WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 614,599: 91,930 72,798 157,541 315,657 323,016 565,128 553,355: 49,471 61,243
Old : 237,457: 60,603 50,298 40,155 110,494 129,041 211,252 219,494: 26,205 17,963
Other: 377,142: 58,619 49,792 90,094 205,163 193,975 353,876 333,861: 23,266 43,280
: : :
: : Changes in Commitments from: March 1, 2011 :
: 5,277: -3,425 -3,623 2,684 8,531 9,604 7,790 8,665: -2,513 -3,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.8 25.6 51.4 52.6 92.0 90.0: 8.0 10.0
Old : 100.0: 25.5 21.2 16.9 46.5 54.3 89.0 92.4: 11.0 7.6
Other: 100.0: 15.5 13.2 23.9 54.4 51.4 93.8 88.5: 6.2 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 142 148 195 96 141 358 384:
Old : 397: 145 123 113 61 105 262 286:
Other: 365: 98 114 132 85 132 261 311:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 18.5 32.0 25.2 16.6 15.2 27.8 18.7
Old : 28.6 29.0 38.2 37.2 28.5 28.9 38.1 36.6
Other: 23.0 16.6 34.6 24.2 18.1 11.3 25.8 15.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,322,358: 476,095 88,635 716,364 904,438 1,216,851 2,096,898 2,021,849: 225,460 300,508
Old : 1,634,432: 335,129 101,161 500,588 640,805 842,256 1,476,523 1,444,005: 157,909 190,427
Other: 687,926: 196,442 42,950 160,300 263,633 374,595 620,375 577,845: 67,551 110,081
: : :
: : Changes in Commitments from: March 1, 2011 :
: -12,211: -31,769 -6,291 16,002 6,352 -20,656 -9,415 -10,945: -2,795 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.8 30.8 38.9 52.4 90.3 87.1: 9.7 12.9
Old : 100.0: 20.5 6.2 30.6 39.2 51.5 90.3 88.3: 9.7 11.7
Other: 100.0: 28.6 6.2 23.3 38.3 54.5 90.2 84.0: 9.8 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 894: 273 145 305 291 415 694 762:
Old : 865: 260 144 258 252 401 616 717:
Other: 704: 167 126 135 183 362 411 569:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 12.3 19.0 17.8 9.0 6.3 13.3 9.6
Old : 11.7 14.1 20.4 19.3 10.3 8.8 15.1 12.3
Other: 15.3 12.1 26.5 19.5 14.4 9.1 22.0 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,668: 3,413 71 979 6,622 12,154 11,014 13,204: 3,654 1,465
Old : 9,270: 2,330 0 191 4,130 8,122 6,650 8,312: 2,621 958
Other: 5,398: 1,117 104 755 2,493 4,032 4,364 4,891: 1,034 507
: : :
: : Changes in Commitments from: March 1, 2011 :
: -51: -183 8 -347 293 -74 -237 -413: 186 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 0.5 6.7 45.1 82.9 75.1 90.0: 24.9 10.0
Old : 100.0: 25.1 0.0 2.1 44.5 87.6 71.7 89.7: 28.3 10.3
Other: 100.0: 20.7 1.9 14.0 46.2 74.7 80.8 90.6: 19.2 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 3 6 18 15 41 21:
Old : 38: 17 0 4 16 9 33 13:
Other: 28: 5 5 4 11 14 20 19:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 62.5 42.9 77.9 24.3 53.0 35.5 64.0
Old : 32.0 79.9 46.0 87.9 32.0 77.9 46.0 84.7
Other: 47.3 50.8 64.4 71.7 38.4 47.5 48.9 56.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 867,118: 173,052 28,777 285,392 337,443 451,610 795,887 765,780: 71,231 101,339
Old : 553,185: 132,076 23,811 165,802 209,674 310,961 507,553 500,574: 45,632 52,611
Other: 313,934: 71,776 35,766 88,790 127,768 140,650 288,335 265,206: 25,599 48,728
: : :
: : Changes in Commitments from: March 1, 2011 :
: 15,917: 5,359 -7,689 9,175 -365 11,524 14,168 13,010: 1,749 2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.3 32.9 38.9 52.1 91.8 88.3: 8.2 11.7
Old : 100.0: 23.9 4.3 30.0 37.9 56.2 91.8 90.5: 8.2 9.5
Other: 100.0: 22.9 11.4 28.3 40.7 44.8 91.8 84.5: 8.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 218 97 217 145 215 448 464:
