WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 636,214: 97,254 71,996 173,976 316,347 327,300 587,576 573,271: 48,637 62,942
Old : 249,770: 60,658 51,006 52,665 110,931 126,508 224,254 230,178: 25,516 19,592
Other: 386,444: 62,236 46,631 95,671 205,416 200,792 363,323 343,094: 23,121 43,350
: : :
: : Changes in Commitments from: March 8, 2011 :
: 21,615: 5,324 -803 16,435 690 4,284 22,448 19,916: -833 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.3 27.3 49.7 51.4 92.4 90.1: 7.6 9.9
Old : 100.0: 24.3 20.4 21.1 44.4 50.6 89.8 92.2: 10.2 7.8
Other: 100.0: 16.1 12.1 24.8 53.2 52.0 94.0 88.8: 6.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 140 149 195 99 139 357 385:
Old : 387: 135 123 111 68 103 263 277:
Other: 364: 113 98 131 86 130 262 309:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 16.6 30.5 23.5 15.4 13.0 26.2 17.0
Old : 26.8 24.6 34.6 32.7 26.5 24.2 34.3 31.7
Other: 21.7 16.6 31.9 24.2 16.8 10.5 24.3 14.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 2,326,505: 432,983 100,266 734,266 941,882 1,199,387 2,109,131 2,033,920: 217,374 292,585
Old : 1,606,373: 294,915 117,470 508,517 654,032 802,253 1,457,464 1,428,240: 148,909 178,133
Other: 720,131: 197,329 42,057 166,488 287,850 397,134 651,667 605,679: 68,465 114,452
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,147: -43,113 11,631 17,902 37,443 -17,463 12,233 12,070: -8,086 -7,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.3 31.6 40.5 51.6 90.7 87.4: 9.3 12.6
Old : 100.0: 18.4 7.3 31.7 40.7 49.9 90.7 88.9: 9.3 11.1
Other: 100.0: 27.4 5.8 23.1 40.0 55.1 90.5 84.1: 9.5 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 899: 281 142 308 302 418 705 769:
Old : 868: 262 148 264 268 402 630 725:
Other: 713: 165 134 146 190 365 431 574:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.9 19.6 17.2 8.6 5.7 12.3 8.9
Old : 12.0 13.1 20.1 18.2 10.1 7.7 14.9 11.0
Other: 16.0 13.7 26.6 20.4 13.6 10.2 21.9 14.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 15,357: 2,655 475 1,690 7,781 11,688 12,127 13,853: 3,230 1,504
Old : 8,573: 1,624 378 334 4,377 6,850 6,335 7,562: 2,238 1,011
Other: 6,784: 1,077 143 1,311 3,404 4,838 5,792 6,291: 992 493
: : :
: : Changes in Commitments from: March 8, 2011 :
: 689: -757 405 711 1,159 -466 1,113 649: -425 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.1 11.0 50.7 76.1 79.0 90.2: 21.0 9.8
Old : 100.0: 18.9 4.4 3.9 51.1 79.9 73.9 88.2: 26.1 11.8
Other: 100.0: 15.9 2.1 19.3 50.2 71.3 85.4 92.7: 14.6 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 9 9 19 15 42 26:
Old : 40: 15 4 5 15 11 32 18:
Other: 31: 5 7 6 14 14 24 22:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 56.8 46.1 73.0 23.8 45.4 33.5 55.2
Old : 33.0 71.1 47.5 80.8 33.0 69.3 47.1 75.9
Other: 47.1 53.8 67.5 73.9 30.0 39.8 39.5 46.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 898,859: 153,789 42,906 309,326 367,624 442,165 830,738 794,397: 68,121 104,462
Old : 578,815: 114,408 37,992 188,176 233,944 298,061 536,528 524,228: 42,287 54,586
Other: 320,045: 70,150 35,683 90,381 133,680 144,104 294,210 270,168: 25,834 49,876
: : :
: : Changes in Commitments from: March 8, 2011 :
: 31,741: -19,263 14,129 23,933 30,181 -9,445 34,851 28,617: -3,110 3,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.8 34.4 40.9 49.2 92.4 88.4: 7.6 11.6
Old : 100.0: 19.8 6.6 32.5 40.4 51.5 92.7 90.6: 7.3 9.4
Other: 100.0: 21.9 11.1 28.2 41.8 45.0 91.9 84.4: 8.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 196 118 218 141 208 430 467:
Old : 524: 182 117 186 115 194 373 428:
Other: 405: 107 90 102 100 178 264 319:
