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3.5% FUEL OIL RDAM CRACK BRENT-DUBAI SWAP
CANY ORANGE JUICE CARBON FINANCIAL INSTRUM.
CBOE VIX Futures CBOT 10-Yr Rate Swap
CBOT DOW INDUSTRIAL AVE CBOT Dow Mini $5 Multi
CBOT Ethenol CBT 10-YR US T-NOTES
CBT 2-YR US T-NOTES CBT 30-DAY FED FUNDS
CBT 5-30 IN RATE SWAP 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 CINERGY CAL MONTH LMP SWA
CL CAL SPREAD OPTIONS CME Class III Milk
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 CRB INDEX
CSCE COCOA CSCE COFFEE C
CSCE SUGAR NO. 11 DJ UBS Excess Return
E-mini MSCI Emerging Mrkt EAST WEST FUEL OIL SWAP
EUR STYLE NAT GAS OPTIONS GASOIL CRACK SPR SWAP
GULF JET NY HEAT OIL SWAP ICE Europe W.T.Crude Oil
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 INDEX
NAPTHA CRACK SPR SWAP NY RES FUEL 1% SULFUR SWA
NYCE COTTON NO. 2 NYCE DM/BP XRATE
NYCE US DOLLAR INDEX NYME CRUDE OIL
NYME GULF 6 3% SULFUR SWA NYME H.H.PENULTIMATE SWAP
NYME HEATING OIL #2 NYME HENRY HUB BASIS SWAP
NYME HENRY HUB GAS SWAP NYME HOUST SH CHAN BASIS
NYME ISO N.E. OFF PK SWAP NYME M-3 BASIS SWAP
NYME NATURAL GAS NYME NGPL MID-CON B SWAP
NYME NW PIPE ROCKIES BASI NYME PALLADIUM
NYME PANHANDLE BASIS SWAP NYME PJM MO OFF PK SWAP
NYME PLATINUM NYME RBOB GASOLINE
NYME SING FUEL OIL SWAP NYME SOCAL BASIS SWAP
NYME TCO BASIS SWAP NYME WTI CRUDE OIL FINANC
PJM ELECTRICITY MONTHLY PJM WESTER OFF PEAK DAY A
RBOB CALENDAR SWAP RGGI CO2 ALLOWANCE
Russel 2000 E-mini ICE SING 180 380 Fuel Oil Swa
SING GASOIL SWAP SING JET KERO GASOIL SWAP
SING JET KERO SWAP SULFUR FINANCIAL INSTRUM.
UP DN GC ULSD VS HO SPR S
CFTC#001602 WHEAT - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 492,740
COMMITMENTS
78,374 111,761 112,381 267,468 211,683 458,223 435,826 34,517 56,914
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -43)
1,658 -1,484 -3,370 2,849 4,604 1,137 -250 -1,179 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 22.7 22.8 54.3 43.0 93.0 88.4 7.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 389)
108 152 133 76 99 275 310
CFTC#001612 WHEAT - KANSAS CITY BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 139,402
COMMITMENTS
37,991 24,707 19,224 66,546 69,534 123,762 113,465 15,641 25,937
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,219)
603 -571 -653 -4,114 -4,452 -4,163 -5,677 -2,056 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 17.7 13.8 47.7 49.9 88.8 81.4 11.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 160)
40 31 39 57 62 119 121
CFTC#001626 WHEAT - MINNEAPOLIS GRAIN EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 41,047
COMMITMENTS
11,708 4,210 5,599 15,770 19,433 33,077 29,242 7,970 11,805
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,356)
611 621 -410 -1,530 -988 -1,328 -777 -1,028 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 10.3 13.6 38.4 47.3 80.6 71.2 19.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60)
16 10 17 25 23 48 47
CFTC#002602 CORN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,390,497
COMMITMENTS
253,695 135,690 323,619 671,114 640,356 1248,427 1099,664 142,069 290,833
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,521)
10,528 -13,793 6,111 -9,169 15,234 7,470 7,553 -2,950 -3,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 9.8 23.3 48.3 46.1 89.8 79.1 10.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 686)
168 157 231 213 281 512 587
CFTC#004603 OATS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 15,793
COMMITMENTS
1,378 3,091 1,586 9,630 9,340 12,594 14,017 3,199 1,776
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 80)
95 668 136 -446 -667 -215 138 295 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 19.6 10.0 61.0 59.1 79.7 88.8 20.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 48)
12 15 3 16 12 29 29
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 530,429
COMMITMENTS
88,358 71,856 137,498 256,830 219,808 482,686 429,162 47,743 101,267
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -16,797)
-1,153 1,525 1,265 -13,254 -18,998 -13,143 -16,209 -3,654 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.5 25.9 48.4 41.4 91.0 80.9 9.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 449)
138 126 169 110 153 341 378
CFTC#006261 SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#006265 SULFUR FINANCIAL INSTR 2009 - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 25,356
COMMITMENTS
16,847 4,863 2,877 5,578 17,607 25,302 25,347 54 9
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,133)
789 -254 366 53 1,096 1,208 1,207 -75 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 19.2 11.3 22.0 69.4 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
5 4 3 14 13 22 17
CFTC#006268 CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 3,934
COMMITMENTS
2,630 439 993 55 2,444 3,679 3,876 255 57
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31)
61 -17 -31 0 81 30 32 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 11.2 25.3 1.4 62.1 93.5 98.5 6.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
19 2 7 2 2 23 9