Old : 533: 198 101 178 119 199 384 419:
Other: 403: 103 90 98 101 182 257 323:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.5 23.2 24.7 10.8 11.9 14.9 16.4
Old : 15.6 21.4 23.8 30.4 14.4 17.4 20.6 23.9
Other: 16.8 13.4 28.3 22.9 14.1 10.6 22.3 16.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,438: 20,623 1,515 171 23 5,370 20,817 7,056: 2,621 16,382
Old : 5,212: 3,318 234 135 23 946 3,476 1,315: 1,736 3,897
Other: 18,226: 17,334 1,310 7 0 4,424 17,341 5,741: 885 12,485
: : :
: : Changes in Commitments from: March 1, 2011 :
: 520: 260 78 -128 -1 134 131 84: 389 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 6.5 0.7 0.1 22.9 88.8 30.1: 11.2 69.9
Old : 100.0: 63.7 4.5 2.6 0.4 18.2 66.7 25.2: 33.3 74.8
Other: 100.0: 95.1 7.2 0.0 0.0 24.3 95.1 31.5: 4.9 68.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 4 6 2 14 19 24:
Old : 32: 15 4 6 2 12 18 21:
Other: 32: 14 4 2 0 14 14 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 13.2 77.1 19.4 56.5 13.2 76.7 19.4
Old : 37.8 14.5 56.4 19.3 36.5 14.5 55.1 18.9
Other: 65.1 13.5 85.9 19.9 65.1 13.5 85.9 19.9
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,074: 497 8,280 2,628 8,450 950 11,575 11,857: 499 216
Old : 12,074: 497 8,280 2,628 8,450 950 11,575 11,857: 499 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,300: 83 641 544 681 84 1,308 1,269: -8 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 68.6 21.8 70.0 7.9 95.9 98.2: 4.1 1.8
Old : 100.0: 4.1 68.6 21.8 70.0 7.9 95.9 98.2: 4.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 7 9 6 19 14:
Old : 21: 5 6 7 9 6 19 14:
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 : 72.0 83.5 84.6 95.7 57.6 64.5 62.6 68.7
Old : 72.0 83.5 84.6 95.7 57.6 64.5 62.6 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 447,828: 103,505 32,010 93,266 214,289 299,022 411,060 424,299: 36,768 23,529
Old : 365,709: 84,514 37,890 69,253 179,893 239,257 333,660 346,400: 32,048 19,309
Other: 82,119: 31,381 6,511 11,623 34,396 59,765 77,400 77,899: 4,719 4,221
: : :
: : Changes in Commitments from: March 1, 2011 :
: 8,372: 3,996 -2,306 8,360 -1,044 8,195 11,312 14,249: -2,941 -5,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.1 20.8 47.9 66.8 91.8 94.7: 8.2 5.3
Old : 100.0: 23.1 10.4 18.9 49.2 65.4 91.2 94.7: 8.8 5.3
Other: 100.0: 38.2 7.9 14.2 41.9 72.8 94.3 94.9: 5.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 106 54 89 69 77 220 192:
Old : 262: 99 66 79 65 74 206 185:
Other: 119: 43 19 30 43 34 98 72:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 30.8 24.1 45.6 9.8 23.2 15.8 33.2
Old : 15.3 30.4 26.8 43.7 11.7 24.0 19.4 31.9
Other: 26.8 43.5 44.6 60.2 24.9 42.7 41.6 55.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 692,474: 86,405 106,053 31,385 426,020 381,594 543,811 519,032: 148,663 173,443
Old : 692,474: 86,405 106,053 31,385 426,020 381,594 543,811 519,032: 148,663 173,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -33,961: -8,409 -19,205 3,212 -26,943 -21,322 -32,139 -37,314: -1,822 3,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.3 4.5 61.5 55.1 78.5 75.0: 21.5 25.0
Old : 100.0: 12.5 15.3 4.5 61.5 55.1 78.5 75.0: 21.5 25.0
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 : 155: 23 35 33 81 73 122 123:
Old : 155: 23 35 33 81 73 122 123:
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 : 18.3 16.5 29.0 26.8 16.4 15.9 26.3 25.7
