WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 481,095: 96,667 85,802 80,118 264,262 257,408 441,047 423,328: 40,048 57,767
Old : 175,882: 59,738 59,002 3,427 93,607 96,649 156,772 159,078: 19,110 16,804
Other: 305,213: 71,824 61,695 41,796 170,655 160,759 284,275 264,250: 20,938 40,963
: : :
: : Changes in Commitments from: March 22, 2011 :
: 5,301: 480 21 4,420 840 -180 5,740 4,261: -439 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.8 16.7 54.9 53.5 91.7 88.0: 8.3 12.0
Old : 100.0: 34.0 33.5 1.9 53.2 55.0 89.1 90.4: 10.9 9.6
Other: 100.0: 23.5 20.2 13.7 55.9 52.7 93.1 86.6: 6.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 126 134 158 87 129 310 346:
Old : 351: 125 107 22 43 84 177 204:
Other: 343: 90 106 92 77 123 227 276:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 21.2 38.4 28.4 21.5 17.9 36.5 22.6
Old : 34.2 29.6 44.9 40.0 34.2 29.6 44.9 40.0
Other: 24.3 19.2 37.2 27.7 23.0 13.3 33.9 19.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,533,106: 486,703 98,372 199,752 691,950 996,873 1,378,405 1,294,997: 154,701 238,109
Old : 1,008,677: 316,975 118,969 109,642 479,750 639,199 906,367 867,810: 102,310 140,867
Other: 524,429: 226,916 36,591 32,922 212,200 357,674 472,038 427,187: 52,391 97,242
: : :
: : Changes in Commitments from: March 22, 2011 :
: -37,411: -8,871 -7,602 -13,648 -20,826 -17,169 -43,345 -38,419: 5,934 1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 6.4 13.0 45.1 65.0 89.9 84.5: 10.1 15.5
Old : 100.0: 31.4 11.8 10.9 47.6 63.4 89.9 86.0: 10.1 14.0
Other: 100.0: 43.3 7.0 6.3 40.5 68.2 90.0 81.5: 10.0 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 833: 243 125 205 232 385 573 648:
Old : 795: 223 134 156 191 359 491 585:
Other: 664: 159 96 55 137 339 322 473:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 11.5 23.6 18.0 12.1 9.9 18.8 15.0
Old : 16.8 15.0 25.4 21.3 16.8 12.2 24.5 17.5
Other: 22.4 16.7 31.6 23.3 21.0 16.2 29.6 22.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,644: 2,847 529 716 6,846 10,858 10,409 12,103: 3,235 1,541
Old : 6,902: 966 1,004 1 3,934 4,953 4,901 5,958: 2,001 944
Other: 6,742: 2,484 128 112 2,912 5,905 5,508 6,145: 1,234 597
: : :
: : Changes in Commitments from: March 22, 2011 :
: 977: -254 102 620 475 134 841 856: 136 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.9 5.2 50.2 79.6 76.3 88.7: 23.7 11.3
Old : 100.0: 14.0 14.5 0.0 57.0 71.8 71.0 86.3: 29.0 13.7
Other: 100.0: 36.8 1.9 1.7 43.2 87.6 81.7 91.1: 18.3 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 5 6 18 13 36 22:
Old : 36: 10 6 1 13 9 24 15:
Other: 31: 9 3 1 14 12 23 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 : 32.0 61.5 50.2 77.0 28.1 51.5 40.6 62.1
Old : 36.3 73.3 53.5 81.8 36.3 70.0 53.5 78.5
Other: 47.4 60.4 67.8 80.5 47.4 52.4 61.1 68.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 618,462: 210,601 45,039 80,058 272,555 408,282 563,214 533,379: 55,248 85,083
Old : 380,017: 152,798 37,144 26,662 167,016 275,015 346,476 338,821: 33,541 41,196
Other: 238,445: 83,779 33,871 27,420 105,539 133,267 216,738 194,558: 21,707 43,887
: : :
: : Changes in Commitments from: March 22, 2011 :
: 2,418: -4,139 652 4,747 2,606 135 3,214 5,534: -796 -3,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.3 12.9 44.1 66.0 91.1 86.2: 8.9 13.8
Old : 100.0: 40.2 9.8 7.0 43.9 72.4 91.2 89.2: 8.8 10.8
Other: 100.0: 35.1 14.2 11.5 44.3 55.9 90.9 81.6: 9.1 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 177 97 149 125 191 380 387:
Old : 466: 161 93 86 95 168 291 319:
Other: 393: 113 83 68 79 168 236 283:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 20.7 25.6 28.8 11.6 17.4 18.2 24.0
Old : 19.4 28.7 27.9 40.4 18.5 26.8 26.9 37.0
Other: 23.7 14.8 33.1 23.4 22.8 13.4 31.9 20.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,965: 21,960 2,028 371 21 5,803 22,352 8,202: 2,613 16,763
Old : 6,132: 4,102 665 333 21 1,070 4,456 2,068: 1,676 4,064
Other: 18,833: 17,887 1,392 9 0 4,733 17,896 6,134: 937 12,699
