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CANY ORANGE JUICE CBOE VIX Futures
CBOT 10-Yr Rate Swap CBOT DOW INDUSTRIAL AVE
CBOT Dow Mini $5 Multi CBT 10-YR US T-NOTES
CBT 2-YR US T-NOTES CBT 30-DAY FED FUNDS
CBT 5-YR US T-NOTES CBT CORN
CBT OATS CBT ROUGH RICE
CBT SOYBEAN MEAL CBT SOYBEAN OIL
CBT SOYBEANS CBT US T-BONDS
CBT WHEAT CEI COPPER-GRADE #1
CEI GOLD CEI SILVER
CME FEEDER CATTLE CME LIVE CATTLE
CME LIVE HOGS CME NASDAQ E-MINI
CME Nikkei Yen CME RANDOM LENGTH LUMBER
CME S&P 400 E-Mini CSCE COCOA
CSCE COFFEE C CSCE SUGAR NO. 11
DJ UBS Excess Return Henry Hub natural Gas Swa
ICE Europe W.T.Crude Oil IMM 3 MO. EUROYEN
IMM 3-MO EURODOLLARS IMM AUSTRALIAN $
IMM CANADIAN DOLLAR IMM EURO FX
IMM GSCI IMM JAPANESE YEN
IMM MEXICAN PESO IMM NASDAQ 100 STOCK INDE
IMM NEW ZEALAND DOLLAR IMM NIKKEI STK INDEX
IMM POUND STERLING IMM RUSSIAN RUBLE
IMM S&P 500 STK INDX IMM S&P E MINI
IMM SWISS FRANC KCBT WHEAT
MGE SPRING WHEAT MSCI EAFE E-Mini
NYCE COTTON NO. 2 NYCE DM/BP XRATE
NYCE US DOLLAR INDEX NYME CRUDE OIL
NYME HEATING OIL #2 NYME NATURAL GAS
NYME PALLADIUM NYME PLATINUM
NYME RBOB GASOLINE NYMEX NYISO ZONE A LBMP S
PJM Electricity NYME Russell 2000 Mini
Texas Easter Zone M-3 Swa WTI Crude Oil Financial
CFTC# 1602 WHEAT - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,958
COMMITMENTS
75,334 114,289 63,774 249,160 188,657 388,268 366,720 30,690 52,238
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,168)
916 -2,173 -5,679 2,177 3,945 -2,586 -3,907 -1,582 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 27.3 15.2 59.5 45.0 92.7 87.5 7.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 371)
95 149 116 64 93 245 290
CFTC# 1612 WHEAT - KANSAS CITY BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 135,949
COMMITMENTS
39,104 24,673 17,280 64,831 69,096 121,215 111,049 14,734 24,900
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,763)
701 -575 -982 -4,370 -4,623 -4,651 -6,180 -2,112 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 18.1 12.7 47.7 50.8 89.2 81.7 10.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 160)
43 28 37 53 62 115 119
CFTC# 1626 WHEAT - MINNEAPOLIS GRAIN EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 40,176
COMMITMENTS
11,713 4,205 5,352 15,434 19,363 32,499 28,920 7,677 11,256
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,368)
534 616 -335 -1,551 -995 -1,352 -714 -1,016 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 10.5 13.3 38.4 48.2 80.9 72.0 19.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59)
16 9 16 25 23 47 46
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,112,128
COMMITMENTS
256,526 142,935 144,733 592,068 570,936 993,327 858,604 118,801 253,524
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,481)
10,203 -13,391 -6,010 -12,391 11,597 -8,198 -7,804 -4,283 -4,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 12.9 13.0 53.2 51.3 89.3 77.2 10.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 660)
145 155 184 175 264 441 535
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,129
COMMITMENTS
2,839 3,069 71 8,067 9,306 10,977 12,446 3,152 1,683
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -59)
232 674 -2 -584 -663 -354 9 295 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.7 0.5 57.1 65.9 77.7 88.1 22.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48)
13 14 1 16 12 29 27
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,354
COMMITMENTS
86,324 74,184 62,410 235,501 198,064 384,235 334,658 42,119 91,696
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -21,697)
-310 2,342 -3,637 -13,788 -19,141 -17,735 -20,436 -3,962 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 17.4 14.6 55.2 46.5 90.1 78.5 9.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 427)
99 141 120 97 146 283 347
CFTC# 6261 SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25 U.S. EPA SO2 EMMISSION OPEN INTEREST: 12,338
COMMITMENTS
10,496 375 0 1,822 11,961 12,318 12,336 20 2
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,929)
36 -200 -23 -4,724 -4,476 -4,711 -4,699 -218 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.1 3.0 0.0 14.8 96.9 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
6 2 0 8 10 14 12
CFTC# 6265 SULFUR FINANCIAL INSTR 2009 - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25 U.S. EPA SO2 EMMISSION OPEN INTEREST: 22,660
COMMITMENTS
15,823 5,274 2,341 4,442 15,036 22,606 22,651 54 9
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 862)
698 -219 320 -81 835 937 936 -75 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.8 23.3 10.3 19.6 66.4 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
4 4 2 13 12 19 16
CFTC# 6268 CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS CCX C02) OPEN INTEREST: 2,408
COMMITMENTS
2,172 562 1 51 1,844 2,224 2,407 184 1
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 -50 0 0 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.2 23.3 0.0 2.1 76.6 92.4 **** 7.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
18 2 1 1 2 20 4
CFTC# 626 RGGI CO2 ALLOWANCE 2009 - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 RGGI CO2 ALLOWANCES) OPEN INTEREST: 9,903
COMMITMENTS
704 39 23 9,008 9,818 9,735 9,880 168 23
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,555)
-24 16 -26 -2,625 -2,528 -2,675 -2,538 120 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.4 0.2 91.0 99.1 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
2 2 2 10 8 14 10
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 279,049
COMMITMENTS
52,498 32,783 47,003 150,439 179,477 249,940 259,263 29,109 19,786
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,331)
2,093 -3,454 -13,038 -1,269 7,677 -12,214 -8,815 -117 -3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 11.7 16.8 53.9 64.3 89.6 92.9 10.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 223)
61 61 64 51 60 161 158
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,023
COMMITMENTS
46,082 147,570 15,760 503,471 372,546 565,313 535,876 114,710 144,147
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -23,179)
-790 -817 1,956 -14,492 12,789 -13,326 13,928 -9,853 -37,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 21.7 2.3 74.0 54.8 83.1 78.8 16.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149)
19 33 10 68 77 93 114
CFTC# 20604 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 73,887
