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THE CONSENSUS WEEKLY REPORT OF
COMMITMENT OF TRADERS IN FUTURES MARKETS
Reportable Positions Commercial

Released from Commodity Futures Trading Commission on March 5, 2010.
Reporting positions as of March 2, 2010
Copyright © Consensus, Inc., March 5, 2010

Reportable Positions Non-Commercial
Reportable Positions Commercial
Total Reportable Positions
Total Non-Reportable Positions

Weekly Report | Consensus Online

    REPORTABLE POSITIONS   Total
    NON-COMMERCIAL   Open
Commodity and Exchange Contract Size Long or Short Only Long and Short (Spreading) Reporting Interest
    Long %1 %2 Short %1 %2 Long %1 %2 Short %1 %2    
CHICAGO, KANSAS CITY, AND                            
MINNEAPOLIS EXCHANGES                            
                               
Wheat (CBOT) 5,000 Bu. 75334 17.98 1.23 114289 27.28 -1.87 63774 15.22 -8.18 63774 15.22 -8.18 371 418958
Wheat (KCBT) 5,000 Bu. 39104 28.76 1.83 24673 18.15 -2.28 17280 12.71 -5.38 17280 12.71 -5.38 160 135949
Wheat (MGE) 5,000 Bu. 11713 29.15 4.78 4205 10.47 17.16 5352 13.32 -5.89 5352 13.32 -5.89 59 40176
Corn (CBOT) 5,000 Bu. 256526 23.07 4.14 142935 12.85 -8.57 144733 13.01 -3.99 144733 13.01 -3.99 660 1112128
Oats (CBOT) 5,000 Bu. 2839 20.09 8.90 3069 21.72 28.14 71 0.50 -2.74 71 0.50 -2.74 48 14129
Soybeans (CBOT) 5,000 Bu. 86324 20.25 -0.36 74184 17.40 3.26 62410 14.64 -5.51 62410 14.64 -5.51 427 426354
Soybeans (MACE) 1,000 Bu. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Soybean Oil (CBOT) 60,000 Lbs. 52498 18.81 4.15 32783 11.75 -9.53 47003 16.84 -21.72 47003 16.84 -21.72 223 279049
Soybean Meal (CBOT) 100 Tons 50711 25.71 -4.60 31686 16.06 11.42 27019 13.70 2.40 27019 13.70 2.40 166 197262
Rough Rice (CRCE) 2,000 cwt. 3809 24.73 2.01 1878 12.19 22.91 1064 6.91 -21.88 1064 6.91 -21.88 74 15403
Lean Hogs (CME) 40,000 Lb. 53495 28.26 14.58 24127 12.75 -6.38 28943 15.29 14.30 28943 15.29 14.30 229 189279
Pork Bellies (CME) 40,000 Lb. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Live Cattle (CME) 40,000 Lb. 120743 37.71 5.89 34423 10.75 1.46 52538 16.41 1.04 52538 16.41 1.04 410 320206
Feeder Cattle (CME) 50,000 Lb. 15683 41.75 5.72 5316 14.15 -1.37 4979 13.26 10.30 4979 13.26 10.30 142 37563
Lumber (CME) 80,000 Bd. Ft. 3758 39.29 -11.95 643 6.72 -21.97 1073 11.22 13.07 1073 11.22 13.07 74 9564
T-Bonds (CBOT) $100,000 F. Val. 46082 6.78 -1.69 147570 21.70 -0.55 15760 2.32 14.17 15760 2.32 14.17 149 680023
T-Bonds (MACE) $50,000 F. Val. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
90-Day T-Bills (IMM) $50,000 F. Val. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
6.5-10 Yr. T-Notes (CBOT) $100,000 F.V. 155310 11.16 41.17 263236 18.92 11.82 80432 5.78 -30.50 80432 5.78 -30.50 239 1391249
5-Yr. T-Notes (CBOT) $100,000 F. Val. 169471 16.88 53.32 131093 13.06 29.89 34083 3.39 2.06 34083 3.39 2.06 141 1004045
2-Yr. T-Notes (CBOT) $200,000 F. Val. 267206 29.08 -0.76 126813 13.80 -5.49 30324 3.30 38.97 30324 3.30 38.97 235 918987
Eurodollars (IMM) $1,000,000 F. Val. 1516839 18.81 11.11 612407 7.59 15.25 999329 12.39 5.01 999329 12.39 5.01 289 8064422
1-Mo. Libor Rate (IMM) $3,000,000 F.V. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Municipal Bonds (CBOT) 1000 x Index 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
30-Day Fed Funds (CBOT) $5,000,000 67462 10.90 -14.04 81941 13.24 -2.38 88840 14.36 7.69 88840 14.36 7.69 122 618778
Canadian Dollar (IMM) 100,000 C.D. 47170 43.07 17.27 8881 8.11 -24.76 266 0.24 72.73 266 0.24 72.73 80 109517
Swiss Franc (IMM) 125,000 S.F. 11508 27.30 -5.04 17818 42.28 -14.90 24 0.06 700.00 24 0.06 700.00 37 42147
Deutschemark (IMM) 125,000 D.M. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Pound Sterling (IMM) 62,500 P.S. 13862 10.74 -0.14 81411 63.05 6.05 204 0.16 -8.93 204 0.16 -8.93 92 129123
Euro FX (IMM) 125,000 Euro 35894 16.40 9.67 102664 46.92 -1.62 1725 0.79 0.12 1725 0.79 0.12 145 218803
Japanese Yen (IMM) 12,500,000 J.Y. 57332 42.91 88.39 24780 18.55 -13.70 270 0.20 43.62 270 0.20 43.62 90 133600
Australian Dollar (IMM) 100,000 A.S. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Mexican Peso (IMM) 500,000 M.P. 91411 77.05 34.73 11632 9.80 10.77 129 0.11 -68.77 129 0.11 -68.77 96 118640
DJIA (CBOT) 10 x Index 3414 24.54 1.70 1377 9.90 -8.02 3 0.02 0.00 3 0.02 0.00 23 13912
S&P 400 (IMM) 250 x Index 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
S&P 500 (IMM) 250 x Index 25120 6.33 -0.94 95937 24.19 -1.31 4313 1.09 42.06 4313 1.09 42.06 131 396644
E-Mini S&P 500 (IMM) 50 x 500 Index 719461 25.06 1.70 476567 16.60 1.63 27082 0.94 13.18 27082 0.94 13.18 461 2870663
Mini Value Line Avg. (KCBT) 100 x Index 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
NASDAQ-100 (IMM) 100 x Index 666 2.37 -12.02 8415 29.92 -32.30 745 2.65 7.19 745 2.65 7.19 25 28123
GSCI (IMM) GSCI x $250 3261 20.73 2.87 1332 8.47 5.38 0 0.00 0.00 0 0.00 0.00 20 15730
Natural Gas (KCBT) 10,000 mmbtus 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Nikkei Stock Avg. (IMM) Index x $5.00 15966 39.23 3.01 8689 21.35 -6.53 20 0.05 0.00 20 0.05 0.00 59 40694
Russel 2000 Index (CME) Index x $500 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
                               
