WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 29, 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 : 455,011: 83,471 130,590 55,141 283,417 212,538 422,029 398,269: 32,982 56,742
Old : 377,801: 79,024 105,138 45,161 224,552 185,425 348,737 335,724: 29,064 42,077
Other: 77,210: 11,315 32,320 3,112 58,865 27,113 73,292 62,545: 3,918 14,665
: : :
: : Changes in Commitments from: June 22, 2010 :
: -24,124: -3,555 -5,319 -8,354 -7,298 -8,564 -19,207 -22,237: -4,917 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.7 12.1 62.3 46.7 92.8 87.5: 7.2 12.5
Old : 100.0: 20.9 27.8 12.0 59.4 49.1 92.3 88.9: 7.7 11.1
Other: 100.0: 14.7 41.9 4.0 76.2 35.1 94.9 81.0: 5.1 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 110 139 126 73 96 269 300:
Old : 378: 122 128 118 69 89 261 286:
Other: 159: 19 48 18 36 67 71 125:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 19.8 41.3 30.0 23.9 15.8 39.4 23.2
Old : 28.8 23.8 43.3 35.0 28.1 22.8 41.8 32.7
Other: 52.0 24.5 68.9 38.6 51.7 23.2 68.0 37.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 29, 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 : 1,133,201: 242,470 232,642 164,689 610,036 490,647 1,017,195 887,978: 116,006 245,223
Old : 429,404: 94,625 133,889 21,585 262,822 197,866 379,032 353,340: 50,372 76,064
Other: 703,797: 203,663 154,571 87,286 347,214 292,781 638,163 534,638: 65,634 169,159
: : :
: : Changes in Commitments from: June 22, 2010 :
: -68,294: -41,574 43,595 -27,642 5,070 -71,640 -64,146 -55,687: -4,148 -12,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.5 14.5 53.8 43.3 89.8 78.4: 10.2 21.6
Old : 100.0: 22.0 31.2 5.0 61.2 46.1 88.3 82.3: 11.7 17.7
Other: 100.0: 28.9 22.0 12.4 49.3 41.6 90.7 76.0: 9.3 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 173 162 188 181 280 469 571:
Old : 581: 124 138 66 128 229 299 404:
Other: 637: 175 152 100 130 254 350 467:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 12.0 27.6 17.5 17.5 10.3 27.1 14.7
Old : 31.6 12.4 42.9 20.9 31.6 12.1 42.9 20.3
Other: 18.6 15.0 27.1 21.1 18.3 14.1 26.7 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 29, 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 : 14,748: 2,129 952 521 9,411 11,553 12,061 13,026: 2,687 1,722
Old : 14,748: 2,129 952 521 9,411 11,553 12,061 13,026: 2,687 1,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -912: 68 -68 -651 -460 9 -1,043 -710: 131 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.5 3.5 63.8 78.3 81.8 88.3: 18.2 11.7
Old : 100.0: 14.4 6.5 3.5 63.8 78.3 81.8 88.3: 18.2 11.7
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 : 42: 14 4 7 17 13 34 22:
Old : 42: 14 4 7 17 13 34 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 : 36.2 56.1 56.8 71.9 32.0 43.4 46.1 56.7
Old : 36.2 56.1 56.8 71.9 32.0 43.4 46.1 56.7
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 29, 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 : 440,453: 95,317 70,866 65,795 239,742 216,555 400,854 353,216: 39,599 87,237
Old : 81,523: 28,980 4,231 846 40,531 64,739 70,357 69,816: 11,166 11,707
Other: 358,930: 80,168 80,466 51,118 199,211 151,816 330,497 283,400: 28,433 75,530
: : :
: : Changes in Commitments from: June 22, 2010 :
: -18,643: -17,027 2,443 194 4,242 -19,831 -12,591 -17,194: -6,052 -1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.1 14.9 54.4 49.2 91.0 80.2: 9.0 19.8
Old : 100.0: 35.5 5.2 1.0 49.7 79.4 86.3 85.6: 13.7 14.4
Other: 100.0: 22.3 22.4 14.2 55.5 42.3 92.1 79.0: 7.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 137 113 123 109 161 311 352:
Old : 266: 89 34 20 74 104 171 153:
Other: 436: 126 125 96 71 149 249 329:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 18.8 32.0 24.9 19.7 17.4 31.0 21.3
Old : 34.1 40.8 42.3 52.9 34.0 40.8 41.2 49.6
Other: 21.8 15.9 34.6 21.9 21.3 14.1 34.0 18.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 29, 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 : 16,929: 13,621 485 200 9 3,822 13,830 4,507: 3,099 12,422
Old : 1,073: 408 79 109 9 51 526 239: 547 834
Other: 15,856: 13,277 470 27 0 3,771 13,304 4,268: 2,552 11,588
