WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 499,684: 77,458 109,559 118,943 267,946 213,081 464,347 441,582: 35,337 58,101
Old : 197,565: 49,052 83,858 20,194 112,941 67,560 182,187 171,612: 15,378 25,953
Other: 302,119: 50,385 47,681 76,770 155,005 145,520 282,160 269,971: 19,959 32,148
: : :
: : Changes in Commitments from: March 2, 2010 :
: 6,944: -916 -2,202 6,562 478 1,397 6,124 5,757: 820 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.9 23.8 53.6 42.6 92.9 88.4: 7.1 11.6
Old : 100.0: 24.8 42.4 10.2 57.2 34.2 92.2 86.9: 7.8 13.1
Other: 100.0: 16.7 15.8 25.4 51.3 48.2 93.4 89.4: 6.6 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 107 164 146 76 102 287 327:
Old : 339: 103 131 70 50 84 191 248:
Other: 302: 85 95 104 69 97 221 242:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.3 37.8 22.4 22.3 12.8 35.8 18.3
Old : 37.3 13.2 49.2 22.5 37.3 12.5 49.1 21.2
Other: 24.9 19.3 33.8 27.4 22.7 16.1 31.1 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,423,552: 255,594 143,074 342,853 679,700 642,316 1,278,147 1,128,243: 145,405 295,309
Old : 993,241: 170,483 187,394 213,755 503,085 420,680 887,323 821,828: 105,917 171,412
Other: 430,311: 152,705 23,274 61,504 176,615 221,636 390,824 306,414: 39,487 123,897
: : :
: : Changes in Commitments from: March 2, 2010 :
: 33,055: 1,899 7,385 19,234 8,587 1,960 29,720 28,579: 3,336 4,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.1 24.1 47.7 45.1 89.8 79.3: 10.2 20.7
Old : 100.0: 17.2 18.9 21.5 50.7 42.4 89.3 82.7: 10.7 17.3
Other: 100.0: 35.5 5.4 14.3 41.0 51.5 90.8 71.2: 9.2 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 687: 177 163 233 217 283 517 590:
Old : 667: 157 194 199 205 264 478 549:
Other: 491: 135 76 117 107 243 284 398:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 11.9 23.6 16.7 14.6 9.3 22.0 12.8
Old : 20.2 11.9 29.1 17.4 19.8 9.8 28.7 14.6
Other: 20.1 13.7 29.6 19.9 19.7 12.2 28.2 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,891: 1,346 3,492 1,743 10,270 9,730 13,359 14,965: 3,531 1,926
Old : 11,211: 1,201 3,204 1,197 5,886 5,296 8,284 9,696: 2,926 1,514
Other: 5,680: 304 448 386 4,384 4,434 5,075 5,268: 605 411
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,098: -31 401 157 640 390 765 948: 333 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 20.7 10.3 60.8 57.6 79.1 88.6: 20.9 11.4
Old : 100.0: 10.7 28.6 10.7 52.5 47.2 73.9 86.5: 26.1 13.5
Other: 100.0: 5.4 7.9 6.8 77.2 78.1 89.4 92.8: 10.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 17 4 16 12 28 30:
Old : 44: 10 16 3 14 6 25 24:
Other: 21: 3 3 3 9 11 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 36.9 50.8 55.2 66.6 31.3 40.3 41.4 52.4
Old : 38.9 53.8 56.0 70.1 33.5 46.3 47.1 58.7
Other: 60.3 62.7 80.2 82.5 53.0 60.4 70.2 74.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 542,939: 89,138 85,771 143,589 267,271 211,132 499,998 440,491: 42,942 102,448
Old : 378,200: 70,982 76,344 82,872 191,549 158,690 345,403 317,906: 32,797 60,293
Other: 164,740: 49,256 40,526 29,617 75,722 52,442 154,595 122,585: 10,145 42,155
: : :
: : Changes in Commitments from: March 2, 2010 :
: 12,510: 780 13,914 6,091 10,441 -8,676 17,312 11,329: -4,802 1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.8 26.4 49.2 38.9 92.1 81.1: 7.9 18.9
Old : 100.0: 18.8 20.2 21.9 50.6 42.0 91.3 84.1: 8.7 15.9
Other: 100.0: 29.9 24.6 18.0 46.0 31.8 93.8 74.4: 6.2 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 128 151 165 110 151 333 383:
Old : 429: 127 142 133 97 145 286 360:
Other: 293: 73 85 74 63 116 183 230:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 13.9 27.1 20.8 15.5 11.1 23.8 15.5
Old : 20.6 17.7 31.0 25.3 20.0 14.1 29.6 19.3
Other: 29.0 13.3 40.7 22.3 28.1 12.0 37.6 19.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 324,869: 59,419 33,677 67,258 164,855 201,581 291,532 302,517: 33,337 22,352
Old : 268,935: 50,368 38,896 48,949 140,941 161,791 240,258 249,637: 28,677 19,299
