WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 484,811: 100,281 79,663 76,096 262,046 269,666 438,423 425,425: 46,388 59,386
Old : 199,332: 69,855 56,914 3,106 100,888 120,602 173,849 180,622: 25,483 18,710
Other: 285,479: 62,610 54,933 40,806 161,158 149,064 264,574 244,803: 20,905 40,676
: : :
: : Changes in Commitments from: February 22, 2011 :
: -33,608: -9,415 -10,613 -2,195 -15,647 -18,035 -27,257 -30,843: -6,351 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.4 15.7 54.1 55.6 90.4 87.8: 9.6 12.2
Old : 100.0: 35.0 28.6 1.6 50.6 60.5 87.2 90.6: 12.8 9.4
Other: 100.0: 21.9 19.2 14.3 56.5 52.2 92.7 85.8: 7.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 146 126 147 84 132 320 334:
Old : 367: 151 95 24 42 90 201 201:
Other: 338: 92 100 87 71 121 219 266:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 22.4 37.1 29.3 21.1 19.3 35.4 23.6
Old : 34.2 34.4 45.7 43.2 34.2 34.4 45.7 43.0
Other: 26.6 18.4 38.6 26.1 24.8 14.2 34.6 19.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,647,635: 584,572 105,875 213,438 672,666 1,077,676 1,470,676 1,396,989: 176,959 250,646
Old : 1,187,779: 423,525 110,938 139,790 497,154 773,947 1,060,469 1,024,675: 127,310 163,104
Other: 459,856: 206,677 40,567 28,018 175,512 303,729 410,207 372,314: 49,649 87,542
: : :
: : Changes in Commitments from: February 22, 2011 :
: -65,306: -9,962 -5,879 -2,786 -28,901 -27,648 -41,649 -36,313: -23,657 -28,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 6.4 13.0 40.8 65.4 89.3 84.8: 10.7 15.2
Old : 100.0: 35.7 9.3 11.8 41.9 65.2 89.3 86.3: 10.7 13.7
Other: 100.0: 44.9 8.8 6.1 38.2 66.0 89.2 81.0: 10.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 904: 281 131 240 223 390 616 696:
Old : 874: 266 138 179 188 376 535 646:
Other: 677: 166 104 57 128 335 323 477:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 13.6 21.1 19.4 11.4 9.7 17.2 14.6
Old : 15.3 17.1 22.9 23.1 14.2 13.4 20.0 18.6
Other: 21.6 13.4 32.2 19.7 20.5 13.1 30.9 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 13,122: 3,900 62 406 5,529 11,718 9,835 12,186: 3,287 936
Old : 8,980: 2,732 0 1 3,803 8,326 6,536 8,327: 2,444 653
Other: 4,142: 1,541 435 32 1,726 3,392 3,299 3,859: 843 283
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,635: -1,382 -41 -169 397 -1,152 -1,154 -1,362: -481 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 0.5 3.1 42.1 89.3 75.0 92.9: 25.0 7.1
Old : 100.0: 30.4 0.0 0.0 42.3 92.7 72.8 92.7: 27.2 7.3
Other: 100.0: 37.2 10.5 0.8 41.7 81.9 79.6 93.2: 20.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 1 4 16 13 38 17:
Old : 38: 18 0 1 12 10 30 11:
Other: 27: 8 2 2 11 11 20 14:
:----------------------------------------------------------------------------------------------------
: 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 66.3 42.7 83.9 27.0 60.3 40.5 76.1
Old : 32.8 83.2 48.5 91.8 32.8 82.0 48.5 90.5
Other: 48.3 61.7 63.5 80.7 43.7 61.3 58.9 73.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, 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 : 612,668: 208,902 44,062 77,266 265,318 401,443 551,486 522,771: 61,182 89,897
Old : 394,835: 147,357 41,698 28,505 181,257 277,296 357,119 347,499: 37,716 47,336
Other: 217,833: 90,050 30,869 20,256 84,061 124,147 194,367 175,272: 23,466 42,561
: : :
: : Changes in Commitments from: February 22, 2011 :
: -25,035: -11,061 41 -9,172 -1,242 -8,780 -21,475 -17,911: -3,560 -7,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 12.6 43.3 65.5 90.0 85.3: 10.0 14.7
