This table display of data is brought to you by:

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

Released from Commodity Futures Trading Commission on March 12, 2010.
Reporting positions as of March 9, 2010
Copyright © Consensus, Inc., March 12, 2010

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

Weekly Report | Consensus Online

Consensus Weekly Report of Commitments of Traders In Futures Markets
    REPORTABLE POSITIONS   Total
    COMMERCIAL   Open
Commodity Contract             Reporting Interest
and Exchange Size Long %1 %2 Short %1 %2    
CHICAGO, KANSAS CITY, AND                
MINNEAPOLIS EXCHANGES                
                   
Wheat (CBOT) 5,000 Bu. 248888 58.93 -0.11 189118 44.78 0.24 385 422362
Wheat (KCBT) 5,000 Bu. 65087 47.57 0.39 67497 49.33 -2.31 164 136837
Wheat (MGE) 5,000 Bu. 14451 37.33 -6.37 19145 49.45 -1.13 56 38715
Corn (CBOT) 5,000 Bu. 593318 53.04 0.21 571035 51.05 0.02 661 1118686
Oats (CBOT) 5,000 Bu. 8528 56.68 5.71 9700 64.47 4.23 47 15046
Soybeans (CBOT) 5,000 Bu. 242570 55.92 3.00 189978 43.79 -4.08 425 433812
Soybeans (MACE) 1,000 Bu. 78 0.56 0.00 1795 12.93 0.00 21 13886
Soybean Oil (CBOT) 60,000 Lbs. 149895 52.71 -0.36 181226 63.73 0.97 221 284376
Soybean Meal (CBOT) 100 Tons 95350 46.96 9.86 103287 50.87 -8.23 176 203028
Rough Rice (CRCE) 2,000 cwt. 6920 49.21 -7.91 8763 62.32 -15.79 64 14062
Lean Hogs (CME) 40,000 Lb. 86166 43.99 1.28 112529 57.45 4.66 225 195882
Pork Bellies (CME) 40,000 Lb. 0 0.00 0.00 0 0.00 0.00 0 0
Live Cattle (CME) 40,000 Lb. 121491 37.57 1.36 169980 52.57 2.16 408 323346
Feeder Cattle (CME) 50,000 Lb. 9554 24.76 -11.92 10992 28.49 -8.45 143 38582
Lumber (CME) 80,000 Bd. Ft. 2764 29.11 2.83 6346 66.84 4.02 76 9495
T-Bonds (CBOT) $100,000 F. Val. 472205 73.98 -6.21 335652 52.59 -9.90 154 638248
T-Bonds (MACE) $50,000 F. Val. 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
6.5-10 Yr. T-Notes (CBOT) $100,000 F.V. 849275 62.73 -2.55 748560 55.29 -3.08 242 1353761
5-Yr. T-Notes (CBOT) $100,000 F. Val. 577072 58.64 -2.40 602280 61.20 0.35 150 984108
2-Yr. T-Notes (CBOT) $200,000 F. Val. 503771 57.52 -4.49 595942 68.05 -6.33 235 875781
Eurodollars (IMM) $1,000,000 F. Val. 4927943 60.69 2.96 5592013 68.87 0.00 292 8119253
1-Mo. Libor Rate (IMM) $3,000,000 F.V. 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
30-Day Fed Funds (CBOT) $5,000,000 436358 68.68 2.59 415538 65.40 2.84 126 635336
Canadian Dollar (IMM) 100,000 C.D. 25132 18.08 19.66 113034 81.32 35.40 84 138991
Swiss Franc (IMM) 125,000 S.F. 27335 57.17 35.66 19784 41.38 94.00 36 47810
Deutschemark (IMM) 125,000 D.M. 0 0.00 0.00 0 0.00 0.00 0 0
Pound Sterling (IMM) 62,500 P.S. 119211 80.24 25.75 38707 26.05 138.15 83 148562
Euro FX (IMM) 125,000 Euro 169613 69.65 25.37 88988 36.54 34.73 145 243524
Japanese Yen (IMM) 12,500,000 J.Y. 62037 45.14 22.32 85470 62.19 5.60 89 137443
Australian Dollar (IMM) 100,000 A.S. 0 0.00 0.00 0 0.00 0.00 0 0
Mexican Peso (IMM) 500,000 M.P. 54610 32.49 169.39 154312 91.81 46.52 105 168073
DJIA (CBOT) 10 x Index 8008 57.38 -1.93 8987 64.40 -0.06 24 13955
S&P 400 (IMM) 250 x Index 0 0.00 0.00 0 0.00 0.00 0 0
S&P 500 (IMM) 250 x Index 263310 65.91 0.30 254884 63.80 0.69 131 399521
E-Mini S&P 500 (IMM) 50 x 500 Index 2025881 68.17 5.08 2126061 71.54 4.94 465 2971944
Mini Value Line Avg. (KCBT) 100 x Index 0 0.00 0.00 0 0.00 0.00 0 0
NASDAQ-100 (IMM) 100 x Index 18794 76.85 -16.24 15838 64.76 -6.39 26 24456
GSCI (IMM) GSCI x $250 10941 65.97 0.10 13557 81.74 2.43 21 16585
Natural Gas (KCBT) 10,000 mmbtus 0 0.00 0.00 0 0.00 0.00 0 0
Nikkei Stock Avg. (IMM) Index x $5.00 27589 44.98 66.19 26597 43.36 39.79 63 61340
Russel 2000 Index (CME) Index x $500 0 0.00 0.00 0 0.00 0.00 0 0
                   
