30.0 26.9 40.9 14.4 25.5 23.5 34.5
Other: 25.7 45.8 43.2 61.6 23.3 44.7 39.0 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 15, 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 : 596,535: 67,991 101,079 3,202 392,094 346,570 463,287 450,851: 133,248 145,684
Old : 596,535: 67,991 101,079 3,202 392,094 346,570 463,287 450,851: 133,248 145,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -25,802: -16,967 -7,325 977 -7,395 -5,667 -23,385 -12,015: -2,417 -13,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.9 0.5 65.7 58.1 77.7 75.6: 22.3 24.4
Old : 100.0: 11.4 16.9 0.5 65.7 58.1 77.7 75.6: 22.3 24.4
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 : 154: 23 32 7 71 63 98 98:
Old : 154: 23 32 7 71 63 98 98:
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 17.9 30.3 29.0 17.1 17.9 26.8 27.5
Old : 19.7 17.9 30.3 29.0 17.1 17.9 26.8 27.5
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 15, 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 : 320,346: 43,600 63,580 3,636 205,397 210,892 252,633 278,108: 67,713 42,238
Old : 320,346: 43,600 63,580 3,636 205,397 210,892 252,633 278,108: 67,713 42,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -10,389: -2,172 1,191 -4,189 -12,291 -2,684 -18,652 -5,682: 8,263 -4,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.8 1.1 64.1 65.8 78.9 86.8: 21.1 13.2
Old : 100.0: 13.6 19.8 1.1 64.1 65.8 78.9 86.8: 21.1 13.2
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 : 63: 6 12 3 32 30 39 44:
Old : 63: 6 12 3 32 30 39 44:
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 : 26.2 42.8 45.2 58.0 25.0 42.8 41.8 57.1
Old : 26.2 42.8 45.2 58.0 25.0 42.8 41.8 57.1
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 15, 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 : 8,044: 1,085 322 677 5,943 6,657 7,705 7,656: 339 388
Old : 8,044: 1,085 322 677 5,943 6,657 7,705 7,656: 339 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 182: 26 -276 232 -50 240 208 196: -26 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.0 8.4 73.9 82.8 95.8 95.2: 4.2 4.8
Old : 100.0: 13.5 4.0 8.4 73.9 82.8 95.8 95.2: 4.2 4.8
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 : 35: 7 3 6 19 22 29 28:
Old : 35: 7 3 6 19 22 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 48.7 76.0 65.7 31.0 24.9 39.8 34.5
Old : 54.3 48.7 76.0 65.7 31.0 24.9 39.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 15, 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 : 215,424: 57,346 24,852 24,327 98,882 141,474 180,555 190,653: 34,869 24,771
Old : 164,221: 45,582 26,296 12,378 77,769 105,118 135,729 143,792: 28,492 20,429
Other: 51,203: 14,820 1,612 8,893 21,113 36,356 44,826 46,861: 6,377 4,342
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,942: 770 3,270 -1,336 7,282 435 6,716 2,369: -3,774 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 11.5 11.3 45.9 65.7 83.8 88.5: 16.2 11.5
Old : 100.0: 27.8 16.0 7.5 47.4 64.0 82.7 87.6: 17.3 12.4
Other: 100.0: 28.9 3.1 17.4 41.2 71.0 87.5 91.5: 12.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 56 30 45 69 57 157 115:
Old : 177: 57 33 38 66 52 146 107:
Other: 101: 28 9 13 44 29 80 47:
:----------------------------------------------------------------------------------------------------
: 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 33.9 22.2 45.1 10.4 31.1 17.2 39.1
Old : 13.5 32.0 24.0 45.5 11.7 28.5 19.5 38.8
Other: 23.4 42.0 39.8 63.1 21.6 41.4 36.2 59.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 15, 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 : 24,345: 7,656 3,026 1,674 8,056 17,690 17,386 22,390: 6,959 1,955
Old : 19,713: 7,332 2,844 974 5,987 14,557 14,293 18,375: 5,420 1,338
Other: 4,632: 618 476 406 2,069 3,133 3,093 4,015: 1,539 617
: : :
: : Changes in Commitments from: March 8, 2011 :
: -1,423: -1,287 6 -201 132 -1,705 -1,356 -1,900: -67 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.4 6.9 33.1 72.7 71.4 92.0: 28.6 8.0
Old : 100.0: 37.2 14.4 4.9 30.4 73.8 72.5 93.2: 27.5 6.8
