WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 22, 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 : 475,794: 96,187 85,781 75,698 263,422 257,588 435,307 419,067: 40,487 56,727
Old : 187,654: 63,711 59,050 3,992 100,287 106,797 167,990 169,839: 19,664 17,815
Other: 288,140: 66,786 61,041 37,396 163,135 150,791 267,317 249,228: 20,823 38,912
: : :
: : Changes in Commitments from: March 15, 2011 :
: -9,959: -4,842 6,019 -757 -3,562 -14,519 -9,161 -9,257: -798 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.0 15.9 55.4 54.1 91.5 88.1: 8.5 11.9
Old : 100.0: 34.0 31.5 2.1 53.4 56.9 89.5 90.5: 10.5 9.5
Other: 100.0: 23.2 21.2 13.0 56.6 52.3 92.8 86.5: 7.2 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 122 143 158 87 132 313 354:
Old : 362: 133 106 23 41 90 183 211:
Other: 342: 85 109 85 78 122 219 276:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 20.1 38.2 27.1 21.5 16.5 36.1 21.3
Old : 35.6 30.7 45.8 41.2 35.6 30.7 45.8 41.2
Other: 25.0 16.8 37.8 25.1 23.8 11.1 33.7 16.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 22, 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 : 1,570,517: 495,574 105,974 213,400 712,776 1,014,042 1,421,750 1,333,416: 148,767 237,101
Old : 1,056,858: 329,008 122,435 123,554 506,175 668,085 958,737 914,074: 98,121 142,784
Other: 513,659: 221,380 38,353 35,032 206,601 345,957 463,013 419,342: 50,646 94,317
: : :
: : Changes in Commitments from: March 15, 2011 :
: -43,277: -33,362 -3,659 -3,184 6,526 -23,714 -30,020 -30,557: -13,257 -12,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 6.7 13.6 45.4 64.6 90.5 84.9: 9.5 15.1
Old : 100.0: 31.1 11.6 11.7 47.9 63.2 90.7 86.5: 9.3 13.5
Other: 100.0: 43.1 7.5 6.8 40.2 67.4 90.1 81.6: 9.9 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 244 132 208 232 387 576 654:
Old : 798: 222 138 166 194 362 495 599:
Other: 677: 165 105 58 131 337 327 477:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 11.4 23.2 17.6 11.7 9.5 18.2 14.5
Old : 16.5 14.5 25.4 20.6 16.1 12.1 23.6 16.8
Other: 21.2 16.8 30.7 23.2 19.8 16.3 28.8 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 22, 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 : 12,667: 3,101 427 96 6,371 10,724 9,568 11,247: 3,099 1,420
Old : 7,340: 1,011 370 1 4,286 6,010 5,298 6,381: 2,042 959
Other: 5,327: 2,099 66 86 2,085 4,714 4,270 4,866: 1,057 461
: : :
: : Changes in Commitments from: March 15, 2011 :
: -497: -721 2 4 259 -565 -458 -559: -39 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.4 0.8 50.3 84.7 75.5 88.8: 24.5 11.2
Old : 100.0: 13.8 5.0 0.0 58.4 81.9 72.2 86.9: 27.8 13.1
Other: 100.0: 39.4 1.2 1.6 39.1 88.5 80.2 91.3: 19.8 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 4 5 18 13 36 20:
Old : 34: 10 4 1 12 9 23 13:
Other: 30: 10 2 1 13 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 : 29.9 66.2 47.7 80.2 29.7 55.9 43.4 67.5
Old : 39.4 77.2 55.7 84.4 39.4 74.7 55.7 81.9
Other: 46.9 64.1 64.1 82.1 41.4 53.5 53.6 67.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 22, 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 : 616,044: 214,740 44,387 75,311 269,949 408,147 560,000 527,845: 56,044 88,199
Old : 382,341: 154,084 36,949 24,422 168,336 277,021 346,842 338,392: 35,499 43,949
Other: 233,703: 87,024 33,806 24,521 101,613 131,126 213,158 189,453: 20,545 44,250
: : :
: : Changes in Commitments from: March 15, 2011 :