:----------------------------------------------------------------------------------------------------
: 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 15.5 24.9 24.2 10.2 10.1 14.3 13.7
Old : 17.3 20.0 26.2 28.7 13.7 14.3 19.2 19.0
Other: 18.1 13.5 28.9 22.6 15.8 9.8 22.7 15.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 23,863: 20,837 1,817 170 22 5,440 21,029 7,427: 2,834 16,436
Old : 5,470: 3,361 501 132 22 972 3,515 1,605: 1,955 3,865
Other: 18,393: 17,505 1,345 9 0 4,468 17,514 5,822: 879 12,571
: : :
: : Changes in Commitments from: March 8, 2011 :
: 425: 214 302 -1 -1 70 212 371: 213 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 7.6 0.7 0.1 22.8 88.1 31.1: 11.9 68.9
Old : 100.0: 61.4 9.2 2.4 0.4 17.8 64.3 29.3: 35.7 70.7
Other: 100.0: 95.2 7.3 0.0 0.0 24.3 95.2 31.7: 4.8 68.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 5 4 2 14 19 23:
Old : 34: 16 5 4 2 12 19 20:
Other: 32: 14 4 2 0 14 14 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 : 56.1 13.1 76.0 19.5 55.8 13.1 75.5 19.5
Old : 35.3 16.8 53.3 22.9 33.9 16.8 52.0 22.4
Other: 65.5 13.4 86.0 20.0 65.4 13.4 86.0 20.0
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 12,266: 470 8,617 2,480 8,679 953 11,630 12,049: 637 217
Old : 12,266: 470 8,617 2,480 8,679 953 11,630 12,049: 637 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 193: -27 337 -148 229 3 54 192: 138 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 70.2 20.2 70.8 7.8 94.8 98.2: 5.2 1.8
Old : 100.0: 3.8 70.2 20.2 70.8 7.8 94.8 98.2: 5.2 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 : 22: 5 6 7 9 7 19 15:
Old : 22: 5 6 7 9 7 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 83.8 83.2 95.1 58.7 66.3 63.9 71.0
Old : 70.7 83.8 83.2 95.1 58.7 66.3 63.9 71.0
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 15, 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 : 465,171: 84,395 38,920 105,990 227,565 279,346 417,951 424,257: 47,220 40,914
Old : 377,096: 67,054 43,136 80,029 188,665 217,453 335,748 340,618: 41,348 36,478
Other: 88,075: 29,878 8,322 13,424 38,900 61,893 82,203 83,639: 5,872 4,436
: : :
: : Changes in Commitments from: March 8, 2011 :
: 17,343: -19,109 6,910 12,724 13,276 -19,676 6,891 -42: 10,452 17,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.4 22.8 48.9 60.1 89.8 91.2: 10.2 8.8
Old : 100.0: 17.8 11.4 21.2 50.0 57.7 89.0 90.3: 11.0 9.7
Other: 100.0: 33.9 9.4 15.2 44.2 70.3 93.3 95.0: 6.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 96 65 101 74 77 225 209:
Old : 267: 101 74 91 72 74 214 202:
Other: 131: 44 27 34 44 36 103 84:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 28.1 23.7 41.5 8.8 20.6 14.8 28.1
Old : 15.8 26.7 25.6 38.7 10.0 19.2 16.4 24.7
Other: 25.5 41.2 41.2 59.4 23.1 39.9 36.9 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 680,448: 69,155 97,648 38,280 427,019 381,486 534,453 517,414: 145,994 163,034
Old : 680,448: 69,155 97,648 38,280 427,019 381,486 534,453 517,414: 145,994 163,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -12,026: -17,250 -8,405 6,894 998 -108 -9,357 -1,618: -2,669 -10,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.4 5.6 62.8 56.1 78.5 76.0: 21.5 24.0
Old : 100.0: 10.2 14.4 5.6 62.8 56.1 78.5 76.0: 21.5 24.0
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 : 158: 20 38 35 83 76 127 125:
Old : 158: 20 38 35 83 76 127 125:
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 : 17.2 16.0 26.6 25.9 15.0 15.6 23.5 24.5
Old : 17.2 16.0 26.6 25.9 15.0 15.6 23.5 24.5
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 15, 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 : 324,495: 43,600 63,212 4,479 206,824 213,175 254,903 280,866: 69,592 43,629
