WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 15, 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 : 507,055: 88,428 144,045 72,206 306,069 231,908 466,703 448,159: 40,352 58,896
Old : 433,802: 86,749 123,045 59,820 249,868 204,775 396,437 387,640: 37,365 46,162
Other: 73,253: 10,759 30,080 3,306 56,201 27,133 70,266 60,519: 2,987 12,734
: : :
: : Changes in Commitments from: June 8, 2010 :
: 4,223: 927 9,207 1,016 802 -6,035 2,745 4,188: 1,478 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 28.4 14.2 60.4 45.7 92.0 88.4: 8.0 11.6
Old : 100.0: 20.0 28.4 13.8 57.6 47.2 91.4 89.4: 8.6 10.6
Other: 100.0: 14.7 41.1 4.5 76.7 37.0 95.9 82.6: 4.1 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 121 151 144 79 98 291 327:
Old : 407: 139 141 137 74 90 283 313:
Other: 169: 18 63 23 34 64 73 137:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 17.6 38.6 27.9 22.5 14.3 36.8 21.8
Old : 26.5 20.2 40.5 31.2 25.5 18.9 38.7 28.3
Other: 51.7 26.0 66.8 41.7 51.7 25.0 66.3 36.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 15, 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 : 1,209,610: 303,820 227,072 177,182 603,063 541,276 1,084,065 945,530: 125,545 264,080
Old : 597,340: 181,396 207,914 28,433 312,913 254,680 522,742 491,027: 74,598 106,313
Other: 612,270: 195,580 92,314 75,593 290,150 286,596 561,323 454,503: 50,947 157,767
: : :
: : Changes in Commitments from: June 8, 2010 :
: -29,633: 10,826 15,027 -7,203 -31,485 -35,701 -27,862 -27,877: -1,771 -1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 18.8 14.6 49.9 44.7 89.6 78.2: 10.4 21.8
Old : 100.0: 30.4 34.8 4.8 52.4 42.6 87.5 82.2: 12.5 17.8
Other: 100.0: 31.9 15.1 12.3 47.4 46.8 91.7 74.2: 8.3 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 692: 175 167 190 192 275 471 564:
Old : 626: 162 161 91 148 236 350 453:
Other: 578: 153 126 85 125 247 321 423:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 13.0 25.6 18.5 16.2 11.1 24.4 15.7
Old : 25.4 11.9 34.1 19.5 25.3 11.6 33.9 19.0
Other: 20.5 17.3 30.3 23.7 20.3 16.4 29.6 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 15, 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 : 16,369: 2,228 1,738 776 10,589 11,456 13,593 13,970: 2,776 2,399
Old : 16,369: 2,228 1,738 776 10,589 11,456 13,593 13,970: 2,776 2,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -2,713: -360 -2,645 -234 -1,180 79 -1,774 -2,800: -939 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.6 4.7 64.7 70.0 83.0 85.3: 17.0 14.7
Old : 100.0: 13.6 10.6 4.7 64.7 70.0 83.0 85.3: 17.0 14.7
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 : 45: 14 10 6 17 13 33 27:
Old : 45: 14 10 6 17 13 33 27:
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 : 33.6 54.1 55.3 68.9 30.0 42.1 47.0 54.5
Old : 33.6 54.1 55.3 68.9 30.0 42.1 47.0 54.5
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 15, 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 : 460,514: 101,209 69,849 68,520 246,234 230,961 415,963 369,330: 44,551 91,184
Old : 147,768: 62,125 28,103 5,508 58,044 89,611 125,677 123,222: 22,091 24,546
Other: 312,746: 60,181 62,843 41,915 188,190 141,350 290,286 246,108: 22,460 66,638
: : :
: : Changes in Commitments from: June 8, 2010 :
: -15,348: 965 -12,928 -5,878 -14,128 4,845 -19,041 -13,961: 3,693 -1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.2 14.9 53.5 50.2 90.3 80.2: 9.7 19.8
Old : 100.0: 42.0 19.0 3.7 39.3 60.6 85.1 83.4: 14.9 16.6
