WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 625,863: 91,606 77,404 174,618 313,445 310,850 579,669 562,871: 46,194 62,992
Old : 221,079: 52,208 56,144 42,195 104,896 104,206 199,300 202,545: 21,779 18,533
Other: 404,784: 69,012 50,874 102,808 208,549 206,644 380,369 360,326: 24,415 44,458
: : :
: : Changes in Commitments from: March 22, 2011 :
: -129: 560 -598 -32 469 -636 997 -1,266: -1,127 1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 12.4 27.9 50.1 49.7 92.6 89.9: 7.4 10.1
Old : 100.0: 23.6 25.4 19.1 47.4 47.1 90.1 91.6: 9.9 8.4
Other: 100.0: 17.0 12.6 25.4 51.5 51.1 94.0 89.0: 6.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 139 143 195 105 136 356 384:
Old : 372: 134 113 106 69 97 246 273:
Other: 372: 103 117 133 94 129 281 309:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 17.1 31.7 24.0 16.2 13.8 27.7 17.6
Old : 27.3 24.2 35.8 32.4 27.0 23.5 35.5 31.0
Other: 21.2 16.2 31.8 25.2 16.9 10.5 24.9 14.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 2,248,933: 403,389 93,421 709,186 923,150 1,159,244 2,035,726 1,961,851: 213,207 287,082
Old : 1,482,430: 258,943 116,329 459,969 623,435 738,808 1,342,347 1,315,107: 140,083 167,324
Other: 766,503: 204,656 37,301 189,008 299,716 420,436 693,379 646,745: 73,124 119,758
: : :
: : Changes in Commitments from: March 22, 2011 :
: -79,894: 4,175 -1,439 -55,740 -32,482 -22,773 -84,047 -79,952: 4,153 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.2 31.5 41.0 51.5 90.5 87.2: 9.5 12.8
Old : 100.0: 17.5 7.8 31.0 42.1 49.8 90.6 88.7: 9.4 11.3
Other: 100.0: 26.7 4.9 24.7 39.1 54.9 90.5 84.4: 9.5 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 878: 261 142 294 294 422 672 763:
Old : 843: 233 155 249 254 401 590 712:
Other: 707: 168 118 147 195 367 430 572:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.6 20.8 17.5 9.1 6.4 13.2 9.8
Old : 12.6 12.9 21.9 18.6 10.9 8.0 16.8 11.5
Other: 17.2 14.1 26.6 20.7 14.2 10.6 21.6 14.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 15,743: 2,041 529 2,168 8,095 11,376 12,303 14,073: 3,440 1,671
Old : 7,306: 956 1,136 140 4,160 5,071 5,256 6,347: 2,051 960
Other: 8,437: 1,821 129 1,292 3,935 6,305 7,048 7,726: 1,389 711
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,025: -116 100 580 343 213 807 893: 219 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 3.4 13.8 51.4 72.3 78.1 89.4: 21.9 10.6
Old : 100.0: 13.1 15.5 1.9 56.9 69.4 71.9 86.9: 28.1 13.1
Other: 100.0: 21.6 1.5 15.3 46.6 74.7 83.5 91.6: 16.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 5 9 18 15 37 27:
Old : 38: 10 7 5 15 10 29 18:
Other: 32: 8 4 6 14 14 23 23:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 54.8 48.5 73.1 24.4 41.5 33.3 50.3
Old : 34.3 71.6 50.5 80.2 34.3 67.9 50.5 76.0
Other: 45.5 50.2 65.1 70.8 32.8 38.8 44.4 48.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 882,782: 158,660 33,607 302,830 355,678 451,233 817,169 787,670: 65,613 95,112
Old : 528,956: 122,164 28,869 156,171 210,335 297,348 488,670 482,388: 40,286 46,568
Other: 353,826: 73,803 42,044 109,353 145,343 153,885 328,498 305,282: 25,328 48,544
: : :
: : Changes in Commitments from: March 22, 2011 :
: -13,269: -5,779 -1,546 -7,993 1,252 -836 -12,520 -10,375: -748 -2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 3.8 34.3 40.3 51.1 92.6 89.2: 7.4 10.8
Old : 100.0: 23.1 5.5 29.5 39.8 56.2 92.4 91.2: 7.6 8.8