: : :
: : Changes in Commitments from: June 22, 2010 :
: -1,041: -1,059 -25 62 -2 -192 -999 -155: -42 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 2.9 1.2 0.1 22.6 81.7 26.6: 18.3 73.4
Old : 100.0: 38.0 7.4 10.2 0.8 4.8 49.0 22.3: 51.0 77.7
Other: 100.0: 83.7 3.0 0.2 0.0 23.8 83.9 26.9: 16.1 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 2 7 2 11 14 19:
Old : 15: 5 3 3 2 5 9 10:
Other: 24: 11 2 4 0 11 12 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 : 62.1 13.0 77.2 20.2 62.1 13.0 76.2 20.1
Old : 39.8 18.6 48.6 22.0 36.1 10.0 38.4 11.6
Other: 64.1 13.8 79.4 21.3 64.1 13.8 79.4 21.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 29, 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 : 292,176: 50,709 70,246 41,212 177,487 152,278 269,408 263,736: 22,768 28,440
Old : 114,213: 18,484 21,477 19,617 67,721 60,074 105,822 101,168: 8,391 13,045
Other: 177,963: 45,005 61,549 8,815 109,766 92,204 163,586 162,568: 14,377 15,395
: : :
: : Changes in Commitments from: June 22, 2010 :
: -15,909: -3,514 14,405 -4,277 -3,101 -23,036 -10,892 -12,908: -5,017 -3,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.0 14.1 60.7 52.1 92.2 90.3: 7.8 9.7
Old : 100.0: 16.2 18.8 17.2 59.3 52.6 92.7 88.6: 7.3 11.4
Other: 100.0: 25.3 34.6 5.0 61.7 51.8 91.9 91.3: 8.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 59 82 76 65 51 184 178:
Old : 167: 46 42 37 55 42 127 105:
Other: 211: 64 75 37 52 41 135 136:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 24.9 32.0 33.5 17.0 21.1 26.9 27.5
Old : 33.2 26.1 43.8 36.9 24.5 20.9 33.7 29.7
Other: 24.6 31.2 38.8 39.3 23.8 30.7 38.0 38.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 29, 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 : 652,433: 72,345 129,229 10,909 436,203 392,027 519,457 532,165: 132,976 120,268
Old : 652,433: 72,345 129,229 10,909 436,203 392,027 519,457 532,165: 132,976 120,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 19,259: -5,746 4,120 39 29,169 7,496 23,462 11,655: -4,203 7,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.8 1.7 66.9 60.1 79.6 81.6: 20.4 18.4
Old : 100.0: 11.1 19.8 1.7 66.9 60.1 79.6 81.6: 20.4 18.4
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 : 158: 30 26 13 63 77 104 105:
Old : 158: 30 26 13 63 77 104 105:
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 : 22.5 21.7 33.9 35.1 21.0 19.9 32.2 32.7
Old : 22.5 21.7 33.9 35.1 21.0 19.9 32.2 32.7
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 29, 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 : 145,446: 8,162 23,961 102 99,016 105,089 107,280 129,152: 38,166 16,294
Old : 145,446: 8,162 23,961 102 99,016 105,089 107,280 129,152: 38,166 16,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,532: 400 4,303 43 910 -869 1,353 3,477: 1,179 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.5 0.1 68.1 72.3 73.8 88.8: 26.2 11.2
Old : 100.0: 5.6 16.5 0.1 68.1 72.3 73.8 88.8: 26.2 11.2
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 : 34: 3 7 1 17 15 21 22:
Old : 34: 3 7 1 17 15 21 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 : 43.9 61.6 57.8 71.0 41.5 60.2 55.3 69.5
Old : 43.9 61.6 57.8 71.0 41.5 60.2 55.3 69.5
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 29, 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 : 11,551: 1,557 344 609 8,941 10,346 11,107 11,299: 444 252
Old : 11,551: 1,557 344 609 8,941 10,346 11,107 11,299: 444 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -97: 144 -371 61 -365 182 -160 -128: 63 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.0 5.3 77.4 89.6 96.2 97.8: 3.8 2.2
Old : 100.0: 13.5 3.0 5.3 77.4 89.6 96.2 97.8: 3.8 2.2
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 : 33: 9 4 3 19 19 30 24:
Old : 33: 9 4 3 19 19 30 24:
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 : 57.6 66.3 71.5 83.4 16.0 21.3 23.2 27.5
Old : 57.6 66.3 71.5 83.4 16.0 21.3 23.2 27.5
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 29, 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 : 194,244: 67,732 15,175 16,221 72,706 137,250 156,659 168,646: 37,585 25,598
