WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 611,821: 82,909 136,712 149,897 333,690 262,474 566,495 549,083: 45,326 62,738
Old : 538,251: 84,197 118,770 134,337 277,412 235,267 495,947 488,374: 42,305 49,878
Other: 73,570: 10,792 30,024 3,479 56,278 27,207 70,549 60,709: 3,021 12,860
: : :
: : Changes in Commitments from: June 8, 2010 :
: 6,240: -717 8,425 4,904 644 -6,982 4,831 6,348: 1,408 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.3 24.5 54.5 42.9 92.6 89.7: 7.4 10.3
Old : 100.0: 15.6 22.1 25.0 51.5 43.7 92.1 90.7: 7.9 9.3
Other: 100.0: 14.7 40.8 4.7 76.5 37.0 95.9 82.5: 4.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 128 158 176 87 107 320 359:
Old : 422: 146 148 169 83 99 313 345:
Other: 171: 23 60 32 35 64 83 139:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 15.7 32.7 24.6 18.6 12.1 30.3 18.3
Old : 21.8 17.5 33.5 26.8 20.5 15.6 31.2 23.1
Other: 51.5 25.9 66.6 41.5 51.5 24.9 66.0 36.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,626,988: 279,381 217,861 471,550 725,549 630,450 1,476,480 1,319,862: 150,507 307,126
Old : 821,473: 135,699 197,375 213,080 384,311 295,065 733,089 705,520: 88,384 115,954
Other: 805,514: 201,963 78,767 200,190 341,238 335,385 743,391 614,342: 62,123 191,172
: : :
: : Changes in Commitments from: June 8, 2010 :
: -26,974: 10,467 773 1,142 -34,497 -23,486 -22,888 -21,570: -4,086 -5,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.4 29.0 44.6 38.7 90.7 81.1: 9.3 18.9
Old : 100.0: 16.5 24.0 25.9 46.8 35.9 89.2 85.9: 10.8 14.1
Other: 100.0: 25.1 9.8 24.9 42.4 41.6 92.3 76.3: 7.7 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 162 201 258 242 296 561 630:
Old : 665: 160 187 187 209 262 457 553:
Other: 608: 162 135 169 162 262 403 494:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 10.2 21.0 15.2 13.2 7.9 19.3 11.3
Old : 18.7 8.8 26.0 14.8 18.3 7.5 24.6 12.5
Other: 16.7 13.9 24.8 19.9 16.3 12.6 23.9 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 17,783: 1,141 1,740 2,063 11,267 11,545 14,472 15,348: 3,311 2,435
Old : 17,783: 1,141 1,740 2,063 11,267 11,545 14,472 15,348: 3,311 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -2,781: -293 -2,710 -300 -1,646 134 -2,240 -2,876: -541 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.8 11.6 63.4 64.9 81.4 86.3: 18.6 13.7
Old : 100.0: 6.4 9.8 11.6 63.4 64.9 81.4 86.3: 18.6 13.7
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 : 46: 13 11 8 18 16 34 32:
Old : 46: 13 11 8 18 16 34 32:
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 : 32.3 49.8 52.7 66.3 28.7 38.5 42.8 49.2
Old : 32.3 49.8 52.7 66.3 28.7 38.5 42.8 49.2
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 with Delta-adjusted Options and Futures Combined, 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 : 600,485: 81,225 70,568 170,626 298,193 256,641 550,044 497,835: 50,442 102,650
Old : 206,926: 41,794 28,229 54,615 86,078 96,903 182,486 179,747: 24,440 27,179
Other: 393,559: 61,535 64,443 93,908 212,115 159,738 367,557 318,088: 26,002 75,471
: : :
: : Changes in Commitments from: June 8, 2010 :
: -19,194: 5,404 -13,841 -9,652 -18,101 6,006 -22,349 -17,487: 3,154 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.8 28.4 49.7 42.7 91.6 82.9: 8.4 17.1
Old : 100.0: 20.2 13.6 26.4 41.6 46.8 88.2 86.9: 11.8 13.1
Other: 100.0: 15.6 16.4 23.9 53.9 40.6 93.4 80.8: 6.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 137 150 196 131 172 378 424:
Old : 408: 122 114 125 113 141 297 318:
Other: 422: 103 137 136 86 163 268 361:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 17.1 27.0 23.5 15.8 11.4 23.5 14.9
Old : 24.6 23.8 33.2 30.8 17.8 14.4 23.1 19.7
Other: 19.8 14.7 31.2 22.6 18.6 11.9 29.7 16.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 7,172: 3,118 3,921 1,831 1,825 1,214 6,774 6,966: 398 207
Old : 7,171: 3,118 3,921 1,830 1,825 1,214 6,773 6,965: 398 207
Other: 1: 1 1 0 0 0 1 1: -0 -0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -24: -580 491 -188 726 -278 -43 25: 19 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 54.7 25.5 25.4 16.9 94.4 97.1: 5.6 2.9
Old : 100.0: 43.5 54.7 25.5 25.5 16.9 94.4 97.1: 5.6 2.9
Other: 100.0: 100.0 100.0 0.0 0.0 0.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 7 11 2 6 16 17:
Old : 20: 7 7 11 2 6 16 17:
Other: 2: 1 1 0 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 73.0 56.6 85.8 84.3 56.7 44.4 61.3 61.5
Old : 73.0 56.5 85.8 84.3 56.7 44.4 61.4 61.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 381,437: 53,546 69,742 81,869 216,576 196,622 351,992 348,233: 29,445 33,203
Old : 206,002: 38,654 45,423 43,896 104,392 93,621 186,943 182,941: 19,059 23,061
Other: 175,435: 30,384 39,811 22,481 112,184 103,001 165,049 165,293: 10,386 10,142