Old : 100.0: 37.3 10.6 7.2 45.9 70.2 90.4 88.0: 9.6 12.0
Other: 100.0: 41.3 14.2 9.3 38.6 57.0 89.2 80.5: 10.8 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 184 93 161 128 199 399 411:
Old : 508: 178 97 104 97 181 319 354:
Other: 395: 104 89 55 79 172 218 290:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 20.9 24.1 29.1 12.0 18.7 18.4 24.7
Old : 20.3 27.4 30.7 37.8 19.1 27.2 28.4 34.3
Other: 19.5 17.1 31.3 27.2 18.3 16.2 29.3 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 367,578: 104,311 34,041 40,181 184,957 265,133 329,449 339,355: 38,129 28,223
Old : 298,404: 90,170 41,854 21,783 153,399 210,803 265,352 274,440: 33,052 23,964
Other: 69,174: 27,674 5,720 4,865 31,558 54,330 64,097 64,915: 5,077 4,259
: : :
: : Changes in Commitments from: February 22, 2011 :
: -6,176: 11,195 -2,380 -2,354 -12,298 1,197 -3,457 -3,537: -2,719 -2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 9.3 10.9 50.3 72.1 89.6 92.3: 10.4 7.7
Old : 100.0: 30.2 14.0 7.3 51.4 70.6 88.9 92.0: 11.1 8.0
Other: 100.0: 40.0 8.3 7.0 45.6 78.5 92.7 93.8: 7.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 94 62 74 63 66 199 171:
Old : 252: 91 70 64 59 63 185 165:
Other: 106: 41 15 12 40 24 84 49:
:----------------------------------------------------------------------------------------------------
: 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 33.5 24.1 47.9 10.5 25.5 17.9 38.1
Old : 16.2 33.1 27.3 46.2 12.9 28.3 22.4 36.7
Other: 31.5 50.8 49.7 66.9 30.3 49.9 46.9 65.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 664,755: 93,507 125,745 3,905 428,754 378,717 526,166 508,367: 138,589 156,388
Old : 664,755: 93,507 125,745 3,905 428,754 378,717 526,166 508,367: 138,589 156,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -962: 27,158 11,468 -6,151 7,470 12,623 28,477 17,940: -29,439 -18,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.9 0.6 64.5 57.0 79.2 76.5: 20.8 23.5
Old : 100.0: 14.1 18.9 0.6 64.5 57.0 79.2 76.5: 20.8 23.5
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 : 151: 21 36 7 74 66 99 105:
Old : 151: 21 36 7 74 66 99 105:
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 : 20.6 18.0 32.6 27.8 18.6 16.7 30.1 25.8
Old : 20.6 18.0 32.6 27.8 18.6 16.7 30.1 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 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 : 362,157: 44,907 63,032 12,172 238,887 230,869 295,966 306,073: 66,191 56,084
Old : 362,157: 44,907 63,032 12,172 238,887 230,869 295,966 306,073: 66,191 56,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 31,211: 1,287 -540 7,534 28,637 24,809 37,458 31,803: -6,247 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 17.4 3.4 66.0 63.7 81.7 84.5: 18.3 15.5
Old : 100.0: 12.4 17.4 3.4 66.0 63.7 81.7 84.5: 18.3 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 : 65: 6 12 5 38 28 47 42:
Old : 65: 6 12 5 38 28 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 41.8 39.4 56.6 21.1 37.4 37.4 51.6
Old : 21.9 41.8 39.4 56.6 21.1 37.4 37.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 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 - Futures Only, 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 : 208,932: 59,670 23,379 25,288 89,680 138,684 174,638 187,351: 34,294 21,581
Old : 163,733: 48,199 23,117 14,617 72,176 108,048 134,992 145,782: 28,741 17,951
Other: 45,199: 13,459 2,250 8,683 17,504 30,636 39,646 41,569: 5,553 3,630
: : :
: : Changes in Commitments from: February 22, 2011 :
