WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 609,322: 95,355 76,421 154,857 307,126 313,412 557,338 544,691: 51,984 64,631
Old : 242,927: 64,448 54,269 40,801 108,345 127,056 213,593 222,126: 29,334 20,801
Other: 366,395: 58,587 49,833 86,376 198,781 186,356 343,745 322,565: 22,650 43,830
: : :
: : Changes in Commitments from: February 22, 2011 :
: -17,573: -12,245 -11,080 11,306 -11,781 -15,400 -12,720 -15,174: -4,853 -2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.5 25.4 50.4 51.4 91.5 89.4: 8.5 10.6
Old : 100.0: 26.5 22.3 16.8 44.6 52.3 87.9 91.4: 12.1 8.6
Other: 100.0: 16.0 13.6 23.6 54.3 50.9 93.8 88.0: 6.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 144 149 186 95 138 350 379:
Old : 393: 150 116 108 64 103 257 284:
Other: 356: 94 112 127 82 127 254 300:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 18.8 32.1 25.2 16.4 15.3 27.8 18.8
Old : 28.2 28.5 37.6 35.8 28.2 28.4 37.6 35.5
Other: 23.8 16.7 35.8 24.4 18.5 11.4 26.2 15.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 2,334,568: 507,864 94,926 700,362 898,086 1,237,506 2,106,313 2,032,794: 228,256 301,774
Old : 1,666,339: 365,997 100,658 495,778 641,671 873,662 1,503,447 1,470,097: 162,893 196,242
Other: 668,229: 189,787 42,188 156,665 256,415 363,845 602,866 562,697: 65,363 105,532
: : :
: : Changes in Commitments from: February 22, 2011 :
: -8,145: -5,916 -10,343 31,681 -14,447 -8,451 11,317 12,887: -19,462 -21,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.1 30.0 38.5 53.0 90.2 87.1: 9.8 12.9
Old : 100.0: 22.0 6.0 29.8 38.5 52.4 90.2 88.2: 9.8 11.8
Other: 100.0: 28.4 6.3 23.4 38.4 54.4 90.2 84.2: 9.8 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 933: 283 153 315 289 425 712 791:
Old : 907: 263 162 262 251 410 632 745:
Other: 712: 164 129 142 185 367 418 577:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.8 19.3 18.4 8.9 6.5 13.3 9.8
Old : 12.0 14.8 20.7 20.3 10.3 9.4 15.1 12.8
Other: 16.0 11.9 26.9 19.3 14.4 9.2 22.4 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 14,719: 3,596 63 1,326 6,329 12,228 11,251 13,617: 3,468 1,102
Old : 9,370: 2,756 4 183 3,891 8,495 6,830 8,682: 2,540 688
Other: 5,349: 1,216 435 767 2,438 3,733 4,421 4,935: 928 414
: : :
: : Changes in Commitments from: February 22, 2011 :
: -874: -1,416 -47 208 711 -823 -497 -662: -376 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.4 9.0 43.0 83.1 76.4 92.5: 23.6 7.5
Old : 100.0: 29.4 0.0 2.0 41.5 90.7 72.9 92.7: 27.1 7.3
Other: 100.0: 22.7 8.1 14.3 45.6 69.8 82.6 92.3: 17.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 3 7 16 15 40 22:
Old : 40: 17 2 4 13 11 32 15:
Other: 29: 9 2 5 11 14 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 60.3 42.7 77.8 24.0 51.6 35.2 66.2
Old : 31.5 81.2 46.5 89.5 31.5 79.4 46.5 87.5
Other: 48.6 48.3 65.3 71.3 38.1 47.8 47.0 57.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 851,201: 167,694 36,466 276,218 337,808 440,086 781,719 752,769: 69,482 98,432
Old : 547,448: 124,535 34,900 159,866 219,903 300,737 504,304 495,504: 43,144 51,944
Other: 303,753: 76,174 34,581 83,336 117,905 139,348 277,415 257,265: 26,338 46,488
: : :
: : Changes in Commitments from: February 22, 2011 :
: -12,714: -4,591 -2,915 2,512 -7,587 -6,242 -9,666 -6,645: -3,049 -6,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.3 32.5 39.7 51.7 91.8 88.4: 8.2 11.6
Old : 100.0: 22.7 6.4 29.2 40.2 54.9 92.1 90.5: 7.9 9.5