COMMITMENTS
1,876 12,316 1,242 48,233 43,082 51,351 56,640 22,536 17,247
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 16.7 1.7 65.3 58.3 69.5 76.7 30.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
1 3 2 14 10 17 13
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,835
COMMITMENTS
1,706 690 0 32,809 34,015 34,515 34,705 320 130
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -842)
-93 90 0 -999 -1,042 -1,092 -952 250 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.0 0.0 94.2 97.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47)
1 2 0 34 37 35 39
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,704
COMMITMENTS
0 0 0 21,383 21,569 21,383 21,569 321 135
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,501)
0 0 0 -1,721 -1,511 -1,721 -1,511 220 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 99.4 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33)
0 0 0 25 25 25 25
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,268
COMMITMENTS
222 216 114 6,049 5,852 6,385 6,182 883 1,086
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -736)
-146 0 0 -544 -772 -690 -772 -46 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.0 1.6 83.2 80.5 87.9 85.1 12.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
1 1 1 24 19 25 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,957
COMMITMENTS
240 105 0 8,428 8,894 8,668 8,999 1,289 958
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -937)
50 -70 0 -729 -695 -679 -765 -258 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.1 0.0 84.6 89.3 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52)
1 2 0 45 43 46 45
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,976
COMMITMENTS
49 123 172 6,898 6,845 7,119 7,140 857 836
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,548)
-20 61 -45 -1,578 -1,564 -1,643 -1,548 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.5 2.2 86.5 85.8 89.3 89.5 10.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60)
2 3 4 44 48 48 53
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,159
COMMITMENTS
535 0 0 2,739 3,446 3,274 3,446 885 713
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -391)
-145 0 0 -244 -415 -389 -415 -2 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 0.0 65.9 82.9 78.7 82.9 21.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
1 0 0 17 19 18 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,893
COMMITMENTS
0 0 0 11,868 11,873 11,868 11,873 25 20
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -675)
0 0 0 -700 -655 -700 -655 25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 0 0 19 22 19 22
CFTC# 22651 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,511
COMMITMENTS
48,779 24,944 37,123 172,758 214,932 258,660 276,999 41,851 23,512
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,221)
-874 3,514 -810 -2,126 -4,119 -3,810 -1,415 -411 -2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 8.3 12.4 57.5 71.5 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156)
38 25 42 66 76 133 122
CFTC# 2265 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,998
COMMITMENTS
1,115 1,825 250 14,090 13,432 15,455 15,507 543 491
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,360)
-11 200 -327 -3,765 -4,043 -4,103 -4,170 -257 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 11.4 1.6 88.1 84.0 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 68)
8 5 2 39 45 48 51
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2265 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,632
COMMITMENTS
0 2,275 525 17,387 15,132 17,912 17,932 720 700
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 559)
0 -325 -75 991 1,029 916 629 -357 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.2 2.8 93.3 81.2 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40)
0 4 2 28 24 30 28
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2265 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,766
COMMITMENTS
5,558 0 577 7,571 12,669 13,706 13,246 60 520
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -262)
722 0 -47 -937 -195 -262 -242 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 0.0 4.2 55.0 92.0 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
3 0 2 10 16 13 18
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2265 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,684
COMMITMENTS
612 118 278 2,540 2,947 3,430 3,343 1,254 1,341
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -416)
-68 5 -12 -230 -269 -310 -276 -106 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 2.5 5.9 54.2 62.9 73.2 71.4 26.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
4 1 4 16 18 21 22
CFTC# 22 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,414
COMMITMENTS
2,460 1,121 1,601 45,438 47,497 49,499 50,219 915 195
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -785)
-5 66 -79 9 -750 -75 -763 -710 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.2 3.2 90.1 94.2 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
3 1 1 33 32 37 33
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,720,691
COMMITMENTS
591,564 103,808 1104,721 1998,061 2499,425 3694,346 3707,954 26,345 12,737
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -201,568)
26,181 14,596 -84,911 -136,092 -124,381 -194,822 -194,696 -6,746 -6,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 2.8 29.7 53.7 67.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 206)
44 32 70 119 114 194 188
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 820,300
COMMITMENTS
86,997 257,664 325,764 329,774 189,427 742,535 772,855 77,765 47,445
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 25,464)
10,453 14,829 6,577 7,124 -1,669 24,154 19,737 1,310 5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 31.4 39.7 40.2 23.1 90.5 94.2 9.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270)
74 94 114 83 68 230 217
CFTC# 2365 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,958
COMMITMENTS
1,983 0 2,216 48,152 53,284 52,351 55,500 12,607 9,458
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,211)
549 -832 195 -11,651 -4,578 -10,907 -5,215 7,696 2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 3.4 74.1 82.0 80.6 85.4 19.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
2 0 2 19 19 21 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,604
COMMITMENTS