Other: 55,933: 17,611 3,341 9,749 23,914 39,790 51,274 52,880: 4,659 3,054
: : :
: : Changes in Commitments from: March 2, 2010 :
: 6,384: 6,227 5,820 -1,987 274 975 4,514 4,808: 1,871 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.4 20.7 50.7 62.0 89.7 93.1: 10.3 6.9
Old : 100.0: 18.7 14.5 18.2 52.4 60.2 89.3 92.8: 10.7 7.2
Other: 100.0: 31.5 6.0 17.4 42.8 71.1 91.7 94.5: 8.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 72 57 67 63 65 179 163:
Old : 226: 75 64 61 61 63 171 158:
Other: 99: 26 25 30 35 29 77 68:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 32.2 33.5 43.1 16.5 26.9 25.8 34.9
Old : 21.4 28.7 36.9 39.6 19.6 23.5 29.9 32.1
Other: 28.4 54.0 45.9 66.7 27.5 50.8 39.6 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 702,818: 41,669 149,051 46,201 493,606 355,374 581,475 550,625: 121,343 152,193
Old : 702,818: 41,669 149,051 46,201 493,606 355,374 581,475 550,625: 121,343 152,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -35,608: -10,135 -818 5,164 -25,712 -33,586 -30,683 -29,239: -4,926 -6,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 21.2 6.6 70.2 50.6 82.7 78.3: 17.3 21.7
Old : 100.0: 5.9 21.2 6.6 70.2 50.6 82.7 78.3: 17.3 21.7
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 : 160: 23 38 40 77 78 125 132:
Old : 160: 23 38 40 77 78 125 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 18.9 32.9 26.8 18.2 18.4 30.4 26.3
Old : 20.4 18.9 32.9 26.8 18.2 18.4 30.4 26.3
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 229,233: 47,670 40,678 43,492 104,838 114,484 195,999 198,654: 33,233 30,579
Old : 181,781: 41,527 33,347 31,920 81,446 90,558 154,893 155,826: 26,887 25,955
Other: 47,452: 10,917 12,105 6,796 23,392 23,926 41,106 42,828: 6,346 4,625
: : :
: : Changes in Commitments from: March 2, 2010 :
: 7,845: -3,339 11,231 2,720 10,395 -9,076 9,777 4,875: -1,932 2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 17.7 19.0 45.7 49.9 85.5 86.7: 14.5 13.3
Old : 100.0: 22.8 18.3 17.6 44.8 49.8 85.2 85.7: 14.8 14.3
Other: 100.0: 23.0 25.5 14.3 49.3 50.4 86.6 90.3: 13.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 47 52 58 65 50 147 139:
Old : 178: 45 52 55 64 47 141 132:
Other: 92: 22 20 29 40 20 77 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 33.8 25.6 43.3 13.4 25.9 22.2 33.3
Old : 15.6 35.5 26.3 43.4 13.9 30.5 24.0 38.0
Other: 25.2 47.0 41.6 59.4 25.2 44.3 40.9 54.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,122: 3,350 2,087 1,183 7,678 8,901 12,212 12,172: 2,910 2,949
Old : 12,327: 3,348 2,101 842 5,766 7,111 9,955 10,054: 2,372 2,273
Other: 2,794: 137 121 207 1,912 1,790 2,257 2,118: 538 676
: : :
: : Changes in Commitments from: March 2, 2010 :
: -1,076: -136 194 -436 -373 -1,647 -944 -1,889: -132 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.8 7.8 50.8 58.9 80.8 80.5: 19.2 19.5
Old : 100.0: 27.2 17.0 6.8 46.8 57.7 80.8 81.6: 19.2 18.4
Other: 100.0: 4.9 4.3 7.4 68.4 64.1 80.8 75.8: 19.2 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 21 14 11 25 16 53 35:
Old : 66: 20 16 10 24 15 51 34:
Other: 24: 6 1 6 10 10 17 17:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 45.2 41.0 58.0 25.8 40.2 40.4 51.8
Old : 25.0 49.0 41.5 61.4 25.0 44.1 41.5 54.9
Other: 62.6 43.8 73.0 64.4 60.8 41.4 68.6 61.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 907,021: 254,913 130,847 45,395 510,927 604,599 811,235 780,840: 95,786 126,181
Old : 907,021: 254,913 130,847 45,395 510,927 604,599 811,235 780,840: 95,786 126,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -37,880: -11,631 5,348 -3,330 -23,249 -37,844 -38,209 -35,826: 329 -2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.4 5.0 56.3 66.7 89.4 86.1: 10.6 13.9
Old : 100.0: 28.1 14.4 5.0 56.3 66.7 89.4 86.1: 10.6 13.9
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 : 236: 39 51 32 85 121 141 187:
Old : 236: 39 51 32 85 121 141 187:
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 : 31.5 17.2 41.2 24.8 31.0 16.1 39.6 22.6
Old : 31.5 17.2 41.2 24.8 31.0 16.1 39.6 22.6