Other: 100.0: 25.1 11.4 27.4 38.8 45.9 91.3 84.7: 8.7 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 203 101 231 142 215 446 482:
Old : 535: 191 105 189 118 202 380 440:
Other: 413: 107 101 100 99 181 260 332:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 16.6 23.3 24.7 11.2 12.0 15.8 16.3
Old : 16.5 21.0 24.7 29.9 14.9 17.4 21.5 22.5
Other: 16.3 13.8 27.9 22.9 13.6 11.5 22.4 17.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 22,918: 20,363 1,437 299 24 5,236 20,686 6,972: 2,232 15,946
Old : 5,005: 3,373 211 187 24 865 3,584 1,263: 1,421 3,742
Other: 17,913: 17,090 1,326 12 0 4,371 17,102 5,709: 811 12,204
: : :
: : Changes in Commitments from: February 22, 2011 :
: -766: -380 -271 -184 0 5 -564 -450: -202 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 6.3 1.3 0.1 22.8 90.3 30.4: 9.7 69.6
Old : 100.0: 67.4 4.2 3.7 0.5 17.3 71.6 25.2: 28.4 74.8
Other: 100.0: 95.4 7.4 0.1 0.0 24.4 95.5 31.9: 4.5 68.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 19 4 8 2 14 22 25:
Old : 35: 15 6 6 2 13 19 23:
Other: 33: 15 4 3 0 14 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 56.3 13.1 76.6 19.3 55.9 13.1 76.1 19.1
Old : 36.6 14.0 55.2 18.4 35.1 13.7 53.1 17.7
Other: 64.5 13.5 85.3 20.1 64.5 13.5 85.3 20.1
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 10,774: 415 7,638 2,084 7,769 866 10,267 10,588: 507 186
Old : 10,774: 415 7,638 2,084 7,769 866 10,267 10,588: 507 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -38: -69 -212 210 -227 -28 -86 -30: 48 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 70.9 19.3 72.1 8.0 95.3 98.3: 4.7 1.7
Old : 100.0: 3.8 70.9 19.3 72.1 8.0 95.3 98.3: 4.7 1.7
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 : 21: 5 6 7 9 6 19 14:
Old : 21: 5 6 7 9 6 19 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 : 70.9 84.0 83.2 95.4 59.2 66.9 64.1 71.1
Old : 70.9 84.0 83.2 95.4 59.2 66.9 64.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 439,456: 99,509 34,316 84,906 215,333 290,827 399,748 410,050: 39,709 29,407
Old : 361,777: 83,820 40,283 61,054 182,466 235,351 327,340 336,687: 34,437 25,090
Other: 77,680: 28,917 7,262 10,624 32,867 55,477 72,408 73,363: 5,272 4,317
: : :
: : Changes in Commitments from: February 22, 2011 :
: 266: 12,559 -3,176 2,739 -12,177 3,970 3,121 3,533: -2,855 -3,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 7.8 19.3 49.0 66.2 91.0 93.3: 9.0 6.7
Old : 100.0: 23.2 11.1 16.9 50.4 65.1 90.5 93.1: 9.5 6.9
Other: 100.0: 37.2 9.3 13.7 42.3 71.4 93.2 94.4: 6.8 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 99 66 92 69 77 215 197:
Old : 260: 89 78 85 66 74 205 190:
Other: 112: 39 20 29 41 30 92 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 31.2 23.4 45.5 9.0 22.6 15.2 31.9
Old : 15.5 30.4 25.5 43.4 11.0 22.8 18.7 30.7
Other: 28.2 45.3 45.4 62.8 26.4 44.4 41.7 58.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 726,435: 94,814 125,258 28,173 452,963 402,915 575,950 556,346: 150,485 170,089
Old : 726,435: 94,814 125,258 28,173 452,963 402,915 575,950 556,346: 150,485 170,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 15,775: 27,906 11,018 2,860 16,609 21,928 47,375 35,806: -31,600 -20,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.2 3.9 62.4 55.5 79.3 76.6: 20.7 23.4
Old : 100.0: 13.1 17.2 3.9 62.4 55.5 79.3 76.6: 20.7 23.4
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 : 155: 23 37 30 82 73 122 123:
Old : 155: 23 37 30 82 73 122 123:
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 : 18.8 16.9 29.8 26.0 17.0 15.7 27.6 23.9
Old : 18.8 16.9 29.8 26.0 17.0 15.7 27.6 23.9
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 1, 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 : 364,858: 44,907 62,918 12,664 240,158 232,558 297,729 308,141: 67,129 56,717
Old : 364,858: 44,907 62,918 12,664 240,158 232,558 297,729 308,141: 67,129 56,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 32,254: 1,287 -697 7,688 29,096 25,438 38,071 32,429: -5,817 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.2 3.5 65.8 63.7 81.6 84.5: 18.4 15.5
Old : 100.0: 12.3 17.2 3.5 65.8 63.7 81.6 84.5: 18.4 15.5
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 : 66: 6 12 7 40 29 51 43:
Old : 66: 6 12 7 40 29 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 41.9 39.1 56.6 21.0 37.6 37.1 51.5
Old : 21.7 41.9 39.1 56.6 21.0 37.6 37.1 51.5
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 1, 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 : 8,182: 760 470 656 6,459 6,713 7,875 7,839: 307 343
Old : 8,182: 760 470 656 6,459 6,713 7,875 7,839: 307 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 380: 41 -85 221 37 177 299 313: 81 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.7 8.0 78.9 82.0 96.2 95.8: 3.8 4.2
Old : 100.0: 9.3 5.7 8.0 78.9 82.0 96.2 95.8: 3.8 4.2
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 : 38: 4 5 7 21 26 30 34:
Old : 38: 4 5 7 21 26 30 34:
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 : 56.5 47.3 76.0 64.6 34.7 24.8 41.6 31.6
Old : 56.5 47.3 76.0 64.6 34.7 24.8 41.6 31.6
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 1, 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 : 245,781: 48,164 25,231 50,786 109,352 146,637 208,301 222,654: 37,480 23,127
Old : 189,128: 40,516 22,884 32,965 84,464 114,081 157,946 169,930: 31,182 19,198
Other: 56,653: 9,781 4,480 15,687 24,887 32,557 50,356 52,724: 6,297 3,929
: : :
: : Changes in Commitments from: February 22, 2011 :
: 4,122: -2,315 1,536 7,515 329 -4,777 5,529 4,274: -1,407 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.3 20.7 44.5 59.7 84.8 90.6: 15.2 9.4
Old : 100.0: 21.4 12.1 17.4 44.7 60.3 83.5 89.8: 16.5 10.2
Other: 100.0: 17.3 7.9 27.7 43.9 57.5 88.9 93.1: 11.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 61 31 65 73 64 174 141:
Old : 194: 67 25 60 73 60 167 135:
Other: 107: 19 20 27 49 35 89 66:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 31.6 20.2 42.5 7.2 24.8 13.1 30.9
Old : 12.2 31.0 21.2 42.0 9.2 25.8 16.1 33.0
Other: 23.1 39.6 37.5 57.1 17.9 31.9 28.8 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 27,175: 8,222 2,489 3,307 8,019 19,927 19,548 25,723: 7,628 1,452
Old : 22,673: 8,540 2,482 1,851 6,100 17,177 16,491 21,509: 6,182 1,164
Other: 4,502: 769 1,094 370 1,919 2,751 3,057 4,214: 1,445 289
: : :
: : Changes in Commitments from: February 22, 2011 :
: 353: -950 -60 920 517 -795 487 65: -134 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.2 12.2 29.5 73.3 71.9 94.7: 28.1 5.3
Old : 100.0: 37.7 10.9 8.2 26.9 75.8 72.7 94.9: 27.3 5.1
Other: 100.0: 17.1 24.3 8.2 42.6 61.1 67.9 93.6: 32.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 59 17 25 29 22 105 55:
Old : 114: 56 20 21 23 22 94 52:
Other: 51: 17 8 10 16 15 37 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 52.5 24.7 64.6 14.6 48.2 21.8 58.7
