WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 625,992: 91,046 78,001 174,650 312,976 311,486 578,672 564,138: 47,321 61,855
Old : 242,531: 54,129 55,152 52,344 112,506 115,314 218,979 222,809: 23,552 19,722
Other: 383,462: 63,994 49,927 95,228 200,470 196,172 359,693 341,328: 23,769 42,133
: : :
: : Changes in Commitments from: March 15, 2011 :
: -10,221: -6,208 6,006 674 -3,371 -15,814 -8,905 -9,134: -1,317 -1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.5 27.9 50.0 49.8 92.4 90.1: 7.6 9.9
Old : 100.0: 22.3 22.7 21.6 46.4 47.5 90.3 91.9: 9.7 8.1
Other: 100.0: 16.7 13.0 24.8 52.3 51.2 93.8 89.0: 6.2 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 130 158 198 102 138 357 392:
Old : 381: 127 125 112 69 102 255 281:
Other: 370: 103 114 135 93 129 275 314:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 16.1 31.4 23.0 16.1 12.7 27.2 16.2
Old : 27.6 24.3 35.5 32.5 27.4 23.6 35.2 31.3
Other: 21.9 14.8 32.8 23.7 17.3 8.8 24.7 13.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,328,827: 399,214 94,860 764,926 955,632 1,182,017 2,119,773 2,041,804: 209,054 287,023
Old : 1,575,014: 256,352 113,058 518,801 661,439 772,321 1,436,592 1,404,181: 138,422 170,834
Other: 753,813: 199,389 38,329 189,598 294,193 409,696 683,181 637,623: 70,632 116,190
: : :
: : Changes in Commitments from: March 15, 2011 :
: 2,322: -33,768 -5,406 30,660 13,751 -17,370 10,642 7,884: -8,320 -5,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.1 32.8 41.0 50.8 91.0 87.7: 9.0 12.3
Old : 100.0: 16.3 7.2 32.9 42.0 49.0 91.2 89.2: 8.8 10.8
Other: 100.0: 26.5 5.1 25.2 39.0 54.3 90.6 84.6: 9.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 882: 250 153 302 299 422 685 765:
Old : 847: 219 170 262 262 403 607 721:
Other: 716: 170 124 147 193 367 433 575:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.4 20.2 17.1 8.8 6.0 12.8 9.2
Old : 12.3 12.7 21.4 18.0 10.3 7.5 15.9 10.9
Other: 16.3 14.2 26.1 20.6 13.4 10.5 21.0 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,718: 2,157 429 1,588 7,752 11,163 11,497 13,180: 3,221 1,538
Old : 7,758: 982 521 140 4,556 6,121 5,679 6,783: 2,079 975
Other: 6,960: 1,344 76 1,278 3,196 5,043 5,818 6,397: 1,143 563
: : :
: : Changes in Commitments from: March 15, 2011 :
: -639: -498 -46 -102 -30 -524 -630 -673: -9 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 2.9 10.8 52.7 75.8 78.1 89.5: 21.9 10.5
Old : 100.0: 12.7 6.7 1.8 58.7 78.9 73.2 87.4: 26.8 12.6
Other: 100.0: 19.3 1.1 18.4 45.9 72.4 83.6 91.9: 16.4 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 5 9 18 15 37 26:
Old : 36: 11 4 5 14 10 27 17:
Other: 31: 7 5 6 13 14 23 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 : 30.5 57.8 47.1 73.7 25.5 44.2 34.6 54.2
Old : 37.3 73.5 52.7 81.5 37.3 69.0 52.7 76.2
Other: 47.2 52.3 64.7 73.0 27.8 39.7 36.5 46.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 896,050: 164,440 35,153 310,823 354,426 452,069 829,689 798,045: 66,362 98,005
Old : 552,497: 125,350 29,522 171,290 213,633 302,444 510,273 503,255: 42,224 49,242
Other: 343,553: 75,049 41,591 103,574 140,793 149,625 319,416 294,790: 24,137 48,763
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,809: 10,651 -7,753 1,498 -13,198 9,904 -1,050 3,649: -1,759 -6,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.9 34.7 39.6 50.5 92.6 89.1: 7.4 10.9
Old : 100.0: 22.7 5.3 31.0 38.7 54.7 92.4 91.1: 7.6 8.9