0 0 0 56,303 56,449 56,303 56,449 13,301 13,155
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,631)
-434 0 0 -7,169 -4,908 -7,603 -4,908 3,972 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.9 81.1 80.9 81.1 19.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
0 0 0 17 20 17 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,632
COMMITMENTS
0 0 0 65,801 74,515 65,801 74,515 12,831 4,117
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,108)
0 0 0 -2,481 -3,603 -2,481 -3,603 -627 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.7 94.8 83.7 94.8 16.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 17 19 17 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,932
COMMITMENTS
7,656 0 2,268 69,456 82,711 79,380 84,979 11,552 5,953
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,632)
-369 0 -329 -8,576 -8,242 -9,274 -8,571 3,642 2,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 2.5 76.4 91.0 87.3 93.5 12.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
3 0 3 18 27 21 30
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,430
COMMITMENTS
0 10,140 2,831 81,626 68,007 84,457 80,978 6,973 10,452
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,024)
0 -1,618 -178 -4,972 -1,866 -5,150 -3,662 1,126 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 3.1 89.3 74.4 92.4 88.6 7.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
0 2 2 11 19 13 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,460
COMMITMENTS
6,572 2,158 3,586 58,592 68,116 68,750 73,860 13,710 8,600
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,545)
84 255 -672 -5,914 -6,997 -6,502 -7,414 957 1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 2.6 4.3 71.1 82.6 83.4 89.6 16.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
3 1 3 18 19 22 22
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,458
COMMITMENTS
184 340 142 7,982 7,833 8,308 8,315 150 143
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 61)
91 -3 11 -34 25 68 33 -7 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 4.0 1.7 94.4 92.6 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
3 4 2 18 18 22 23
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,362
COMMITMENTS
0 542 0 2,311 1,630 2,311 2,172 51 190
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -582)
0 -168 0 -566 -306 -566 -474 -16 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.9 0.0 97.8 69.0 97.8 92.0 2.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 5 0 13 16 13 21
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,262
COMMITMENTS
50,711 31,686 27,019 86,794 112,551 164,524 171,256 32,738 26,006
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,013)
-2,447 3,248 633 -1,360 -6,814 -3,174 -2,933 -839 -1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 16.1 13.7 44.0 57.1 83.4 86.8 16.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 166)
44 43 49 58 47 136 118
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,177
COMMITMENTS
59,700 24,911 8,720 92,567 138,107 160,987 171,738 19,190 8,439
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,487)
4,950 -273 1,500 5,570 9,541 12,020 10,768 467 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 13.8 4.8 51.4 76.7 89.3 95.3 10.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 240)
113 43 41 51 54 192 118
CFTC# 35652 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,214
COMMITMENTS
0 0 0 82,454 81,126 82,454 81,126 2,760 4,088
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,370)
0 -620 0 -5,246 -4,533 -5,246 -5,153 -124 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.8 95.2 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 14 16 14 16
CFTC# 35653 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,874
COMMITMENTS
3,517 2,768 6,010 159,326 162,967 168,853 171,745 9,021 6,129
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,725)
-1,862 -1,715 -717 -9,096 -9,863 -11,675 -12,295 -1,050 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.6 3.4 89.6 91.6 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44)
4 1 4 36 35 41 39
CFTC# 35654 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,380
COMMITMENTS
2,416 450 1,494 116,091 124,654 120,001 126,598 13,379 6,782
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,598)
-1,025 244 -819 -8,659 -6,556 -10,503 -7,131 3,905 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.3 1.1 87.0 93.5 90.0 94.9 10.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
1 1 1 22 21 24 22
CFTC# 35655 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,739
COMMITMENTS
6,677 658 10,106 192,345 209,161 209,128 219,925 17,611 6,814
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,378)
-868 658 578 -5,870 -6,611 -6,160 -5,375 1,782 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.3 4.5 84.8 92.2 92.2 97.0 7.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39)
1 1 2 31 32 33 34
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,901,199
COMMITMENTS
714,068 106,046 902,209 1241,323 1856,429 2857,600 2864,684 43,599 36,515
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -94,620)
-24,816 19,056 -33,414 -62,073 -101,946 -120,303 -116,304 25,683 21,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 3.7 31.1 42.8 64.0 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 174)
38 24 57 100 94 166 153
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 954,397
COMMITMENTS
95,538 242,138 152,392 700,323 553,688 948,253 948,218 6,144 6,179
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -97,849)
-40,215 20,476 -43,476 -16,461 -75,975 -100,152 -98,975 2,303 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 25.4 16.0 73.4 58.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87)
21 22 39 41 40 81 82
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,403
COMMITMENTS
3,809 1,878 1,064 7,514 10,406 12,387 13,348 3,016 2,055
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -945)
75 350 -298 -458 -928 -681 -876 -264 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 12.2 6.9 48.8 67.6 80.4 86.7 19.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74)
23 13 11 29 19 60 38
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,799
COMMITMENTS
17,779 3,651 1,310 11,160 28,316 30,249 33,277 4,550 1,522
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,760)