Old : 324,495: 43,600 63,212 4,479 206,824 213,175 254,903 280,866: 69,592 43,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -8,416: -2,172 926 -3,755 -11,704 -1,577 -17,631 -4,406: 9,214 -4,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.5 1.4 63.7 65.7 78.6 86.6: 21.4 13.4
Old : 100.0: 13.4 19.5 1.4 63.7 65.7 78.6 86.6: 21.4 13.4
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 : 64: 6 12 5 34 31 43 45:
Old : 64: 6 12 5 34 31 43 45:
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 : 25.8 42.9 44.7 57.9 24.7 42.6 41.2 56.8
Old : 25.8 42.9 44.7 57.9 24.7 42.6 41.2 56.8
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 15, 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 : 8,044: 1,085 322 677 5,943 6,657 7,705 7,656: 339 388
Old : 8,044: 1,085 322 677 5,943 6,657 7,705 7,656: 339 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 182: 26 -276 232 -50 240 208 196: -26 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.0 8.4 73.9 82.8 95.8 95.2: 4.2 4.8
Old : 100.0: 13.5 4.0 8.4 73.9 82.8 95.8 95.2: 4.2 4.8
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 : 35: 7 3 6 19 22 29 28:
Old : 35: 7 3 6 19 22 29 28:
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 : 54.3 48.7 76.0 65.7 31.0 24.9 39.8 34.5
Old : 54.3 48.7 76.0 65.7 31.0 24.9 39.8 34.5
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 15, 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 : 254,072: 45,037 28,022 50,838 119,471 148,827 215,347 227,688: 38,725 26,384
Old : 190,380: 37,443 26,823 31,200 90,233 110,636 158,875 168,660: 31,505 21,720
Other: 63,692: 10,314 3,919 16,918 29,239 38,191 56,471 59,028: 7,221 4,664
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,785: 472 4,559 -1,083 7,282 -463 6,670 3,013: -2,885 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.0 20.0 47.0 58.6 84.8 89.6: 15.2 10.4
Old : 100.0: 19.7 14.1 16.4 47.4 58.1 83.5 88.6: 16.5 11.4
Other: 100.0: 16.2 6.2 26.6 45.9 60.0 88.7 92.7: 11.3 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 41 60 75 66 167 137:
Old : 185: 52 41 55 75 60 159 130:
Other: 110: 23 18 27 51 37 93 67:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 29.9 21.9 42.5 9.0 24.2 15.1 31.4
Old : 13.2 28.8 22.6 41.9 10.1 23.5 17.6 33.1
Other: 20.8 37.6 37.1 58.4 18.6 32.3 30.6 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 25,927: 7,240 3,139 2,749 8,692 17,983 18,681 23,871: 7,246 2,056
Old : 20,956: 6,899 2,863 1,923 6,566 14,780 15,388 19,566: 5,568 1,390
Other: 4,971: 600 534 567 2,126 3,203 3,293 4,305: 1,678 666
: : :
: : Changes in Commitments from: March 8, 2011 :
: -1,350: -1,411 90 -137 287 -1,780 -1,260 -1,827: -90 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.1 10.6 33.5 69.4 72.1 92.1: 27.9 7.9
Old : 100.0: 32.9 13.7 9.2 31.3 70.5 73.4 93.4: 26.6 6.6
Other: 100.0: 12.1 10.7 11.4 42.8 64.4 66.2 86.6: 33.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 49 18 17 29 22 90 51:
Old : 104: 50 17 15 23 22 80 50:
Other: 48: 13 9 10 16 16 36 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 : 16.7 48.4 26.1 61.4 15.2 43.4 23.6 54.4
Old : 18.6 52.4 29.4 65.3 18.6 50.5 28.5 62.6
Other: 34.6 47.6 43.9 65.5 33.6 46.2 42.2 62.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 920,289: 219,537 158,936 39,287 554,404 587,634 813,229 785,857: 107,060 134,432
Old : 920,289: 219,537 158,936 39,287 554,404 587,634 813,229 785,857: 107,060 134,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 19,317: 19,767 14,484 6,503 -19,760 5,990 6,510 26,977: 12,807 -7,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.3 4.3 60.2 63.9 88.4 85.4: 11.6 14.6