: -5,634: 364 -5,055 -2,236 -1,939 8,177 -3,811 886: -1,823 -6,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 7.2 12.2 43.8 66.3 90.9 85.7: 9.1 14.3
Old : 100.0: 40.3 9.7 6.4 44.0 72.5 90.7 88.5: 9.3 11.5
Other: 100.0: 37.2 14.5 10.5 43.5 56.1 91.2 81.1: 8.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 191 94 147 124 189 383 385:
Old : 480: 176 94 88 91 169 301 321:
Other: 392: 112 81 69 80 165 237 280:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 19.6 25.1 27.7 11.7 16.9 18.1 23.6
Old : 20.0 26.7 29.0 38.2 18.8 25.3 27.2 35.4
Other: 22.7 15.0 32.4 23.8 21.8 13.7 31.2 21.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 22, 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 : 24,668: 21,745 2,089 342 21 5,706 22,108 8,137: 2,560 16,531
Old : 6,126: 4,125 743 304 21 1,044 4,450 2,091: 1,676 4,035
Other: 18,542: 17,649 1,375 9 0 4,662 17,658 6,046: 884 12,496
: : :
: : Changes in Commitments from: March 15, 2011 :
: 805: 908 272 172 -1 266 1,079 710: -274 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 8.5 1.4 0.1 23.1 89.6 33.0: 10.4 67.0
Old : 100.0: 67.3 12.1 5.0 0.3 17.0 72.6 34.1: 27.4 65.9
Other: 100.0: 95.2 7.4 0.0 0.0 25.1 95.2 32.6: 4.8 67.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 6 6 1 15 21 27:
Old : 39: 19 6 6 1 14 21 25:
Other: 34: 14 5 2 0 15 14 22:
:----------------------------------------------------------------------------------------------------
: 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 : 55.2 12.9 74.2 19.2 54.3 12.9 73.3 19.2
Old : 30.9 17.4 53.3 26.9 30.9 16.9 50.4 24.4
Other: 65.4 13.4 86.1 20.0 65.4 13.4 86.1 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 22, 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 : 343,686: 97,199 36,712 41,716 171,404 240,178 310,319 318,606: 33,367 25,080
Old : 261,706: 77,645 41,609 23,079 133,886 176,011 234,610 240,699: 27,096 21,007
Other: 81,980: 31,494 7,043 6,697 37,518 64,167 75,709 77,907: 6,271 4,073
: : :
: : Changes in Commitments from: March 15, 2011 :
: -29,712: -7,783 -2,541 -2,955 -6,009 -9,015 -16,747 -14,511: -12,965 -15,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.7 12.1 49.9 69.9 90.3 92.7: 9.7 7.3
Old : 100.0: 29.7 15.9 8.8 51.2 67.3 89.6 92.0: 10.4 8.0
Other: 100.0: 38.4 8.6 8.2 45.8 78.3 92.4 95.0: 7.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 88 49 73 68 68 202 170:
Old : 248: 98 58 56 62 64 183 160:
Other: 130: 44 27 14 45 33 97 66:
:----------------------------------------------------------------------------------------------------
: 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 30.3 23.0 43.7 11.8 24.3 19.9 35.9
Old : 15.9 29.5 27.1 41.5 14.1 24.4 24.2 34.8
Other: 24.9 46.7 43.1 63.8 22.7 43.0 38.5 56.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 22, 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 : 597,795: 80,514 97,837 3,611 380,748 349,021 464,873 450,469: 132,922 147,326
Old : 597,795: 80,514 97,837 3,611 380,748 349,021 464,873 450,469: 132,922 147,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,260: 12,523 -3,242 409 -11,346 2,451 1,586 -382: -326 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 16.4 0.6 63.7 58.4 77.8 75.4: 22.2 24.6
Old : 100.0: 13.5 16.4 0.6 63.7 58.4 77.8 75.4: 22.2 24.6
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 : 154: 28 26 7 69 66 100 96:
Old : 154: 28 26 7 69 66 100 96:
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 : 19.6 19.1 32.6 30.0 18.4 18.6 29.0 27.8
Old : 19.6 19.1 32.6 30.0 18.4 18.6 29.0 27.8
