WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 511,010: 75,124 114,483 128,855 271,436 210,343 475,416 453,680: 35,595 57,330
Old : 197,667: 45,950 87,181 22,783 113,162 61,474 181,895 171,438: 15,772 26,229
Other: 313,344: 50,313 48,440 84,933 158,274 148,869 293,520 282,242: 19,823 31,101
: : :
: : Changes in Commitments from: March 9, 2010 :
: 11,327: -2,333 4,924 9,912 3,490 -2,738 11,069 12,098: 258 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 22.4 25.2 53.1 41.2 93.0 88.8: 7.0 11.2
Old : 100.0: 23.2 44.1 11.5 57.2 31.1 92.0 86.7: 8.0 13.3
Other: 100.0: 16.1 15.5 27.1 50.5 47.5 93.7 90.1: 6.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 93 176 149 79 100 289 333:
Old : 336: 96 138 74 51 78 190 249:
Other: 307: 82 102 108 71 96 226 247:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 14.7 37.3 22.1 22.3 11.8 35.4 17.5
Old : 36.9 12.6 48.8 21.6 36.9 12.0 48.5 20.5
Other: 24.8 18.3 33.5 27.1 22.6 15.1 30.9 21.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 1,445,533: 251,451 167,565 355,104 694,404 631,240 1,300,958 1,153,908: 144,575 291,624
Old : 995,580: 167,903 211,931 216,883 505,566 399,366 890,351 828,180: 105,229 167,400
Other: 449,953: 155,331 27,418 66,437 188,838 231,874 410,607 325,729: 39,346 124,224
: : :
: : Changes in Commitments from: March 9, 2010 :
: 21,981: -4,143 24,491 12,251 14,703 -11,076 22,811 25,666: -830 -3,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.6 24.6 48.0 43.7 90.0 79.8: 10.0 20.2
Old : 100.0: 16.9 21.3 21.8 50.8 40.1 89.4 83.2: 10.6 16.8
Other: 100.0: 34.5 6.1 14.8 42.0 51.5 91.3 72.4: 8.7 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 683: 160 175 235 219 279 522 584:
Old : 657: 147 192 203 206 260 482 539:
Other: 495: 132 83 118 110 241 291 399:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 12.0 23.4 16.7 14.3 9.2 21.8 12.8
Old : 19.4 11.7 28.5 17.4 19.1 9.7 28.0 14.5
Other: 20.0 14.2 29.8 20.4 19.2 12.7 28.1 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 18,207: 1,536 3,814 2,059 11,306 10,414 14,900 16,287: 3,308 1,920
Old : 12,331: 1,452 3,565 1,314 6,903 5,861 9,669 10,741: 2,662 1,590
Other: 5,876: 398 563 430 4,402 4,553 5,230 5,546: 646 331
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,317: 189 322 316 1,036 685 1,540 1,322: -224 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.9 11.3 62.1 57.2 81.8 89.5: 18.2 10.5
Old : 100.0: 11.8 28.9 10.7 56.0 47.5 78.4 87.1: 21.6 12.9
Other: 100.0: 6.8 9.6 7.3 74.9 77.5 89.0 94.4: 11.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 19 5 17 12 31 32:
Old : 47: 12 17 3 15 5 28 24:
Other: 22: 2 5 4 9 11 15 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 : 35.5 48.0 55.9 66.4 30.0 37.1 41.7 49.6
Old : 36.7 56.5 56.9 70.0 32.1 46.3 47.2 57.3
Other: 59.4 62.1 79.9 81.8 51.3 59.5 68.8 72.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 553,028: 88,173 89,600 148,508 268,470 208,841 505,150 446,948: 47,878 106,080
Old : 379,271: 70,894 80,410 84,057 187,436 153,625 342,387 318,093: 36,883 61,178
Other: 173,758: 50,108 42,019 31,622 81,034 55,215 162,763 128,856: 10,995 44,902
: : :
: : Changes in Commitments from: March 9, 2010 :
: 10,089: -965 3,829 4,918 1,199 -2,291 5,153 6,457: 4,936 3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.2 26.9 48.5 37.8 91.3 80.8: 8.7 19.2
Old : 100.0: 18.7 21.2 22.2 49.4 40.5 90.3 83.9: 9.7 16.1
Other: 100.0: 28.8 24.2 18.2 46.6 31.8 93.7 74.2: 6.3 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 132 151 182 107 148 348 391:
Old : 438: 121 155 150 98 142 305 367:
Other: 298: 79 83 80 63 115 190 233:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 13.9 26.5 20.6 15.2 11.0 23.4 15.5
Old : 19.9 17.7 30.1 25.5 19.3 14.7 28.7 20.2
Other: 28.6 12.7 39.5 20.4 27.7 10.8 37.0 16.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,776: 11,823 1,135 450 78 1,846 12,351 3,431: 2,425 11,345
Old : 5,037: 3,061 1,195 97 78 237 3,236 1,529: 1,801 3,508
Other: 9,739: 9,082 260 33 0 1,609 9,115 1,902: 624 7,837
: : :
: : Changes in Commitments from: March 9, 2010 :
: 890: 988 482 81 0 51 1,069 614: -179 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 7.7 3.0 0.5 12.5 83.6 23.2: 16.4 76.8