Other: 100.0: 21.8 12.1 30.1 41.0 43.6 93.0 85.8: 7.0 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 213 103 225 145 210 446 469:
Old : 516: 193 105 184 116 194 375 421:
Other: 418: 115 98 112 102 175 281 326:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 15.2 24.3 24.1 10.6 10.1 14.7 14.4
Old : 16.2 20.1 24.8 29.1 14.2 15.4 19.7 21.9
Other: 18.6 13.5 29.9 23.2 15.5 9.2 22.4 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,410: 427 9,359 1,936 9,300 841 11,664 12,137: 747 274
Old : 12,410: 427 9,359 1,936 9,300 841 11,664 12,137: 747 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 144: -43 743 -544 621 -112 34 87: 110 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 75.4 15.6 74.9 6.8 94.0 97.8: 6.0 2.2
Old : 100.0: 3.4 75.4 15.6 74.9 6.8 94.0 97.8: 6.0 2.2
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 : 22: 4 6 6 10 7 19 14:
Old : 22: 4 6 6 10 7 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 : 72.6 84.8 83.3 95.3 63.4 71.2 68.9 76.3
Old : 72.6 84.8 83.3 95.3 63.4 71.2 68.9 76.3
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 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 : 432,544: 83,999 35,045 99,885 213,817 271,197 397,701 406,127: 34,843 26,417
Old : 338,634: 64,852 38,217 73,216 172,195 204,920 310,263 316,353: 28,372 22,282
Other: 93,909: 31,509 9,191 14,307 41,621 66,276 87,438 89,774: 6,471 4,135
: : :
: : Changes in Commitments from: March 15, 2011 :
: -32,628: -397 -3,875 -6,105 -13,748 -8,150 -20,250 -18,130: -12,377 -14,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.1 23.1 49.4 62.7 91.9 93.9: 8.1 6.1
Old : 100.0: 19.2 11.3 21.6 50.8 60.5 91.6 93.4: 8.4 6.6
Other: 100.0: 33.6 9.8 15.2 44.3 70.6 93.1 95.6: 6.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 91 56 103 74 81 220 209:
Old : 258: 99 65 91 70 76 205 200:
Other: 135: 42 31 33 47 40 107 86:
:----------------------------------------------------------------------------------------------------
: 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 27.9 22.7 41.3 9.4 19.9 15.9 28.0
Old : 15.1 25.5 25.0 38.8 10.9 17.6 17.9 26.2
Other: 24.7 43.0 41.6 61.2 21.7 38.0 35.4 49.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 686,238: 81,493 95,318 40,866 420,052 386,063 542,411 522,247: 143,828 163,991
Old : 686,238: 81,493 95,318 40,866 420,052 386,063 542,411 522,247: 143,828 163,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 5,790: 12,337 -2,330 2,586 -6,967 4,578 7,957 4,834: -2,167 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.9 6.0 61.2 56.3 79.0 76.1: 21.0 23.9
Old : 100.0: 11.9 13.9 6.0 61.2 56.3 79.0 76.1: 21.0 23.9
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 : 159: 28 30 37 82 77 129 125:
Old : 159: 28 30 37 82 77 129 125:
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 : 17.1 17.3 28.4 26.8 16.1 16.2 25.3 24.7
Old : 17.1 17.3 28.4 26.8 16.1 16.2 25.3 24.7
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 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 : 317,773: 43,479 58,354 1,423 205,866 215,333 250,768 275,110: 67,004 42,663
Old : 317,773: 43,479 58,354 1,423 205,866 215,333 250,768 275,110: 67,004 42,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,722: -121 -4,858 -3,056 -958 2,158 -4,135 -5,756: -2,587 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.4 0.4 64.8 67.8 78.9 86.6: 21.1 13.4
Old : 100.0: 13.7 18.4 0.4 64.8 67.8 78.9 86.6: 21.1 13.4