: : :
: : Changes in Commitments from: March 22, 2011 :
: 297: 215 -61 29 0 97 244 65: 53 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 8.1 1.5 0.1 23.2 89.5 32.9: 10.5 67.1
Old : 100.0: 66.9 10.8 5.4 0.3 17.4 72.7 33.7: 27.3 66.3
Other: 100.0: 95.0 7.4 0.0 0.0 25.1 95.0 32.6: 5.0 67.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 20 5 5 1 15 21 25:
Old : 38: 19 5 5 1 14 21 23:
Other: 33: 14 4 2 0 15 14 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 13.5 74.2 19.9 54.4 13.5 73.1 19.9
Old : 30.7 18.2 52.7 27.3 30.6 18.1 50.5 24.0
Other: 65.4 13.4 86.0 20.0 65.4 13.4 86.0 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 350,014: 103,139 36,955 43,933 168,834 244,994 315,906 325,882: 34,108 24,132
Old : 257,586: 77,721 44,093 22,653 129,391 170,679 229,765 237,425: 27,821 20,161
Other: 92,428: 39,731 7,175 6,967 39,443 74,315 86,141 88,457: 6,287 3,971
: : :
: : Changes in Commitments from: March 22, 2011 :
: 6,328: 5,940 243 2,217 -2,570 4,816 5,587 7,276: 741 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.6 12.6 48.2 70.0 90.3 93.1: 9.7 6.9
Old : 100.0: 30.2 17.1 8.8 50.2 66.3 89.2 92.2: 10.8 7.8
Other: 100.0: 43.0 7.8 7.5 42.7 80.4 93.2 95.7: 6.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 99 49 73 71 68 215 167:
Old : 256: 104 62 62 66 61 199 158:
Other: 131: 49 21 14 45 38 99 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 : 14.0 30.3 22.8 44.5 12.1 25.4 20.1 37.8
Old : 15.1 30.1 26.0 42.4 14.3 26.8 24.6 37.4
Other: 24.8 49.6 42.9 64.5 21.5 43.9 38.1 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 590,910: 76,528 95,712 3,953 376,053 332,085 456,534 431,750: 134,376 159,160
Old : 590,910: 76,528 95,712 3,953 376,053 332,085 456,534 431,750: 134,376 159,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -6,885: -3,986 -2,125 342 -4,695 -16,936 -8,339 -18,719: 1,454 11,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.2 0.7 63.6 56.2 77.3 73.1: 22.7 26.9
Old : 100.0: 13.0 16.2 0.7 63.6 56.2 77.3 73.1: 22.7 26.9
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 : 141: 27 21 8 66 60 96 86:
Old : 141: 27 21 8 66 60 96 86:
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 : 19.2 19.5 32.2 30.4 18.8 18.4 29.3 28.2
Old : 19.2 19.5 32.2 30.4 18.8 18.4 29.3 28.2
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 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 319,155: 43,962 57,142 532 211,238 217,979 255,732 275,653: 63,423 43,502
Old : 319,155: 43,962 57,142 532 211,238 217,979 255,732 275,653: 63,423 43,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 6,267: 483 -1,491 67 6,968 5,589 7,518 4,165: -1,251 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.9 0.2 66.2 68.3 80.1 86.4: 19.9 13.6
Old : 100.0: 13.8 17.9 0.2 66.2 68.3 80.1 86.4: 19.9 13.6
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 : 63: 6 10 2 32 30 38 42:
Old : 63: 6 10 2 32 30 38 42:
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 : 26.9 47.4 47.4 60.9 24.8 47.4 43.7 60.4
Old : 26.9 47.4 47.4 60.9 24.8 47.4 43.7 60.4
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 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,594: 566 277 661 5,915 6,305 7,142 7,243: 452 351
Old : 7,594: 566 277 661 5,915 6,305 7,142 7,243: 452 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -253: -120 27 -179 159 8 -140 -144: -113 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 8.7 77.9 83.0 94.0 95.4: 6.0 4.6
Old : 100.0: 7.5 3.6 8.7 77.9 83.0 94.0 95.4: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 3 4 18 20 25 25:
Old : 30: 5 3 4 18 20 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 47.1 75.8 67.1 31.7 27.5 40.2 39.0
Old : 59.9 47.1 75.8 67.1 31.7 27.5 40.2 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 214,495: 63,088 23,743 25,003 89,580 145,026 177,671 193,772: 36,824 20,723
Old : 160,272: 51,877 24,713 11,764 67,397 107,356 131,038 143,833: 29,234 16,439
Other: 54,223: 15,034 2,853 9,416 22,183 37,670 46,633 49,939: 7,590 4,284