Old : 100.0: 60.8 23.7 1.9 1.5 4.7 64.2 30.4: 35.8 69.6
Other: 100.0: 93.3 2.7 0.3 0.0 16.5 93.6 19.5: 6.4 80.5
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 5 12 2 6 19 19:
Old : 23: 12 6 7 2 4 15 16:
Other: 22: 14 2 4 0 6 15 11:
:----------------------------------------------------------------------------------------------------
: 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 : 56.0 11.8 72.5 18.8 55.9 10.7 72.0 16.5
Old : 44.0 23.3 57.5 28.4 43.8 23.3 56.8 28.0
Other: 62.2 12.7 84.6 19.3 62.2 12.7 84.3 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 323,972: 55,045 30,272 74,966 164,538 197,365 294,549 302,603: 29,422 21,369
Old : 264,632: 46,477 35,177 55,801 137,632 155,420 239,911 246,398: 24,721 18,234
Other: 59,340: 17,324 3,851 10,409 26,906 41,945 54,639 56,205: 4,701 3,135
: : :
: : Changes in Commitments from: March 9, 2010 :
: -897: -4,374 -3,405 7,708 -317 -4,216 3,017 86: -3,914 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 9.3 23.1 50.8 60.9 90.9 93.4: 9.1 6.6
Old : 100.0: 17.6 13.3 21.1 52.0 58.7 90.7 93.1: 9.3 6.9
Other: 100.0: 29.2 6.5 17.5 45.3 70.7 92.1 94.7: 7.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 80 54 84 63 65 197 175:
Old : 238: 84 60 75 61 63 185 171:
Other: 102: 31 19 33 37 27 86 65:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 34.0 32.5 42.9 16.8 27.3 24.6 34.0
Old : 22.5 30.9 36.1 38.9 20.1 24.0 29.0 30.8
Other: 28.5 55.2 45.4 68.2 26.4 50.1 37.4 57.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 711,915: 40,210 150,478 46,108 494,119 366,234 580,437 562,820: 131,479 149,095
Old : 711,915: 40,210 150,478 46,108 494,119 366,234 580,437 562,820: 131,479 149,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 9,097: -1,458 1,427 -93 513 10,860 -1,038 12,195: 10,136 -3,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 21.1 6.5 69.4 51.4 81.5 79.1: 18.5 20.9
Old : 100.0: 5.6 21.1 6.5 69.4 51.4 81.5 79.1: 18.5 20.9
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 : 155: 24 35 39 71 78 116 131:
Old : 155: 24 35 39 71 78 116 131:
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 : 21.1 18.2 33.5 26.0 19.1 18.1 31.3 25.9
Old : 21.1 18.2 33.5 26.0 19.1 18.1 31.3 25.9
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 16, 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 : 82,790: 3,842 15,064 977 48,412 44,649 53,231 60,690: 29,559 22,100
Old : 82,790: 3,842 15,064 977 48,412 44,649 53,231 60,690: 29,559 22,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 3,956: 3,842 1,139 -23 2,062 -1,959 5,881 -843: -1,925 4,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 18.2 1.2 58.5 53.9 64.3 73.3: 35.7 26.7
Old : 100.0: 4.6 18.2 1.2 58.5 53.9 64.3 73.3: 35.7 26.7
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 : 20: 1 4 1 11 10 13 14:
Old : 20: 1 4 1 11 10 13 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 : 42.3 51.3 56.1 65.3 40.5 51.2 54.1 63.1
Old : 42.3 51.3 56.1 65.3 40.5 51.2 54.1 63.1
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 16, 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 : 8,332: 288 392 130 7,557 7,562 7,975 8,084: 357 248
Old : 8,332: 288 392 130 7,557 7,562 7,975 8,084: 357 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 314: 188 -88 15 74 391 277 318: 37 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.7 1.6 90.7 90.8 95.7 97.0: 4.3 3.0
Old : 100.0: 3.5 4.7 1.6 90.7 90.8 95.7 97.0: 4.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 2 19 16 24 21:
Old : 27: 3 5 2 19 16 24 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 : 56.8 77.4 75.7 86.4 21.7 29.5 31.4 35.0
Old : 56.8 77.4 75.7 86.4 21.7 29.5 31.4 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 233,782: 49,870 42,498 49,370 101,322 110,302 200,562 202,171: 33,220 31,612
Old : 181,367: 46,199 32,634 33,917 74,207 87,681 154,323 154,233: 27,044 27,134
Other: 52,416: 10,942 17,135 8,182 27,115 22,620 46,240 47,938: 6,176 4,478
: : :
: : Changes in Commitments from: March 9, 2010 :
: 4,550: 2,200 1,821 5,879 -3,515 -4,182 4,563 3,517: -14 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.2 21.1 43.3 47.2 85.8 86.5: 14.2 13.5