Other: 100.0: 20.9 11.9 30.9 41.1 43.5 92.8 86.3: 7.2 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 200 104 214 142 208 433 457:
Old : 500: 181 102 169 116 191 359 406:
Other: 417: 115 97 116 101 178 281 332:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 16.1 24.8 24.9 10.8 10.7 14.9 14.9
Old : 16.6 22.0 25.2 31.2 14.6 17.3 20.5 23.7
Other: 19.1 13.7 30.5 23.5 15.7 8.9 22.6 14.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 24,965: 21,960 2,028 371 21 5,803 22,352 8,202: 2,613 16,763
Old : 6,132: 4,102 665 333 21 1,070 4,456 2,068: 1,676 4,064
Other: 18,833: 17,887 1,392 9 0 4,733 17,896 6,134: 937 12,699
: : :
: : Changes in Commitments from: March 22, 2011 :
: 297: 215 -61 29 0 97 244 65: 53 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 8.1 1.5 0.1 23.2 89.5 32.9: 10.5 67.1
Old : 100.0: 66.9 10.8 5.4 0.3 17.4 72.7 33.7: 27.3 66.3
Other: 100.0: 95.0 7.4 0.0 0.0 25.1 95.0 32.6: 5.0 67.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 20 5 5 1 15 21 25:
Old : 38: 19 5 5 1 14 21 23:
Other: 33: 14 4 2 0 15 14 21:
:----------------------------------------------------------------------------------------------------
: 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 : 55.4 13.5 74.2 19.9 54.4 13.5 73.1 19.9
Old : 30.7 18.2 52.7 27.3 30.6 18.1 50.5 24.0
Other: 65.4 13.4 86.0 20.0 65.4 13.4 86.0 20.0
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 12,649: 605 10,291 1,470 9,842 641 11,917 12,402: 733 248
Old : 12,649: 605 10,291 1,470 9,842 641 11,917 12,402: 733 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 239: 177 931 -466 542 -200 253 265: -14 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 81.4 11.6 77.8 5.1 94.2 98.0: 5.8 2.0
Old : 100.0: 4.8 81.4 11.6 77.8 5.1 94.2 98.0: 5.8 2.0
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 : 26: 5 7 7 13 7 24 15:
Old : 26: 5 7 7 13 7 24 15:
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 : 71.6 86.3 81.6 96.2 66.0 76.2 72.2 81.4
Old : 71.6 86.3 81.6 96.2 66.0 76.2 72.2 81.4
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 29, 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 : 445,532: 88,965 34,055 106,361 214,336 279,710 409,662 420,125: 35,870 25,406
Old : 332,540: 69,513 40,618 69,761 164,034 200,817 303,308 311,195: 29,232 21,345
Other: 112,991: 34,047 8,031 22,005 50,302 78,893 106,354 108,930: 6,637 4,062
: : :
: : Changes in Commitments from: March 22, 2011 :
: 12,988: 4,966 -990 6,476 519 8,513 11,961 13,998: 1,027 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.6 23.9 48.1 62.8 91.9 94.3: 8.1 5.7
Old : 100.0: 20.9 12.2 21.0 49.3 60.4 91.2 93.6: 8.8 6.4
Other: 100.0: 30.1 7.1 19.5 44.5 69.8 94.1 96.4: 5.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 98 59 100 76 79 231 203:
Old : 266: 103 71 90 73 73 219 193:
Other: 138: 44 30 33 47 46 107 93:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 27.8 21.9 42.7 9.0 19.7 15.3 28.1
Old : 14.1 26.3 23.9 39.2 11.5 20.7 18.7 28.2
Other: 25.5 43.4 41.6 61.3 18.4 31.9 30.3 42.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 650,741: 74,718 94,157 32,071 399,147 353,141 505,935 479,368: 144,806 171,373
Old : 650,741: 74,718 94,157 32,071 399,147 353,141 505,935 479,368: 144,806 171,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -35,497: -6,775 -1,161 -8,795 -20,905 -32,923 -36,475 -42,879: 979 7,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.5 4.9 61.3 54.3 77.7 73.7: 22.3 26.3