Old : 71,251: 19,319 5,120 2,434 33,773 48,551 55,526 56,105: 15,725 15,146
Other: 122,993: 54,195 15,837 8,005 38,933 88,699 101,133 112,541: 21,860 10,452
: : :
: : Changes in Commitments from: June 22, 2010 :
: -7,187: 2,788 -2,030 -896 -4,111 -3,198 -2,219 -6,124: -4,968 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 7.8 8.4 37.4 70.7 80.7 86.8: 19.3 13.2
Old : 100.0: 27.1 7.2 3.4 47.4 68.1 77.9 78.7: 22.1 21.3
Other: 100.0: 44.1 12.9 6.5 31.7 72.1 82.2 91.5: 17.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 69 28 41 58 58 154 112:
Old : 122: 35 21 16 48 47 92 78:
Other: 155: 58 29 28 50 41 127 87:
:----------------------------------------------------------------------------------------------------
: 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 45.1 22.0 54.1 10.2 38.0 18.4 44.8
Old : 27.3 30.1 37.8 42.2 27.3 29.3 36.8 38.5
Other: 14.0 56.4 24.3 65.9 13.9 54.9 24.2 62.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 29, 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 : 14,181: 3,405 3,629 1,224 7,283 6,747 11,912 11,600: 2,269 2,581
Old : 1,048: 366 348 0 461 393 827 741: 221 307
Other: 13,133: 3,295 3,537 968 6,822 6,354 11,085 10,859: 2,048 2,274
: : :
: : Changes in Commitments from: June 22, 2010 :
: -801: -412 -51 304 -99 -926 -207 -673: -594 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 25.6 8.6 51.4 47.6 84.0 81.8: 16.0 18.2
Old : 100.0: 34.9 33.2 0.0 44.0 37.5 78.9 70.7: 21.1 29.3
Other: 100.0: 25.1 26.9 7.4 51.9 48.4 84.4 82.7: 15.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 19 13 23 18 53 45:
Old : 20: 9 3 0 5 3 14 6:
Other: 70: 19 21 10 21 18 48 43:
:----------------------------------------------------------------------------------------------------
: 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 : 39.2 29.0 52.6 47.3 39.2 27.0 51.6 43.2
Old : 55.1 68.3 73.1 70.7 55.1 68.3 73.1 70.7
Other: 42.3 28.8 56.2 48.2 42.3 26.8 55.3 44.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 29, 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 : 900,951: 227,191 205,923 24,597 555,132 544,609 806,920 775,129: 94,031 125,822
Old : 900,951: 227,191 205,923 24,597 555,132 544,609 806,920 775,129: 94,031 125,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -7,799: -10,945 18,285 1,454 6,670 -31,079 -2,821 -11,340: -4,978 3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.9 2.7 61.6 60.4 89.6 86.0: 10.4 14.0
Old : 100.0: 25.2 22.9 2.7 61.6 60.4 89.6 86.0: 10.4 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 : 219: 25 60 17 63 112 102 176:
Old : 219: 25 60 17 63 112 102 176:
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 : 43.0 14.6 51.7 22.7 42.7 12.0 51.3 19.4
Old : 43.0 14.6 51.7 22.7 42.7 12.0 51.3 19.4
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 29, 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 : 1,699,915: 130,037 291,375 29,043 1,259,420 1,070,451 1,418,500 1,390,869: 281,415 309,046
Old : 1,699,915: 130,037 291,375 29,043 1,259,420 1,070,451 1,418,500 1,390,869: 281,415 309,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -6,719: -21,011 3,515 -10,220 7,470 1,641 -23,761 -5,064: 17,042 -1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 17.1 1.7 74.1 63.0 83.4 81.8: 16.6 18.2
Old : 100.0: 7.6 17.1 1.7 74.1 63.0 83.4 81.8: 16.6 18.2
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 : 251: 28 52 21 99 126 142 184:
Old : 251: 28 52 21 99 126 142 184:
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 : 44.6 20.3 51.9 30.7 42.6 18.7 48.8 27.5
Old : 44.6 20.3 51.9 30.7 42.6 18.7 48.8 27.5
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 29, 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 : 907,720: 141,683 100,332 13,845 550,399 579,771 705,927 693,948: 201,793 213,772
Old : 907,720: 141,683 100,332 13,845 550,399 579,771 705,927 693,948: 201,793 213,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -48,103: -25,217 -3,123 -3,488 -20,228 -32,396 -48,933 -39,007: 830 -9,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.1 1.5 60.6 63.9 77.8 76.4: 22.2 23.6