1,939 155 194 -593 1,525 1,540 1,874 220 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 10.5 3.8 32.1 81.4 86.9 95.6 13.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 106)
54 17 17 22 19 89 42
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 918,987
COMMITMENTS
267,206 126,813 30,324 527,435 636,227 824,965 793,364 94,022 125,623
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -65,652)
-2,044 -7,364 8,504 -51,831 -51,627 -45,371 -50,487 -20,281 -15,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 13.8 3.3 57.4 69.2 89.8 86.3 10.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235)
42 47 19 76 125 125 184
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,391,249
COMMITMENTS
155,310 263,236 80,432 871,520 772,351 1107,262 1116,019 283,987 275,230
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -12,923)
45,291 27,831 -35,293 -21,692 8,217 -11,694 755 -1,229 -13,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 18.9 5.8 62.6 55.5 79.6 80.2 20.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239)
36 61 26 99 103 149 176
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,004,045
COMMITMENTS
169,471 131,093 34,083 591,253 600,187 794,807 765,363 209,238 238,682
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 77,705)
58,938 30,169 689 12,049 33,444 71,676 64,302 6,029 13,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 13.1 3.4 58.9 59.8 79.2 76.2 20.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141)
24 24 15 66 73 98 104
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 618,778
COMMITMENTS
67,462 81,941 88,840 425,345 404,070 581,647 574,851 37,131 43,927
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -34,608)
-11,017 -2,001 6,343 -26,011 -34,702 -30,685 -30,360 -3,923 -4,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 13.2 14.4 68.7 65.3 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 122)
15 34 31 62 63 99 107
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,389
COMMITMENTS
1,257 8,987 979 24,990 15,036 27,226 25,002 3,163 5,387
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,170)
14 184 161 1,235 957 1,410 1,302 -240 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 29.6 3.2 82.2 49.5 89.6 82.3 10.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74)
8 23 14 29 26 47 54
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,279
COMMITMENTS
53,495 24,127 28,943 85,080 107,519 167,518 160,589 21,761 28,690
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,977)
6,808 -1,644 3,621 2,247 11,250 12,676 13,227 1,301 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 12.7 15.3 44.9 56.8 88.5 84.8 11.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229)
81 63 82 42 51 176 159
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,206
COMMITMENTS
120,743 34,423 52,538 119,856 166,386 293,137 253,347 27,069 66,859
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,370)
6,717 494 543 1,892 7,311 9,152 8,348 2,218 3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 10.8 16.4 37.4 52.0 91.5 79.1 8.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 410)
128 76 96 74 174 261 300
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,564
COMMITMENTS
3,758 643 1,073 2,688 6,101 7,519 7,817 2,045 1,747
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -305)
-510 -181 124 102 -221 -284 -278 -21 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 6.7 11.2 28.1 63.8 78.6 81.7 21.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74)
34 10 12 17 25 55 44
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,563
COMMITMENTS
15,683 5,316 4,979 10,847 12,007 31,509 22,302 6,054 15,261
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,399)
849 -74 465 -13 371 1,301 762 98 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 14.2 13.3 28.9 32.0 83.9 59.4 16.1 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 142)
46 31 34 29 48 95 98
CFTC# 64657 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,232
COMMITMENTS
3,715 500 668 32,518 37,401 36,901 38,569 2,331 663
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,454)
239 -80 -20 -1,826 -1,449 -1,607 -1,549 153 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 1.3 1.7 82.9 95.3 94.1 98.3 5.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
3 2 2 30 26 33 30
CFTC# 6465 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,552
COMMITMENTS
120 1,000 280 16,202 15,081 16,602 16,361 950 1,191
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -877)
120 26 -176 -744 -729 -800 -879 -77 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.7 1.6 92.3 85.9 94.6 93.2 5.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
1 1 1 21 19 22 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,157
COMMITMENTS
0 2,190 240 28,631 27,886 28,871 30,316 2,286 841
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -406)
0 -30 -10 -343 -325 -353 -365 -53 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.8 91.9 89.5 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
0 2 2 24 21 26 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,273
COMMITMENTS
600 0 0 10,579 10,811 11,179 10,811 1,094 1,462
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -578)
-60 -108 0 -548 -456 -608 -564 30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 0.0 86.2 88.1 91.1 88.1 8.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
1 0 0 18 15 19 15
CFTC# 64 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,879
COMMITMENTS
192 0 480 14,982 15,583 15,654 16,063 1,225 816
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -768)
0 0 0 -792 -774 -792 -774 24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.8 88.8 92.3 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
1 0 1 21 20 22 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,938
COMMITMENTS
0 0 0 9,852 10,178 9,852 10,178 1,086 760
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -556)
0 0 0 -490 -538 -490 -538 -66 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.1 93.1 90.1 93.1 9.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 21 16 21 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,946
COMMITMENTS
0 0 0 51,946 51,644 51,946 51,644 0 302
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,920)
0 0 0 -2,920 -2,900 -2,920 -2,900 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** 99.4 **** 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 0 0 13 9 13 9