Other: 100.0: 19.2 20.1 13.4 60.2 45.2 92.8 78.7: 7.2 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 149 108 135 113 164 331 356:
Old : 377: 137 75 41 87 120 239 222:
Other: 388: 99 110 83 67 151 214 303:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 20.6 30.9 26.8 19.6 19.1 29.8 23.6
Old : 23.5 32.3 32.6 40.1 23.4 31.5 32.4 39.0
Other: 23.5 17.5 37.6 24.8 23.0 16.4 37.1 21.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 15, 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 : 17,880: 14,386 745 278 37 3,606 14,701 4,629: 3,179 13,251
Old : 3,551: 1,907 537 44 37 308 1,988 889: 1,563 2,662
Other: 14,329: 12,676 405 37 0 3,298 12,713 3,740: 1,616 10,589
: : :
: : Changes in Commitments from: June 8, 2010 :
: -734: 90 -315 90 -7 130 173 -95: -907 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 4.2 1.6 0.2 20.2 82.2 25.9: 17.8 74.1
Old : 100.0: 53.7 15.1 1.2 1.0 8.7 56.0 25.0: 44.0 75.0
Other: 100.0: 88.5 2.8 0.3 0.0 23.0 88.7 26.1: 11.3 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 4 9 2 9 18 20:
Old : 25: 11 6 4 2 7 13 17:
Other: 24: 13 2 6 0 9 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 60.4 13.0 74.1 19.3 60.3 13.0 73.9 19.1
Old : 45.3 15.0 54.4 22.0 45.2 15.0 53.4 21.8
Other: 64.9 14.7 81.3 22.3 64.9 14.7 81.3 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 15, 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 : 326,185: 57,948 66,211 52,802 186,831 174,556 297,581 293,569: 28,604 32,616
Old : 176,666: 47,368 43,513 25,438 85,445 85,161 158,251 154,112: 18,415 22,554
Other: 149,519: 28,065 40,183 9,879 101,386 89,395 139,330 139,457: 10,189 10,062
: : :
: : Changes in Commitments from: June 8, 2010 :
: -10,289: 185 -3,615 -1,400 -12,820 -5,288 -14,035 -10,303: 3,746 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.3 16.2 57.3 53.5 91.2 90.0: 8.8 10.0
Old : 100.0: 26.8 24.6 14.4 48.4 48.2 89.6 87.2: 10.4 12.8
Other: 100.0: 18.8 26.9 6.6 67.8 59.8 93.2 93.3: 6.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 66 74 84 67 56 193 184:
Old : 226: 81 63 53 60 49 165 147:
Other: 178: 44 66 31 52 38 118 115:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 28.0 29.0 36.8 15.5 23.6 24.1 29.1
Old : 21.5 25.9 30.7 34.7 16.0 22.3 23.4 29.3
Other: 28.2 42.0 44.6 51.5 27.2 41.6 43.7 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 15, 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 : 662,857: 85,535 134,550 15,699 424,925 400,733 526,159 550,982: 136,698 111,875
Old : 662,857: 85,535 134,550 15,699 424,925 400,733 526,159 550,982: 136,698 111,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -14,724: 13,460 -2,595 -3,720 -21,481 -3,909 -11,741 -10,224: -2,983 -4,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.3 2.4 64.1 60.5 79.4 83.1: 20.6 16.9
Old : 100.0: 12.9 20.3 2.4 64.1 60.5 79.4 83.1: 20.6 16.9
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 : 152: 32 25 14 61 71 104 99:
Old : 152: 32 25 14 61 71 104 99:
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 : 21.7 21.8 33.2 36.8 20.2 20.6 31.4 33.5
Old : 21.7 21.8 33.2 36.8 20.2 20.6 31.4 33.5
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 15, 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 : 140,981: 5,921 17,966 48 98,285 105,390 104,254 123,404: 36,727 17,577
Old : 140,981: 5,921 17,966 48 98,285 105,390 104,254 123,404: 36,727 17,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 1,367: 2,000 1,908 -74 -3,073 -967 -1,147 867: 2,514 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.7 0.0 69.7 74.8 73.9 87.5: 26.1 12.5