Old : 17.4 56.6 26.7 69.4 17.3 56.1 26.1 67.7
Other: 36.3 50.2 47.4 70.7 35.7 48.1 45.6 68.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 909,747: 167,152 190,053 36,248 613,609 547,050 817,009 773,350: 92,737 136,396
Old : 909,747: 167,152 190,053 36,248 613,609 547,050 817,009 773,350: 92,737 136,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -104,380: -30,740 -41,150 -6,921 -55,706 -40,310 -93,367 -88,380: -11,013 -16,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 20.9 4.0 67.4 60.1 89.8 85.0: 10.2 15.0
Old : 100.0: 18.4 20.9 4.0 67.4 60.1 89.8 85.0: 10.2 15.0
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 : 221: 30 48 28 93 118 139 178:
Old : 221: 30 48 28 93 118 139 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 19.3 41.9 28.7 23.7 18.2 35.4 26.4
Old : 27.1 19.3 41.9 28.7 23.7 18.2 35.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 1,781,510: 168,365 209,307 179,919 1,142,388 1,036,287 1,490,672 1,425,513: 290,838 355,997
Old : 1,781,510: 168,365 209,307 179,919 1,142,388 1,036,287 1,490,672 1,425,513: 290,838 355,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -39,171: -4,614 -89,360 44,005 -69,284 33,344 -29,893 -12,011: -9,278 -27,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.7 10.1 64.1 58.2 83.7 80.0: 16.3 20.0
Old : 100.0: 9.5 11.7 10.1 64.1 58.2 83.7 80.0: 16.3 20.0
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 : 254: 46 49 64 131 140 207 223:
Old : 254: 46 49 64 131 140 207 223:
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 : 23.5 11.0 30.9 19.5 20.1 9.4 25.9 14.3
Old : 23.5 11.0 30.9 19.5 20.1 9.4 25.9 14.3
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 1, 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 : 1,347,763: 277,292 126,599 83,059 814,024 855,758 1,174,375 1,065,416: 173,388 282,347
Old : 1,347,763: 277,292 126,599 83,059 814,024 855,758 1,174,375 1,065,416: 173,388 282,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -63,930: -41,194 2,269 -1,713 -865 -34,294 -43,772 -33,738: -20,158 -30,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.4 6.2 60.4 63.5 87.1 79.1: 12.9 20.9
Old : 100.0: 20.6 9.4 6.2 60.4 63.5 87.1 79.1: 12.9 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 : 189: 30 37 34 98 96 143 152:
Old : 189: 30 37 34 98 96 143 152:
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 : 23.5 16.4 33.1 26.6 23.0 14.5 31.2 22.0
Old : 23.5 16.4 33.1 26.6 23.0 14.5 31.2 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 772,618: 103,744 46,281 241,249 387,510 427,676 732,503 715,207: 40,115 57,411
Old : 772,618: 103,744 46,281 241,249 387,510 427,676 732,503 715,207: 40,115 57,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -64,344: -127 -1,411 -24,173 -35,327 -39,646 -59,627 -65,229: -4,717 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.0 31.2 50.2 55.4 94.8 92.6: 5.2 7.4
Old : 100.0: 13.4 6.0 31.2 50.2 55.4 94.8 92.6: 5.2 7.4
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 : 125: 36 26 39 56 54 107 105:
Old : 125: 36 26 39 56 54 107 105:
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 : 33.2 26.2 47.3 42.2 15.4 12.8 19.4 18.2
Old : 33.2 26.2 47.3 42.2 15.4 12.8 19.4 18.2
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 60,982: 13,818 4,272 5,008 33,413 45,407 52,239 54,687: 8,743 6,295