Old : 18.3 16.5 29.0 26.8 16.4 15.9 26.3 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 332,911: 45,772 62,286 8,234 218,528 214,752 272,534 285,272: 60,378 47,640
Old : 332,911: 45,772 62,286 8,234 218,528 214,752 272,534 285,272: 60,378 47,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -31,947: 865 -633 -4,430 -21,630 -17,807 -25,195 -22,869: -6,752 -9,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.7 2.5 65.6 64.5 81.9 85.7: 18.1 14.3
Old : 100.0: 13.7 18.7 2.5 65.6 64.5 81.9 85.7: 18.1 14.3
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 : 68: 7 12 6 41 32 52 46:
Old : 68: 7 12 6 41 32 52 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 40.4 43.8 55.1 23.8 39.3 41.5 52.8
Old : 24.8 40.4 43.8 55.1 23.8 39.3 41.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,862: 1,059 598 445 5,993 6,417 7,497 7,460: 365 402
Old : 7,862: 1,059 598 445 5,993 6,417 7,497 7,460: 365 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -320: 299 128 -211 -466 -296 -378 -379: 58 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.6 5.7 76.2 81.6 95.4 94.9: 4.6 5.1
Old : 100.0: 13.5 7.6 5.7 76.2 81.6 95.4 94.9: 4.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 3 5 20 25 27 30:
Old : 34: 4 3 5 20 25 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 48.0 76.2 69.1 31.7 25.5 42.2 35.9
Old : 54.5 48.0 76.2 69.1 31.7 25.5 42.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 250,287: 44,565 23,463 51,922 112,189 149,290 208,676 224,674: 41,610 25,612
Old : 190,132: 37,812 22,374 31,959 85,500 115,242 155,271 169,575: 34,860 20,557
Other: 60,155: 9,959 4,294 16,757 26,689 34,048 53,405 55,099: 6,750 5,056
: : :
: : Changes in Commitments from: March 1, 2011 :
: 4,506: -3,598 -1,768 1,136 2,837 2,652 375 2,020: 4,131 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 20.7 44.8 59.6 83.4 89.8: 16.6 10.2
Old : 100.0: 19.9 11.8 16.8 45.0 60.6 81.7 89.2: 18.3 10.8
Other: 100.0: 16.6 7.1 27.9 44.4 56.6 88.8 91.6: 11.2 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 51 37 59 76 65 167 134:
Old : 184: 54 34 55 75 62 158 130:
Other: 110: 24 15 26 52 37 94 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 : 13.1 30.1 21.1 42.9 7.3 23.2 13.2 28.8
Old : 12.4 30.7 21.6 42.5 9.4 23.4 16.4 31.8
Other: 24.3 39.2 38.1 57.4 17.7 31.9 29.4 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 27,277: 8,651 3,049 2,886 8,405 19,763 19,942 25,697: 7,335 1,580
Old : 22,486: 8,183 2,817 1,984 6,417 16,556 16,584 21,357: 5,901 1,128
Other: 4,791: 819 583 550 1,988 3,207 3,357 4,340: 1,434 451
: : :
: : Changes in Commitments from: March 1, 2011 :
: 102: 429 560 -421 386 -164 394 -26: -292 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.2 10.6 30.8 72.5 73.1 94.2: 26.9 5.8
Old : 100.0: 36.4 12.5 8.8 28.5 73.6 73.8 95.0: 26.2 5.0
Other: 100.0: 17.1 12.2 11.5 41.5 66.9 70.1 90.6: 29.9 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 63 17 24 29 22 106 55:
Old : 116: 59 19 21 23 22 94 54:
Other: 53: 17 11 10 16 15 39 31:
:----------------------------------------------------------------------------------------------------
: 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 51.7 25.1 63.6 14.8 47.3 22.5 57.5
Old : 17.8 55.2 27.7 67.9 17.7 54.6 26.9 65.8
Other: 33.3 48.2 43.7 65.9 32.8 46.8 42.3 63.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 900,971: 199,770 144,452 32,784 574,164 581,644 806,718 758,880: 94,253 142,091