Other: 100.0: 13.3 10.3 8.8 44.7 67.6 66.8 86.7: 33.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 47 12 12 23 21 76 45:
Old : 95: 47 13 8 16 20 66 41:
Other: 43: 12 7 7 13 15 30 25:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 51.2 27.8 65.0 16.1 46.1 25.1 58.9
Old : 19.8 55.4 31.2 69.1 19.8 54.7 30.3 67.8
Other: 36.5 50.3 46.5 68.1 36.0 48.8 45.3 65.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 15, 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 : 882,677: 222,457 165,108 9,456 545,405 576,613 777,318 751,177: 105,359 131,500
Old : 882,677: 222,457 165,108 9,456 545,405 576,613 777,318 751,177: 105,359 131,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 13,724: 20,529 14,960 -39 -18,616 6,940 1,874 21,861: 11,850 -8,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 18.7 1.1 61.8 65.3 88.1 85.1: 11.9 14.9
Old : 100.0: 25.2 18.7 1.1 61.8 65.3 88.1 85.1: 11.9 14.9
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 : 233: 32 54 15 85 116 127 175:
Old : 233: 32 54 15 85 116 127 175:
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 : 27.2 16.1 38.8 25.1 23.7 15.0 34.3 23.0
Old : 27.2 16.1 38.8 25.1 23.7 15.0 34.3 23.0
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 15, 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 : 1,598,698: 174,536 292,280 28,223 1,104,851 932,307 1,307,610 1,252,810: 291,088 345,888
Old : 1,598,698: 174,536 292,280 28,223 1,104,851 932,307 1,307,610 1,252,810: 291,088 345,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 51,320: -9,752 51,275 925 10,921 -7,280 2,094 44,920: 49,226 6,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.3 1.8 69.1 58.3 81.8 78.4: 18.2 21.6
Old : 100.0: 10.9 18.3 1.8 69.1 58.3 81.8 78.4: 18.2 21.6
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 : 256: 33 62 27 108 124 154 200:
Old : 256: 33 62 27 108 124 154 200:
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 : 26.4 16.0 36.2 24.7 25.0 13.4 32.1 18.9
Old : 26.4 16.0 36.2 24.7 25.0 13.4 32.1 18.9
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 15, 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 : 1,166,238: 254,562 116,797 14,457 699,258 775,947 968,277 907,201: 197,961 259,037
Old : 1,166,238: 254,562 116,797 14,457 699,258 775,947 968,277 907,201: 197,961 259,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -46,414: -15,656 -13,507 -2,042 -51,460 -32,350 -69,158 -47,899: 22,744 1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.0 1.2 60.0 66.5 83.0 77.8: 17.0 22.2
Old : 100.0: 21.8 10.0 1.2 60.0 66.5 83.0 77.8: 17.0 22.2
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 : 184: 31 39 13 79 89 115 136:
Old : 184: 31 39 13 79 89 115 136:
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 : 24.1 20.7 35.4 31.4 22.5 17.9 33.1 25.9
Old : 24.1 20.7 35.4 31.4 22.5 17.9 33.1 25.9
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 15, 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 : 623,786: 99,109 57,763 79,094 417,239 444,404 595,442 581,261: 28,344 42,525
Old : 623,786: 99,109 57,763 79,094 417,239 444,404 595,442 581,261: 28,344 42,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 39,010: -835 12,543 4,894 37,159 26,677 41,218 44,114: -2,208 -5,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.3 12.7 66.9 71.2 95.5 93.2: 4.5 6.8
Old : 100.0: 15.9 9.3 12.7 66.9 71.2 95.5 93.2: 4.5 6.8
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 : 128: 27 26 35 60 62 104 111:
Old : 128: 27 26 35 60 62 104 111:
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 33.3 48.7 46.7 18.4 15.3 27.2 22.0
Old : 35.1 33.3 48.7 46.7 18.4 15.3 27.2 22.0
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 15, 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 : 63,793: 11,942 2,887 4,766 37,387 44,892 54,094 52,545: 9,699 11,248
Old : 63,793: 11,942 2,887 4,766 37,387 44,892 54,094 52,545: 9,699 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,477: -3,472 -955 1,081 5,571 483 3,181 609: 1,296 3,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.5 7.5 58.6 70.4 84.8 82.4: 15.2 17.6