Old : 100.0: 11.5 14.5 4.9 61.3 54.3 77.7 73.7: 22.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 20 32 33 75 68 115 113:
Old : 146: 20 32 33 75 68 115 113:
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 : 17.5 17.9 29.3 27.9 17.1 16.7 26.6 25.8
Old : 17.5 17.9 29.3 27.9 17.1 16.7 26.6 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 321,700: 43,962 56,653 1,130 211,238 219,406 256,330 277,188: 65,370 44,512
Old : 321,700: 43,962 56,653 1,130 211,238 219,406 256,330 277,188: 65,370 44,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,927: 483 -1,702 -293 5,372 4,073 5,561 2,078: -1,634 1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.6 0.4 65.7 68.2 79.7 86.2: 20.3 13.8
Old : 100.0: 13.7 17.6 0.4 65.7 68.2 79.7 86.2: 20.3 13.8
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 : 63: 6 10 3 32 31 39 43:
Old : 63: 6 10 3 32 31 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 47.5 47.0 60.9 24.6 47.3 43.4 60.3
Old : 26.7 47.5 47.0 60.9 24.6 47.3 43.4 60.3
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 29, 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 : 7,594: 566 277 661 5,915 6,305 7,142 7,243: 452 351
Old : 7,594: 566 277 661 5,915 6,305 7,142 7,243: 452 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -253: -120 27 -179 159 8 -140 -144: -113 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 8.7 77.9 83.0 94.0 95.4: 6.0 4.6
Old : 100.0: 7.5 3.6 8.7 77.9 83.0 94.0 95.4: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 3 4 18 20 25 25:
Old : 30: 5 3 4 18 20 25 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 : 59.9 47.1 75.8 67.1 31.7 27.5 40.2 39.0
Old : 59.9 47.1 75.8 67.1 31.7 27.5 40.2 39.0
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 29, 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 : 251,646: 51,595 24,890 50,709 108,783 153,927 211,087 229,527: 40,559 22,119
Old : 184,904: 44,515 24,624 28,902 79,310 113,902 152,727 167,429: 32,176 17,475
Other: 66,743: 10,765 3,951 18,122 29,472 40,025 58,360 62,098: 8,383 4,645
: : :
: : Changes in Commitments from: March 22, 2011 :
: -1,403: -1,566 901 2,025 -2,642 -4,075 -2,183 -1,148: 779 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 9.9 20.2 43.2 61.2 83.9 91.2: 16.1 8.8
Old : 100.0: 24.1 13.3 15.6 42.9 61.6 82.6 90.5: 17.4 9.5
Other: 100.0: 16.1 5.9 27.2 44.2 60.0 87.4 93.0: 12.6 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 63 33 56 73 68 167 140:
Old : 189: 60 39 49 72 61 159 127:
Other: 113: 26 14 29 50 46 92 79:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 33.4 20.2 46.3 8.0 28.1 14.3 34.1
Old : 11.7 34.6 20.8 47.0 9.1 29.7 16.6 38.0
Other: 22.6 36.8 38.4 56.6 18.6 30.8 28.6 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 26,423: 7,283 3,250 2,821 9,204 18,569 19,308 24,639: 7,115 1,784
Old : 21,264: 6,933 3,019 1,869 6,935 15,078 15,737 19,966: 5,527 1,298
Other: 5,159: 652 533 650 2,270 3,491 3,572 4,674: 1,587 485
: : :
: : Changes in Commitments from: March 22, 2011 :
: -206: 4 -94 -194 257 42 67 -245: -274 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.3 10.7 34.8 70.3 73.1 93.3: 26.9 6.7
Old : 100.0: 32.6 14.2 8.8 32.6 70.9 74.0 93.9: 26.0 6.1
Other: 100.0: 12.6 10.3 12.6 44.0 67.7 69.2 90.6: 30.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 56 18 22 30 22 97 57:
Old : 111: 54 19 20 24 22 87 56:
Other: 52: 16 10 11 15 15 37 32:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 47.8 27.1 60.4 16.4 41.6 24.1 52.8