CFTC#00626U RGGI CO2 ALLOWANCE 2009 - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 318,484
COMMITMENTS
53,193 27,857 69,246 164,580 200,606 287,018 297,708 31,466 20,776
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,494)
3,853 -2,360 -11,296 284 10,421 -7,158 -3,234 664 -3,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 8.7 21.7 51.7 63.0 90.1 93.5 9.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229)
76 51 72 58 65 178 166
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 738,427
COMMITMENTS
51,804 149,868 41,036 519,318 388,960 612,158 579,864 126,269 158,562
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,158)
1,529 -1,694 4,286 -11,727 16,992 -5,913 19,584 -9,245 -34,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 20.3 5.6 70.3 52.7 82.9 78.5 17.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 154)
27 30 35 77 78 122 125
CFTC#020604 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165B NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165C EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165G SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165I EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165T NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022651 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 355,394
COMMITMENTS
48,872 24,820 63,684 199,254 242,399 311,810 330,903 43,584 24,491
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -523)
-723 3,261 1,156 -245 -2,031 188 2,386 -711 -2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 7.0 17.9 56.1 68.2 87.7 93.1 12.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157)
43 20 43 67 80 134 127
CFTC#022653 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 69,678
COMMITMENTS
1,609 5,816 16,236 47,914 44,409 65,759 66,462 3,919 3,217
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 538)
-280 -506 -363 1,090 1,265 447 396 91 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 8.3 23.3 68.8 63.7 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
5 4 8 14 14 22 23
CFTC#02265J SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02265T SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02265U NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02265V GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022A13 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023391 NATURAL GAS ICE HENRY HUB - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 970,583
COMMITMENTS
159,865 239,144 376,459 352,016 304,201 888,341 919,804 82,243 50,779
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 26,863)
16,269 16,658 3,812 4,367 263 24,448 20,734 2,416 6,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 24.6 38.8 36.3 31.3 91.5 94.8 8.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 278)
78 98 123 84 74 241 229
CFTC#02365A MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365C M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365D TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365G NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365K NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365O WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,558,332
COMMITMENTS
75,830 104,417 509,259 966,932 936,992 1552,022 1550,669 6,310 7,663
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 33,440)
3,911 4,562 20,489 9,104 8,571 33,504 33,622 -64 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 6.7 32.7 62.0 60.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 129)
41 24 54 61 61 122 120
CFTC#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 221,388
COMMITMENTS
51,008 29,446 40,772 94,442 123,560 186,223 193,779 35,165 27,609
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,164)
-2,867 4,106 711 -572 -7,081 -2,728 -2,263 -436 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.3 18.4 42.7 55.8 84.1 87.5 15.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 173)
51 42 54 59 51 143 127
CFTC#033661 COTTON NO. 2 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 263,675
COMMITMENTS
67,271 7,086 58,807 116,339 187,766 242,418 253,660 21,256 10,015
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,489)
4,184 -500 9,702 9,903 13,515 23,789 22,717 700 1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 2.7 22.3 44.1 71.2 91.9 96.2 8.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251)
139 27 62 62 63 222 136
CFTC#035652 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#035653 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 180,082
COMMITMENTS
3,517 2,768 6,010 160,790 165,175 170,317 173,953 9,765 6,129
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -11,633)
-1,862 -1,715 -717 -8,748 -8,771 -11,327 -11,203 -306 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.5 3.3 89.3 91.7 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45)
4 1 4 37 35 42 39
CFTC#035654 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 135,274
COMMITMENTS
2,416 1,389 1,494 117,819 125,609 121,729 128,492 13,545 6,782
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,757)