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 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 : 1,680,129: 164,350 249,202 207,226 1,021,214 937,072 1,392,789 1,393,499: 287,340 286,630
Old : 1,680,129: 164,350 249,202 207,226 1,021,214 937,072 1,392,789 1,393,499: 287,340 286,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -15,180: 2,347 6,095 3,931 -8,890 -16,332 -2,612 -6,306: -12,568 -8,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.8 12.3 60.8 55.8 82.9 82.9: 17.1 17.1
Old : 100.0: 9.8 14.8 12.3 60.8 55.8 82.9 82.9: 17.1 17.1
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 : 250: 48 54 69 123 129 206 217:
Old : 250: 48 54 69 123 129 206 217:
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 : 22.9 18.1 29.9 26.4 17.8 13.4 22.5 18.4
Old : 22.9 18.1 29.9 26.4 17.8 13.4 22.5 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,016,392: 165,284 134,756 35,048 587,419 612,116 787,751 781,920: 228,640 234,471
Old : 1,016,392: 165,284 134,756 35,048 587,419 612,116 787,751 781,920: 228,640 234,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -21,222: -5,394 1,444 -10,296 -15,245 1,629 -30,935 -7,223: 9,713 -13,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.3 3.4 57.8 60.2 77.5 76.9: 22.5 23.1
Old : 100.0: 16.3 13.3 3.4 57.8 60.2 77.5 76.9: 22.5 23.1
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 : 151: 25 28 21 73 81 108 120:
Old : 151: 25 28 21 73 81 108 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 15.3 33.0 23.5 15.6 10.0 26.2 16.4
Old : 21.0 15.3 33.0 23.5 15.6 10.0 26.2 16.4
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 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 : 853,194: 83,843 83,510 244,881 483,765 470,720 812,489 799,111: 40,704 54,082
Old : 853,194: 83,843 83,510 244,881 483,765 470,720 812,489 799,111: 40,704 54,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 31,394: 20,266 8,649 -327 10,396 15,923 30,335 24,245: 1,059 7,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 9.8 28.7 56.7 55.2 95.2 93.7: 4.8 6.3
Old : 100.0: 9.8 9.8 28.7 56.7 55.2 95.2 93.7: 4.8 6.3
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 : 139: 26 32 39 65 73 111 125:
Old : 139: 26 32 39 65 73 111 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 21.6 44.6 35.4 19.8 8.3 23.9 13.5
Old : 30.0 21.6 44.6 35.4 19.8 8.3 23.9 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 14,025: 3,478 1,765 3 8,010 8,989 11,491 10,757: 2,533 3,267
Old : 14,025: 3,478 1,765 3 8,010 8,989 11,491 10,757: 2,533 3,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 51: 64 388 0 -156 -3 -92 385: 142 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 12.6 0.0 57.1 64.1 81.9 76.7: 18.1 23.3
Old : 100.0: 24.8 12.6 0.0 57.1 64.1 81.9 76.7: 18.1 23.3
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 : 24: 5 4 1 6 10 11 15:
Old : 24: 5 4 1 6 10 11 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 : 57.0 50.5 75.1 66.0 57.0 50.5 75.1 66.0
Old : 57.0 50.5 75.1 66.0 57.0 50.5 75.1 66.0
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 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 : 87,906: 38,351 10,781 942 35,390 63,128 74,683 74,851: 13,223 13,055
Old : 87,906: 38,351 10,781 942 35,390 63,128 74,683 74,851: 13,223 13,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 10,024: 8,285 1,689 -194 2,104 6,007 10,195 7,502: -171 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 12.3 1.1 40.3 71.8 85.0 85.1: 15.0 14.9
Old : 100.0: 43.6 12.3 1.1 40.3 71.8 85.0 85.1: 15.0 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 : 100: 35 15 11 27 38 64 62:
Old : 100: 35 15 11 27 38 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 40.5 33.8 56.2 20.9 38.9 33.3 52.8
Old : 20.9 40.5 33.8 56.2 20.9 38.9 33.3 52.8
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 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 with Delta-adjusted Options and Futures Combined, 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