Old : 100.0: 18.7 4.5 7.5 58.6 70.4 84.8 82.4: 15.2 17.6
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 : 103: 31 12 19 40 39 80 64:
Old : 103: 31 12 19 40 39 80 64:
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 : 25.0 32.5 35.9 47.5 21.1 27.6 30.4 39.7
Old : 25.0 32.5 35.9 47.5 21.1 27.6 30.4 39.7
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 15, 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 : 14,894: 2,965 250 283 8,654 10,442 11,902 10,975: 2,992 3,919
Old : 14,894: 2,965 250 283 8,654 10,442 11,902 10,975: 2,992 3,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,053: -1,293 -513 229 1,118 -179 54 -463: 999 1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.7 1.9 58.1 70.1 79.9 73.7: 20.1 26.3
Old : 100.0: 19.9 1.7 1.9 58.1 70.1 79.9 73.7: 20.1 26.3
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 : 21: 6 1 1 7 10 13 12:
Old : 21: 6 1 1 7 10 13 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 : 46.0 52.1 66.0 66.8 43.2 52.1 60.6 65.7
Old : 46.0 52.1 66.0 66.8 43.2 52.1 60.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 15, 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 : 97,797: 21,867 9,187 5,052 57,465 68,900 84,384 83,139: 13,413 14,658
Old : 97,797: 21,867 9,187 5,052 57,465 68,900 84,384 83,139: 13,413 14,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 6,847: -7,478 -4,004 4,825 8,906 1,323 6,253 2,144: 594 4,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.4 5.2 58.8 70.5 86.3 85.0: 13.7 15.0
Old : 100.0: 22.4 9.4 5.2 58.8 70.5 86.3 85.0: 13.7 15.0
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 : 100: 30 15 15 38 37 74 61:
Old : 100: 30 15 15 38 37 74 61:
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 : 24.4 29.1 37.9 48.1 21.5 25.6 32.5 40.7
Old : 24.4 29.1 37.9 48.1 21.5 25.6 32.5 40.7
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 15, 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 : 10,312: 4,498 2,577 491 2,713 4,741 7,702 7,809: 2,610 2,503
Old : 10,312: 4,498 2,577 491 2,713 4,741 7,702 7,809: 2,610 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,891: -59 42 454 976 892 1,371 1,388: 2,520 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 25.0 4.8 26.3 46.0 74.7 75.7: 25.3 24.3
Old : 100.0: 43.6 25.0 4.8 26.3 46.0 74.7 75.7: 25.3 24.3
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 : 21: 12 4 2 3 4 16 9:
Old : 21: 12 4 2 3 4 16 9:
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 : 44.9 69.1 65.0 75.4 41.6 55.0 55.4 60.9
Old : 44.9 69.1 65.0 75.4 41.6 55.0 55.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 15, 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 : 10,721: 877 1,050 7 9,788 9,303 10,672 10,360: 49 361
Old : 10,721: 877 1,050 7 9,788 9,303 10,672 10,360: 49 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -3,958: 78 -287 -836 -3,193 -2,934 -3,951 -4,057: -7 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.8 0.1 91.3 86.8 99.5 96.6: 0.5 3.4
Old : 100.0: 8.2 9.8 0.1 91.3 86.8 99.5 96.6: 0.5 3.4
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 : 27: 3 6 1 7 13 10 20:
Old : 27: 3 6 1 7 13 10 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 : 89.7 75.0 99.0 86.3 89.7 74.8 98.9 86.1
Old : 89.7 75.0 99.0 86.3 89.7 74.8 98.9 86.1
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 15, 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 : 29,233: 2,399 1,495 0 26,606 27,602 29,005 29,097: 228 136
Old : 29,233: 2,399 1,495 0 26,606 27,602 29,005 29,097: 228 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -17,919: 1,383 -64 -874 -18,520 -16,915 -18,011 -17,853: 92 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.1 0.0 91.0 94.4 99.2 99.5: 0.8 0.5
Old : 100.0: 8.2 5.1 0.0 91.0 94.4 99.2 99.5: 0.8 0.5
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 : 28: 3 6 0 7 14 10 20:
Old : 28: 3 6 0 7 14 10 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 : 97.0 77.3 99.1 90.6 97.0 77.3 98.8 90.6
Old : 97.0 77.3 99.1 90.6 97.0 77.3 98.8 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011