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 798,164
COMMITMENTS
0 0 0 798,164 798,164 798,164 798,164 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -49,280)
0 0 0 -49,280 -49,280 -49,280 -49,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 0 0 13 9 13 9
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 90,667
COMMITMENTS
0 3,545 0 90,516 87,122 90,516 90,667 151 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,856)
0 -400 0 -5,856 -5,456 -5,856 -5,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 99.8 96.1 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
0 2 0 14 11 14 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,475,313
COMMITMENTS
0 58,150 0 1475,313 1417,163 1475,313 1475,313 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -79,200)
0 -3,520 0 -79,200 -75,680 -79,200 -79,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 **** 96.1 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
0 2 0 14 12 14 14
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 174,234
COMMITMENTS
3,935 0 0 170,299 173,141 174,234 173,141 0 1,093
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,201)
-920 0 0 -7,281 -8,061 -8,201 -8,061 0 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 97.7 99.4 **** 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
2 0 0 20 25 22 25
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,884,820
COMMITMENTS
59,317 0 0 2825,503 2884,820 2884,820 2884,820 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -83,243)
-17,952 0 0 -65,291 -83,243 -83,243 -83,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.0 97.9 **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34)
2 0 0 20 24 22 24
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505
COMMITMENTS
0 2,890 0 63,505 60,507 63,505 63,397 0 108
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,240)
-40 -100 0 465 -2,120 425 -2,220 -2,665 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 0.0 **** 95.3 **** 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
0 1 0 22 17 22 18
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,018,248
COMMITMENTS
0 72,320 0 1018,248 945,928 1018,248 1018,248 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -48,928)
0 -1,760 0 -48,928 -47,168 -48,928 -48,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 0.0 **** 92.9 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
0 1 0 17 18 17 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,628
COMMITMENTS
4,530 495 45 52,053 56,088 56,628 56,628 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,516)
-300 0 0 -1,216 -1,496 -1,516 -1,496 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.9 0.1 91.9 99.0 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33)
1 2 1 22 26 24 28
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,033,856
COMMITMENTS
93,540 28,552 0 940,316 1005,304 1033,856 1033,856 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22,208)
-5,280 -1,760 0 -16,928 -20,448 -22,208 -22,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.8 0.0 91.0 97.2 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
2 2 0 21 23 23 25
CFTC# 6665 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,598
COMMITMENTS
301 45 155 21,825 22,223 22,281 22,423 317 175
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106)
-81 0 0 118 33 37 33 69 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.2 0.7 96.6 98.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
2 1 3 38 39 41 42
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,528
COMMITMENTS
140 270 25 15,500 16,083 15,665 16,378 863 150
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,323)
5 0 0 -1,038 -1,473 -1,033 -1,473 -290 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.6 0.2 93.8 97.3 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
1 1 1 15 17 16 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,114
COMMITMENTS
0 247 31 9,966 9,691 9,997 9,969 117 145
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,427)
0 183 -188 -1,218 -1,412 -1,406 -1,417 -21 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.3 98.5 95.8 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28)
0 2 1 19 22 20 24
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,151
COMMITMENTS
345 0 0 7,364 7,812 7,709 7,812 442 339
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,221)
-35 0 0 -1,114 -1,236 -1,149 -1,236 -72 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 90.3 95.8 94.6 95.8 5.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33)
1 0 0 28 24 29 24
CFTC# 67411 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 498,301
COMMITMENTS
44,955 24,892 100,816 333,927 351,092 479,698 476,800 18,603 21,501
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,074)
520 -1,232 -744 2,311 4,249 2,087 2,273 1,987 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 5.0 20.2 67.0 70.5 96.3 95.7 3.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 110)
31 12 31 56 65 98 99
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,297,435
COMMITMENTS
255,659 164,242 299,105 662,655 765,415 1217,419 1228,762 80,016 68,673
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,200)
7,936 1,871 -916 13,813 23,705 20,833 24,660 -3,633 -7,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 12.7 23.1 51.1 59.0 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 322)
111 92 131 91 99 283 253
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,062
COMMITMENTS
35,162 31,554 948 152,404 135,385 188,514 167,887 22,548 43,175
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -10,360)
3,436 2,873 -492 -12,173 -4,748 -9,229 -2,367 -1,131 -7,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.0 0.4 72.2 64.1 89.3 79.5 10.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
5 6 5 28 25 36 33
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,747
COMMITMENTS
915 1,192 410 54,347 54,002 55,672 55,604 75 143
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,445)
-150 197 60 -9,425 -9,840 -9,515 -9,583 70 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.1 0.7 97.5 96.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 66)
3 5 2 46 49 49 56
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,347
COMMITMENTS
19,761 33,205 9,045 95,614 81,750 124,420 124,000 5,927 6,347
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 956)