Old : 100.0: 4.2 12.7 0.0 69.7 74.8 73.9 87.5: 26.1 12.5
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 : 32: 3 6 1 17 15 21 21:
Old : 32: 3 6 1 17 15 21 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 : 44.1 64.9 57.9 73.4 41.6 61.0 53.6 69.1
Old : 44.1 64.9 57.9 73.4 41.6 61.0 53.6 69.1
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 15, 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 : 11,500: 1,301 829 516 9,219 9,868 11,036 11,213: 464 287
Old : 11,500: 1,301 829 516 9,219 9,868 11,036 11,213: 464 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 447: 29 34 60 247 244 336 338: 111 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.2 4.5 80.2 85.8 96.0 97.5: 4.0 2.5
Old : 100.0: 11.3 7.2 4.5 80.2 85.8 96.0 97.5: 4.0 2.5
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 : 31: 7 6 3 16 17 26 23:
Old : 31: 7 6 3 16 17 26 23:
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 : 61.0 65.7 74.5 85.6 14.2 16.8 20.3 23.0
Old : 61.0 65.7 74.5 85.6 14.2 16.8 20.3 23.0
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 15, 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 : 190,775: 60,132 13,856 18,863 74,780 134,441 153,775 167,160: 37,000 23,615
Old : 106,910: 44,831 10,622 4,010 34,290 76,827 83,131 91,459: 23,779 15,451
Other: 83,865: 21,440 9,373 8,714 40,490 57,614 70,644 75,701: 13,221 8,164
: : :
: : Changes in Commitments from: June 8, 2010 :
: 16,005: 13,767 3,400 -4,225 2,869 17,694 12,411 16,869: 3,594 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 7.3 9.9 39.2 70.5 80.6 87.6: 19.4 12.4
Old : 100.0: 41.9 9.9 3.8 32.1 71.9 77.8 85.5: 22.2 14.5
Other: 100.0: 25.6 11.2 10.4 48.3 68.7 84.2 90.3: 15.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 61 29 51 59 64 150 125:
Old : 162: 50 34 27 50 58 118 105:
Other: 122: 38 16 28 45 38 98 75:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 42.0 22.3 50.2 11.9 36.8 20.4 43.3
Old : 16.9 39.5 27.4 48.8 16.9 39.5 27.4 47.7
Other: 22.9 50.8 35.0 59.8 22.6 49.9 34.1 55.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 15, 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 : 15,153: 3,793 3,847 917 7,728 7,859 12,438 12,623: 2,715 2,530
Old : 5,278: 2,136 2,805 0 1,646 1,550 3,782 4,355: 1,496 923
Other: 9,875: 1,783 1,168 791 6,082 6,309 8,656 8,268: 1,219 1,607
: : :
: : Changes in Commitments from: June 8, 2010 :
: -577: -14 80 -215 -424 -97 -653 -232: 76 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.4 6.1 51.0 51.9 82.1 83.3: 17.9 16.7
Old : 100.0: 40.5 53.1 0.0 31.2 29.4 71.7 82.5: 28.3 17.5
Other: 100.0: 18.1 11.8 8.0 61.6 63.9 87.7 83.7: 12.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 22 19 14 24 22 53 51:
Old : 56: 19 13 0 15 9 34 22:
Other: 63: 15 14 8 16 22 36 42:
:----------------------------------------------------------------------------------------------------
: 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 : 34.9 28.6 49.6 48.9 34.9 26.3 48.1 42.4
Old : 31.7 41.0 43.5 57.5 31.7 41.0 43.5 57.5
Other: 50.3 34.5 63.4 55.2 50.3 31.9 61.8 49.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 15, 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 : 884,456: 213,227 172,308 29,777 539,860 557,873 782,864 759,958: 101,592 124,498
Old : 884,456: 213,227 172,308 29,777 539,860 557,873 782,864 759,958: 101,592 124,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -2,996: -4,335 -6,373 -29 -536 1,826 -4,900 -4,576: 1,904 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 19.5 3.4 61.0 63.1 88.5 85.9: 11.5 14.1
