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
| 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.
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