WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 422,362: 74,562 112,088 67,457 248,888 189,118 390,907 368,663: 31,455 53,699
Old : 171,255: 46,057 84,576 3,216 108,335 59,345 157,608 147,137: 13,647 24,118
Other: 251,107: 50,017 49,024 42,729 140,553 129,773 233,299 221,526: 17,808 29,581
: : :
: : Changes in Commitments from: March 2, 2010 :
: 3,404: -772 -2,201 3,683 -272 461 2,639 1,943: 765 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 26.5 16.0 58.9 44.8 92.6 87.3: 7.4 12.7
Old : 100.0: 26.9 49.4 1.9 63.3 34.7 92.0 85.9: 8.0 14.1
Other: 100.0: 19.9 19.5 17.0 56.0 51.7 92.9 88.2: 7.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 102 153 122 66 98 255 306:
Old : 317: 100 118 17 31 70 141 196:
Other: 286: 71 95 84 60 90 191 224:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 16.6 43.8 24.6 26.3 14.2 42.2 20.5
Old : 43.0 15.0 56.7 25.6 43.0 15.0 56.7 24.9
Other: 29.0 22.4 39.6 31.5 27.4 18.8 37.4 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,118,686: 259,235 148,974 145,794 593,318 571,035 998,347 865,803: 120,339 252,883
Old : 779,427: 176,824 186,329 66,487 447,185 376,876 690,496 629,692: 88,931 149,735
Other: 339,259: 148,183 28,417 13,535 146,133 194,159 307,851 236,111: 31,408 103,148
: : :
: : Changes in Commitments from: March 2, 2010 :
: 6,558: 2,709 6,039 1,061 1,250 99 5,020 7,199: 1,538 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.3 13.0 53.0 51.0 89.2 77.4: 10.8 22.6
Old : 100.0: 22.7 23.9 8.5 57.4 48.4 88.6 80.8: 11.4 19.2
Other: 100.0: 43.7 8.4 4.0 43.1 57.2 90.7 69.6: 9.3 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 153 162 181 177 265 441 535:
Old : 636: 150 176 134 160 243 387 484:
Other: 468: 106 88 43 86 232 211 348:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 13.2 28.6 18.3 18.0 12.1 27.5 16.7
Old : 25.4 13.2 36.7 19.9 25.2 12.8 36.5 19.2
Other: 25.2 15.8 34.9 22.5 25.1 15.6 34.4 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,046: 2,898 3,410 134 8,528 9,700 11,560 13,244: 3,486 1,802
Old : 9,930: 2,376 3,192 0 4,654 5,271 7,030 8,463: 2,900 1,467
Other: 5,116: 585 281 71 3,874 4,429 4,530 4,781: 586 335
: : :
: : Changes in Commitments from: March 2, 2010 :
: 917: 59 341 63 461 394 583 798: 334 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 22.7 0.9 56.7 64.5 76.8 88.0: 23.2 12.0
Old : 100.0: 23.9 32.1 0.0 46.9 53.1 70.8 85.2: 29.2 14.8
Other: 100.0: 11.4 5.5 1.4 75.7 86.6 88.5 93.5: 11.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 15 2 16 12 28 28:
Old : 44: 11 15 0 13 6 24 21:
Other: 21: 5 1 1 8 11 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 35.0 52.1 53.7 68.1 32.4 45.5 46.5 61.5
Old : 40.6 54.8 55.5 70.7 40.6 54.6 55.5 70.6
Other: 61.5 69.3 83.5 86.9 53.5 67.1 72.5 82.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 433,812: 87,309 85,023 66,786 242,570 189,978 396,665 341,787: 37,147 92,025
Old : 302,065: 68,651 74,545 29,392 175,717 143,593 273,760 247,530: 28,305 54,535
Other: 131,747: 48,798 40,618 7,254 66,853 46,385 122,905 94,257: 8,842 37,490
: : :
: : Changes in Commitments from: March 2, 2010 :
: 7,458: 985 10,839 4,376 7,069 -8,086 12,430 7,129: -4,972 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.6 15.4 55.9 43.8 91.4 78.8: 8.6 21.2
Old : 100.0: 22.7 24.7 9.7 58.2 47.5 90.6 81.9: 9.4 18.1
Other: 100.0: 37.0 30.8 5.5 50.7 35.2 93.3 71.5: 6.7 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 102 150 117 97 143 276 350:
Old : 406: 102 144 77 82 132 226 316:
Other: 277: 59 84 28 56 109 133 206:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 15.5 32.5 22.5 19.1 14.3 29.4 19.1
Old : 25.6 20.1 37.8 28.8 25.3 18.6 37.3 25.1
Other: 35.4 14.2 49.0 22.6 34.8 12.9 46.9 21.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,886: 10,835 653 369 78 1,795 11,282 2,817: 2,604 11,069