529 828 271 -185 30 615 1,129 341 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 25.5 6.9 73.4 62.7 95.5 95.1 4.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
8 14 15 24 23 44 40
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,784
COMMITMENTS
2,417 2,675 6,279 25,192 26,627 33,888 35,581 2,896 1,203
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 516)
546 -9 -691 655 1,214 510 514 6 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 7.3 17.1 68.5 72.4 92.1 96.7 7.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
3 3 5 14 15 20 22
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,352
COMMITMENTS
626 320 1,977 53,538 61,849 56,141 64,146 34,211 26,206
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -5,950)
151 320 79 -4,950 -4,055 -4,720 -3,656 -1,230 -2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.4 2.2 59.3 68.5 62.1 71.0 37.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
1 1 2 21 19 23 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,111
COMMITMENTS
1,022 410 239 28,805 29,445 30,066 30,094 45 17
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,089)
72 -1,197 89 -4,295 -2,865 -4,134 -3,973 45 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 1.4 0.8 95.7 97.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44)
3 2 2 26 32 30 36
CFTC# 73732 COCOA - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 124,942
COMMITMENTS
40,256 13,027 17,891 60,053 87,772 118,200 118,690 6,742 6,252
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,186)
1,235 2,512 295 2,620 1,029 4,150 3,836 -964 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 10.4 14.3 48.1 70.3 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141)
43 31 30 55 47 114 96
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,597
COMMITMENTS
15,802 3,465 78 3,062 17,651 18,942 21,194 2,655 403
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,862)
-735 61 -333 -16 -679 -1,084 -951 -778 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.2 16.0 0.4 14.2 81.7 87.7 98.1 12.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 142)
76 22 2 23 30 101 52
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,096
COMMITMENTS
23,711 2,608 375 5,526 30,799 29,612 33,782 5,484 1,314
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 105)
408 -418 -405 -50 1,073 -47 250 152 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 7.4 1.1 15.7 87.8 84.4 96.3 15.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141)
82 16 4 21 32 107 49
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 741,206
COMMITMENTS
188,704 18,703 72,221 427,666 618,383 688,591 709,307 52,615 31,899
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -33,900)
-11,393 -4,422 -3,160 -16,300 -24,616 -30,853 -32,198 -3,047 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 2.5 9.7 57.7 83.4 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 225)
95 23 73 81 82 198 162
CFTC# 83731 COFFEE C - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,176
COMMITMENTS
30,318 20,182 16,313 67,479 78,111 114,110 114,606 7,066 6,570
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,703)
-2,645 966 876 -32 -4,067 -1,801 -2,225 98 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 16.7 13.5 55.7 64.5 94.2 94.6 5.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 309)
103 65 57 105 106 235 208
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 108,248
COMMITMENTS
36,721 5,663 16,388 31,034 71,974 84,143 94,025 24,105 14,223
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,128)
1,226 -2,016 -3,444 -5,494 -4,324 -7,712 -9,784 -1,416 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 5.2 15.1 28.7 66.5 77.7 86.9 22.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137)
67 20 31 38 32 119 71
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 125,878
COMMITMENTS
38,872 23,005 14,371 60,663 73,576 113,906 110,952 11,972 14,926
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -516)
-119 -22 -1,052 2,547 1,069 1,376 -5 -1,892 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 18.3 11.4 48.2 58.5 90.5 88.1 9.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173)
43 67 39 40 44 114 129
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 482,786
COMMITMENTS
239,765 32,393 72,852 101,700 353,237 414,317 458,482 68,469 24,304
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,214)
6,659 -91 5,344 4,164 17,657 16,167 22,910 47 -6,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 6.7 15.1 21.1 73.2 85.8 95.0 14.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 321)
182 61 66 42 59 259 158
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,005
COMMITMENTS
3,119 200 30 11,379 19,509 14,528 19,739 5,477 266
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,224)
423 -250 0 376 1,526 799 1,276 425 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 1.0 0.1 56.9 97.5 72.6 98.7 27.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
8 1 1 9 11 17 13
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,517
COMMITMENTS
47,170 8,881 266 21,003 83,479 68,439 92,626 41,078 16,891
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,888)
6,946 -2,922 112 1,730 10,767 8,788 7,957 100 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 8.1 0.2 19.2 76.2 62.5 84.6 37.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80)
33 10 3 17 29 52 40
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,147
COMMITMENTS
11,508 17,818 24 20,150 10,198 31,682 28,040 10,465 14,107
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,260)
-611 -3,120 21 -3,523 103 -4,113 -2,996 853 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 42.3 0.1 47.8 24.2 75.2 66.5 24.8 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
9 12 2 10 11 19 25
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,640
COMMITMENTS
91,411 11,632 129 20,272 105,318 111,812 117,079 6,828 1,561
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,614)
23,565 1,131 -284 -6,581 16,857 16,700 17,704 914 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.0 9.8 0.1 17.1 88.8 94.2 98.7 5.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
45 17 1 18 21 64 39
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 129,123
COMMITMENTS
13,862 81,411 204 94,797 16,253 108,863 97,868 20,260 31,255
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,017)