Old : 100.0: 25.5 18.0 18.7 40.9 48.3 85.1 85.0: 14.9 15.0
Other: 100.0: 20.9 32.7 15.6 51.7 43.2 88.2 91.5: 11.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 50 55 71 62 52 156 152:
Old : 187: 56 55 62 61 48 150 138:
Other: 106: 23 30 34 41 24 83 73:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 31.4 23.3 41.2 13.4 25.1 21.6 32.6
Old : 14.6 35.2 25.1 43.6 13.7 30.9 23.9 38.4
Other: 22.9 40.2 39.7 54.8 22.7 37.8 36.9 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 16,095: 3,144 2,890 1,495 8,489 8,966 13,128 13,350: 2,966 2,744
Old : 12,684: 3,143 2,772 1,100 6,081 6,789 10,325 10,660: 2,359 2,023
Other: 3,411: 73 190 323 2,408 2,177 2,804 2,690: 607 721
: : :
: : Changes in Commitments from: March 9, 2010 :
: 973: -206 802 311 811 64 916 1,178: 56 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.0 9.3 52.7 55.7 81.6 82.9: 18.4 17.1
Old : 100.0: 24.8 21.9 8.7 47.9 53.5 81.4 84.0: 18.6 16.0
Other: 100.0: 2.1 5.6 9.5 70.6 63.8 82.2 78.9: 17.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 20 19 11 29 21 55 46:
Old : 74: 20 19 8 28 17 54 39:
Other: 32: 4 5 6 11 15 17 25:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 41.1 42.7 53.5 27.2 34.1 40.3 46.1
Old : 25.5 44.6 41.9 57.5 24.1 37.2 38.9 48.9
Other: 64.2 41.2 75.2 59.0 61.8 39.3 67.6 56.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 925,180: 243,299 156,535 49,989 536,206 590,765 829,494 797,289: 95,686 127,891
Old : 925,180: 243,299 156,535 49,989 536,206 590,765 829,494 797,289: 95,686 127,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 18,159: -11,614 25,689 4,594 25,278 -13,834 18,259 16,449: -99 1,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 16.9 5.4 58.0 63.9 89.7 86.2: 10.3 13.8
Old : 100.0: 26.3 16.9 5.4 58.0 63.9 89.7 86.2: 10.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 35 54 30 85 123 136 191:
Old : 237: 35 54 30 85 123 136 191:
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 : 35.2 20.6 45.6 27.7 34.9 19.2 44.0 25.2
Old : 35.2 20.6 45.6 27.7 34.9 19.2 44.0 25.2
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 16, 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 : 1,788,203: 186,642 252,839 209,289 1,073,905 1,029,269 1,469,835 1,491,397: 318,368 296,806
Old : 1,788,203: 186,642 252,839 209,289 1,073,905 1,029,269 1,469,835 1,491,397: 318,368 296,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 108,073: 22,291 3,637 2,063 52,691 92,198 77,045 97,897: 31,028 10,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.1 11.7 60.1 57.6 82.2 83.4: 17.8 16.6
Old : 100.0: 10.4 14.1 11.7 60.1 57.6 82.2 83.4: 17.8 16.6
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 : 261: 42 61 63 128 141 211 224:
Old : 261: 42 61 63 128 141 211 224:
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 : 23.0 17.4 30.6 25.8 18.1 12.0 22.6 17.6
Old : 23.0 17.4 30.6 25.8 18.1 12.0 22.6 17.6
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 16, 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 : 970,914: 150,086 121,291 39,896 578,586 562,167 768,568 723,353: 202,346 247,561
Old : 970,914: 150,086 121,291 39,896 578,586 562,167 768,568 723,353: 202,346 247,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -45,478: -15,198 -13,466 4,848 -8,833 -49,949 -19,183 -58,567: -26,295 13,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 12.5 4.1 59.6 57.9 79.2 74.5: 20.8 25.5
Old : 100.0: 15.5 12.5 4.1 59.6 57.9 79.2 74.5: 20.8 25.5
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 : 154: 29 25 25 69 82 108 122:
Old : 154: 29 25 25 69 82 108 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 16.0 33.4 24.2 15.9 10.4 25.2 16.7
Old : 22.2 16.0 33.4 24.2 15.9 10.4 25.2 16.7
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 16, 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 : 926,942: 109,780 83,546 261,033 511,568 524,018 882,381 868,597: 44,560 58,344
Old : 926,942: 109,780 83,546 261,033 511,568 524,018 882,381 868,597: 44,560 58,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 73,748: 25,937 36 16,153 27,803 53,298 69,892 69,486: 3,856 4,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.0 28.2 55.2 56.5 95.2 93.7: 4.8 6.3