: : :
: : Changes in Commitments from: March 22, 2011 :
: 395: 1,993 2,911 207 -2,923 -2,811 -723 307: 1,118 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 11.1 11.7 41.8 67.6 82.8 90.3: 17.2 9.7
Old : 100.0: 32.4 15.4 7.3 42.1 67.0 81.8 89.7: 18.2 10.3
Other: 100.0: 27.7 5.3 17.4 40.9 69.5 86.0 92.1: 14.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 66 25 43 66 60 157 119:
Old : 183: 67 29 38 62 55 147 110:
Other: 103: 26 9 13 45 35 80 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 37.7 20.6 49.2 9.0 34.9 16.3 42.0
Old : 12.4 37.6 21.7 51.3 10.5 34.9 18.1 44.6
Other: 24.8 41.4 40.5 62.2 22.4 40.3 34.3 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,380: 7,739 3,181 1,445 8,404 18,069 17,588 22,695: 6,792 1,685
Old : 19,608: 7,401 2,971 692 6,175 14,696 14,268 18,359: 5,340 1,249
Other: 4,772: 630 502 461 2,229 3,373 3,320 4,336: 1,452 436
: : :
: : Changes in Commitments from: March 22, 2011 :
: -276: 120 -78 -321 171 63 -30 -336: -246 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 13.0 5.9 34.5 74.1 72.1 93.1: 27.9 6.9
Old : 100.0: 37.7 15.2 3.5 31.5 74.9 72.8 93.6: 27.2 6.4
Other: 100.0: 13.2 10.5 9.7 46.7 70.7 69.6 90.9: 30.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 54 14 16 23 21 83 51:
Old : 103: 53 15 10 17 19 74 44:
Other: 46: 13 8 9 12 15 30 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 51.6 29.3 65.1 17.8 46.3 26.1 59.2
Old : 21.6 55.4 32.2 69.5 21.5 54.5 31.3 68.4
Other: 36.8 52.2 46.9 68.9 36.5 51.2 45.9 67.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 893,796: 237,503 136,359 5,812 548,169 607,653 791,484 749,824: 102,312 143,972
Old : 893,796: 237,503 136,359 5,812 548,169 607,653 791,484 749,824: 102,312 143,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -8,633: -22,090 -22,257 -4,313 23,125 7,936 -3,278 -18,634: -5,355 10,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.3 0.7 61.3 68.0 88.6 83.9: 11.4 16.1
Old : 100.0: 26.6 15.3 0.7 61.3 68.0 88.6 83.9: 11.4 16.1
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 : 234: 39 51 16 81 113 128 172:
Old : 234: 39 51 16 81 113 128 172:
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 : 28.3 19.0 39.0 26.8 25.0 16.7 33.9 23.9
Old : 28.3 19.0 39.0 26.8 25.0 16.7 33.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,568,542: 208,546 224,685 29,612 1,067,162 951,405 1,305,320 1,205,702: 263,222 362,840
Old : 1,568,542: 208,546 224,685 29,612 1,067,162 951,405 1,305,320 1,205,702: 263,222 362,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -25,853: -11,009 -53,300 6,240 -19,599 -12,429 -24,368 -59,489: -1,485 33,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 14.3 1.9 68.0 60.7 83.2 76.9: 16.8 23.1
Old : 100.0: 13.3 14.3 1.9 68.0 60.7 83.2 76.9: 16.8 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 : 266: 46 58 27 102 122 160 195:
Old : 266: 46 58 27 102 122 160 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.1 34.4 24.7 25.0 14.0 32.2 20.4
Old : 26.0 16.1 34.4 24.7 25.0 14.0 32.2 20.4
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 - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,256,109: 276,794 142,032 16,382 763,154 829,800 1,056,330 988,214: 199,779 267,895
Old : 1,256,109: 276,794 142,032 16,382 763,154 829,800 1,056,330 988,214: 199,779 267,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 33,872: -30,953 2,875 5,530 64,006 22,036 38,583 30,441: -4,711 3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.3 1.3 60.8 66.1 84.1 78.7: 15.9 21.3
Old : 100.0: 22.0 11.3 1.3 60.8 66.1 84.1 78.7: 15.9 21.3
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 : 188: 28 35 12 82 99 114 142:
Old : 188: 28 35 12 82 99 114 142:
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 : 24.0 18.9 35.7 28.8 22.0 17.1 32.0 25.1
Old : 24.0 18.9 35.7 28.8 22.0 17.1 32.0 25.1
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 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 672,792: 123,902 57,570 73,382 443,482 498,845 640,766 629,797: 32,026 42,995
