WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 500,642: 77,147 132,024 76,662 308,203 234,379 462,012 443,065: 38,630 57,577
Old : 451,387: 77,882 122,010 64,720 273,679 216,206 416,281 402,936: 35,106 48,451
Other: 49,255: 8,232 18,981 2,975 34,524 18,173 45,731 40,129: 3,524 9,126
: : :
: : Changes in Commitments from: May 25, 2010 :
: 11,814: -506 1,494 2,960 4,410 5,224 6,864 9,678: 4,950 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 26.4 15.3 61.6 46.8 92.3 88.5: 7.7 11.5
Old : 100.0: 17.3 27.0 14.3 60.6 47.9 92.2 89.3: 7.8 10.7
Other: 100.0: 16.7 38.5 6.0 70.1 36.9 92.8 81.5: 7.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 110 154 143 75 101 282 328:
Old : 407: 112 161 135 71 95 272 318:
Other: 156: 35 36 16 35 57 84 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 16.3 40.5 26.5 23.6 13.1 38.2 20.4
Old : 27.1 17.0 43.1 28.2 25.6 15.5 40.7 25.3
Other: 35.4 30.9 50.9 45.1 35.0 30.9 48.8 41.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,216,030: 293,831 169,957 177,075 624,942 604,287 1,095,848 951,319: 120,182 264,711
Old : 662,871: 185,850 197,684 34,959 368,886 310,031 589,695 542,674: 73,176 120,197
Other: 553,159: 193,942 58,234 56,155 256,056 294,256 506,153 408,645: 47,006 144,514
: : :
: : Changes in Commitments from: May 25, 2010 :
: 8,790: 3,312 2,286 9,971 -6,081 -12,403 7,202 -146: 1,588 8,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 14.0 14.6 51.4 49.7 90.1 78.2: 9.9 21.8
Old : 100.0: 28.0 29.8 5.3 55.6 46.8 89.0 81.9: 11.0 18.1
Other: 100.0: 35.1 10.5 10.2 46.3 53.2 91.5 73.9: 8.5 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 179 147 189 181 277 468 548:
Old : 632: 162 159 99 141 239 358 449:
Other: 553: 158 103 77 112 249 301 405:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 14.6 27.7 19.9 16.9 13.1 25.5 17.6
Old : 25.4 12.5 35.9 20.0 25.4 12.4 34.1 19.1
Other: 22.8 20.2 32.4 25.9 22.3 19.2 31.0 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 18,648: 2,602 4,338 531 11,844 11,633 14,977 16,502: 3,671 2,146
Old : 18,648: 2,602 4,338 531 11,844 11,633 14,977 16,502: 3,671 2,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 721: 47 -240 404 253 625 704 789: 17 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 23.3 2.8 63.5 62.4 80.3 88.5: 19.7 11.5
Old : 100.0: 14.0 23.3 2.8 63.5 62.4 80.3 88.5: 19.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 17 6 18 11 35 33:
Old : 54: 16 17 6 18 11 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 47.5 52.6 66.1 26.7 37.2 40.7 52.5
Old : 33.3 47.5 52.6 66.1 26.7 37.2 40.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 459,804: 95,394 72,327 67,915 254,104 224,515 417,413 364,757: 42,391 95,047
Old : 228,724: 68,014 60,150 8,535 127,990 124,354 204,539 193,039: 24,185 35,685
Other: 231,080: 58,719 43,516 28,041 126,114 100,161 212,874 171,718: 18,206 59,362
: : :
: : Changes in Commitments from: May 25, 2010 :
: 4,359: -877 762 2,958 290 732 2,371 4,452: 1,988 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.7 14.8 55.3 48.8 90.8 79.3: 9.2 20.7
Old : 100.0: 29.7 26.3 3.7 56.0 54.4 89.4 84.4: 10.6 15.6
Other: 100.0: 25.4 18.8 12.1 54.6 43.3 92.1 74.3: 7.9 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 130 114 131 104 162 308 361:
Old : 410: 129 104 52 72 130 225 266:
Other: 372: 87 104 69 74 142 208 279:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 19.6 31.7 24.7 19.5 18.3 29.8 22.7
Old : 28.8 28.3 39.0 36.3 28.7 28.1 38.7 35.4
Other: 22.0 13.5 34.4 21.1 21.1 11.3 33.0 16.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,329: 14,103 1,280 184 45 3,453 14,332 4,917: 3,997 13,412