-20 4,645 -20 -1,845 579 -1,885 5,204 5,902 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 63.0 0.2 73.4 12.6 84.3 75.8 15.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 92)
17 46 6 18 19 37 69
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,600
COMMITMENTS
57,332 24,780 270 50,719 80,941 108,321 105,991 25,279 27,609
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,681)
26,900 -3,935 82 -19,762 15,379 7,220 11,526 3,461 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 18.5 0.2 38.0 60.6 81.1 79.3 18.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 90)
32 30 8 15 22 53 54
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,702
COMMITMENTS
43,004 4,931 2,106 5,491 46,626 50,601 53,663 5,101 2,039
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,873)
-649 -330 18 -846 -1,106 -1,477 -1,418 -396 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 8.9 3.8 9.9 83.7 90.8 96.3 9.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86)
48 19 5 14 9 64 32
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 218,803
COMMITMENTS
35,894 102,664 1,725 135,287 66,049 172,906 170,438 45,897 48,365
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,329)
3,166 -1,687 2 88 9,096 3,256 7,411 7,073 2,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 46.9 0.8 61.8 30.2 79.0 77.9 21.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 145)
40 54 13 30 35 76 96
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,322
COMMITMENTS
80,253 9,926 30,161 138,244 217,393 248,658 257,480 19,664 10,842
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,769)
-612 3,564 -1,739 5,255 3,535 2,904 5,360 865 -1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 3.7 11.2 51.5 81.0 92.7 96.0 7.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 204)
77 15 52 73 97 167 155
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,034
COMMITMENTS
2,015 0 304 13,478 14,967 15,797 15,271 5,237 5,763
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,644)
-253 0 0 -1,103 -1,150 -1,356 -1,150 -288 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 1.4 64.1 71.2 75.1 72.6 24.9 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
2 0 2 13 17 15 19
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,158
COMMITMENTS
13,715 8,603 0 4,085 9,678 17,800 18,281 2,358 1,877
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -43)
-926 354 0 409 -545 -517 -191 474 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 42.7 0.0 20.3 48.0 88.3 90.7 11.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
11 8 0 6 8 17 16
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 46,394
COMMITMENTS
4,778 5,049 4,609 26,840 30,905 36,227 40,563 10,167 5,831
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,187)
331 6 68 459 1,872 858 1,946 2,329 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.9 9.9 57.9 66.6 78.1 87.4 21.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45)
12 9 16 17 16 40 35
CFTC#124601 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,912
COMMITMENTS
3,414 1,377 3 8,166 8,992 11,583 10,372 2,329 3,540
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -366)
57 -120 0 -500 -636 -443 -756 77 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 9.9 0.0 58.7 64.6 83.3 74.6 16.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
5 3 1 6 9 12 12
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,475
COMMITMENTS
30,035 9,087 848 31,346 55,282 62,229 65,217 13,246 10,258
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,652)
3,166 -2,519 -26 -40 7,023 3,100 4,478 552 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 12.0 1.1 41.5 73.2 82.4 86.4 17.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
36 12 5 25 34 62 50
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,064,422
COMMITMENTS
******* 612,407 999,329 4786,074 5592,256 7302,242 7203,992 762,180 860,430
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 385,176)
******* 81,013 47,664 198,296 265,198 397,636 393,875 -12,460 -8,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 7.6 12.4 59.3 69.3 90.5 89.3 9.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 289)
67 71 93 130 129 256 241
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 396,644
COMMITMENTS
25,120 95,937 4,313 262,515 253,147 291,948 353,397 104,696 43,247
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,746)
-239 -1,273 1,277 -3,690 2,447 -2,652 2,451 4,398 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 24.2 1.1 66.2 63.8 73.6 89.1 26.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 131)
19 18 9 66 54 89 77
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,870,663
COMMITMENTS
719,461 476,567 27,082 1927,973 2025,890 2674,516 2529,539 196,147 341,124
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22,689)
12,060 7,635 3,153 -22,695 651 -7,482 11,439 30,171 11,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 16.6 0.9 67.2 70.6 93.2 88.1 6.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 461)
93 109 38 155 177 268 305
CFTC#209741 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,123
COMMITMENTS
666 8,415 745 22,438 16,920 23,849 26,080 4,274 2,043
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,633)
-91 -4,015 50 -4,651 -509 -4,692 -4,474 59 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 29.9 2.6 79.8 60.2 84.8 92.7 15.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
3 2 1 12 11 15 14
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,426
COMMITMENTS
152,227 88,493 5,017 226,418 292,936 383,662 386,446 20,764 17,980
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,878)
9,182 -15,307 1,637 -23,012 7,231 -12,193 -6,439 3,315 -2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 21.9 1.2 56.0 72.4 94.9 95.6 5.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236)
76 42 11 66 71 148 118
CFTC#221602 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,766
COMMITMENTS
8,560 12,646 0 3,807 117 12,367 12,763 399 3
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 83)
142 83 0 -59 0 83 83 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 99.1 0.0 29.8 0.9 96.9 **** 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
10 5 0 3 2 13 7
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,667
COMMITMENTS
59,106 10,345 757 27,975 92,352 87,838 103,454 28,829 13,213
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,347)