Old : 100.0: 24.1 19.5 3.4 61.0 63.1 88.5 85.9: 11.5 14.1
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 : 213: 21 55 17 65 117 99 177:
Old : 213: 21 55 17 65 117 99 177:
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 : 44.3 15.0 54.2 23.2 44.1 12.1 53.3 19.8
Old : 44.3 15.0 54.2 23.2 44.1 12.1 53.3 19.8
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 15, 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 : 1,764,800: 137,675 295,262 43,997 1,267,006 1,069,769 1,448,678 1,409,028: 316,122 355,772
Old : 1,764,800: 137,675 295,262 43,997 1,267,006 1,069,769 1,448,678 1,409,028: 316,122 355,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -42,596: 3,143 -31,504 -16,088 -76,669 -38,455 -89,614 -86,047: 47,018 43,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 16.7 2.5 71.8 60.6 82.1 79.8: 17.9 20.2
Old : 100.0: 7.8 16.7 2.5 71.8 60.6 82.1 79.8: 17.9 20.2
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 : 241: 29 48 20 99 131 144 183:
Old : 241: 29 48 20 99 131 144 183:
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 : 43.7 19.0 50.2 29.0 42.1 16.9 48.1 24.8
Old : 43.7 19.0 50.2 29.0 42.1 16.9 48.1 24.8
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 15, 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 : 940,220: 144,731 111,231 26,213 582,885 572,351 753,829 709,795: 186,391 230,425
Old : 940,220: 144,731 111,231 26,213 582,885 572,351 753,829 709,795: 186,391 230,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 11,755: -1,386 15,789 -5,117 29,131 -2,823 22,628 7,849: -10,873 3,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 11.8 2.8 62.0 60.9 80.2 75.5: 19.8 24.5
Old : 100.0: 15.4 11.8 2.8 62.0 60.9 80.2 75.5: 19.8 24.5
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 : 151: 22 26 15 62 82 92 115:
Old : 151: 22 26 15 62 82 92 115:
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 : 23.6 20.2 35.4 29.4 19.8 14.8 28.6 21.3
Old : 23.6 20.2 35.4 29.4 19.8 14.8 28.6 21.3
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 15, 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 : 649,324: 164,864 18,876 58,529 389,627 513,135 613,020 590,540: 36,304 58,784
Old : 649,324: 164,864 18,876 58,529 389,627 513,135 613,020 590,540: 36,304 58,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 18,301: 13,622 715 2,845 -1,580 6,083 14,887 9,643: 3,414 8,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 2.9 9.0 60.0 79.0 94.4 90.9: 5.6 9.1
Old : 100.0: 25.4 2.9 9.0 60.0 79.0 94.4 90.9: 5.6 9.1
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 : 110: 25 13 29 51 54 89 91:
Old : 110: 25 13 29 51 54 89 91:
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 : 31.7 40.2 50.8 52.3 25.4 21.5 34.2 29.3
Old : 31.7 40.2 50.8 52.3 25.4 21.5 34.2 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 15, 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 : 62,170: 5,369 4,621 4,149 42,146 40,673 51,663 49,443: 10,507 12,727
Old : 62,170: 5,369 4,621 4,149 42,146 40,673 51,663 49,443: 10,507 12,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.4 6.7 67.8 65.4 83.1 79.5: 16.9 20.5
Old : 100.0: 8.6 7.4 6.7 67.8 65.4 83.1 79.5: 16.9 20.5
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 : 94: 22 12 14 39 41 69 63:
Old : 94: 22 12 14 39 41 69 63:
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 : 30.0 29.3 44.6 46.2 22.7 25.4 34.9 37.5
Old : 30.0 29.3 44.6 46.2 22.7 25.4 34.9 37.5
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 15, 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 : 15,996: 1,599 922 1,077 9,105 10,511 11,781 12,510: 4,215 3,486
