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
| Total | |||||||||
| TOTAL REPORTABLE POSITIONS | Open | ||||||||
| Commodity | Contract | Open Interest--Large Traders | Reporting | Interest | |||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 390907 | 92.55 | 0.68 | 368663 | 87.29 | 0.53 | 385 | 422362 |
| Wheat (KCBT) | 5,000 Bu. | 121433 | 88.74 | 0.18 | 111072 | 81.17 | 0.02 | 164 | 136837 |
| Wheat (MGE) | 5,000 Bu. | 30363 | 78.43 | -6.57 | 27313 | 70.55 | -5.56 | 56 | 38715 |
| Corn (CBOT) | 5,000 Bu. | 998347 | 89.24 | 0.51 | 865803 | 77.39 | 0.84 | 661 | 1118686 |
| Oats (CBOT) | 5,000 Bu. | 11560 | 76.83 | 5.31 | 13244 | 88.02 | 6.41 | 47 | 15046 |
| Soybeans (CBOT) | 5,000 Bu. | 396665 | 91.44 | 3.23 | 341787 | 78.79 | 2.13 | 425 | 433812 |
| Soybeans (MACE) | 1,000 Bu. | 11282 | 81.25 | 0.00 | 2817 | 20.29 | 0.00 | 21 | 13886 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 253142 | 89.02 | 1.28 | 263087 | 92.51 | 1.47 | 221 | 284376 |
| Soybean Meal (CBOT) | 100 Tons | 172242 | 84.84 | 4.69 | 174113 | 85.76 | 1.67 | 176 | 203028 |
| Rough Rice (CRCE) | 2,000 cwt. | 11208 | 79.70 | -9.52 | 11266 | 80.12 | -15.60 | 64 | 14062 |
| Lean Hogs (CME) | 40,000 Lb. | 172862 | 88.25 | 3.19 | 165032 | 84.25 | 2.77 | 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. | 295676 | 91.44 | 0.87 | 252091 | 77.96 | -0.50 | 408 | 323346 |
| Feeder Cattle (CME) | 50,000 Lb. | 32326 | 83.79 | 2.59 | 21753 | 56.38 | -2.46 | 143 | 38582 |
| Lumber (CME) | 80,000 Bd. Ft. | 7588 | 79.92 | 0.92 | 7958 | 83.81 | 1.80 | 76 | 9495 |
| T-Bonds (CBOT) | $100,000 F. Val. | 529346 | 82.94 | -6.36 | 499427 | 78.25 | -6.80 | 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. | 1082329 | 79.95 | -2.25 | 1088010 | 80.37 | -2.51 | 242 | 1353761 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 764328 | 77.67 | -3.83 | 759564 | 77.18 | -0.76 | 150 | 984108 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 781731 | 89.26 | -5.24 | 752699 | 85.95 | -5.13 | 235 | 875781 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 7344931 | 90.46 | 0.58 | 7244025 | 89.22 | 0.56 | 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 | 598048 | 94.13 | 2.82 | 586419 | 92.30 | 2.01 | 126 | 635336 |
| Canadian Dollar (IMM) | 100,000 C.D. | 97910 | 70.44 | 43.06 | 124413 | 89.51 | 34.32 | 84 | 138991 |
| Swiss Franc (IMM) | 125,000 S.F. | 38070 | 79.63 | 20.16 | 35664 | 74.60 | 27.19 | 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. | 131101 | 88.25 | 20.43 | 114070 | 76.78 | 16.55 | 83 | 148562 |
| Euro FX (IMM) | 125,000 Euro | 204438 | 83.95 | 18.24 | 198364 | 81.46 | 16.38 | 145 | 243524 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 114309 | 83.17 | 5.53 | 111454 | 81.09 | 5.15 | 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. | 159030 | 94.62 | 42.23 | 165258 | 98.33 | 41.15 | 105 | 168073 |
| DJIA (CBOT) | 10 x Index | 11489 | 82.33 | -0.81 | 10755 | 77.07 | 3.69 | 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 | 295308 | 73.92 | 1.15 | 354126 | 88.64 | 0.21 | 131 | 399521 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 2767841 | 93.13 | 3.49 | 2664886 | 89.67 | 5.35 | 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 | 20205 | 82.62 | -15.28 | 22547 | 92.19 | -13.55 | 26 | 24456 |
| GSCI (IMM) | GSCI x $250 | 14810 | 89.30 | 4.36 | 15217 | 91.75 | 4.45 | 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 | 48395 | 78.90 | 48.51 | 42615 | 69.47 | 53.65 | 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. | 32062 | 87.31 | 5.99 | 35320 | 96.18 | 6.14 | 106 | 36723 |
| Cocoa (CSCE) | 10 Metric Tons | 119916 | 94.34 | 1.45 | 119166 | 93.75 | 0.40 | 143 | 127111 |
| Coffee "C" (CSCE) | 37,500 Lb. | 117340 | 93.46 | 2.83 | 118176 | 94.13 | 3.12 | 320 | 125550 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 696719 | 92.38 | 1.18 | 710642 | 94.22 | 0.19 | 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. | 167548 | 89.67 | 4.08 | 178384 | 95.47 | 3.87 | 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. | 117018 | 91.70 | 2.73 | 115704 | 90.67 | 4.28 | 176 | 127613 |
| Gold (CEI) | 100 Troy Oz. | 426343 | 86.32 | 2.90 | 469936 | 95.15 | 2.50 | 321 | 493909 |
| Silver (CEI) | 5,000 Troy Oz. | 86840 | 77.45 | 3.21 | 97474 | 86.93 | 3.67 | 145 | 112130 |
| Platinum (NYME) | 50 Troy Oz. | 30606 | 85.13 | 3.36 | 34418 | 95.73 | 1.88 | 148 | 35953 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 19183 | 86.43 | 1.27 | 21710 | 97.81 | 2.43 | 147 | 22195 |
| US$ Index (New) (NYCE) | 1000 x Index | 52542 | 90.40 | 3.84 | 55728 | 95.88 | 3.85 | 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. | 274262 | 86.13 | 6.03 | 295199 | 92.71 | 6.57 | 165 | 318425 |
| Natural Gas (NYME) | 10,000 mmbtus | 774574 | 90.78 | 4.31 | 806574 | 94.53 | 4.36 | 270 | 853259 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 1253961 | 93.01 | 3.00 | 1268677 | 94.10 | 3.25 | 321 | 1348241 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 270113 | 92.22 | 8.63 | 281227 | 96.01 | 9.22 | 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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