-1,025 201 -819 -8,726 -6,673 -10,570 -7,290 3,813 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.0 1.1 87.1 92.9 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
1 1 1 24 22 26 23
CFTC#035655 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#035657 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 60,985
COMMITMENTS
4,071 1,506 676 50,021 53,910 54,768 56,092 6,217 4,893
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,284)
321 3 -3 -2,005 -2,054 -1,687 -2,054 -597 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 2.5 1.1 82.0 88.4 89.8 92.0 10.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
3 2 1 12 11 15 14
CFTC#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#039601 ROUGH RICE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 16,198
COMMITMENTS
3,486 1,894 1,619 8,051 10,548 13,156 14,061 3,042 2,137
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -830)
-129 356 -96 -291 -911 -516 -651 -314 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.7 10.0 49.7 65.1 81.2 86.8 18.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77)
24 16 15 31 21 65 44
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 44,225
COMMITMENTS
18,466 1,393 7,824 13,024 33,254 39,314 42,471 4,911 1,754
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,270)
2,298 -9 1,099 -408 2,234 2,989 3,324 281 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 3.1 17.7 29.4 75.2 88.9 96.0 11.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 113)
65 11 26 26 23 103 50
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 944,901
COMMITMENTS
266,544 125,499 48,725 534,176 642,442 849,445 816,666 95,457 128,235
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -58,126)
-2,795 -8,316 13,625 -49,096 -49,030 -38,266 -43,721 -19,861 -14,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 13.3 5.2 56.5 68.0 89.9 86.4 10.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 235)
40 49 30 82 127 137 191
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,695,309
COMMITMENTS
162,003 243,107 203,294 1030,104 953,404 1395,401 1399,805 299,908 295,504
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 70,892)
51,584 19,587 -6,095 25,328 66,648 70,817 80,139 75 -9,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 14.3 12.0 60.8 56.2 82.3 82.6 17.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 245)
49 50 61 121 124 200 205
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,037,614
COMMITMENTS
170,678 133,313 45,344 602,664 610,486 818,686 789,143 218,928 248,471
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 88,753)
59,844 32,228 6,248 15,482 34,555 81,574 73,031 7,179 15,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.8 4.4 58.1 58.8 78.9 76.1 21.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141)
28 20 22 70 75 107 108
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 821,800
COMMITMENTS
63,577 74,862 245,208 473,369 454,797 782,154 774,867 39,646 46,933
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -193,546)
-13,588 -2,528 -80,316 -94,189 -104,216 -188,093 -187,061 -5,453 -6,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 9.1 29.8 57.6 55.3 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 137)
26 32 40 67 70 114 122
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 47,154
COMMITMENTS
1,553 6,077 10,299 30,785 20,452 42,637 36,829 4,517 10,326
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,081)
28 453 89 1,376 796 1,493 1,338 -412 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 12.9 21.8 65.3 43.4 90.4 78.1 9.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81)
11 25 26 38 30 66 65
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 213,657
COMMITMENTS
55,603 12,585 48,344 86,888 120,283 190,835 181,212 22,821 32,444
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,041)
7,204 -3,177 5,914 1,495 12,209 14,614 14,946 1,427 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 5.9 22.6 40.7 56.3 89.3 84.8 10.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231)
92 55 94 50 55 195 165
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 384,485
COMMITMENTS
129,653 19,043 93,314 132,170 195,961 355,138 308,318 29,347 76,167
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,464)
9,384 -1,161 3,506 1,974 10,858 14,864 13,204 2,600 4,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 5.0 24.3 34.4 51.0 92.4 80.2 7.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 424)
138 76 114 100 182 307 314
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 9,761
COMMITMENTS
3,761 547 1,200 2,699 6,208 7,660 7,954 2,102 1,807
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -568)
-511 2 -109 82 -367 -539 -474 -29 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 5.6 12.3 27.7 63.6 78.5 81.5 21.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 74)
35 9 14 18 25 57 45
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 41,686
COMMITMENTS
15,717 3,295 8,077 11,557 13,396 35,351 24,769 6,334 16,917
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,615)
803 -343 717 -4 582 1,515 956 100 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 7.9 19.4 27.7 32.1 84.8 59.4 15.2 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 153)