Old : 100.0: 23.9 17.3 4.3 60.2 63.9 88.4 85.4: 11.6 14.6
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 : 235: 38 49 31 91 120 147 182:
Old : 235: 38 49 31 91 120 147 182:
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 : 26.1 15.5 37.2 24.0 22.7 14.4 32.9 22.1
Old : 26.1 15.5 37.2 24.0 22.7 14.4 32.9 22.1
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 15, 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 : 2,050,869: 171,497 226,471 277,165 1,278,838 1,157,406 1,727,500 1,661,042: 323,370 389,827
Old : 2,050,869: 171,497 226,471 277,165 1,278,838 1,157,406 1,727,500 1,661,042: 323,370 389,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 147,704: -8,733 21,108 66,213 31,856 39,421 89,337 126,742: 58,367 20,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.0 13.5 62.4 56.4 84.2 81.0: 15.8 19.0
Old : 100.0: 8.4 11.0 13.5 62.4 56.4 84.2 81.0: 15.8 19.0
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 : 269: 57 49 71 132 148 214 243:
Old : 269: 57 49 71 132 148 214 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 14.2 29.7 21.4 19.0 11.7 24.3 16.0
Old : 21.0 14.2 29.7 21.4 19.0 11.7 24.3 16.0
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 15, 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 : 1,306,788: 238,787 108,874 117,165 742,984 811,785 1,098,936 1,037,823: 207,852 268,965
Old : 1,306,788: 238,787 108,874 117,165 742,984 811,785 1,098,936 1,037,823: 207,852 268,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -13,000: -21,359 -13,666 23,704 -40,155 -26,647 -37,809 -16,609: 24,809 3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.3 9.0 56.9 62.1 84.1 79.4: 15.9 20.6
Old : 100.0: 18.3 8.3 9.0 56.9 62.1 84.1 79.4: 15.9 20.6
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 : 191: 36 37 41 91 95 143 157:
Old : 191: 36 37 41 91 95 143 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 18.7 32.2 28.3 20.1 16.0 28.7 23.2
Old : 21.5 18.7 32.2 28.3 20.1 16.0 28.7 23.2
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 15, 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 : 869,199: 98,723 64,320 286,485 453,874 473,169 839,082 823,975: 30,117 45,225
Old : 869,199: 98,723 64,320 286,485 453,874 473,169 839,082 823,975: 30,117 45,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 42,749: -261 12,569 8,776 36,721 26,392 45,236 47,737: -2,487 -4,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.4 33.0 52.2 54.4 96.5 94.8: 3.5 5.2
Old : 100.0: 11.4 7.4 33.0 52.2 54.4 96.5 94.8: 3.5 5.2
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 : 138: 32 32 43 63 64 116 121:
Old : 138: 32 32 43 63 64 116 121:
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 : 33.5 26.2 47.6 42.4 14.3 10.9 19.9 15.8
Old : 33.5 26.2 47.6 42.4 14.3 10.9 19.9 15.8
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 15, 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 : 66,092: 11,878 2,869 5,694 38,606 46,119 56,178 54,682: 9,915 11,410
Old : 66,092: 11,878 2,869 5,694 38,606 46,119 56,178 54,682: 9,915 11,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,577: -3,476 -947 1,135 5,533 534 3,191 721: 1,386 3,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.3 8.6 58.4 69.8 85.0 82.7: 15.0 17.3
Old : 100.0: 18.0 4.3 8.6 58.4 69.8 85.0 82.7: 15.0 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 : 104: 33 11 22 40 40 82 67:
Old : 104: 33 11 22 40 40 82 67:
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 : 24.2 31.4 34.6 45.9 20.4 26.6 29.3 38.3
Old : 24.2 31.4 34.6 45.9 20.4 26.6 29.3 38.3