Old : 100.0: 11.8 9.0 28.2 55.2 56.5 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 : 136: 29 31 41 62 71 110 125:
Old : 136: 29 31 41 62 71 110 125:
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 : 28.3 22.4 42.8 36.6 18.1 7.7 22.8 12.4
Old : 28.3 22.4 42.8 36.6 18.1 7.7 22.8 12.4
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 16, 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 : 15,620: 3,575 1,889 331 8,751 9,829 12,657 12,049: 2,963 3,571
Old : 15,620: 3,575 1,889 331 8,751 9,829 12,657 12,049: 2,963 3,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,595: 97 124 328 740 839 1,165 1,291: 430 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 12.1 2.1 56.0 62.9 81.0 77.1: 19.0 22.9
Old : 100.0: 22.9 12.1 2.1 56.0 62.9 81.0 77.1: 19.0 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 3 7 12 14 17:
Old : 24: 5 4 3 7 12 14 17:
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 : 53.9 48.2 71.3 64.9 53.2 47.8 70.6 63.0
Old : 53.9 48.2 71.3 64.9 53.2 47.8 70.6 63.0
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 16, 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 : 107,577: 34,254 11,500 2,928 54,877 76,747 92,059 91,175: 15,518 16,402
Old : 107,577: 34,254 11,500 2,928 54,877 76,747 92,059 91,175: 15,518 16,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 19,671: -4,097 719 1,986 19,487 13,619 17,376 16,324: 2,295 3,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.7 2.7 51.0 71.3 85.6 84.8: 14.4 15.2
Old : 100.0: 31.8 10.7 2.7 51.0 71.3 85.6 84.8: 14.4 15.2
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 : 95: 32 16 13 28 38 65 62:
Old : 95: 32 16 13 28 38 65 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 : 24.8 33.3 39.1 48.8 16.9 28.6 27.0 40.3
Old : 24.8 33.3 39.1 48.8 16.9 28.6 27.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 24,413: 8,569 12,738 172 11,724 7,958 20,465 20,868: 3,948 3,545
Old : 24,413: 8,569 12,738 172 11,724 7,958 20,465 20,868: 3,948 3,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 11,647: 9 92 172 7,917 7,841 8,098 8,105: 3,549 3,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 52.2 0.7 48.0 32.6 83.8 85.5: 16.2 14.5
Old : 100.0: 35.1 52.2 0.7 48.0 32.6 83.8 85.5: 16.2 14.5
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 : 21: 11 5 1 5 1 16 7:
Old : 21: 11 5 1 5 1 16 7:
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 : 67.0 84.0 79.8 85.5 39.4 51.9 48.3 52.4
Old : 67.0 84.0 79.8 85.5 39.4 51.9 48.3 52.4
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 16, 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 : 13,942: 2,540 1,009 0 11,167 12,676 13,707 13,685: 235 257
Old : 13,942: 2,540 1,009 0 11,167 12,676 13,707 13,685: 235 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -2,152: -62 -73 -986 -1,121 -1,141 -2,169 -2,200: 17 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.2 0.0 80.1 90.9 98.3 98.2: 1.7 1.8
Old : 100.0: 18.2 7.2 0.0 80.1 90.9 98.3 98.2: 1.7 1.8
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 : 39: 5 10 0 10 16 15 26:
Old : 39: 5 10 0 10 16 15 26:
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 : 72.5 69.9 93.1 82.6 72.5 69.1 86.9 79.7
Old : 72.5 69.9 93.1 82.6 72.5 69.1 86.9 79.7
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 16, 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 : 22,166: 6,107 2,127 0 15,786 19,856 21,893 21,983: 273 183
Old : 22,166: 6,107 2,127 0 15,786 19,856 21,893 21,983: 273 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -3,445: -1,444 400 -474 -1,541 -3,390 -3,459 -3,464: 14 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.6 0.0 71.2 89.6 98.8 99.2: 1.2 0.8
Old : 100.0: 27.6 9.6 0.0 71.2 89.6 98.8 99.2: 1.2 0.8
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 : 33: 10 4 0 7 13 17 17:
Old : 33: 10 4 0 7 13 17 17:
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 : 77.4 69.3 95.3 87.3 68.3 66.1 86.1 81.3
Old : 77.4 69.3 95.3 87.3 68.3 66.1 86.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010