Old : 15,996: 1,599 922 1,077 9,105 10,511 11,781 12,510: 4,215 3,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 3,070: 68 451 1,077 1,422 1,206 2,567 2,734: 503 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.8 6.7 56.9 65.7 73.6 78.2: 26.4 21.8
Old : 100.0: 10.0 5.8 6.7 56.9 65.7 73.6 78.2: 26.4 21.8
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 : 26: 5 5 5 9 12 16 20:
Old : 26: 5 5 5 9 12 16 20:
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 : 38.6 48.3 56.8 63.7 37.0 47.2 52.3 57.2
Old : 38.6 48.3 56.8 63.7 37.0 47.2 52.3 57.2
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 15, 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 : 92,347: 11,037 10,896 2,645 66,082 60,324 79,764 73,865: 12,583 18,482
Old : 92,347: 11,037 10,896 2,645 66,082 60,324 79,764 73,865: 12,583 18,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 17,275: -425 -1,753 1,851 16,347 13,862 17,773 13,960: -498 3,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.8 2.9 71.6 65.3 86.4 80.0: 13.6 20.0
Old : 100.0: 12.0 11.8 2.9 71.6 65.3 86.4 80.0: 13.6 20.0
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 : 92: 23 13 10 38 39 65 58:
Old : 92: 23 13 10 38 39 65 58:
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 : 34.6 31.0 46.8 46.0 26.3 27.8 37.9 39.3
Old : 34.6 31.0 46.8 46.0 26.3 27.8 37.9 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 11,407: 4,484 1,561 741 4,594 8,024 9,819 10,326: 1,588 1,081
Old : 11,407: 4,484 1,561 741 4,594 8,024 9,819 10,326: 1,588 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 13.7 6.5 40.3 70.3 86.1 90.5: 13.9 9.5
Old : 100.0: 39.3 13.7 6.5 40.3 70.3 86.1 90.5: 13.9 9.5
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 : 20: 10 5 2 4 2 15 8:
Old : 20: 10 5 2 4 2 15 8:
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 : 56.4 86.7 80.7 90.5 56.4 81.8 75.4 83.6
Old : 56.4 86.7 80.7 90.5 56.4 81.8 75.4 83.6
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 15, 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 : 13,899: 3,009 748 0 10,606 12,930 13,615 13,678: 284 221
Old : 13,899: 3,009 748 0 10,606 12,930 13,615 13,678: 284 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -2,877: -981 -3 -6 -1,362 -2,438 -2,349 -2,447: -528 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.4 0.0 76.3 93.0 98.0 98.4: 2.0 1.6
Old : 100.0: 21.6 5.4 0.0 76.3 93.0 98.0 98.4: 2.0 1.6
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: 3 7 0 10 15 13 22:
Old : 32: 3 7 0 10 15 13 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 : 70.5 75.2 92.5 88.0 70.5 71.8 87.5 80.3
Old : 70.5 75.2 92.5 88.0 70.5 71.8 87.5 80.3
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 15, 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 : 30,776: 3,796 2,045 0 26,676 28,598 30,472 30,643: 304 133
Old : 30,776: 3,796 2,045 0 26,676 28,598 30,472 30,643: 304 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -14,379: -709 -515 0 -13,043 -13,377 -13,752 -13,892: -627 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 6.6 0.0 86.7 92.9 99.0 99.6: 1.0 0.4
Old : 100.0: 12.3 6.6 0.0 86.7 92.9 99.0 99.6: 1.0 0.4
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 : 29: 6 3 0 6 14 12 17:
Old : 29: 6 3 0 6 14 12 17:
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 : 94.2 76.0 98.2 90.3 94.2 76.0 98.2 90.3
Old : 94.2 76.0 98.2 90.3 94.2 76.0 98.2 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010