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 15, 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 : 14,926: 2,965 250 283 8,654 10,442 11,902 10,975: 3,024 3,951
Old : 14,926: 2,965 250 283 8,654 10,442 11,902 10,975: 3,024 3,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,062: -1,293 -513 229 1,118 -179 54 -463: 1,008 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.7 1.9 58.0 70.0 79.7 73.5: 20.3 26.5
Old : 100.0: 19.9 1.7 1.9 58.0 70.0 79.7 73.5: 20.3 26.5
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: 6 1 1 7 10 13 12:
Old : 21: 6 1 1 7 10 13 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 : 45.9 52.0 65.8 66.7 43.2 52.0 60.5 65.6
Old : 45.9 52.0 65.8 66.7 43.2 52.0 60.5 65.6
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 15, 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 : 102,333: 21,738 9,151 6,910 59,903 71,354 88,551 87,415: 13,782 14,918
Old : 102,333: 21,738 9,151 6,910 59,903 71,354 88,551 87,415: 13,782 14,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 7,031: -7,488 -3,990 4,933 8,830 1,425 6,275 2,368: 756 4,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 8.9 6.8 58.5 69.7 86.5 85.4: 13.5 14.6
Old : 100.0: 21.2 8.9 6.8 58.5 69.7 86.5 85.4: 13.5 14.6
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 : 101: 32 14 18 38 38 76 64:
Old : 101: 32 14 18 38 38 76 64:
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 : 23.3 27.8 36.3 46.0 20.5 24.5 31.0 38.9
Old : 23.3 27.8 36.3 46.0 20.5 24.5 31.0 38.9
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 15, 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 : 10,312: 4,498 2,577 491 2,713 4,741 7,702 7,809: 2,610 2,503
Old : 10,312: 4,498 2,577 491 2,713 4,741 7,702 7,809: 2,610 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,891: -59 42 454 976 892 1,371 1,388: 2,520 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 25.0 4.8 26.3 46.0 74.7 75.7: 25.3 24.3
Old : 100.0: 43.6 25.0 4.8 26.3 46.0 74.7 75.7: 25.3 24.3
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 : 21: 12 4 2 3 4 16 9:
Old : 21: 12 4 2 3 4 16 9:
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 : 44.9 69.1 65.0 75.4 41.6 55.0 55.4 60.9
Old : 44.9 69.1 65.0 75.4 41.6 55.0 55.4 60.9
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 10,721: 877 1,050 7 9,788 9,303 10,672 10,360: 49 361
Old : 10,721: 877 1,050 7 9,788 9,303 10,672 10,360: 49 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -3,958: 78 -287 -836 -3,193 -2,934 -3,951 -4,057: -7 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.8 0.1 91.3 86.8 99.5 96.6: 0.5 3.4
Old : 100.0: 8.2 9.8 0.1 91.3 86.8 99.5 96.6: 0.5 3.4
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 : 27: 3 6 1 7 13 10 20:
Old : 27: 3 6 1 7 13 10 20:
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 : 89.7 75.0 99.0 86.3 89.7 74.8 98.9 86.1
Old : 89.7 75.0 99.0 86.3 89.7 74.8 98.9 86.1
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 15, 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 : 29,233: 2,399 1,495 0 26,606 27,602 29,005 29,097: 228 136
Old : 29,233: 2,399 1,495 0 26,606 27,602 29,005 29,097: 228 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -17,919: 1,383 -64 -874 -18,520 -16,915 -18,011 -17,853: 92 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.1 0.0 91.0 94.4 99.2 99.5: 0.8 0.5
Old : 100.0: 8.2 5.1 0.0 91.0 94.4 99.2 99.5: 0.8 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 : 28: 3 6 0 7 14 10 20:
Old : 28: 3 6 0 7 14 10 20:
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 : 97.0 77.3 99.1 90.6 97.0 77.3 98.8 90.6
Old : 97.0 77.3 99.1 90.6 97.0 77.3 98.8 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011