Old : 60,982: 13,818 4,272 5,008 33,413 45,407 52,239 54,687: 8,743 6,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,122: -2,543 -1,348 1,455 2,281 2,928 1,193 3,035: -71 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 7.0 8.2 54.8 74.5 85.7 89.7: 14.3 10.3
Old : 100.0: 22.7 7.0 8.2 54.8 74.5 85.7 89.7: 14.3 10.3
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 : 107: 31 15 14 38 33 78 57:
Old : 107: 31 15 14 38 33 78 57:
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 : 22.7 36.8 34.3 52.4 21.0 35.9 30.5 49.7
Old : 22.7 36.8 34.3 52.4 21.0 35.9 30.5 49.7
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 1, 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 : 12,807: 4,122 811 0 6,698 9,783 10,820 10,594: 1,987 2,213
Old : 12,807: 4,122 811 0 6,698 9,783 10,820 10,594: 1,987 2,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 953: 796 58 0 116 944 912 1,002: 41 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 6.3 0.0 52.3 76.4 84.5 82.7: 15.5 17.3
Old : 100.0: 32.2 6.3 0.0 52.3 76.4 84.5 82.7: 15.5 17.3
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 : 23: 6 3 0 6 9 12 12:
Old : 23: 6 3 0 6 9 12 12:
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 : 49.1 59.1 73.1 75.1 47.8 59.1 71.8 75.1
Old : 49.1 59.1 73.1 75.1 47.8 59.1 71.8 75.1
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 1, 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 : 96,351: 26,286 13,816 3,122 53,431 71,247 82,839 88,186: 13,512 8,165
Old : 96,351: 26,286 13,816 3,122 53,431 71,247 82,839 88,186: 13,512 8,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 339: -4,853 -986 1,084 4,330 3,968 562 4,066: -223 -3,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.3 3.2 55.5 73.9 86.0 91.5: 14.0 8.5
Old : 100.0: 27.3 14.3 3.2 55.5 73.9 86.0 91.5: 14.0 8.5
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 : 102: 31 16 9 36 32 71 53:
Old : 102: 31 16 9 36 32 71 53:
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 : 22.7 37.9 36.4 53.8 22.1 37.7 33.5 53.3
Old : 22.7 37.9 36.4 53.8 22.1 37.7 33.5 53.3
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 1, 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 : 14,432: 759 1,357 390 13,220 12,436 14,369 14,183: 63 249
Old : 14,432: 759 1,357 390 13,220 12,436 14,369 14,183: 63 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -203: 229 -144 135 -568 -193 -204 -202: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 9.4 2.7 91.6 86.2 99.6 98.3: 0.4 1.7
Old : 100.0: 5.3 9.4 2.7 91.6 86.2 99.6 98.3: 0.4 1.7
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 : 31: 2 8 2 9 15 12 24:
Old : 31: 2 8 2 9 15 12 24:
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 : 78.8 65.3 98.7 81.0 75.4 65.0 89.1 75.6
Old : 78.8 65.3 98.7 81.0 75.4 65.0 89.1 75.6
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 1, 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 : 47,335: 727 930 220 46,310 45,997 47,257 47,147: 78 188
Old : 47,335: 727 930 220 46,310 45,997 47,257 47,147: 78 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 210: -589 -18 220 949 -67 580 135: -370 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.0 0.5 97.8 97.2 99.8 99.6: 0.2 0.4
Old : 100.0: 1.5 2.0 0.5 97.8 97.2 99.8 99.6: 0.2 0.4
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 : 29: 4 5 1 8 15 12 21:
Old : 29: 4 5 1 8 15 12 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 : 95.6 76.5 99.5 94.0 67.3 54.6 69.0 64.9
Old : 95.6 76.5 99.5 94.0 67.3 54.6 69.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011