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
| NONREPORTABLE POSITIONS | Total | ||||||||
| Total Non-Reportable Positions | Open | ||||||||
| Commodity | Contract | Open Interest--Small Traders | Reporting | Interest | |||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 31455 | 7.45 | 2.49 | 53699 | 12.71 | 2.80 | 385 | 422362 |
| Wheat (KCBT) | 5,000 Bu. | 15404 | 11.26 | 4.55 | 25765 | 18.83 | 3.47 | 164 | 136837 |
| Wheat (MGE) | 5,000 Bu. | 8352 | 21.57 | 8.79 | 11402 | 29.45 | 1.30 | 56 | 38715 |
| Corn (CBOT) | 5,000 Bu. | 120339 | 10.76 | 1.29 | 252883 | 22.61 | -0.25 | 661 | 1118686 |
| Oats (CBOT) | 5,000 Bu. | 3486 | 23.17 | 10.60 | 1802 | 11.98 | 7.07 | 47 | 15046 |
| Soybeans (CBOT) | 5,000 Bu. | 37147 | 8.56 | -11.80 | 92025 | 21.21 | 0.36 | 425 | 433812 |
| Soybeans (MACE) | 1,000 Bu. | 2604 | 18.75 | 0.00 | 11069 | 79.71 | 0.00 | 21 | 13886 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 31234 | 10.98 | 7.30 | 21289 | 7.49 | 7.60 | 221 | 284376 |
| Soybean Meal (CBOT) | 100 Tons | 30786 | 15.16 | -5.96 | 28915 | 14.24 | 11.19 | 176 | 203028 |
| Rough Rice (CRCE) | 2,000 cwt. | 2854 | 20.30 | -5.37 | 2796 | 19.88 | 36.06 | 64 | 14062 |
| Lean Hogs (CME) | 40,000 Lb. | 23020 | 11.75 | 5.79 | 30850 | 15.75 | 7.53 | 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. | 27670 | 8.56 | 2.22 | 71255 | 22.04 | 6.58 | 408 | 323346 |
| Feeder Cattle (CME) | 50,000 Lb. | 6256 | 16.21 | 3.34 | 16829 | 43.62 | 10.27 | 143 | 38582 |
| Lumber (CME) | 80,000 Bd. Ft. | 1907 | 20.08 | -6.75 | 1537 | 16.19 | -12.02 | 76 | 9495 |
| T-Bonds (CBOT) | $100,000 F. Val. | 108902 | 17.06 | -5.06 | 138821 | 21.75 | -3.69 | 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. | 271432 | 20.05 | -4.42 | 265751 | 19.63 | -3.44 | 242 | 1353761 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 219780 | 22.33 | 5.04 | 224544 | 22.82 | -5.92 | 150 | 984108 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 94050 | 10.74 | 0.03 | 123082 | 14.05 | -2.02 | 235 | 875781 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 774322 | 9.54 | 1.59 | 875228 | 10.78 | 1.72 | 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 | 37288 | 5.87 | 0.42 | 48917 | 7.70 | 11.36 | 126 | 635336 |
| Canadian Dollar (IMM) | 100,000 C.D. | 41081 | 29.56 | 0.01 | 14578 | 10.49 | -13.69 | 84 | 138991 |
| Swiss Franc (IMM) | 125,000 S.F. | 9740 | 20.37 | -6.93 | 12146 | 25.40 | -13.90 | 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. | 17461 | 11.75 | -13.82 | 34492 | 23.22 | 10.36 | 83 | 148562 |
| Euro FX (IMM) | 125,000 Euro | 39086 | 16.05 | -14.84 | 45160 | 18.54 | -6.63 | 145 | 243524 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 23134 | 16.83 | -8.49 | 25989 | 18.91 | -5.87 | 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. | 9043 | 5.38 | 32.44 | 2815 | 1.67 | 80.33 | 105 | 168073 |
| DJIA (CBOT) | 10 x Index | 2466 | 17.67 | 5.88 | 3200 | 22.93 | -9.60 | 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 | 104213 | 26.08 | -0.46 | 45395 | 11.36 | 4.97 | 131 | 399521 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 204103 | 6.87 | 4.06 | 307058 | 10.33 | -9.99 | 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 | 4251 | 17.38 | -0.54 | 1909 | 7.81 | -6.56 | 26 | 24456 |
| GSCI (IMM) | GSCI x $250 | 1775 | 10.70 | 15.33 | 1368 | 8.25 | 17.73 | 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 | 12945 | 21.10 | 59.68 | 18725 | 30.53 | 44.49 | 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. | 4661 | 12.69 | 2.44 | 1403 | 3.82 | -7.82 | 106 | 36723 |
| Cocoa (CSCE) | 10 Metric Tons | 7195 | 5.66 | 6.72 | 7945 | 6.25 | 27.08 | 143 | 127111 |
| Coffee "C" (CSCE) | 37,500 Lb. | 8210 | 6.54 | 16.19 | 7374 | 5.87 | 12.24 | 320 | 125550 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 57480 | 7.62 | 9.25 | 43557 | 5.78 | 36.55 | 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. | 19307 | 10.33 | 0.61 | 8471 | 4.53 | 0.38 | 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. | 10595 | 8.30 | -11.50 | 11909 | 9.33 | -20.21 | 176 | 127613 |
| Gold (CEI) | 100 Troy Oz. | 67566 | 13.68 | -1.32 | 23973 | 4.85 | -1.36 | 321 | 493909 |
| Silver (CEI) | 5,000 Troy Oz. | 25290 | 22.55 | 4.92 | 14656 | 13.07 | 3.04 | 145 | 112130 |
| Platinum (NYME) | 50 Troy Oz. | 5347 | 14.87 | -2.50 | 1535 | 4.27 | 16.82 | 148 | 35953 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 3012 | 13.57 | 13.45 | 485 | 2.19 | 20.35 | 147 | 22195 |
| US$ Index (New) (NYCE) | 1000 x Index | 5579 | 9.60 | 9.37 | 2393 | 4.12 | 17.36 | 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. | 44163 | 13.87 | 5.52 | 23226 | 7.29 | -1.22 | 165 | 318425 |
| Natural Gas (NYME) | 10,000 mmbtus | 78685 | 9.22 | 1.18 | 46685 | 5.47 | -1.60 | 270 | 853259 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 94280 | 6.99 | 17.83 | 79564 | 5.90 | 15.86 | 321 | 1348241 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 22803 | 7.78 | 15.96 | 11689 | 3.99 | 7.81 | 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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