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 22, 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 : 312,888: 43,479 58,633 465 204,270 212,390 248,214 271,488: 64,674 41,400
Old : 312,888: 43,479 58,633 465 204,270 212,390 248,214 271,488: 64,674 41,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -7,458: -121 -4,947 -3,171 -1,127 1,498 -4,419 -6,620: -3,039 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 18.7 0.1 65.3 67.9 79.3 86.8: 20.7 13.2
Old : 100.0: 13.9 18.7 0.1 65.3 67.9 79.3 86.8: 20.7 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 : 62: 6 10 2 30 31 36 43:
Old : 62: 6 10 2 30 31 36 43:
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 : 27.0 47.7 48.0 60.8 25.9 47.7 44.6 60.2
Old : 27.0 47.7 48.0 60.8 25.9 47.7 44.6 60.2
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 22, 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 : 7,847: 686 250 840 5,756 6,297 7,282 7,387: 565 460
Old : 7,847: 686 250 840 5,756 6,297 7,282 7,387: 565 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -197: -399 -72 163 -187 -360 -423 -269: 226 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.2 10.7 73.4 80.2 92.8 94.1: 7.2 5.9
Old : 100.0: 8.7 3.2 10.7 73.4 80.2 92.8 94.1: 7.2 5.9
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 : 32: 6 3 5 18 20 27 25:
Old : 32: 6 3 5 18 20 27 25:
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 : 57.7 48.6 75.9 67.1 30.8 24.8 37.8 35.1
Old : 57.7 48.6 75.9 67.1 30.8 24.8 37.8 35.1
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 22, 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 : 214,100: 61,095 20,832 24,796 92,503 147,837 178,394 193,465: 35,706 20,635
Old : 161,891: 50,428 23,158 11,619 71,122 111,048 133,169 145,825: 28,722 16,066
Other: 52,209: 14,857 1,864 8,987 21,381 36,789 45,225 47,640: 6,984 4,569
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,324: 3,749 -4,020 469 -6,379 6,363 -2,161 2,812: 837 -4,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 9.7 11.6 43.2 69.1 83.3 90.4: 16.7 9.6
Old : 100.0: 31.1 14.3 7.2 43.9 68.6 82.3 90.1: 17.7 9.9
Other: 100.0: 28.5 3.6 17.2 41.0 70.5 86.6 91.2: 13.4 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 67 27 44 68 60 164 118:
Old : 188: 67 32 37 65 56 153 110:
Other: 102: 28 9 13 46 30 81 50:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 36.6 21.0 48.5 9.3 33.9 16.3 41.3
Old : 13.9 36.8 24.0 50.2 10.8 32.5 18.0 41.7
Other: 24.0 41.1 40.4 62.6 22.5 40.7 35.5 58.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 22, 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 : 24,656: 7,619 3,259 1,766 8,233 18,006 17,618 23,031: 7,038 1,625
Old : 20,075: 7,315 3,065 1,029 6,151 14,829 14,495 18,923: 5,580 1,152
Other: 4,581: 619 509 422 2,082 3,177 3,123 4,108: 1,458 473
: : :
: : Changes in Commitments from: March 15, 2011 :
: 311: -37 233 92 177 316 232 641: 79 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.2 7.2 33.4 73.0 71.5 93.4: 28.5 6.6
Old : 100.0: 36.4 15.3 5.1 30.6 73.9 72.2 94.3: 27.8 5.7
Other: 100.0: 13.5 11.1 9.2 45.4 69.4 68.2 89.7: 31.8 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 49 15 13 23 21 78 49:
Old : 100: 48 16 9 16 20 68 45:
Other: 45: 12 8 7 13 15 30 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 : 19.0 51.2 28.9 64.9 17.4 46.0 26.1 58.8
Old : 21.1 53.9 32.4 68.8 21.1 53.1 31.5 67.3
