WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 532,156: 75,711 125,481 134,170 285,336 216,304 495,218 475,955: 36,938 56,201
Old : 180,708: 40,123 90,416 21,972 102,500 44,646 164,595 157,033: 16,113 23,675
Other: 351,448: 56,999 56,476 90,788 182,837 171,658 330,624 318,922: 20,825 32,526
: : :
: : Changes in Commitments from: March 23, 2010 :
: 11,547: 328 9,072 1,473 9,069 1,160 10,870 11,705: 677 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 23.6 25.2 53.6 40.6 93.1 89.4: 6.9 10.6
Old : 100.0: 22.2 50.0 12.2 56.7 24.7 91.1 86.9: 8.9 13.1
Other: 100.0: 16.2 16.1 25.8 52.0 48.8 94.1 90.7: 5.9 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 114 163 168 84 102 312 345:
Old : 334: 98 136 77 55 71 197 241:
Other: 337: 105 108 128 76 97 263 265:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 13.3 36.9 20.6 21.6 10.4 34.5 16.0
Old : 35.9 12.3 47.0 20.8 35.9 11.2 47.0 19.1
Other: 24.7 15.7 34.4 25.3 22.5 13.0 31.7 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 1,520,751: 229,438 197,405 405,655 728,883 606,089 1,363,977 1,209,150: 156,775 311,602
Old : 1,031,060: 149,531 242,066 244,423 523,118 366,518 917,072 853,007: 113,988 178,053
Other: 489,691: 158,347 33,779 82,792 205,765 239,571 446,904 356,142: 42,787 133,549
: : :
: : Changes in Commitments from: March 23, 2010 :
: 37,582: -18,512 9,389 26,634 18,680 -18,725 26,802 17,298: 10,780 20,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.0 26.7 47.9 39.9 89.7 79.5: 10.3 20.5
Old : 100.0: 14.5 23.5 23.7 50.7 35.5 88.9 82.7: 11.1 17.3
Other: 100.0: 32.3 6.9 16.9 42.0 48.9 91.3 72.7: 8.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 174 161 256 230 277 543 611:
Old : 672: 136 208 219 215 260 496 564:
Other: 509: 163 64 134 121 236 317 408:
:----------------------------------------------------------------------------------------------------
: 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 10.8 23.3 15.8 14.1 7.9 21.1 11.4
Old : 19.3 9.9 28.0 15.9 18.4 7.9 26.7 12.8
Other: 19.1 14.5 28.5 20.3 18.4 12.8 26.6 17.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 18,950: 1,324 3,837 2,807 11,468 10,668 15,599 17,312: 3,351 1,638
Old : 10,138: 950 4,289 1,003 5,634 3,470 7,587 8,763: 2,550 1,375
Other: 8,812: 1,387 560 791 5,834 7,198 8,011 8,550: 801 263
: : :
: : Changes in Commitments from: March 23, 2010 :
: 496: -29 26 421 9 38 401 485: 95 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 20.2 14.8 60.5 56.3 82.3 91.4: 17.7 8.6
Old : 100.0: 9.4 42.3 9.9 55.6 34.2 74.8 86.4: 25.2 13.6
Other: 100.0: 15.7 6.4 9.0 66.2 81.7 90.9 97.0: 9.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 8 20 9 17 13 32 36:
Old : 46: 10 18 5 15 6 27 27:
Other: 33: 7 7 7 13 12 25 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 48.4 54.4 66.5 29.8 37.2 41.1 49.8
Old : 31.6 51.0 51.3 68.0 28.3 38.1 42.5 53.5
Other: 48.2 70.0 70.4 84.6 40.4 58.7 55.6 70.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 574,632: 97,712 61,867 158,403 270,159 245,265 526,273 465,534: 48,359 109,098
Old : 382,174: 67,623 47,749 94,644 185,069 182,528 347,336 324,921: 34,838 57,252
Other: 192,458: 53,237 37,265 40,612 85,089 62,737 178,938 140,613: 13,521 51,845
: : :
: : Changes in Commitments from: March 23, 2010 :
: 21,107: 1,386 -3,748 8,324 10,556 14,894 20,267 19,470: 840 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 10.8 27.6 47.0 42.7 91.6 81.0: 8.4 19.0
Old : 100.0: 17.7 12.5 24.8 48.4 47.8 90.9 85.0: 9.1 15.0
Other: 100.0: 27.7 19.4 21.1 44.2 32.6 93.0 73.1: 7.0 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 135 147 193 112 157 370 395:
Old : 451: 125 152 164 103 150 332 371:
Other: 309: 82 88 91 65 117 196 249:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 14.7 26.4 21.9 13.8 11.6 21.5 16.5
Old : 19.6 19.6 29.9 28.5 19.0 17.4 27.7 23.8