48 31 39 39 55 111 106
CFTC#064657 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 140,535
COMMITMENTS
1,565 0 8,029 128,473 131,666 138,067 139,695 2,468 840
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,398)
184 0 -354 -4,403 -4,171 -4,573 -4,525 175 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 5.7 91.4 93.7 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
7 0 6 32 29 39 35
CFTC#06465H ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 20,297
COMMITMENTS
120 1,000 280 18,947 17,826 19,347 19,106 950 1,191
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,164)
120 26 -176 -1,031 -1,016 -1,087 -1,166 -77 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.9 1.4 93.3 87.8 95.3 94.1 4.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
1 1 1 21 20 22 22
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06465M PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06465S ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A01 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 48,629
COMMITMENTS
461 0 1,224 45,667 46,589 47,352 47,813 1,277 816
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 608)
-59 0 4 640 597 584 602 23 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 2.5 93.9 95.8 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
1 0 1 22 21 23 22
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#064A02 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A34 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A35 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A54 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A55 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A56 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A57 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A59 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A60 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A78 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665O MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665P MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665Q MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665R MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#067411 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 499,183
COMMITMENTS
44,979 24,892 101,134 334,432 351,642 480,545 477,668 18,639 21,516
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,088)
527 -1,232 -734 2,306 4,254 2,099 2,289 1,989 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 5.0 20.3 67.0 70.4 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#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,580,257
COMMITMENTS
265,830 94,041 817,091 1406,109 1588,276 2489,029 2499,407 91,228 80,850
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 62,263)
8,725 -2,578 20,692 35,731 49,890 65,148 68,004 -2,885 -5,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 3.6 31.7 54.5 61.6 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 361)
141 101 176 93 102 328 297
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 90,233
COMMITMENTS
549 35,364 20,220 66,632 32,461 87,400 88,045 2,833 2,188
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,800)
78 1,286 1,053 2,827 1,854 3,957 4,192 -158 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 39.2 22.4 73.8 36.0 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
2 12 11 18 20 30 33
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 142,420
COMMITMENTS
27,295 5,285 32,502 79,612 101,630 139,409 139,417 3,011 3,003
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,823)
-436 67 754 1,545 1,078 1,863 1,899 -40 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 3.7 22.8 55.9 71.4 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67)
25 12 30 27 28 65 59
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 575,865
COMMITMENTS
34,348 641 73,579 446,572 481,630 554,500 555,851 21,365 20,014
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -17,607)
-287 617 -1,290 -17,124 -17,324 -18,702 -17,998 1,095 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.1 12.8 77.5 83.6 96.3 96.5 3.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
8 1 9 36 37 45 46
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765G DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765I WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765J BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765N BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765O BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#073732 COCOA - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 135,453
COMMITMENTS
39,316 12,953 25,026 63,316 90,477 127,658 128,456 7,795 6,997
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,271)
782 2,394 1,543 2,984 1,068 5,310 5,005 -1,039 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 9.6 18.5 46.7 66.8 94.2 94.8 5.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149)
41 40 41 56 50 123 109
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 35,100
COMMITMENTS