Other: 37.4 51.8 47.5 69.8 36.4 50.4 45.8 67.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 22, 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 : 902,429: 259,593 158,616 10,125 525,044 599,717 794,762 768,458: 107,667 133,971
Old : 902,429: 259,593 158,616 10,125 525,044 599,717 794,762 768,458: 107,667 133,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 19,752: 37,136 -6,492 669 -20,361 23,104 17,444 17,281: 2,308 2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.6 1.1 58.2 66.5 88.1 85.2: 11.9 14.8
Old : 100.0: 28.8 17.6 1.1 58.2 66.5 88.1 85.2: 11.9 14.8
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 : 239: 43 50 16 82 116 134 173:
Old : 239: 43 50 16 82 116 134 173:
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 : 29.2 16.6 40.2 24.8 25.6 15.4 36.1 22.6
Old : 29.2 16.6 40.2 24.8 25.6 15.4 36.1 22.6
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 - Futures Only, March 22, 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 : 1,594,395: 219,555 277,985 23,372 1,086,761 963,834 1,329,688 1,265,191: 264,707 329,204
Old : 1,594,395: 219,555 277,985 23,372 1,086,761 963,834 1,329,688 1,265,191: 264,707 329,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -4,303: 45,019 -14,295 -4,851 -18,090 31,527 22,078 12,381: -26,381 -16,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.4 1.5 68.2 60.5 83.4 79.4: 16.6 20.6
Old : 100.0: 13.8 17.4 1.5 68.2 60.5 83.4 79.4: 16.6 20.6
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 : 289: 45 67 26 113 129 170 210:
Old : 289: 45 67 26 113 129 170 210:
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 : 26.8 15.9 34.9 24.9 26.0 13.4 32.7 20.0
Old : 26.8 15.9 34.9 24.9 26.0 13.4 32.7 20.0
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 22, 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 : 1,222,237: 307,747 139,157 10,852 699,148 807,764 1,017,747 957,773: 204,490 264,464
Old : 1,222,237: 307,747 139,157 10,852 699,148 807,764 1,017,747 957,773: 204,490 264,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 55,999: 53,185 22,360 -3,605 -110 31,817 49,470 50,572: 6,529 5,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.4 0.9 57.2 66.1 83.3 78.4: 16.7 21.6
Old : 100.0: 25.2 11.4 0.9 57.2 66.1 83.3 78.4: 16.7 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 : 193: 30 41 10 80 93 115 139:
Old : 193: 30 41 10 80 93 115 139:
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 : 23.2 20.4 33.4 31.6 21.2 18.0 31.2 26.9
Old : 23.2 20.4 33.4 31.6 21.2 18.0 31.2 26.9
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 22, 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 : 659,202: 122,187 59,850 77,942 427,169 478,409 627,298 616,201: 31,904 43,001
Old : 659,202: 122,187 59,850 77,942 427,169 478,409 627,298 616,201: 31,904 43,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 35,416: 23,078 2,087 -1,152 9,930 34,005 31,856 34,940: 3,560 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.1 11.8 64.8 72.6 95.2 93.5: 4.8 6.5
Old : 100.0: 18.5 9.1 11.8 64.8 72.6 95.2 93.5: 4.8 6.5
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 : 132: 35 23 36 60 59 108 110:
Old : 132: 35 23 36 60 59 108 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 33.6 47.6 47.9 18.0 16.0 25.0 24.1
Old : 35.2 33.6 47.6 47.9 18.0 16.0 25.0 24.1
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 22, 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 : 44,989: 15,576 4,108 219 24,042 34,253 39,836 38,579: 5,154 6,410