Other: 26.2 12.6 36.3 20.1 24.6 10.1 33.0 15.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,693: 14,785 2,508 511 73 2,163 15,369 5,182: 2,324 12,511
Old : 7,612: 5,803 2,435 158 73 354 6,034 2,947: 1,578 4,665
Other: 10,081: 9,302 393 33 0 1,809 9,335 2,235: 746 7,846
: : :
: : Changes in Commitments from: March 23, 2010 :
: 518: 734 716 15 0 138 749 869: -231 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 14.2 2.9 0.4 12.2 86.9 29.3: 13.1 70.7
Old : 100.0: 76.2 32.0 2.1 1.0 4.7 79.3 38.7: 20.7 61.3
Other: 100.0: 92.3 3.9 0.3 0.0 17.9 92.6 22.2: 7.4 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 15 8 12 2 6 21 22:
Old : 28: 14 9 7 2 4 17 19:
Other: 22: 13 3 4 0 6 14 12:
:----------------------------------------------------------------------------------------------------
: 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 : 54.1 11.6 70.2 20.5 53.7 11.6 69.5 18.8
Old : 47.8 21.8 71.3 34.2 47.1 21.8 70.5 34.2
Other: 59.6 13.8 82.1 21.2 59.6 13.8 81.9 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 325,054: 43,556 31,929 74,436 176,245 193,290 294,236 299,654: 30,818 25,399
Old : 263,600: 36,154 38,705 54,403 147,060 148,016 237,617 241,123: 25,983 22,477
Other: 61,454: 17,447 3,270 9,987 29,184 45,274 56,619 58,531: 4,835 2,922
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,699: -7,080 2,958 -1,138 14,364 -3,328 6,146 -1,509: -3,447 4,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.8 22.9 54.2 59.5 90.5 92.2: 9.5 7.8
Old : 100.0: 13.7 14.7 20.6 55.8 56.2 90.1 91.5: 9.9 8.5
Other: 100.0: 28.4 5.3 16.3 47.5 73.7 92.1 95.2: 7.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 75 60 86 67 67 195 185:
Old : 240: 72 75 76 65 64 183 180:
Other: 106: 40 17 31 37 29 87 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 : 17.1 29.5 28.8 38.4 15.7 23.6 22.9 30.3
Old : 18.5 25.0 32.1 34.0 18.0 20.7 27.2 27.7
Other: 28.2 55.1 45.1 68.7 25.9 50.8 37.6 59.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 701,114: 38,818 159,602 29,157 510,055 363,555 578,030 552,314: 123,085 148,801
Old : 701,114: 38,818 159,602 29,157 510,055 363,555 578,030 552,314: 123,085 148,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -20,982: -13,696 6,945 -13,289 14,643 -19,002 -12,342 -25,346: -8,640 4,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 22.8 4.2 72.7 51.9 82.4 78.8: 17.6 21.2
Old : 100.0: 5.5 22.8 4.2 72.7 51.9 82.4 78.8: 17.6 21.2
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 : 153: 20 35 34 72 79 112 128:
Old : 153: 20 35 34 72 79 112 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 18.0 36.7 26.6 21.5 17.9 34.0 26.1
Old : 24.0 18.0 36.7 26.6 21.5 17.9 34.0 26.1
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 30, 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 : 96,670: 3,953 21,074 0 61,613 56,008 65,566 77,082: 31,104 19,588
Old : 96,670: 3,953 21,074 0 61,613 56,008 65,566 77,082: 31,104 19,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 7,161: -810 3,633 -540 9,946 5,272 8,596 8,365: -1,435 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 21.8 0.0 63.7 57.9 67.8 79.7: 32.2 20.3
Old : 100.0: 4.1 21.8 0.0 63.7 57.9 67.8 79.7: 32.2 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 5 0 11 12 12 17:
Old : 24: 1 5 0 11 12 12 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 : 47.4 53.5 61.2 67.8 46.3 53.4 59.6 67.7
Old : 47.4 53.5 61.2 67.8 46.3 53.4 59.6 67.7
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 30, 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 : 7,895: 529 268 155 6,973 7,301 7,657 7,724: 238 171
Old : 7,895: 529 268 155 6,973 7,301 7,657 7,724: 238 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -372: 231 -32 -18 -518 -272 -305 -322: -67 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.4 2.0 88.3 92.5 97.0 97.8: 3.0 2.2