: 3,017: -2,260 3,412 6,325 650 -6,405 4,715 3,332: -1,698 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.2 12.1 42.9 66.4 83.6 89.7: 16.4 10.3
Old : 100.0: 29.4 14.1 8.9 44.1 66.0 82.4 89.0: 17.6 11.0
Other: 100.0: 29.8 5.0 19.2 38.7 67.8 87.7 92.0: 12.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 60 28 51 69 56 164 122:
Old : 186: 64 25 43 68 53 156 114:
Other: 99: 24 12 14 43 28 78 48:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 34.9 20.2 45.1 8.4 31.3 15.0 39.2
Old : 12.3 34.4 21.8 46.0 10.7 30.6 17.8 39.7
Other: 25.3 40.6 40.7 62.2 22.5 40.2 34.7 55.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 25,687: 8,358 2,404 2,423 7,597 19,514 18,378 24,341: 7,309 1,346
Old : 21,565: 8,612 2,385 1,210 5,716 16,859 15,538 20,454: 6,027 1,111
Other: 4,122: 810 1,083 149 1,881 2,655 2,840 3,887: 1,282 235
: : :
: : Changes in Commitments from: February 22, 2011 :
: 192: -872 -143 853 404 -794 385 -84: -193 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 9.4 9.4 29.6 76.0 71.5 94.8: 28.5 5.2
Old : 100.0: 39.9 11.1 5.6 26.5 78.2 72.1 94.8: 27.9 5.2
Other: 100.0: 19.7 26.3 3.6 45.6 64.4 68.9 94.3: 31.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 55 14 21 23 20 91 50:
Old : 105: 55 15 17 16 19 80 46:
Other: 46: 15 7 6 13 14 31 26:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 55.3 26.1 67.9 15.4 50.9 23.0 62.5
Old : 18.3 59.2 28.1 72.6 18.2 59.2 27.4 71.8
Other: 39.3 53.6 50.8 76.0 39.0 51.3 49.8 73.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 885,521: 168,728 193,804 17,700 607,203 539,532 793,631 751,036: 91,890 134,485
Old : 885,521: 168,728 193,804 17,700 607,203 539,532 793,631 751,036: 91,890 134,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -101,893: -29,298 -39,615 -7,084 -54,977 -38,928 -91,359 -85,627: -10,534 -16,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.9 2.0 68.6 60.9 89.6 84.8: 10.4 15.2
Old : 100.0: 19.1 21.9 2.0 68.6 60.9 89.6 84.8: 10.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 27 50 16 89 112 124 170:
Old : 219: 27 50 16 89 112 124 170:
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 : 27.9 19.9 43.0 29.4 24.3 18.7 36.4 27.1
Old : 27.9 19.9 43.0 29.4 24.3 18.7 36.4 27.1
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 - Futures Only, 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 : 1,477,383: 167,110 241,068 31,319 1,012,167 876,537 1,210,596 1,148,924: 266,787 328,459
Old : 1,477,383: 167,110 241,068 31,319 1,012,167 876,537 1,210,596 1,148,924: 266,787 328,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -113,320: -4,249 -78,520 5,561 -99,997 -6,016 -98,685 -78,975: -14,635 -34,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.3 2.1 68.5 59.3 81.9 77.8: 18.1 22.2
Old : 100.0: 11.3 16.3 2.1 68.5 59.3 81.9 77.8: 18.1 22.2
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 : 242: 35 54 31 106 120 155 191:
Old : 242: 35 54 31 106 120 155 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 13.1 36.6 22.9 24.4 11.4 31.6 17.3
Old : 27.9 13.1 36.6 22.9 24.4 11.4 31.6 17.3
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 - Futures Only, 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 : 1,249,413: 285,531 130,487 13,815 783,767 830,224 1,083,113 974,526: 166,300 274,887
Old : 1,249,413: 285,531 130,487 13,815 783,767 830,224 1,083,113 974,526: 166,300 274,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -77,217: -41,236 -904 -11,072 -2,866 -36,018 -55,174 -47,994: -22,043 -29,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.4 1.1 62.7 66.4 86.7 78.0: 13.3 22.0