Old : 19.9 51.3 29.8 64.4 19.9 48.5 29.0 60.7
Other: 35.1 49.2 44.4 66.0 33.7 48.3 42.4 63.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 975,217: 236,677 128,143 68,493 565,688 629,522 870,857 826,158: 104,360 149,060
Old : 975,217: 236,677 128,143 68,493 565,688 629,522 870,857 826,158: 104,360 149,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 10,899: -20,176 -26,225 14,060 22,167 11,906 16,052 -259: -5,152 11,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 13.1 7.0 58.0 64.6 89.3 84.7: 10.7 15.3
Old : 100.0: 24.3 13.1 7.0 58.0 64.6 89.3 84.7: 10.7 15.3
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 : 239: 45 49 34 88 119 153 182:
Old : 239: 45 49 34 88 119 153 182:
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 : 26.0 17.4 37.2 24.6 23.0 15.3 31.0 21.9
Old : 26.0 17.4 37.2 24.6 23.0 15.3 31.0 21.9
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 29, 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 : 1,952,550: 201,946 215,959 230,061 1,237,467 1,116,989 1,669,474 1,563,008: 283,077 389,542
Old : 1,952,550: 201,946 215,959 230,061 1,237,467 1,116,989 1,669,474 1,563,008: 283,077 389,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -118,682: 562 17,437 -78,319 -33,185 -81,032 -110,942 -141,914: -7,740 23,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.1 11.8 63.4 57.2 85.5 80.0: 14.5 20.0
Old : 100.0: 10.3 11.1 11.8 63.4 57.2 85.5 80.0: 14.5 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 : 276: 54 59 69 128 147 217 240:
Old : 276: 54 59 69 128 147 217 240:
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 : 21.4 13.6 28.3 20.5 20.1 11.0 25.9 16.2
Old : 21.4 13.6 28.3 20.5 20.1 11.0 25.9 16.2
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 29, 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 : 1,379,590: 270,062 132,157 84,292 813,731 883,060 1,168,086 1,099,509: 211,504 280,080
Old : 1,379,590: 270,062 132,157 84,292 813,731 883,060 1,168,086 1,099,509: 211,504 280,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -3,370: -22,164 6,517 -32,981 54,460 18,979 -684 -7,485: -2,686 4,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.6 6.1 59.0 64.0 84.7 79.7: 15.3 20.3
Old : 100.0: 19.6 9.6 6.1 59.0 64.0 84.7 79.7: 15.3 20.3
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 : 193: 28 38 34 96 104 143 157:
Old : 193: 28 38 34 96 104 143 157:
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 : 21.9 17.4 33.2 26.9 20.1 15.7 29.1 23.0
Old : 21.9 17.4 33.2 26.9 20.1 15.7 29.1 23.0
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 29, 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 : 963,401: 117,701 60,147 320,247 490,829 536,815 928,776 917,209: 34,624 46,192
Old : 963,401: 117,701 60,147 320,247 490,829 536,815 928,776 917,209: 34,624 46,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 45,561: -2,712 -3,151 19,225 28,037 28,524 44,550 44,599: 1,011 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.2 33.2 50.9 55.7 96.4 95.2: 3.6 4.8
Old : 100.0: 12.2 6.2 33.2 50.9 55.7 96.4 95.2: 3.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 33 30 44 61 65 116 122:
Old : 140: 33 30 44 61 65 116 122:
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 : 31.1 24.8 46.5 41.9 13.6 11.4 19.3 17.1
Old : 31.1 24.8 46.5 41.9 13.6 11.4 19.3 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 60,239: 24,111 4,452 967 25,917 48,951 50,995 54,370: 9,244 5,868