Old : 900,971: 199,770 144,452 32,784 574,164 581,644 806,718 758,880: 94,253 142,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -8,776: 32,618 -45,601 -3,464 -39,445 34,594 -10,291 -14,470: 1,515 5,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.0 3.6 63.7 64.6 89.5 84.2: 10.5 15.8
Old : 100.0: 22.2 16.0 3.6 63.7 64.6 89.5 84.2: 10.5 15.8
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 : 228: 32 49 31 90 121 142 181:
Old : 228: 32 49 31 90 121 142 181:
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 17.3 38.1 26.8 23.5 16.4 33.4 24.9
Old : 27.0 17.3 38.1 26.8 23.5 16.4 33.4 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,903,165: 180,230 205,363 210,951 1,246,982 1,117,985 1,638,163 1,534,300: 265,002 368,865
Old : 1,903,165: 180,230 205,363 210,951 1,246,982 1,117,985 1,638,163 1,534,300: 265,002 368,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 121,655: 11,865 -3,944 31,032 104,594 81,698 147,491 108,787: -25,836 12,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.8 11.1 65.5 58.7 86.1 80.6: 13.9 19.4
Old : 100.0: 9.5 10.8 11.1 65.5 58.7 86.1 80.6: 13.9 19.4
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 : 260: 48 51 66 131 145 209 232:
Old : 260: 48 51 66 131 145 209 232:
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 : 22.0 12.3 29.8 20.9 20.2 10.0 26.1 15.4
Old : 22.0 12.3 29.8 20.9 20.2 10.0 26.1 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,319,788: 260,146 122,540 93,461 783,138 838,431 1,136,745 1,054,432: 183,043 265,356
Old : 1,319,788: 260,146 122,540 93,461 783,138 838,431 1,136,745 1,054,432: 183,043 265,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -27,974: -17,146 -4,059 10,402 -30,886 -17,327 -37,629 -10,983: 9,655 -16,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 9.3 7.1 59.3 63.5 86.1 79.9: 13.9 20.1
Old : 100.0: 19.7 9.3 7.1 59.3 63.5 86.1 79.9: 13.9 20.1
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 : 187: 25 39 31 101 101 143 154:
Old : 187: 25 39 31 101 101 143 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 17.6 33.0 28.6 22.9 15.3 30.4 23.1
Old : 23.5 17.6 33.0 28.6 22.9 15.3 30.4 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 826,451: 98,983 51,751 277,710 417,153 446,777 793,846 776,238: 32,605 50,213
Old : 826,451: 98,983 51,751 277,710 417,153 446,777 793,846 776,238: 32,605 50,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 53,833: -4,760 5,469 36,461 29,643 19,101 61,343 61,031: -7,510 -7,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.3 33.6 50.5 54.1 96.1 93.9: 3.9 6.1
Old : 100.0: 12.0 6.3 33.6 50.5 54.1 96.1 93.9: 3.9 6.1
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 : 133: 30 33 43 58 60 111 116:
Old : 133: 30 33 43 58 60 111 116:
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 : 33.0 26.0 47.0 41.7 14.6 11.8 19.2 16.9
Old : 33.0 26.0 47.0 41.7 14.6 11.8 19.2 16.9
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 with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,515: 15,354 3,816 4,560 33,073 45,586 52,986 53,961: 8,529 7,554
Old : 61,515: 15,354 3,816 4,560 33,073 45,586 52,986 53,961: 8,529 7,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 533: 1,536 -456 -449 -341 179 747 -726: -213 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.2 7.4 53.8 74.1 86.1 87.7: 13.9 12.3
Old : 100.0: 25.0 6.2 7.4 53.8 74.1 86.1 87.7: 13.9 12.3
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 : 110: 33 13 16 36 35 77 61:
Old : 110: 33 13 16 36 35 77 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 : 23.7 34.5 34.6 50.1 22.0 34.3 31.9 48.4
