WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 485,958 COMMITMENTS 97,057 77,507 77,395 268,758 275,101 443,210 430,003 42,748 55,955 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,147) -3,224 -2,156 1,299 6,712 5,435 4,787 4,578 -3,640 -3,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 15.9 15.9 55.3 56.6 91.2 88.5 8.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 143 124 159 84 135 322 344 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,627,775 COMMITMENTS 558,925 101,036 222,693 673,431 1053631 1455049 1377360 172,726 250,415 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -19,860) -25,647 -4,839 9,255 765 -24,045 -15,627 -19,629 -4,233 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 6.2 13.7 41.4 64.7 89.4 84.6 10.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 865) 261 135 229 228 380 598 668 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,058 COMMITMENTS 3,832 62 21 5,720 11,684 9,573 11,767 3,485 1,291 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -64) -68 0 -385 191 -34 -262 -419 198 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 0.5 0.2 43.8 89.5 73.3 90.1 26.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 20 1 4 18 13 39 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 617,315 COMMITMENTS 212,527 33,994 80,273 262,346 411,217 555,146 525,484 62,169 91,831 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 4,647) 3,625 -10,068 3,007 -2,972 9,774 3,660 2,713 987 1,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 5.5 13.0 42.5 66.6 89.9 85.1 10.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 200 90 147 131 199 398 394 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,438 COMMITMENTS 20,623 1,515 171 23 5,370 20,817 7,056 2,621 16,382 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 520) 260 78 -128 -1 134 131 84 389 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.0 6.5 0.7 0.1 22.9 88.8 30.1 11.2 69.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 17 4 6 2 14 19 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 371,133 COMMITMENTS 109,839 34,212 43,507 182,588 271,231 335,934 348,950 35,199 22,183 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 3,555) 5,528 171 3,326 -2,369 6,098 6,485 9,595 -2,930 -6,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 9.2 11.7 49.2 73.1 90.5 94.0 9.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 100 50 68 64 67 205 163 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,337 COMMITMENTS 84,958 108,404 2,225 399,489 352,237 486,672 462,866 135,665 159,471 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -42,418) -8,549 -17,341 -1,680 -29,265 -26,480 -39,494 -45,501 -2,924 3,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 17.4 0.4 64.2 56.6 78.2 74.4 21.8 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 21 34 7 70 66 95 103 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 330,735 COMMITMENTS 45,772 62,389 7,825 217,688 213,576 271,285 283,790 59,450 46,945 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -31,422) 865 -643 -4,347 -21,199 -17,293 -24,681 -22,283 -6,741 -9,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 18.9 2.4 65.8 64.6 82.0 85.8 18.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 12 4 39 32 48 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,862 COMMITMENTS 1,059 598 445 5,993 6,417 7,497 7,460 365 402 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -320) 299 128 -211 -466 -296 -378 -379 58 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 7.6 5.7 76.2 81.6 95.4 94.9 4.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 5 20 25 27 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 212,482 COMMITMENTS 56,576 21,582 25,663 91,600 141,039 173,839 188,284 38,643 24,198 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 3,550) -3,094 -1,797 375 1,920 2,355 -799 933 4,349 2,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 10.2 12.1 43.1 66.4 81.8 88.6 18.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 57 28 43 71 57 157 114 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,768 COMMITMENTS 8,943 3,020 1,875 7,924 19,395 18,742 24,290 7,026 1,478 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 81) 585 616 -548 327 -119 364 -51 -283 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 11.7 7.3 30.8 75.3 72.7 94.3 27.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 58 15 19 23 20 92 49 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 868,953 COMMITMENTS 201,928 150,148 9,495 564,021 569,673 775,444 729,316 93,509 139,637 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -16,568) 33,200 -43,656 -8,205 -43,182 30,141 -18,187 -21,720 1,619 5,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 17.3 1.1 64.9 65.6 89.2 83.9 10.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 31 50 17 84 116 123 175 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,547,378 COMMITMENTS 184,288 241,005 27,298 1093930 939,587 1305516 1207890 241,862 339,488 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 69,995) 17,178 -63 -4,021 81,763 63,050 94,920 58,966 -24,925 11,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 15.6 1.8 70.7 60.7 84.4 78.1 15.6 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 35 55 27 108 119 155 190 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,212,652 COMMITMENTS 270,218 130,304 16,499 750,718 808,297 1037435 955,100 175,217 257,552 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -36,761) -15,313 -183 2,684 -33,049 -21,927 -45,678 -19,426 8,917 -17,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 10.7 1.4 61.9 66.7 85.6 78.8 14.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 25 38 11 88 93 116 139 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 584,776 COMMITMENTS 99,944 45,220 74,200 380,080 417,727 554,224 537,147 30,552 47,629 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 26,552) -6,008 4,679 13,749 26,275 15,010 34,016 33,438 -7,464 -6,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 7.7 12.7 65.0 71.4 94.8 91.9 5.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 27 27 35 56 57 100 106 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 59,316 COMMITMENTS 15,414 3,842 3,685 31,816 44,410 50,914 51,936 8,403 7,381 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 405) 1,589 -401 -535 -429 95 626 -841 -221 1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 6.5 6.2 53.6 74.9 85.8 87.6 14.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 31 15 11 33 34 71 58 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,841 COMMITMENTS 4,258 763 54 7,536 10,621 11,848 11,438 1,993 2,403 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,059) 136 -48 54 838 838 1,028 844 31 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 5.5 0.4 54.4 76.7 85.6 82.6 14.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 3 2 6 9 14 13 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,950 COMMITMENTS 29,345 13,191 227 48,559 67,577 78,131 80,995 12,819 9,955 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,308) 3,046 -565 -1,318 -2,533 -1,487 -805 -3,370 -503 2,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 14.5 0.2 53.4 74.3 85.9 89.1 14.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 31 17 7 31 33 64 55 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 6,421 COMMITMENTS 4,557 2,535 37 1,737 3,849 6,331 6,421 90 0 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 787) 753 351 0 16 465 769 816 18 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.0 39.5 0.6 27.1 59.9 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 12 3 1 1 4 13 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,679 COMMITMENTS 799 1,337 843 12,981 12,237 14,623 14,417 56 262 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 247) 40 -20 453 -239 -199 254 234 -7 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 9.1 5.7 88.4 83.4 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 8 2 10 14 13 23 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 47,152 COMMITMENTS 1,016 1,559 874 45,126 44,517 47,016 46,950 136 202 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -183) 289 629 654 -1,184 -1,480 -241 -197 58 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.3 1.9 95.7 94.4 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 5 1 8 14 12 20
Updated March 11, 2011