Old : 60,239: 24,111 4,452 967 25,917 48,951 50,995 54,370: 9,244 5,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 13,917: 8,695 318 47 1,209 14,184 9,950 14,549: 3,967 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 7.4 1.6 43.0 81.3 84.7 90.3: 15.3 9.7
Old : 100.0: 40.0 7.4 1.6 43.0 81.3 84.7 90.3: 15.3 9.7
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 : 85: 24 12 9 26 32 54 49:
Old : 85: 24 12 9 26 32 54 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 : 38.3 43.0 51.2 60.1 37.9 43.0 50.7 59.1
Old : 38.3 43.0 51.2 60.1 37.9 43.0 50.7 59.1
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 29, 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 : 120,477: 48,222 8,903 1,935 51,833 97,903 101,990 108,740: 18,487 11,737
Old : 120,477: 48,222 8,903 1,935 51,833 97,903 101,990 108,740: 18,487 11,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 27,834: 17,389 636 94 2,418 28,368 19,901 29,097: 7,934 -1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 7.4 1.6 43.0 81.3 84.7 90.3: 15.3 9.7
Old : 100.0: 40.0 7.4 1.6 43.0 81.3 84.7 90.3: 15.3 9.7
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 : 85: 24 12 9 26 32 54 49:
Old : 85: 24 12 9 26 32 54 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 : 38.3 43.0 51.2 60.1 37.9 43.0 50.7 59.1
Old : 38.3 43.0 51.2 60.1 37.9 43.0 50.7 59.1
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 29, 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 : 9,679: 6,319 3,080 37 1,748 5,038 8,104 8,155: 1,575 1,524
Old : 9,679: 6,319 3,080 37 1,748 5,038 8,104 8,155: 1,575 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 857: -179 -1,482 0 -475 839 -654 -643: 1,511 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 31.8 0.4 18.1 52.1 83.7 84.3: 16.3 15.7
Old : 100.0: 65.3 31.8 0.4 18.1 52.1 83.7 84.3: 16.3 15.7
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 : 22: 13 4 1 2 3 15 8:
Old : 22: 13 4 1 2 3 15 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 : 51.7 75.9 75.4 84.3 51.7 75.9 75.4 83.9
Old : 51.7 75.9 75.4 84.3 51.7 75.9 75.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 11,922: 273 1,265 11 11,556 10,386 11,840 11,662: 82 260
Old : 11,922: 273 1,265 11 11,556 10,386 11,840 11,662: 82 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -41: -125 -534 1 93 503 -31 -30: -10 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.6 0.1 96.9 87.1 99.3 97.8: 0.7 2.2
Old : 100.0: 2.3 10.6 0.1 96.9 87.1 99.3 97.8: 0.7 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 : 28: 2 8 1 6 14 8 23:
Old : 28: 2 8 1 6 14 8 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 : 95.8 72.6 99.3 85.1 95.8 72.6 98.9 84.9
Old : 95.8 72.6 99.3 85.1 95.8 72.6 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 29, 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 : 28,480: 1,159 1,753 0 27,161 26,588 28,320 28,341: 160 139
Old : 28,480: 1,159 1,753 0 27,161 26,588 28,320 28,341: 160 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -418: -1,815 366 0 1,819 -894 4 -528: -422 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.2 0.0 95.4 93.4 99.4 99.5: 0.6 0.5
Old : 100.0: 4.1 6.2 0.0 95.4 93.4 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 6 0 7 15 11 21:
Old : 30: 4 6 0 7 15 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.2 76.6 99.1 88.8 97.2 76.6 99.1 88.8
Old : 97.2 76.6 99.1 88.8 97.2 76.6 99.1 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011