Old : 100.0: 15.6 11.1 1.5 60.6 63.9 77.8 76.4: 22.2 23.6
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 : 157: 27 26 12 64 80 97 112:
Old : 157: 27 26 12 64 80 97 112:
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 : 22.4 21.3 32.6 31.9 17.6 16.1 24.7 24.1
Old : 22.4 21.3 32.6 31.9 17.6 16.1 24.7 24.1
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 29, 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 : 654,373: 178,732 15,341 59,906 373,016 515,013 611,654 590,260: 42,719 64,113
Old : 654,373: 178,732 15,341 59,906 373,016 515,013 611,654 590,260: 42,719 64,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -10,256: 2,749 -3,566 -3,665 -12,241 -7,357 -13,157 -14,588: 2,901 4,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 2.3 9.2 57.0 78.7 93.5 90.2: 6.5 9.8
Old : 100.0: 27.3 2.3 9.2 57.0 78.7 93.5 90.2: 6.5 9.8
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 : 110: 27 13 30 50 52 90 88:
Old : 110: 27 13 30 50 52 90 88:
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 : 31.0 38.2 51.0 52.2 26.8 20.7 35.6 29.3
Old : 31.0 38.2 51.0 52.2 26.8 20.7 35.6 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 29, 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 : 41,448: 7,324 3,125 418 27,923 32,267 35,665 35,810: 5,783 5,638
Old : 41,448: 7,324 3,125 418 27,923 32,267 35,665 35,810: 5,783 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 3,905: 1,619 -868 -25 1,189 5,106 2,783 4,213: 1,122 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.5 1.0 67.4 77.8 86.0 86.4: 14.0 13.6
Old : 100.0: 17.7 7.5 1.0 67.4 77.8 86.0 86.4: 14.0 13.6
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 : 86: 21 11 5 34 25 58 38:
Old : 86: 21 11 5 34 25 58 38:
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 : 37.7 47.0 49.6 66.5 36.9 47.0 48.5 65.2
Old : 37.7 47.0 49.6 66.5 36.9 47.0 48.5 65.2
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 29, 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 : 82,896: 14,648 6,250 836 55,846 64,534 71,330 71,620: 11,566 11,276
Old : 82,896: 14,648 6,250 836 55,846 64,534 71,330 71,620: 11,566 11,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 7,810: 3,238 -1,736 -50 2,378 10,211 5,566 8,425: 2,244 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.5 1.0 67.4 77.8 86.0 86.4: 14.0 13.6
Old : 100.0: 17.7 7.5 1.0 67.4 77.8 86.0 86.4: 14.0 13.6
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 : 86: 21 11 5 34 25 58 38:
Old : 86: 21 11 5 34 25 58 38:
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 : 37.7 47.0 49.6 66.5 36.9 47.0 48.5 65.2
Old : 37.7 47.0 49.6 66.5 36.9 47.0 48.5 65.2
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 29, 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 : 14,710: 2,806 743 53 11,595 13,746 14,454 14,542: 256 168
Old : 14,710: 2,806 743 53 11,595 13,746 14,454 14,542: 256 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 360: -866 -3 0 1,219 387 353 384: 7 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.1 0.4 78.8 93.4 98.3 98.9: 1.7 1.1
Old : 100.0: 19.1 5.1 0.4 78.8 93.4 98.3 98.9: 1.7 1.1
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 : 35: 4 7 1 8 18 12 26:
Old : 35: 4 7 1 8 18 12 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 : 77.4 69.5 96.2 82.9 77.1 69.5 91.9 81.2
Old : 77.4 69.5 96.2 82.9 77.1 69.5 91.9 81.2
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 29, 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 : 32,784: 2,719 4,110 0 29,820 28,575 32,539 32,685: 245 99
Old : 32,784: 2,719 4,110 0 29,820 28,575 32,539 32,685: 245 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,382: -1,514 1,370 0 2,906 -4 1,392 1,366: -10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.5 0.0 91.0 87.2 99.3 99.7: 0.7 0.3
Old : 100.0: 8.3 12.5 0.0 91.0 87.2 99.3 99.7: 0.7 0.3
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 : 34: 8 4 0 7 15 15 19:
Old : 34: 8 4 0 7 15 15 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 : 90.0 74.4 97.2 89.1 90.0 74.4 97.2 89.1
Old : 90.0 74.4 97.2 89.1 90.0 74.4 97.2 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010