23,711 2,608 375 5,526 30,803 29,612 33,786 5,488 1,314
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 106)
408 -418 -405 -50 1,074 -47 251 153 -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#080732 SUGAR NO. 11 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 989,986
COMMITMENTS
162,710 9,492 240,454 524,393 699,871 927,557 949,817 62,430 40,170
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -18,995)
-14,686 -5,861 12,436 -14,719 -24,843 -16,969 -18,268 -2,026 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 1.0 24.3 53.0 70.7 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 232)
90 34 90 87 90 211 184
CFTC#083731 COFFEE C - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 149,554
COMMITMENTS
28,247 19,875 35,131 76,863 86,448 140,242 141,454 9,312 8,099
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,006)
-2,596 403 3,948 398 -3,253 1,750 1,098 256 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 13.3 23.5 51.4 57.8 93.8 94.6 6.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 343)
109 91 93 119 113 278 252
CFTC#084691 SILVER - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 133,223
COMMITMENTS
36,512 5,622 32,218 36,181 77,868 104,911 115,708 28,312 17,515
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,192)
1,783 -2,210 -1,935 -5,317 -3,740 -5,469 -7,885 -723 1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 4.2 24.2 27.2 58.4 78.7 86.9 21.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 148)
73 25 42 38 37 128 89
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 126,581
COMMITMENTS
38,871 23,384 14,489 61,021 73,579 114,381 111,452 12,199 15,129
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -375)
-123 47 -1,017 2,576 1,068 1,436 97 -1,811 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 18.5 11.4 48.2 58.1 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 174)
43 68 40 40 44 114 131
CFTC#088691 GOLD - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 657,701
COMMITMENTS
248,398 25,493 172,242 159,711 428,589 580,351 626,324 77,351 31,378
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 27,427)
9,439 -1,645 10,383 7,144 24,609 26,966 33,347 461 -5,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 3.9 26.2 24.3 65.2 88.2 95.2 11.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 372)
217 76 142 47 64 320 234
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 128,540
COMMITMENTS
47,593 7,526 9,504 27,284 90,280 84,380 107,310 44,160 21,231
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,732)
5,460 -2,753 2,658 3,794 9,789 11,912 9,694 -181 2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 5.9 7.4 21.2 70.2 65.6 83.5 34.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 80)
33 10 15 22 31 61 50
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 46,351
COMMITMENTS
10,888 17,653 2,785 21,097 11,265 34,770 31,703 11,581 14,648
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,680)
-934 -3,150 457 -3,469 201 -3,945 -2,492 1,265 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 38.1 6.0 45.5 24.3 75.0 68.4 25.0 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
10 11 5 11 11 22 26
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 118,648
COMMITMENTS
91,411 11,632 129 20,272 105,318 111,812 117,079 6,836 1,569
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,615)
23,565 1,133 -288 -6,581 16,857 16,696 17,702 919 -87
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#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 155,078
COMMITMENTS
14,218 85,008 14,196 100,945 21,316 129,359 120,519 25,719 34,559
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 13,096)
-594 4,930 6,328 593 3,154 6,328 14,412 6,768 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 54.8 9.2 65.1 13.7 83.4 77.7 16.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
19 48 19 19 20 50 75
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 148,911
COMMITMENTS
57,069 22,261 10,979 53,628 83,690 121,677 116,930 27,235 31,981
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,646)
26,826 -4,902 2,306 -19,128 15,448 10,005 12,852 2,642 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 14.9 7.4 36.0 56.2 81.7 78.5 18.3 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 102)
39 34 30 18 25 75 71
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 58,416
COMMITMENTS
42,755 4,679 3,504 6,829 48,108 53,087 56,291 5,328 2,125
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,039)
-706 -306 -21 -889 -1,269 -1,616 -1,597 -423 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.2 8.0 6.0 11.7 82.4 90.9 96.4 9.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87)
47 21 7 15 9 66 34
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 282,455
COMMITMENTS
36,380 98,006 49,746 144,156 78,630 230,281 226,381 52,174 56,074
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,369)
2,397 -2,111 34 545 8,045 2,977 5,968 6,392 3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 34.7 17.6 51.0 27.8 81.5 80.1 18.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 165)