Old : 100.0: 6.7 3.4 2.0 88.3 92.5 97.0 97.8: 3.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 5 3 17 15 26 21:
Old : 30: 7 5 3 17 15 26 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 : 53.0 74.9 71.9 87.5 24.4 29.8 34.4 37.5
Old : 53.0 74.9 71.9 87.5 24.4 29.8 34.4 37.5
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 30, 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 : 228,728: 49,311 27,411 50,098 94,910 123,540 194,319 201,049: 34,409 27,678
Old : 168,919: 43,690 14,866 32,070 65,946 98,289 141,705 145,224: 27,213 23,694
Other: 59,809: 8,931 15,855 14,719 28,964 25,251 52,614 55,825: 7,196 3,984
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,771: 1,729 -5,558 3,395 -2,913 6,958 2,210 4,795: 561 -2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.0 21.9 41.5 54.0 85.0 87.9: 15.0 12.1
Old : 100.0: 25.9 8.8 19.0 39.0 58.2 83.9 86.0: 16.1 14.0
Other: 100.0: 14.9 26.5 24.6 48.4 42.2 88.0 93.3: 12.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 62 41 63 63 60 163 140:
Old : 187: 60 44 59 62 57 158 132:
Other: 105: 25 23 33 41 28 82 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 : 13.9 35.8 23.0 46.0 12.0 29.6 20.0 37.0
Old : 13.7 38.8 24.2 46.6 12.6 33.5 22.7 39.5
Other: 21.1 38.4 35.7 56.7 19.8 31.1 31.9 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 18,221: 3,348 3,395 2,270 9,646 9,873 15,264 15,538: 2,956 2,683
Old : 14,230: 3,212 3,300 1,672 7,006 7,357 11,890 12,329: 2,340 1,900
Other: 3,991: 321 279 413 2,640 2,516 3,374 3,208: 616 782
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,418: -93 163 556 838 527 1,301 1,247: 117 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.6 12.5 52.9 54.2 83.8 85.3: 16.2 14.7
Old : 100.0: 22.6 23.2 11.8 49.2 51.7 83.6 86.6: 16.4 13.4
Other: 100.0: 8.0 7.0 10.4 66.2 63.0 84.6 80.4: 15.4 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 27 21 15 30 21 61 53:
Old : 81: 24 23 12 29 18 60 46:
Other: 37: 6 7 7 12 16 20 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 : 25.2 35.1 41.4 48.3 24.0 26.9 36.0 37.3
Old : 25.8 38.4 41.7 53.1 21.6 28.4 33.7 40.2
Other: 62.8 36.8 75.4 53.6 60.4 35.2 66.9 51.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 965,876: 246,348 164,836 52,433 572,368 598,583 871,149 815,852: 94,727 150,025
Old : 965,876: 246,348 164,836 52,433 572,368 598,583 871,149 815,852: 94,727 150,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 31,068: 39,195 14,189 -7,920 4,569 3,981 35,843 10,249: -4,775 20,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 17.1 5.4 59.3 62.0 90.2 84.5: 9.8 15.5
Old : 100.0: 25.5 17.1 5.4 59.3 62.0 90.2 84.5: 9.8 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 : 241: 35 58 31 88 118 142 188:
Old : 241: 35 58 31 88 118 142 188:
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 : 37.5 18.4 46.8 26.0 37.5 17.1 45.9 23.5
Old : 37.5 18.4 46.8 26.0 37.5 17.1 45.9 23.5
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 30, 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 : 1,871,528: 97,447 352,654 183,617 1,327,372 1,032,760 1,608,436 1,569,031: 263,092 302,497
Old : 1,871,528: 97,447 352,654 183,617 1,327,372 1,032,760 1,608,436 1,569,031: 263,092 302,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 22,541: -79,808 39,882 -29,223 151,408 -6,332 42,378 4,327: -19,836 18,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 18.8 9.8 70.9 55.2 85.9 83.8: 14.1 16.2
Old : 100.0: 5.2 18.8 9.8 70.9 55.2 85.9 83.8: 14.1 16.2
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 : 265: 33 65 66 131 143 207 231:
Old : 265: 33 65 66 131 143 207 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 15.3 38.7 23.5 28.1 11.4 33.3 17.0
Old : 31.6 15.3 38.7 23.5 28.1 11.4 33.3 17.0