Old : 672,792: 123,902 57,570 73,382 443,482 498,845 640,766 629,797: 32,026 42,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 13,590: 1,715 -2,280 -4,560 16,313 20,436 13,468 13,596: 122 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 8.6 10.9 65.9 74.1 95.2 93.6: 4.8 6.4
Old : 100.0: 18.4 8.6 10.9 65.9 74.1 95.2 93.6: 4.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 29 25 33 59 61 105 108:
Old : 130: 29 25 33 59 61 105 108:
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 : 34.4 33.0 47.6 47.9 17.5 16.7 26.3 24.9
Old : 34.4 33.0 47.6 47.9 17.5 16.7 26.3 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 58,786: 24,250 4,336 268 25,145 48,454 49,662 53,057: 9,125 5,729
Old : 58,786: 24,250 4,336 268 25,145 48,454 49,662 53,057: 9,125 5,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 13,797: 8,674 228 49 1,103 14,202 9,826 14,478: 3,971 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 7.4 0.5 42.8 82.4 84.5 90.3: 15.5 9.7
Old : 100.0: 41.3 7.4 0.5 42.8 82.4 84.5 90.3: 15.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 26 9 5 23 31 50 44:
Old : 84: 26 9 5 23 31 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 44.0 52.4 61.2 38.8 44.0 52.0 61.2
Old : 39.3 44.0 52.4 61.2 38.8 44.0 52.0 61.2
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 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 117,572: 48,499 8,671 535 50,289 96,908 99,323 106,114: 18,249 11,458
Old : 117,572: 48,499 8,671 535 50,289 96,908 99,323 106,114: 18,249 11,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 27,594: 17,348 455 98 2,206 28,403 19,652 28,956: 7,942 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 7.4 0.5 42.8 82.4 84.5 90.3: 15.5 9.7
Old : 100.0: 41.3 7.4 0.5 42.8 82.4 84.5 90.3: 15.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 26 9 5 23 31 50 44:
Old : 84: 26 9 5 23 31 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 44.0 52.4 61.2 38.8 44.0 52.0 61.2
Old : 39.3 44.0 52.4 61.2 38.8 44.0 52.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,679: 6,319 3,080 37 1,748 5,038 8,104 8,155: 1,575 1,524
Old : 9,679: 6,319 3,080 37 1,748 5,038 8,104 8,155: 1,575 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 857: -179 -1,482 0 -475 839 -654 -643: 1,511 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 31.8 0.4 18.1 52.1 83.7 84.3: 16.3 15.7
Old : 100.0: 65.3 31.8 0.4 18.1 52.1 83.7 84.3: 16.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 4 1 2 3 15 8:
Old : 22: 13 4 1 2 3 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 75.9 75.4 84.3 51.7 75.9 75.4 83.9
Old : 51.7 75.9 75.4 84.3 51.7 75.9 75.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,922: 273 1,265 11 11,556 10,386 11,840 11,662: 82 260
Old : 11,922: 273 1,265 11 11,556 10,386 11,840 11,662: 82 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -41: -125 -534 1 93 503 -31 -30: -10 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.6 0.1 96.9 87.1 99.3 97.8: 0.7 2.2
Old : 100.0: 2.3 10.6 0.1 96.9 87.1 99.3 97.8: 0.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 8 1 6 14 8 23:
Old : 28: 2 8 1 6 14 8 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.8 72.6 99.3 85.1 95.8 72.6 98.9 84.9
Old : 95.8 72.6 99.3 85.1 95.8 72.6 98.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 28,480: 1,159 1,753 0 27,161 26,588 28,320 28,341: 160 139
Old : 28,480: 1,159 1,753 0 27,161 26,588 28,320 28,341: 160 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -418: -1,815 366 0 1,819 -894 4 -528: -422 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.2 0.0 95.4 93.4 99.4 99.5: 0.6 0.5
Old : 100.0: 4.1 6.2 0.0 95.4 93.4 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 6 0 7 15 11 21:
Old : 30: 4 6 0 7 15 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.2 76.6 99.1 88.8 97.2 76.6 99.1 88.8
Old : 97.2 76.6 99.1 88.8 97.2 76.6 99.1 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011