44 68 53 34 40 113 126
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 308,142
COMMITMENTS
78,618 9,283 50,725 156,433 235,238 285,776 295,246 22,367 12,896
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,999)
-1,849 2,374 942 6,666 4,946 5,759 8,263 1,239 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 3.0 16.5 50.8 76.3 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 209)
74 23 57 75 97 174 160
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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: 13,974
COMMITMENTS
3,414 1,377 3 8,166 8,992 11,583 10,372 2,391 3,602
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -369)
57 -120 0 -502 -641 -445 -761 76 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 9.9 0.0 58.4 64.3 82.9 74.2 17.1 25.8
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+OPTIONS) : 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: 77,882
COMMITMENTS
30,066 9,092 1,136 33,286 57,121 64,488 67,349 13,394 10,533
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,643)
3,203 -2,514 -20 -67 6,981 3,116 4,447 527 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 11.7 1.5 42.7 73.3 82.8 86.5 17.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97)
36 13 10 28 35 66 56
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: *********
COMMITMENTS
******* 449,819 4966,095 6690,825 7819,075 ******** ******** 848,789 947,820
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 889,722)
******* 63,798 400,277 348,630 425,285 893,348 889,360 -3,627 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 3.2 35.0 47.2 55.1 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 323)
75 85 124 146 150 297 289
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 483,599
COMMITMENTS
25,218 93,576 34,700 309,579 301,308 369,498 429,584 114,101 54,016
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,046)
-503 -1,530 5,069 -724 3,938 3,841 7,477 3,206 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 19.3 7.2 64.0 62.3 76.4 88.8 23.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149)
24 28 34 80 63 125 104
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 3,011,837
COMMITMENTS
712,615 471,158 82,358 2009,129 2099,448 2804,102 2652,965 207,735 358,872
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 31,484)
11,035 7,038 4,525 -13,927 6,208 1,634 17,770 29,851 13,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 15.6 2.7 66.7 69.7 93.1 88.1 6.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 471)
94 117 70 175 182 312 327
CFTC#209741 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 28,135
COMMITMENTS
665 8,415 746 22,438 16,920 23,849 26,081 4,286 2,054
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,635)
-92 -4,015 51 -4,651 -509 -4,692 -4,473 57 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 29.9 2.7 79.8 60.1 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+OPTIONS) : 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: 410,771
COMMITMENTS
152,118 88,445 7,052 230,352 296,652 389,523 392,149 21,248 18,622
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -7,102)
9,018 -15,580 2,171 -21,666 8,480 -10,476 -4,929 3,374 -2,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 21.5 1.7 56.1 72.2 94.8 95.5 5.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 239)
76 45 19 68 72 156 124
CFTC#221602 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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: 124,949
COMMITMENTS
59,920 10,292 5,496 28,529 93,608 93,945 109,396 31,004 15,553
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,022)
7,274 -2,672 -281 287 12,573 7,280 9,620 742 -1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 8.2 4.4 22.8 74.9 75.2 87.6 24.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62)
29 11 11 12 16 47 32
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 405,988
COMMITMENTS
46,655 88,143 3,325 339,111 297,598 389,091 389,066 16,897 16,922
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,171)
15,610 2,853 507 -2,078 10,070 14,039 13,430 132 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 21.7 0.8 83.5 73.3 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 247)
37 45 17 99 102 149 151
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 40,695
COMMITMENTS
15,966 8,689 20 16,602 19,026 32,588 27,735 8,107 12,960
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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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#26265D SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 98,935
COMMITMENTS
12,858 8,102 0 77,877 86,867 90,735 94,969 8,200 3,966
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,990)
382 -586 0 -2,292 -2,453 -1,910 -3,039 -80 1,049
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#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86565A GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86665A NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86765C GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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