Old : 4,418: 2,310 738 110 78 213 2,498 1,061: 1,920 3,357
Other: 9,468: 8,760 150 24 0 1,582 8,784 1,756: 684 7,712
: : :
: : Changes in Commitments from: March 2, 2010 :
: 416: 486 283 -147 0 82 339 218: 77 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 4.7 2.7 0.6 12.9 81.2 20.3: 18.8 79.7
Old : 100.0: 52.3 16.7 2.5 1.8 4.8 56.5 24.0: 43.5 76.0
Other: 100.0: 92.5 1.6 0.3 0.0 16.7 92.8 18.5: 7.2 81.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 3 11 2 6 16 18:
Old : 20: 10 5 7 2 4 13 15:
Other: 19: 12 1 3 0 6 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 55.6 10.5 73.1 16.8 55.6 10.5 72.4 16.1
Old : 41.8 18.7 52.9 22.5 41.6 18.7 51.0 21.4
Other: 62.1 12.8 84.6 18.5 62.1 12.8 84.4 18.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 284,376: 57,944 36,558 45,303 149,895 181,226 253,142 263,087: 31,234 21,289
Old : 235,873: 49,209 42,464 30,040 129,969 145,099 209,218 217,603: 26,655 18,270
Other: 48,503: 18,098 3,457 5,900 19,926 36,127 43,924 45,484: 4,579 3,019
: : :
: : Changes in Commitments from: March 2, 2010 :
: 5,327: 5,446 3,775 -1,700 -544 1,749 3,202 3,824: 2,125 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.9 15.9 52.7 63.7 89.0 92.5: 11.0 7.5
Old : 100.0: 20.9 18.0 12.7 55.1 61.5 88.7 92.3: 11.3 7.7
Other: 100.0: 37.3 7.1 12.2 41.1 74.5 90.6 93.8: 9.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 58 65 61 57 59 164 154:
Old : 217: 58 75 49 55 57 151 148:
Other: 95: 28 22 17 31 25 66 57:
:----------------------------------------------------------------------------------------------------
: 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 33.7 37.3 44.5 18.5 30.5 29.0 39.4
Old : 24.3 29.4 41.8 40.8 22.4 27.1 34.0 36.0
Other: 32.2 58.7 49.9 72.0 31.7 57.8 45.6 67.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 638,248: 41,701 148,335 15,440 472,205 335,652 529,346 499,427: 108,902 138,821
Old : 638,248: 41,701 148,335 15,440 472,205 335,652 529,346 499,427: 108,902 138,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -41,775: -4,381 765 -320 -31,266 -36,894 -35,967 -36,449: -5,808 -5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.2 2.4 74.0 52.6 82.9 78.2: 17.1 21.8
Old : 100.0: 6.5 23.2 2.4 74.0 52.6 82.9 78.2: 17.1 21.8
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 : 154: 18 39 9 68 72 92 114:
Old : 154: 18 39 9 68 72 92 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 20.4 36.2 29.1 20.1 20.0 33.5 28.6
Old : 22.4 20.4 36.2 29.1 20.1 20.0 33.5 28.6
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,834: 0 13,925 1,000 46,350 46,608 47,350 61,533: 31,484 17,301
Old : 78,834: 0 13,925 1,000 46,350 46,608 47,350 61,533: 31,484 17,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 4,947: -1,876 1,609 -242 -1,883 3,526 -4,001 4,893: 8,948 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 1.3 58.8 59.1 60.1 78.1: 39.9 21.9
Old : 100.0: 0.0 17.7 1.3 58.8 59.1 60.1 78.1: 39.9 21.9
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 : 20: 0 3 1 12 12 13 15:
Old : 20: 0 3 1 12 12 13 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 : 40.4 49.5 53.0 67.0 38.5 49.4 50.3 63.5
Old : 40.4 49.5 53.0 67.0 38.5 49.4 50.3 63.5
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,018: 100 480 115 7,483 7,171 7,698 7,766: 320 252
Old : 8,018: 100 480 115 7,483 7,171 7,698 7,766: 320 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -440: -84 140 -27 -499 -662 -610 -549: 170 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.0 1.4 93.3 89.4 96.0 96.9: 4.0 3.1
Old : 100.0: 1.2 6.0 1.4 93.3 89.4 96.0 96.9: 4.0 3.1
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 : 25: 2 5 2 17 18 21 23:
Old : 25: 2 5 2 17 18 21 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 : 60.7 73.7 79.0 83.5 19.1 19.8 27.4 26.7
Old : 60.7 73.7 79.0 83.5 19.1 19.8 27.4 26.7