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 30, 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 : 936,256: 81,445 140,643 36,175 635,276 517,597 752,895 694,415: 183,361 241,841
Old : 936,256: 81,445 140,643 36,175 635,276 517,597 752,895 694,415: 183,361 241,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -2,304: -47,131 22,119 776 54,146 -27,625 7,791 -4,730: -10,095 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.0 3.9 67.9 55.3 80.4 74.2: 19.6 25.8
Old : 100.0: 8.7 15.0 3.9 67.9 55.3 80.4 74.2: 19.6 25.8
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 : 147: 19 26 23 68 82 98 120:
Old : 147: 19 26 23 68 82 98 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 15.9 37.3 24.1 18.9 11.9 28.7 18.0
Old : 25.4 15.9 37.3 24.1 18.9 11.9 28.7 18.0
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 30, 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 : 994,769: 134,797 71,228 306,520 511,242 560,599 952,559 938,347: 42,210 56,423
Old : 994,769: 134,797 71,228 306,520 511,242 560,599 952,559 938,347: 42,210 56,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 43,576: 16,116 -17,140 32,768 -5,148 28,772 43,736 44,400: -159 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.2 30.8 51.4 56.4 95.8 94.3: 4.2 5.7
Old : 100.0: 13.6 7.2 30.8 51.4 56.4 95.8 94.3: 4.2 5.7
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 : 142: 30 32 44 66 75 117 132:
Old : 142: 30 32 44 66 75 117 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 25.1 43.1 38.9 18.5 11.2 23.4 15.3
Old : 27.6 25.1 43.1 38.9 18.5 11.2 23.4 15.3
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 30, 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 : 83,183: 30,632 10,433 2,147 37,453 57,536 70,233 70,116: 12,950 13,067
Old : 83,183: 30,632 10,433 2,147 37,453 57,536 70,233 70,116: 12,950 13,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,527: -362 592 1,363 1,272 3,521 2,274 5,476: 253 -2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 12.5 2.6 45.0 69.2 84.4 84.3: 15.6 15.7
Old : 100.0: 36.8 12.5 2.6 45.0 69.2 84.4 84.3: 15.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 30 19 7 26 32 59 55:
Old : 97: 30 19 7 26 32 59 55:
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 : 23.2 35.3 38.4 53.7 23.2 35.3 38.4 53.7
Old : 23.2 35.3 38.4 53.7 23.2 35.3 38.4 53.7
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 30, 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 : 13,945: 2,096 1,078 2 11,590 12,444 13,688 13,524: 257 421
Old : 13,945: 2,096 1,078 2 11,590 12,444 13,688 13,524: 257 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -422: -651 39 0 237 -623 -414 -584: -8 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.7 0.0 83.1 89.2 98.2 97.0: 1.8 3.0
Old : 100.0: 15.0 7.7 0.0 83.1 89.2 98.2 97.0: 1.8 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 : 40: 5 11 1 10 16 15 28:
Old : 40: 5 11 1 10 16 15 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 : 71.9 65.3 91.8 80.8 71.8 63.6 86.2 76.6
Old : 71.9 65.3 91.8 80.8 71.8 63.6 86.2 76.6
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 30, 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 : 23,612: 4,552 1,466 50 18,723 21,874 23,325 23,390: 287 222
Old : 23,612: 4,552 1,466 50 18,723 21,874 23,325 23,390: 287 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 524: -1,344 313 0 1,888 172 544 485: -20 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.2 0.2 79.3 92.6 98.8 99.1: 1.2 0.9
Old : 100.0: 19.3 6.2 0.2 79.3 92.6 98.8 99.1: 1.2 0.9
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 : 33: 9 5 1 7 13 16 19:
Old : 33: 9 5 1 7 13 16 19:
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 : 81.5 78.2 96.3 91.8 68.0 69.5 82.6 80.6
Old : 81.5 78.2 96.3 91.8 68.0 69.5 82.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010