Old : 4,377: 2,003 992 27 45 221 2,075 1,240: 2,302 3,137
Other: 13,952: 12,217 405 40 0 3,232 12,257 3,677: 1,695 10,275
: : :
: : Changes in Commitments from: May 25, 2010 :
: -445: -586 495 -189 0 48 -775 354: 330 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 7.0 1.0 0.2 18.8 78.2 26.8: 21.8 73.2
Old : 100.0: 45.8 22.7 0.6 1.0 5.0 47.4 28.3: 52.6 71.7
Other: 100.0: 87.6 2.9 0.3 0.0 23.2 87.9 26.4: 12.1 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 6 7 2 9 17 20:
Old : 26: 12 7 2 2 6 14 15:
Other: 23: 12 2 5 0 9 13 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 12.2 70.3 18.4 56.8 12.2 70.0 18.2
Old : 36.0 18.6 45.5 25.2 35.5 18.6 44.8 25.2
Other: 64.3 14.8 81.1 22.5 64.3 14.8 81.0 22.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 325,394: 59,263 63,491 53,184 186,436 179,094 298,883 295,769: 26,511 29,625
Old : 222,788: 55,019 70,155 18,806 133,190 110,468 207,015 199,429: 15,773 23,359
Other: 102,606: 30,210 19,302 8,412 53,246 68,626 91,868 96,340: 10,738 6,266
: : :
: : Changes in Commitments from: May 25, 2010 :
: 6,894: 1,664 -8,725 4,747 1,343 12,436 7,754 8,458: -860 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.5 16.3 57.3 55.0 91.9 90.9: 8.1 9.1
Old : 100.0: 24.7 31.5 8.4 59.8 49.6 92.9 89.5: 7.1 10.5
Other: 100.0: 29.4 18.8 8.2 51.9 66.9 89.5 93.9: 10.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 60 79 78 64 56 181 183:
Old : 245: 66 90 45 61 53 154 167:
Other: 145: 48 36 21 46 28 108 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 26.8 30.7 35.3 15.6 22.2 23.3 28.5
Old : 22.5 23.4 35.2 32.3 20.1 21.7 30.9 28.7
Other: 20.6 47.6 33.2 59.6 19.1 47.5 30.9 58.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 712,278: 72,899 133,767 32,560 462,117 431,115 567,576 597,442: 144,702 114,836
Old : 712,278: 72,899 133,767 32,560 462,117 431,115 567,576 597,442: 144,702 114,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -44,902: 581 -21,108 12,323 -61,490 -14,507 -48,586 -23,292: 3,684 -21,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.8 4.6 64.9 60.5 79.7 83.9: 20.3 16.1
Old : 100.0: 10.2 18.8 4.6 64.9 60.5 79.7 83.9: 20.3 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 25 27 14 65 72 99 104:
Old : 146: 25 27 14 65 72 99 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 25.4 33.1 38.8 19.1 21.4 29.9 31.2
Old : 20.5 25.4 33.1 38.8 19.1 21.4 29.9 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 145,185: 3,921 17,709 0 105,941 104,672 109,862 122,381: 35,323 22,804
Old : 145,185: 3,921 17,709 0 105,941 104,672 109,862 122,381: 35,323 22,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 7,774: 402 2,214 -2,647 14,138 4,443 11,893 4,010: -4,119 3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.2 0.0 73.0 72.1 75.7 84.3: 24.3 15.7
Old : 100.0: 2.7 12.2 0.0 73.0 72.1 75.7 84.3: 24.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 0 18 14 20 19:
Old : 29: 2 5 0 18 14 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 61.5 62.1 71.2 40.4 53.7 54.5 63.3
Old : 43.6 61.5 62.1 71.2 40.4 53.7 54.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,385: 1,267 720 352 8,166 9,032 9,785 10,104: 600 281
Old : 10,385: 1,267 720 352 8,166 9,032 9,785 10,104: 600 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 80: 160 40 30 2 -27 192 43: -112 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.9 3.4 78.6 87.0 94.2 97.3: 5.8 2.7
Old : 100.0: 12.2 6.9 3.4 78.6 87.0 94.2 97.3: 5.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 6 3 15 16 25 22:
Old : 29: 7 6 3 15 16 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 67.2 71.9 84.0 13.6 16.0 19.9 21.0