NEW YORK EXCHANGES                  
Frozen Conc. O.J. (NYCE) 15,000 Lb. 12128 33.03 8.67 30294 82.49 6.99 106 36723
Cocoa (CSCE) 10 Metric Tons 65102 51.22 8.41 85784 67.49 -2.26 143 127111
Coffee "C" (CSCE) 37,500 Lb. 67607 53.85 0.19 79009 62.93 1.15 320 125550
Sugar No. 11 (CSCE) 112,000 Lb. 443958 58.86 3.81 621330 82.38 0.48 216 754199
Sugar No. 14 (CSCE) 112,000 Lb. 0 0.00 0.00 0 0.00 0.00 0 0
Cotton No. 2 (NYCE) 50,000 Lb. 92816 49.67 0.27 142155 76.08 2.93 247 186855
Euro/Yen Xrate (NYCE) 100,000 Euro 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
Euro/Pound Xrate (NYCE) 100,000 Euro 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
Copper No. 1 (COMEX) 25,000 Lbs. 60020 47.03 -1.06 76984 60.33 4.63 176 127613
Gold (CEI) 100 Troy Oz. 112952 22.87 11.06 364739 73.85 3.26 321 493909
Silver (CEI) 5,000 Troy Oz. 29220 26.06 -5.85 75019 66.90 4.23 145 112130
Platinum (NYME) 50 Troy Oz. 5710 15.88 3.33 31012 86.26 0.69 148 35953
Eurotop 100 (CMX) Index x $100 0 0.00 0.00 0 0.00 0.00 0 0
Palladium (NYME) 100 Troy Oz. 3258 14.68 6.40 18381 82.82 4.14 147 22195
US$ Index (New) (NYCE) 1000 x Index 7941 13.66 44.62 47072 80.99 0.96 81 58121
CRB Futures Index (NYFE) 500 x Index 0 0.00 0.00 0 0.00 0.00 0 0
Heating Oil No. 2 (NYMEX) 42,000 Gal. 185680 58.31 7.48 231415 72.67 7.67 165 318425
Natural Gas (NYME) 10,000 mmbtus 343835 40.30 4.26 201266 23.59 6.25 270 853259
Crude Oil L/S (NYMEX) 1,000 Bbl. 677369 50.24 2.22 801399 59.44 4.70 321 1348241
Unleaded Gas (NYMEX) 42,000 Gal. 154686 52.81 11.89 236655 80.79 8.86 205 292916
Propane Gas (NYMEX) 42,000 Gal. 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.

Copyright 2008, by Consensus Inc.  All American and Pan American rights Reserved.


Back to Issue Index

Hosted by:
CONSENSUS, Inc. and INVESTORS CO-OP
P.O. Box 520526
Independence, MO 64052-0526
816-373-3700
Fax: 816-373-3701
editor@consensus-inc.com