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 203,028: 47,807 41,741 29,085 95,350 103,287 172,242 174,113: 30,786 28,915
Old : 159,636: 39,775 33,049 21,107 74,062 81,000 134,944 135,156: 24,692 24,480
Other: 43,392: 11,230 11,890 4,780 21,288 22,287 37,298 38,957: 6,094 4,435
: : :
: : Changes in Commitments from: March 2, 2010 :
: 5,766: -2,904 10,055 2,066 8,556 -9,264 7,718 2,857: -1,952 2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 20.6 14.3 47.0 50.9 84.8 85.8: 15.2 14.2
Old : 100.0: 24.9 20.7 13.2 46.4 50.7 84.5 84.7: 15.5 15.3
Other: 100.0: 25.9 27.4 11.0 49.1 51.4 86.0 89.8: 14.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 38 54 51 63 42 139 123:
Old : 170: 39 51 46 63 39 133 115:
Other: 88: 23 17 19 38 17 72 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 34.1 26.8 43.6 15.0 27.1 24.8 35.3
Old : 16.8 35.9 28.4 44.8 15.8 31.4 26.6 40.0
Other: 27.3 49.4 44.5 62.9 27.3 48.3 44.5 59.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,062: 3,850 2,065 438 6,920 8,763 11,208 11,266: 2,854 2,796
Old : 11,330: 3,818 2,076 145 5,050 6,973 9,013 9,194: 2,317 2,136
Other: 2,732: 164 121 161 1,870 1,790 2,195 2,072: 537 660
: : :
: : Changes in Commitments from: March 2, 2010 :
: -1,341: 41 187 -626 -594 -1,643 -1,179 -2,082: -162 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.7 3.1 49.2 62.3 79.7 80.1: 20.3 19.9
Old : 100.0: 33.7 18.3 1.3 44.6 61.5 79.5 81.1: 20.5 18.9
Other: 100.0: 6.0 4.4 5.9 68.4 65.5 80.3 75.8: 19.7 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 20 12 9 24 15 50 32:
Old : 64: 20 13 8 21 13 46 30:
Other: 23: 6 1 5 9 10 16 16:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 48.6 43.5 62.2 27.7 46.3 43.5 58.7
Old : 27.2 53.4 44.2 66.5 27.2 51.7 44.2 63.5
Other: 63.1 44.8 73.6 65.9 61.2 42.3 69.1 62.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 875,781: 253,741 132,538 24,219 503,771 595,942 781,731 752,699: 94,050 123,082
Old : 875,781: 253,741 132,538 24,219 503,771 595,942 781,731 752,699: 94,050 123,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -43,206: -13,465 5,725 -6,105 -23,664 -40,285 -43,234 -40,665: 28 -2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 15.1 2.8 57.5 68.0 89.3 85.9: 10.7 14.1
Old : 100.0: 29.0 15.1 2.8 57.5 68.0 89.3 85.9: 10.7 14.1
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 : 235: 39 51 20 79 118 128 179:
Old : 235: 39 51 20 79 118 128 179:
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 : 32.5 17.9 42.5 25.6 31.9 16.6 40.8 23.4
Old : 32.5 17.9 42.5 25.6 31.9 16.6 40.8 23.4
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,353,761: 158,634 265,030 74,420 849,275 748,560 1,082,329 1,088,010: 271,432 265,751
Old : 1,353,761: 158,634 265,030 74,420 849,275 748,560 1,082,329 1,088,010: 271,432 265,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -37,488: 3,324 1,794 -6,012 -22,245 -23,791 -24,933 -28,009: -12,555 -9,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.6 5.5 62.7 55.3 79.9 80.4: 20.1 19.6
Old : 100.0: 11.7 19.6 5.5 62.7 55.3 79.9 80.4: 20.1 19.6
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 : 242: 37 60 37 104 104 164 178:
Old : 242: 37 60 37 104 104 164 178:
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 : 26.8 22.0 35.1 31.3 22.8 17.0 28.7 22.9
Old : 26.8 22.0 35.1 31.3 22.8 17.0 28.7 22.9
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 984,108: 164,331 134,359 22,925 577,072 602,280 764,328 759,564: 219,780 224,544
Old : 984,108: 164,331 134,359 22,925 577,072 602,280 764,328 759,564: 219,780 224,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -19,937: -5,140 3,266 -11,158 -14,181 2,093 -30,479 -5,799: 10,542 -14,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.7 2.3 58.6 61.2 77.7 77.2: 22.3 22.8
Old : 100.0: 16.7 13.7 2.3 58.6 61.2 77.7 77.2: 22.3 22.8