Old : 23.7 34.5 34.6 50.1 22.0 34.3 31.9 48.4
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 with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,864: 4,258 763 54 7,536 10,621 11,848 11,438: 2,016 2,426
Old : 13,864: 4,258 763 54 7,536 10,621 11,848 11,438: 2,016 2,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,057: 136 -48 54 838 838 1,028 844: 29 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.5 0.4 54.4 76.6 85.5 82.5: 14.5 17.5
Old : 100.0: 30.7 5.5 0.4 54.4 76.6 85.5 82.5: 14.5 17.5
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 : 24: 7 3 2 6 9 14 13:
Old : 24: 7 3 2 6 9 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 60.7 73.7 75.4 50.2 60.7 72.5 75.4
Old : 51.4 60.7 73.7 75.4 50.2 60.7 72.5 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 95,302: 29,226 13,141 1,977 51,073 69,929 82,276 85,047: 13,026 10,256
Old : 95,302: 29,226 13,141 1,977 51,073 69,929 82,276 85,047: 13,026 10,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,048: 2,940 -676 -1,145 -2,357 -1,318 -563 -3,139: -486 2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 13.8 2.1 53.6 73.4 86.3 89.2: 13.7 10.8
Old : 100.0: 30.7 13.8 2.1 53.6 73.4 86.3 89.2: 13.7 10.8
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 : 105: 33 15 12 34 34 70 58:
Old : 105: 33 15 12 34 34 70 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 34.1 35.8 50.3 22.1 33.9 34.6 50.0
Old : 22.5 34.1 35.8 50.3 22.1 33.9 34.6 50.0
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 with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,421: 4,557 2,535 37 1,737 3,849 6,331 6,421: 90 0
Old : 6,421: 4,557 2,535 37 1,737 3,849 6,331 6,421: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 787: 753 351 0 16 465 769 816: 18 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 39.5 0.6 27.1 59.9 98.6 100.0: 1.4 0.0
Old : 100.0: 71.0 39.5 0.6 27.1 59.9 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 3 1 1 4 13 8:
Old : 20: 12 3 1 1 4 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 91.0 90.4 100.0 67.7 91.0 90.4 99.4
Old : 67.7 91.0 90.4 100.0 67.7 91.0 90.4 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,679: 799 1,337 843 12,981 12,237 14,623 14,417: 56 262
Old : 14,679: 799 1,337 843 12,981 12,237 14,623 14,417: 56 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 247: 40 -20 453 -239 -199 254 234: -7 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.1 5.7 88.4 83.4 99.6 98.2: 0.4 1.8
Old : 100.0: 5.4 9.1 5.7 88.4 83.4 99.6 98.2: 0.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 8 2 10 14 13 23:
Old : 31: 2 8 2 10 14 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 65.8 98.5 83.1 73.5 64.3 86.1 74.4
Old : 77.0 65.8 98.5 83.1 73.5 64.3 86.1 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 47,152: 1,016 1,559 874 45,126 44,517 47,016 46,950: 136 202
Old : 47,152: 1,016 1,559 874 45,126 44,517 47,016 46,950: 136 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -183: 289 629 654 -1,184 -1,480 -241 -197: 58 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.3 1.9 95.7 94.4 99.7 99.6: 0.3 0.4
Old : 100.0: 2.2 3.3 1.9 95.7 94.4 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 5 1 8 14 12 20:
Old : 28: 4 5 1 8 14 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.2 77.3 99.1 92.4 64.8 55.1 67.2 62.7
Old : 93.2 77.3 99.1 92.4 64.8 55.1 67.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011