Old : 56.9 67.2 71.9 84.0 13.6 16.0 19.9 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 167,756: 44,030 16,637 21,155 72,126 105,635 137,311 143,427: 30,445 24,329
Old : 106,861: 40,307 13,306 7,351 37,996 68,282 85,654 88,939: 21,207 17,922
Other: 60,895: 11,467 11,075 6,060 34,130 37,353 51,657 54,488: 9,238 6,407
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,695: 484 -1,336 693 -2,116 -2,416 -939 -3,059: -2,756 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 9.9 12.6 43.0 63.0 81.9 85.5: 18.1 14.5
Old : 100.0: 37.7 12.5 6.9 35.6 63.9 80.2 83.2: 19.8 16.8
Other: 100.0: 18.8 18.2 10.0 56.0 61.3 84.8 89.5: 15.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 54 36 50 62 62 146 128:
Old : 173: 53 38 31 55 55 128 108:
Other: 114: 29 22 24 45 31 89 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 35.4 22.2 44.4 12.3 31.4 21.4 38.3
Old : 14.6 34.7 25.0 44.4 14.4 32.0 23.8 40.7
Other: 25.3 45.1 38.0 54.2 25.1 44.4 37.8 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,417: 3,557 4,227 902 8,041 7,520 12,500 12,649: 2,917 2,768
Old : 7,307: 3,006 4,005 0 2,511 1,952 5,517 5,957: 1,790 1,350
Other: 8,110: 812 483 641 5,530 5,568 6,983 6,692: 1,127 1,418
: : :
: : Changes in Commitments from: May 25, 2010 :
: -119: -182 -233 21 -324 -252 -485 -464: 366 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.4 5.9 52.2 48.8 81.1 82.0: 18.9 18.0
Old : 100.0: 41.1 54.8 0.0 34.4 26.7 75.5 81.5: 24.5 18.5
Other: 100.0: 10.0 6.0 7.9 68.2 68.7 86.1 82.5: 13.9 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 17 20 14 25 23 49 54:
Old : 67: 17 21 0 18 11 35 32:
Other: 51: 9 11 6 17 20 30 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 26.8 49.2 45.2 33.8 24.5 47.1 40.4
Old : 33.7 35.9 48.2 52.1 33.7 35.9 48.2 52.1
Other: 54.9 39.3 66.5 58.5 53.6 32.9 63.0 50.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 928,154: 241,751 186,354 21,803 552,627 590,183 816,181 798,340: 111,973 129,814
Old : 928,154: 241,751 186,354 21,803 552,627 590,183 816,181 798,340: 111,973 129,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -57,764: 7,285 -118 -42,599 -24,033 -17,173 -59,347 -59,890: 1,583 2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.1 2.3 59.5 63.6 87.9 86.0: 12.1 14.0
Old : 100.0: 26.0 20.1 2.3 59.5 63.6 87.9 86.0: 12.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 27 47 14 69 110 106 161:
Old : 204: 27 47 14 69 110 106 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 16.5 54.8 25.2 45.7 14.9 53.6 22.2
Old : 45.9 16.5 54.8 25.2 45.7 14.9 53.6 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,899,808: 161,106 313,698 88,289 1,347,932 1,187,933 1,597,327 1,589,920: 302,481 309,888
Old : 1,899,808: 161,106 313,698 88,289 1,347,932 1,187,933 1,597,327 1,589,920: 302,481 309,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 59,911: 23,597 -19,817 58,887 -56,249 10,294 26,235 49,364: 33,676 10,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.5 4.6 71.0 62.5 84.1 83.7: 15.9 16.3
Old : 100.0: 8.5 16.5 4.6 71.0 62.5 84.1 83.7: 15.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 26 53 28 101 129 148 189:
Old : 237: 26 53 28 101 129 148 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 20.3 46.8 32.2 37.1 15.7 42.8 23.6
Old : 39.5 20.3 46.8 32.2 37.1 15.7 42.8 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 926,263: 157,282 106,810 23,371 543,920 560,701 724,573 690,882: 201,690 235,381
Old : 926,263: 157,282 106,810 23,371 543,920 560,701 724,573 690,882: 201,690 235,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -138,051: -15,267 -11,714 -9,831 -99,836 -80,191 -124,934 -101,736: -13,117 -36,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.5 2.5 58.7 60.5 78.2 74.6: 21.8 25.4