Old : 100.0: 22.9 10.4 1.1 62.7 66.4 86.7 78.0: 13.3 22.0
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 : 187: 26 41 16 90 91 122 142:
Old : 187: 26 41 16 90 91 122 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 17.5 35.3 28.6 24.8 15.6 33.9 23.7
Old : 25.3 17.5 35.3 28.6 24.8 15.6 33.9 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, 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 : 558,224: 105,952 40,541 60,451 353,805 402,717 520,208 503,709: 38,016 54,515
Old : 558,224: 105,952 40,541 60,451 353,805 402,717 520,208 503,709: 38,016 54,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -53,772: -4,254 -2,962 -10,465 -34,782 -41,097 -49,501 -54,524: -4,271 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.3 10.8 63.4 72.1 93.2 90.2: 6.8 9.8
Old : 100.0: 19.0 7.3 10.8 63.4 72.1 93.2 90.2: 6.8 9.8
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 : 117: 32 22 31 55 53 97 97:
Old : 117: 32 22 31 55 53 97 97:
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 : 36.6 34.5 48.7 49.1 20.0 17.7 26.3 25.9
Old : 36.6 34.5 48.7 49.1 20.0 17.7 26.3 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 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 : 58,911: 13,825 4,242 4,220 32,244 44,315 50,288 52,777: 8,623 6,135
Old : 58,911: 13,825 4,242 4,220 32,244 44,315 50,288 52,777: 8,623 6,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,149: -2,609 -1,353 1,488 2,345 2,959 1,224 3,094: -75 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.2 7.2 54.7 75.2 85.4 89.6: 14.6 10.4
Old : 100.0: 23.5 7.2 7.2 54.7 75.2 85.4 89.6: 14.6 10.4
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 : 106: 29 16 10 35 32 72 54:
Old : 106: 29 16 10 35 32 72 54:
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 38.0 35.5 54.2 21.7 37.1 31.6 51.5
Old : 23.5 38.0 35.5 54.2 21.7 37.1 31.6 51.5
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 - Futures Only, 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 : 12,782: 4,122 811 0 6,698 9,783 10,820 10,594: 1,962 2,188
Old : 12,782: 4,122 811 0 6,698 9,783 10,820 10,594: 1,962 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 949: 796 58 0 116 944 912 1,002: 37 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 6.3 0.0 52.4 76.5 84.7 82.9: 15.3 17.1
Old : 100.0: 32.2 6.3 0.0 52.4 76.5 84.7 82.9: 15.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.2 59.3 73.3 75.2 47.9 59.3 72.0 75.2
Old : 49.2 59.3 73.3 75.2 47.9 59.3 72.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 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 : 92,258: 26,299 13,756 1,545 51,092 69,064 78,936 84,365: 13,322 7,893
Old : 92,258: 26,299 13,756 1,545 51,092 69,064 78,936 84,365: 13,322 7,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 400: -4,983 -996 1,149 4,457 4,030 623 4,183: -223 -3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 14.9 1.7 55.4 74.9 85.6 91.4: 14.4 8.6
Old : 100.0: 28.5 14.9 1.7 55.4 74.9 85.6 91.4: 14.4 8.6
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: 29 17 5 33 31 65 50:
Old : 101: 29 17 5 33 31 65 50:
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 : 23.7 39.6 37.9 55.9 23.1 39.4 35.0 55.6
Old : 23.7 39.6 37.9 55.9 23.1 39.4 35.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 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 - Futures Only, 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