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 : 150: 21 31 13 68 77 96 114:
Old : 150: 21 31 13 68 77 96 114:
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 : 21.7 15.8 34.1 24.2 16.1 10.4 27.0 17.0
Old : 21.7 15.8 34.1 24.2 16.1 10.4 27.0 17.0
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 635,336: 74,154 83,345 87,536 436,358 415,538 598,048 586,419: 37,288 48,917
Old : 635,336: 74,154 83,345 87,536 436,358 415,538 598,048 586,419: 37,288 48,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 16,558: 6,692 1,404 -1,304 11,013 11,468 16,401 11,568: 157 4,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.1 13.8 68.7 65.4 94.1 92.3: 5.9 7.7
Old : 100.0: 11.7 13.1 13.8 68.7 65.4 94.1 92.3: 5.9 7.7
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 : 126: 18 30 30 58 67 94 112:
Old : 126: 18 30 30 58 67 94 112:
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 : 34.3 27.3 50.0 40.5 27.0 11.2 31.7 17.9
Old : 34.3 27.3 50.0 40.5 27.0 11.2 31.7 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,955: 3,478 1,765 3 8,008 8,987 11,489 10,755: 2,466 3,200
Old : 13,955: 3,478 1,765 3 8,008 8,987 11,489 10,755: 2,466 3,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 43: 64 388 0 -158 -5 -94 383: 137 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 12.6 0.0 57.4 64.4 82.3 77.1: 17.7 22.9
Old : 100.0: 24.9 12.6 0.0 57.4 64.4 82.3 77.1: 17.7 22.9
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 : 24: 5 4 1 6 9 11 14:
Old : 24: 5 4 1 6 9 11 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 : 57.3 50.8 75.5 66.3 57.3 50.8 75.5 66.3
Old : 57.3 50.8 75.5 66.3 57.3 50.8 75.5 66.3
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,308: 38,343 10,757 550 33,378 61,293 72,271 72,600: 13,037 12,708
Old : 85,308: 38,343 10,757 550 33,378 61,293 72,271 72,600: 13,037 12,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 9,833: 8,308 1,670 -298 2,032 6,011 10,042 7,383: -209 2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 12.6 0.6 39.1 71.8 84.7 85.1: 15.3 14.9
Old : 100.0: 44.9 12.6 0.6 39.1 71.8 84.7 85.1: 15.3 14.9
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 : 99: 35 14 6 24 37 60 56:
Old : 99: 35 14 6 24 37 60 56:
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 : 21.5 40.6 34.3 56.8 21.5 40.6 34.3 55.0
Old : 21.5 40.6 34.3 56.8 21.5 40.6 34.3 55.0
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,094: 2,602 1,082 986 12,288 13,817 15,876 15,885: 218 209
Old : 16,094: 2,602 1,082 986 12,288 13,817 15,876 15,885: 218 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 2,589: 611 14 986 965 1,544 2,562 2,544: 27 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 6.7 6.1 76.4 85.9 98.6 98.7: 1.4 1.3
Old : 100.0: 16.2 6.7 6.1 76.4 85.9 98.6 98.7: 1.4 1.3
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 : 41: 6 10 1 13 16 19 27:
Old : 41: 6 10 1 13 16 19 27:
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 : 70.0 70.6 89.4 83.7 47.7 53.9 63.5 60.7
Old : 70.0 70.6 89.4 83.7 47.7 53.9 63.5 60.7
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 - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,611: 7,551 1,727 474 17,327 23,246 25,352 25,447: 259 164
Old : 25,611: 7,551 1,727 474 17,327 23,246 25,352 25,447: 259 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,032: 189 -600 263 565 1,542 1,017 1,205: 15 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.7 1.9 67.7 90.8 99.0 99.4: 1.0 0.6
Old : 100.0: 29.5 6.7 1.9 67.7 90.8 99.0 99.4: 1.0 0.6
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 : 34: 11 4 1 6 16 17 21:
Old : 34: 11 4 1 6 16 17 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 : 79.4 67.4 92.8 82.9 61.8 57.1 74.9 70.0
Old : 79.4 67.4 92.8 82.9 61.8 57.1 74.9 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2010