Old : 100.0: 17.0 11.5 2.5 58.7 60.5 78.2 74.6: 21.8 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 23 23 15 59 83 89 114:
Old : 147: 23 23 15 59 83 89 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 17.3 34.9 26.6 19.0 13.4 27.2 20.1
Old : 24.2 17.3 34.9 26.6 19.0 13.4 27.2 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 608,644: 149,660 20,159 50,400 375,466 489,821 575,526 560,380: 33,118 48,264
Old : 608,644: 149,660 20,159 50,400 375,466 489,821 575,526 560,380: 33,118 48,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -57,622: 4,702 -5,079 -8,471 -50,511 -37,876 -54,280 -51,426: -3,342 -6,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 3.3 8.3 61.7 80.5 94.6 92.1: 5.4 7.9
Old : 100.0: 24.6 3.3 8.3 61.7 80.5 94.6 92.1: 5.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 23 15 29 54 54 90 92:
Old : 109: 23 15 29 54 54 90 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 41.4 50.7 53.9 25.6 22.9 36.1 30.6
Old : 31.1 41.4 50.7 53.9 25.6 22.9 36.1 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 12,762: 1,207 663 0 7,683 9,305 8,890 9,968: 3,872 2,794
Old : 12,762: 1,207 663 0 7,683 9,305 8,890 9,968: 3,872 2,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 182: -927 252 0 0 0 -927 252: 1,109 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.2 0.0 60.2 72.9 69.7 78.1: 30.3 21.9
Old : 100.0: 9.5 5.2 0.0 60.2 72.9 69.7 78.1: 30.3 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 0 10 8 12 11:
Old : 20: 2 3 0 10 8 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 59.2 56.7 74.4 36.5 59.2 56.1 73.0
Old : 36.5 59.2 56.7 74.4 36.5 59.2 56.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 75,042: 12,947 10,743 252 48,651 47,955 61,850 58,950: 13,192 16,092
Old : 75,042: 12,947 10,743 252 48,651 47,955 61,850 58,950: 13,192 16,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 27: -957 -170 -294 1,867 -4,374 616 -4,838: -589 4,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.3 0.3 64.8 63.9 82.4 78.6: 17.6 21.4
Old : 100.0: 17.3 14.3 0.3 64.8 63.9 82.4 78.6: 17.6 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 20 15 5 30 31 52 49:
Old : 86: 20 15 5 30 31 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.9 42.7 52.2 26.9 35.9 42.0 50.5
Old : 27.4 35.9 42.7 52.2 26.9 35.9 42.0 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 15,216: 3,199 751 6 11,617 14,100 14,822 14,857: 394 359
Old : 15,216: 3,199 751 6 11,617 14,100 14,822 14,857: 394 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -182: 557 94 -198 -517 -52 -158 -156: -24 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.9 0.0 76.3 92.7 97.4 97.6: 2.6 2.4
Old : 100.0: 21.0 4.9 0.0 76.3 92.7 97.4 97.6: 2.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 7 1 11 18 15 26:
Old : 35: 4 7 1 11 18 15 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 70.4 90.8 83.1 69.5 68.4 84.0 75.2
Old : 73.6 70.4 90.8 83.1 69.5 68.4 84.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 40,021: 4,000 2,311 0 35,228 37,156 39,228 39,467: 793 554
Old : 40,021: 4,000 2,311 0 35,228 37,156 39,228 39,467: 793 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,050: -166 839 0 1,500 492 1,334 1,331: -284 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.8 0.0 88.0 92.8 98.0 98.6: 2.0 1.4
Old : 100.0: 10.0 5.8 0.0 88.0 92.8 98.0 98.6: 2.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 6 0 8 15 14 21:
Old : 32: 6 6 0 8 15 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.1 72.9 95.9 86.3 69.8 61.7 77.9 70.5
Old : 87.1 72.9 95.9 86.3 69.8 61.7 77.9 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010