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 : 63: 6 10 4 31 32 39 44:
Old : 63: 6 10 4 31 32 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 47.8 47.2 60.8 25.5 47.5 43.9 59.9
Old : 26.6 47.8 47.2 60.8 25.5 47.5 43.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 253,049: 53,161 23,989 48,684 111,425 158,002 213,269 230,675: 39,780 22,374
Old : 188,821: 45,631 24,232 28,312 82,969 118,894 156,912 171,437: 31,909 17,383
Other: 64,228: 10,738 2,966 17,164 28,455 39,108 56,357 59,238: 7,871 4,991
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,023: 8,124 -4,033 -2,155 -8,046 9,175 -2,077 2,987: 1,054 -4,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 9.5 19.2 44.0 62.4 84.3 91.2: 15.7 8.8
Old : 100.0: 24.2 12.8 15.0 43.9 63.0 83.1 90.8: 16.9 9.2
Other: 100.0: 16.7 4.6 26.7 44.3 60.9 87.7 92.2: 12.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 71 28 58 74 69 175 139:
Old : 195: 67 36 53 74 63 167 131:
Other: 111: 27 14 27 51 38 92 70:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 32.8 20.3 45.6 8.2 27.5 14.4 34.1
Old : 13.1 34.0 22.0 46.2 9.3 27.8 16.6 35.9
Other: 21.7 35.6 36.4 56.9 18.8 31.7 29.7 43.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 26,629: 7,280 3,344 3,014 8,947 18,527 19,241 24,885: 7,388 1,744
Old : 21,645: 6,965 3,098 2,094 6,823 15,248 15,882 20,440: 5,762 1,205
Other: 4,985: 619 551 616 2,124 3,279 3,359 4,445: 1,626 540
: : :
: : Changes in Commitments from: March 15, 2011 :
: 702: 40 205 265 255 544 560 1,014: 143 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 12.6 11.3 33.6 69.6 72.3 93.4: 27.7 6.6
Old : 100.0: 32.2 14.3 9.7 31.5 70.4 73.4 94.4: 26.6 5.6
Other: 100.0: 12.4 11.0 12.4 42.6 65.8 67.4 89.2: 32.6 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 54 17 19 29 23 92 56:
Old : 109: 51 19 17 23 23 82 55:
Other: 50: 14 9 10 16 16 36 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 : 17.6 47.6 27.1 60.9 16.1 41.8 24.2 53.0
Old : 19.6 50.2 30.0 64.1 19.6 48.1 29.2 60.5
Other: 35.2 48.7 44.4 66.7 33.5 47.4 42.0 63.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 964,318: 256,853 154,368 54,432 543,520 617,617 854,806 826,417: 109,512 137,901
Old : 964,318: 256,853 154,368 54,432 543,520 617,617 854,806 826,417: 109,512 137,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 44,029: 37,316 -4,568 15,145 -10,883 29,983 41,577 40,560: 2,452 3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 16.0 5.6 56.4 64.0 88.6 85.7: 11.4 14.3
Old : 100.0: 26.6 16.0 5.6 56.4 64.0 88.6 85.7: 11.4 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 : 242: 50 45 32 89 122 156 182:
Old : 242: 50 45 32 89 122 156 182:
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 : 27.3 15.5 37.6 23.2 24.0 14.5 33.8 21.1
Old : 27.3 15.5 37.6 23.2 24.0 14.5 33.8 21.1
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 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 : 2,071,232: 201,384 198,522 308,379 1,270,652 1,198,021 1,780,416 1,704,922: 290,817 366,311
Old : 2,071,232: 201,384 198,522 308,379 1,270,652 1,198,021 1,780,416 1,704,922: 290,817 366,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 20,363: 29,887 -27,950 31,215 -8,186 40,614 52,916 43,879: -32,553 -23,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.6 14.9 61.3 57.8 86.0 82.3: 14.0 17.7
Old : 100.0: 9.7 9.6 14.9 61.3 57.8 86.0 82.3: 14.0 17.7
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 : 299: 61 59 77 143 161 236 265:
Old : 299: 61 59 77 143 161 236 265:
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 : 21.0 14.0 27.8 21.2 19.6 11.4 24.8 16.5
Old : 21.0 14.0 27.8 21.2 19.6 11.4 24.8 16.5
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 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 : 1,382,960: 292,226 125,640 117,273 759,271 864,081 1,168,770 1,106,995: 214,189 275,965
Old : 1,382,960: 292,226 125,640 117,273 759,271 864,081 1,168,770 1,106,995: 214,189 275,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 76,171: 53,439 16,767 108 16,287 52,296 69,834 69,171: 6,337 7,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.1 8.5 54.9 62.5 84.5 80.0: 15.5 20.0
Old : 100.0: 21.1 9.1 8.5 54.9 62.5 84.5 80.0: 15.5 20.0
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 : 199: 34 39 38 98 102 149 162:
Old : 199: 34 39 38 98 102 149 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 18.6 30.0 28.5 18.7 16.0 27.4 24.0
Old : 20.5 18.6 30.0 28.5 18.7 16.0 27.4 24.0
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 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 : 917,839: 120,413 63,298 301,022 462,792 508,290 884,226 872,610: 33,613 45,230
Old : 917,839: 120,413 63,298 301,022 462,792 508,290 884,226 872,610: 33,613 45,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 48,640: 21,690 -1,022 14,536 8,918 35,121 45,144 48,635: 3,496 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.9 32.8 50.4 55.4 96.3 95.1: 3.7 4.9
Old : 100.0: 13.1 6.9 32.8 50.4 55.4 96.3 95.1: 3.7 4.9
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 : 140: 39 30 44 62 62 118 121:
Old : 140: 39 30 44 62 62 118 121:
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 26.1 48.2 42.6 13.9 11.4 18.7 17.0
Old : 33.0 26.1 48.2 42.6 13.9 11.4 18.7 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 46,321: 15,416 4,134 921 24,708 34,767 41,045 39,822: 5,277 6,500
Old : 46,321: 15,416 4,134 921 24,708 34,767 41,045 39,822: 5,277 6,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -19,771: 3,539 1,265 -4,774 -13,898 -11,352 -15,133 -14,861: -4,638 -4,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 8.9 2.0 53.3 75.1 88.6 86.0: 11.4 14.0
Old : 100.0: 33.3 8.9 2.0 53.3 75.1 88.6 86.0: 11.4 14.0
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 : 83: 23 12 8 26 31 51 49:
Old : 83: 23 12 8 26 31 51 49:
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 : 37.4 37.4 50.3 53.6 36.8 37.3 49.6 53.6
Old : 37.4 37.4 50.3 53.6 36.8 37.3 49.6 53.6
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 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 : 92,643: 30,832 8,267 1,841 49,416 69,534 82,089 79,643: 10,554 13,000
Old : 92,643: 30,832 8,267 1,841 49,416 69,534 82,089 79,643: 10,554 13,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -9,690: 9,094 -884 -5,069 -10,487 -1,820 -6,462 -7,772: -3,228 -1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 8.9 2.0 53.3 75.1 88.6 86.0: 11.4 14.0
Old : 100.0: 33.3 8.9 2.0 53.3 75.1 88.6 86.0: 11.4 14.0
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 : 83: 23 12 8 26 31 51 49:
Old : 83: 23 12 8 26 31 51 49:
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 : 37.4 37.4 50.3 53.6 36.8 37.3 49.6 53.6
Old : 37.4 37.4 50.3 53.6 36.8 37.3 49.6 53.6
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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