Old : 44,989: 15,576 4,108 219 24,042 34,253 39,836 38,579: 5,154 6,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -18,804: 3,634 1,221 -4,547 -13,345 -10,640 -14,259 -13,966: -4,545 -4,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 9.1 0.5 53.4 76.1 88.5 85.8: 11.5 14.2
Old : 100.0: 34.6 9.1 0.5 53.4 76.1 88.5 85.8: 11.5 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 : 82: 23 11 4 23 30 47 44:
Old : 82: 23 11 4 23 30 47 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 : 38.5 38.5 51.8 55.2 37.9 38.4 51.0 55.2
Old : 38.5 38.5 51.8 55.2 37.9 38.4 51.0 55.2
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 22, 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 : 89,978: 31,151 8,216 437 48,083 68,505 79,671 77,158: 10,307 12,820
Old : 89,978: 31,151 8,216 437 48,083 68,505 79,671 77,158: 10,307 12,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -7,819: 9,284 -971 -4,615 -9,382 -395 -4,713 -5,981: -3,106 -1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 9.1 0.5 53.4 76.1 88.5 85.8: 11.5 14.2
Old : 100.0: 34.6 9.1 0.5 53.4 76.1 88.5 85.8: 11.5 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 : 82: 23 11 4 23 30 47 44:
Old : 82: 23 11 4 23 30 47 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 : 38.5 38.5 51.8 55.2 37.9 38.4 51.0 55.2
Old : 38.5 38.5 51.8 55.2 37.9 38.4 51.0 55.2
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 22, 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 : 8,822: 6,498 4,562 37 2,223 4,199 8,758 8,798: 64 24
Old : 8,822: 6,498 4,562 37 2,223 4,199 8,758 8,798: 64 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,490: 2,000 1,985 -454 -490 -542 1,056 989: -2,546 -2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 51.7 0.4 25.2 47.6 99.3 99.7: 0.7 0.3
Old : 100.0: 73.7 51.7 0.4 25.2 47.6 99.3 99.7: 0.7 0.3
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 : 23: 13 5 1 3 2 16 8:
Old : 23: 13 5 1 3 2 16 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 : 58.3 97.7 86.4 99.7 58.3 97.7 86.4 99.3
Old : 58.3 97.7 86.4 99.7 58.3 97.7 86.4 99.3
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 22, 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 : 11,963: 398 1,799 10 11,463 9,883 11,871 11,692: 92 271
Old : 11,963: 398 1,799 10 11,463 9,883 11,871 11,692: 92 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,242: -479 749 3 1,675 580 1,199 1,332: 43 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 15.0 0.1 95.8 82.6 99.2 97.7: 0.8 2.3
Old : 100.0: 3.3 15.0 0.1 95.8 82.6 99.2 97.7: 0.8 2.3
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 : 29: 2 8 1 7 14 9 23:
Old : 29: 2 8 1 7 14 9 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 : 94.3 72.4 99.0 85.1 94.3 72.4 98.9 84.9
Old : 94.3 72.4 99.0 85.1 94.3 72.4 98.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, March 22, 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 : 28,898: 2,974 1,387 0 25,342 27,482 28,316 28,869: 582 29
Old : 28,898: 2,974 1,387 0 25,342 27,482 28,316 28,869: 582 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -335: 575 -108 0 -1,264 -120 -689 -228: 354 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.8 0.0 87.7 95.1 98.0 99.9: 2.0 0.1
Old : 100.0: 10.3 4.8 0.0 87.7 95.1 98.0 99.9: 2.0 0.1
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 : 29: 4 5 0 7 15 11 20:
Old : 29: 4 5 0 7 15 11 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 : 93.9 76.1 97.6 90.6 93.9 76.1 97.6 90.6
Old : 93.9 76.1 97.6 90.6 93.9 76.1 97.6 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011