WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 636,214 COMMITMENTS 97,254 71,996 173,976 316,347 327,300 587,576 573,271 48,637 62,942 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 21,615) 5,324 -803 16,435 690 4,284 22,448 19,916 -833 1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 11.3 27.3 49.7 51.4 92.4 90.1 7.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459) 140 149 195 99 139 357 385 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,326,505 COMMITMENTS 432,983 100,266 734,266 941,882 1199387 2109131 2033920 217,374 292,585 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,147) -43,113 11,631 17,902 37,443 -17,463 12,233 12,070 -8,086 -7,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 4.3 31.6 40.5 51.6 90.7 87.4 9.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 899) 281 142 308 302 418 705 769 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,357 COMMITMENTS 2,655 475 1,690 7,781 11,688 12,127 13,853 3,230 1,504 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 689) -757 405 711 1,159 -466 1,113 649 -425 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 3.1 11.0 50.7 76.1 79.0 90.2 21.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 9 9 19 15 42 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 898,859 COMMITMENTS 153,789 42,906 309,326 367,624 442,165 830,738 794,397 68,121 104,462 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 31,741) -19,263 14,129 23,933 30,181 -9,445 34,851 28,617 -3,110 3,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 4.8 34.4 40.9 49.2 92.4 88.4 7.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551) 196 118 218 141 208 430 467 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,863 COMMITMENTS 20,837 1,817 170 22 5,440 21,029 7,427 2,834 16,436 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 425) 214 302 -1 -1 70 212 371 213 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.3 7.6 0.7 0.1 22.8 88.1 31.1 11.9 68.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 17 5 4 2 14 19 23 SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,266 COMMITMENTS 470 8,617 2,480 8,679 953 11,630 12,049 637 217 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 193) -27 337 -148 229 3 54 192 138 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 70.2 20.2 70.8 7.8 94.8 98.2 5.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 7 9 7 19 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 465,171 COMMITMENTS 84,395 38,920 105,990 227,565 279,346 417,951 424,257 47,220 40,914 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 17,343) -19,109 6,910 12,724 13,276 -19,676 6,891 -42 10,452 17,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 8.4 22.8 48.9 60.1 89.8 91.2 10.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 96 65 101 74 77 225 209 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,448 COMMITMENTS 69,155 97,648 38,280 427,019 381,486 534,453 517,414 145,994 163,034 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -12,026) -17,250 -8,405 6,894 998 -108 -9,357 -1,618 -2,669 -10,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 14.4 5.6 62.8 56.1 78.5 76.0 21.5 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 20 38 35 83 76 127 125 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 324,495 COMMITMENTS 43,600 63,212 4,479 206,824 213,175 254,903 280,866 69,592 43,629 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -8,416) -2,172 926 -3,755 -11,704 -1,577 -17,631 -4,406 9,214 -4,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 19.5 1.4 63.7 65.7 78.6 86.6 21.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 12 5 34 31 43 45 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,044 COMMITMENTS 1,085 322 677 5,943 6,657 7,705 7,656 339 388 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 182) 26 -276 232 -50 240 208 196 -26 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 4.0 8.4 73.9 82.8 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 3 6 19 22 29 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 254,072 COMMITMENTS 45,037 28,022 50,838 119,471 148,827 215,347 227,688 38,725 26,384 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,785) 472 4,559 -1,083 7,282 -463 6,670 3,013 -2,885 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 11.0 20.0 47.0 58.6 84.8 89.6 15.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 49 41 60 75 66 167 137 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,927 COMMITMENTS 7,240 3,139 2,749 8,692 17,983 18,681 23,871 7,246 2,056 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,350) -1,411 90 -137 287 -1,780 -1,260 -1,827 -90 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 12.1 10.6 33.5 69.4 72.1 92.1 27.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 49 18 17 29 22 90 51 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 920,289 COMMITMENTS 219,537 158,936 39,287 554,404 587,634 813,229 785,857 107,060 134,432 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 19,317) 19,767 14,484 6,503 -19,760 5,990 6,510 26,977 12,807 -7,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 17.3 4.3 60.2 63.9 88.4 85.4 11.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 38 49 31 91 120 147 182 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,050,869 COMMITMENTS 171,497 226,471 277,165 1278838 1157406 1727500 1661042 323,370 389,827 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 147,704) -8,733 21,108 66,213 31,856 39,421 89,337 126,742 58,367 20,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 11.0 13.5 62.4 56.4 84.2 81.0 15.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 57 49 71 132 148 214 243 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,306,788 COMMITMENTS 238,787 108,874 117,165 742,984 811,785 1098936 1037823 207,852 268,965 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -13,000) -21,359 -13,666 23,704 -40,155 -26,647 -37,809 -16,609 24,809 3,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 8.3 9.0 56.9 62.1 84.1 79.4 15.9 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 36 37 41 91 95 143 157 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 869,199 COMMITMENTS 98,723 64,320 286,485 453,874 473,169 839,082 823,975 30,117 45,225 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 42,749) -261 12,569 8,776 36,721 26,392 45,236 47,737 -2,487 -4,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 7.4 33.0 52.2 54.4 96.5 94.8 3.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 32 32 43 63 64 116 121 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,092 COMMITMENTS 11,878 2,869 5,694 38,606 46,119 56,178 54,682 9,915 11,410 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,577) -3,476 -947 1,135 5,533 534 3,191 721 1,386 3,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 4.3 8.6 58.4 69.8 85.0 82.7 15.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 33 11 22 40 40 82 67 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 14,926 COMMITMENTS 2,965 250 283 8,654 10,442 11,902 10,975 3,024 3,951 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,062) -1,293 -513 229 1,118 -179 54 -463 1,008 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.7 1.9 58.0 70.0 79.7 73.5 20.3 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 1 7 10 13 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,333 COMMITMENTS 21,738 9,151 6,910 59,903 71,354 88,551 87,415 13,782 14,918 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 7,031) -7,488 -3,990 4,933 8,830 1,425 6,275 2,368 756 4,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 8.9 6.8 58.5 69.7 86.5 85.4 13.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 32 14 18 38 38 76 64 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 10,312 COMMITMENTS 4,498 2,577 491 2,713 4,741 7,702 7,809 2,610 2,503 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,891) -59 42 454 976 892 1,371 1,388 2,520 2,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 25.0 4.8 26.3 46.0 74.7 75.7 25.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 4 2 3 4 16 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,721 COMMITMENTS 877 1,050 7 9,788 9,303 10,672 10,360 49 361 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -3,958) 78 -287 -836 -3,193 -2,934 -3,951 -4,057 -7 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 9.8 0.1 91.3 86.8 99.5 96.6 0.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 6 1 7 13 10 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 29,233 COMMITMENTS 2,399 1,495 0 26,606 27,602 29,005 29,097 228 136 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -17,919) 1,383 -64 -874 -18,520 -16,915 -18,011 -17,853 92 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 5.1 0.0 91.0 94.4 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 6 0 7 14 10 20
Updated March 18, 2011