NEW YORK EXCHANGES                              
Frozen Conc. O.J. (NYCE) 15,000 Lb. 17779 51.09 12.24 3651 10.49 4.43 1310 3.76 17.38 1310 3.76 17.38 106 34799
Cocoa (CSCE) 10 Metric Tons 40256 32.22 3.16 13027 10.43 23.89 17891 14.32 1.68 17891 14.32 1.68 141 124942
Coffee "C" (CSCE) 37,500 Lb. 30318 25.02 -8.02 20182 16.66 5.03 16313 13.46 5.67 16313 13.46 5.67 309 121176
Sugar No. 11 (CSCE) 112,000 Lb. 188704 25.46 -5.69 18703 2.52 -19.12 72221 9.74 -4.19 72221 9.74 -4.19 225 741206
Sugar No. 14 (CSCE) 112,000 Lb. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Cotton No. 2 (NYCE) 50,000 Lb. 59700 33.13 9.04 24911 13.83 -1.08 8720 4.84 20.78 8720 4.84 20.78 240 180177
Euro/Yen Xrate (NYCE) 100,000 Euro 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Euro/Sfranc Xrate (NYCE) 100,000 Euro 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Euro/Pound Xrate (NYCE) 100,000 Euro 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Euro/S Krona Xrate (NYCE) 100,000 Euro 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Copper No. 1 (COMEX) 25,000 Lbs. 38872 30.88 -0.31 23005 18.28 -0.10 14371 11.42 -6.82 14371 11.42 -6.82 173 125878
Gold (CEI) 100 Troy Oz. 239765 49.66 2.86 32393 6.71 -0.28 72852 15.09 7.92 72852 15.09 7.92 321 482786
Silver (CEI) 5,000 Troy Oz. 36721 33.92 3.45 5663 5.23 -26.25 16388 15.14 -17.37 16388 15.14 -17.37 137 108248
Platinum (NYME) 50 Troy Oz. 23711 67.56 1.75 2608 7.43 -13.81 375 1.07 -51.92 375 1.07 -51.92 141 35096
Eurotop 100 (CMX) Index x $100 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Palladium (NYME) 100 Troy Oz. 15802 73.17 -4.44 3465 16.04 1.79 78 0.36 -81.02 78 0.36 -81.02 142 21597
US$ Index (New) (NYCE) 1000 x Index 43004 77.20 -1.49 4931 8.85 -6.27 2106 3.78 0.86 2106 3.78 0.86 86 55702
CRB Futures Index (NYFE) 500 x Index 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0
Heating Oil No. 2 (NYMEX) 42,000 Gal. 48779 16.23 -1.76 24944 8.30 16.40 37123 12.35 -2.14 37123 12.35 -2.14 156 300511
Natural Gas (NYME) 10,000 mmbtus 86997 10.61 13.66 257664 31.41 6.11 325764 39.71 2.06 325764 39.71 2.06 270 820300
Crude Oil L/S (NYMEX) 1,000 Bbl. 255659 19.70 3.20 164242 12.66 1.15 299105 23.05 -0.31 299105 23.05 -0.31 322 1297435
Unleaded Gas (NYMEX) 42,000 Gal. 80253 29.91 -0.76 9926 3.70 56.02 30161 11.24 -5.45 30161 11.24 -5.45 204 268322
Propane Gas (NYMEX) 42,000 Gal. 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 0

*–No trades in previous month or change in reporting tables.
%1–Percent of total open interest held.
%2–Percent change in commitment from previous reporting period.
R/N3–Ratio of total commitment (long and short) of reporting traders to non-reporting traders.

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