7,224 -2,545 206 129 12,499 7,559 10,160 788 -1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 8.9 0.6 24.0 79.2 75.3 88.7 24.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59)
27 10 3 11 16 40 27
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 404,481
COMMITMENTS
46,670 87,884 2,720 338,306 297,286 387,696 387,890 16,785 16,591
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,785)
15,670 2,871 262 -2,295 9,989 13,637 13,122 148 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 21.7 0.7 83.6 73.5 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 244)
37 42 10 97 101 141 146
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,694
COMMITMENTS
15,966 8,689 20 16,601 19,026 32,587 27,735 8,107 12,959
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 44)
467 -607 20 169 1,760 656 1,173 -612 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 21.4 0.0 40.8 46.8 80.1 68.2 19.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59)
16 15 1 19 18 36 33
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,507
COMMITMENTS
12,848 5,736 1,029 26,240 37,931 40,117 44,696 11,390 6,811
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,552)
2,669 -275 -3 1,000 676 3,666 398 -2,114 1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 11.1 2.0 50.9 73.6 77.9 86.8 22.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62)
16 7 3 20 25 37 34
CFTC#244741 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,493
COMMITMENTS
5,589 0 40 20,554 28,003 26,183 28,043 3,310 1,450
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,134)
1,760 -264 0 -780 1,584 980 1,320 154 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 0.0 0.1 69.7 94.9 88.8 95.1 11.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
11 0 1 15 17 26 18
CFTC#244742 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,674
COMMITMENTS
3,710 1,270 82 10,845 17,473 14,637 18,825 6,037 1,849
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 113)
197 -393 -16 235 298 416 -111 -303 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 6.1 0.4 52.5 84.5 70.8 91.1 29.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
8 3 1 10 7 18 11
CFTC#246602 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,505
COMMITMENTS
1,991 1,068 0 11,323 12,273 13,314 13,341 191 164
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,474)
939 -167 -209 1,593 2,840 2,323 2,464 151 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 7.9 0.0 83.8 90.9 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40)
6 8 0 13 16 19 24
CFTC#247602 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,579
COMMITMENTS
7,362 2,327 211 16,762 21,704 24,335 24,242 244 337
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,435)
2,679 1,419 211 -1,494 1,087 1,396 2,717 39 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.5 0.9 68.2 88.3 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
11 4 1 8 16 19 21
CFTC#256741 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,730
COMMITMENTS
3,261 1,332 0 10,930 13,236 14,191 14,568 1,539 1,162
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 486)
91 68 -1 217 347 307 414 179 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 8.5 0.0 69.5 84.1 90.2 92.6 9.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
8 3 0 6 3 14 6
CFTC# 26265 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,793
COMMITMENTS
1,185 175 375 6,222 7,113 7,782 7,663 11 130
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,401)
-261 0 150 -1,270 -1,529 -1,381 -1,379 -20 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 2.2 4.8 79.8 91.3 99.9 98.3 0.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
5 3 3 27 29 33 34
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,893
COMMITMENTS
12,858 8,102 0 77,863 86,867 90,721 94,969 8,172 3,924
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,001)
382 -586 0 -2,294 -2,445 -1,912 -3,031 -89 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 8.2 0.0 78.7 87.8 91.7 96.0 8.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80)
13 2 0 47 30 60 32
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,717
COMMITMENTS
2,000 0 0 20,626 22,217 22,626 22,217 91 500
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -419)
-200 0 0 -214 -369 -414 -369 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 0.0 90.8 97.8 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28)
1 0 0 22 13 23 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,913
COMMITMENTS
278 750 500 13,135 12,663 13,913 13,913 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,498)
-328 350 -300 -870 -1,498 -1,498 -1,448 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.4 3.6 94.4 91.0 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 44)
2 2 2 29 25 33 27
CFTC# 86565 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,203
COMMITMENTS
120 150 0 13,213 14,053 13,333 14,203 870 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 488)
-60 0 0 -187 488 -247 488 735 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.1 0.0 93.0 98.9 93.9 **** 6.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 28)
1 1 0 21 18 22 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,555
COMMITMENTS
624 1,577 706 17,881 17,208 19,211 19,491 344 64
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,141)
144 -827 175 -1,607 -546 -1,288 -1,198 147 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 8.1 3.6 91.4 88.0 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49)
2 4 2 31 34 35 39
CFTC# 86665 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,093
COMMITMENTS
270 1,360 150 10,673 9,565 11,093 11,075 0 18
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,894)
-362 250 -134 -2,398 -3,028 -2,894 -2,912 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 12.3 1.4 96.2 86.2 **** 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32)
2 3 1 24 20 27 23
CFTC# 86765 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 3/02/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,859
COMMITMENTS
2,595 2,191 1,936 36,574 38,950 41,105 43,077 2,754 782
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,299)
-910 -789 568 -3,855 -4,048 -4,197 -4,269 -102 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 5.0 4.4 83.4 88.8 93.7 98.2 6.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
4 6 6 33 37 42 45
CFTC Commitments of Traders