: : :
: : Changes in Commitments from: June 8, 2010 :
: -4,865: 2,935 -3,012 1,953 -13,332 -3,235 -8,444 -4,295: 3,579 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.3 21.5 56.8 51.5 92.3 91.3: 7.7 8.7
Old : 100.0: 18.8 22.0 21.3 50.7 45.4 90.7 88.8: 9.3 11.2
Other: 100.0: 17.3 22.7 12.8 63.9 58.7 94.1 94.2: 5.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 62 87 95 74 64 209 203:
Old : 237: 82 69 67 68 57 180 169:
Other: 186: 41 71 46 60 45 133 132:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 27.3 27.5 36.7 13.6 20.4 21.0 25.1
Old : 20.8 23.0 30.9 31.4 14.5 17.8 21.8 23.6
Other: 26.2 42.0 40.7 51.2 24.1 39.5 38.3 47.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 754,933: 83,802 135,644 57,531 465,265 435,888 606,597 629,063: 148,336 125,870
Old : 754,933: 83,802 135,644 57,531 465,265 435,888 606,597 629,063: 148,336 125,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -23,028: 12,705 -3,004 -2,890 -27,612 -7,963 -17,798 -13,858: -5,230 -9,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.0 7.6 61.6 57.7 80.4 83.3: 19.6 16.7
Old : 100.0: 11.1 18.0 7.6 61.6 57.7 80.4 83.3: 19.6 16.7
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 : 157: 34 28 32 69 79 116 126:
Old : 157: 34 28 32 69 79 116 126:
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 : 19.1 19.8 29.2 33.7 17.7 18.4 27.5 29.7
Old : 19.1 19.8 29.2 33.7 17.7 18.4 27.5 29.7
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 with Delta-adjusted Options and Futures Combined, 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 : 141,028: 5,921 17,964 56 98,285 105,390 104,262 123,410: 36,766 17,618
Old : 141,028: 5,921 17,964 56 98,285 105,390 104,262 123,410: 36,766 17,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 1,414: 2,000 1,906 -66 -3,073 -967 -1,139 873: 2,553 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.7 0.0 69.7 74.7 73.9 87.5: 26.1 12.5
Old : 100.0: 4.2 12.7 0.0 69.7 74.7 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 214,638: 58,894 12,892 32,722 83,489 143,719 175,106 189,333: 39,533 25,305
Old : 119,441: 44,475 9,363 11,473 38,190 81,958 94,139 102,794: 25,303 16,647
Other: 95,197: 20,193 9,303 15,475 45,299 61,761 80,967 86,539: 14,230 8,658
: : :
: : Changes in Commitments from: June 8, 2010 :
: 16,907: 14,758 3,448 -4,511 2,997 18,508 13,244 17,444: 3,663 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.0 15.2 38.9 67.0 81.6 88.2: 18.4 11.8
Old : 100.0: 37.2 7.8 9.6 32.0 68.6 78.8 86.1: 21.2 13.9
Other: 100.0: 21.2 9.8 16.3 47.6 64.9 85.1 90.9: 14.9 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 55 41 60 63 70 161 139:
Old : 172: 50 38 40 56 67 134 121:
Other: 129: 34 24 38 50 42 106 90:
:----------------------------------------------------------------------------------------------------
: 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 40.3 20.7 48.5 10.6 33.1 18.1 38.8
Old : 15.2 38.6 24.6 47.2 14.5 35.5 23.9 43.8
Other: 20.4 45.9 31.8 55.7 20.1 43.3 30.1 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,596: 3,600 3,832 1,704 8,466 8,379 13,771 13,915: 2,825 2,681
Old : 6,044: 1,917 2,809 472 2,132 1,824 4,522 5,105: 1,522 939
Other: 10,551: 1,803 1,143 1,112 6,334 6,555 9,248 8,810: 1,303 1,742
: : :
: : Changes in Commitments from: June 8, 2010 :
: -366: -18 76 -123 -333 44 -474 -4: 108 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 23.1 10.3 51.0 50.5 83.0 83.8: 17.0 16.2
Old : 100.0: 31.7 46.5 7.8 35.3 30.2 74.8 84.5: 25.2 15.5
Other: 100.0: 17.1 10.8 10.5 60.0 62.1 87.7 83.5: 12.3 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 19 14 27 23 59 52:
Old : 58: 19 14 7 19 13 39 33:
Other: 66: 16 15 10 18 23 42 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 : 32.0 27.6 47.7 46.1 31.9 24.7 44.0 39.2
Old : 33.0 37.7 44.4 54.0 33.0 36.7 43.7 53.0
Other: 47.1 32.5 60.4 51.8 47.1 29.9 57.8 46.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 932,359: 213,461 165,599 62,297 552,274 576,413 828,033 804,309: 104,326 128,050
Old : 932,359: 213,461 165,599 62,297 552,274 576,413 828,033 804,309: 104,326 128,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -1,312: -4,051 -7,771 810 106 4,103 -3,135 -2,859: 1,823 1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.8 6.7 59.2 61.8 88.8 86.3: 11.2 13.7
Old : 100.0: 22.9 17.8 6.7 59.2 61.8 88.8 86.3: 11.2 13.7
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 : 219: 25 55 29 75 122 122 185:
Old : 219: 25 55 29 75 122 122 185:
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 : 42.1 14.3 51.5 22.6 41.8 11.5 50.5 18.8
Old : 42.1 14.3 51.5 22.6 41.8 11.5 50.5 18.8
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 with Delta-adjusted Options and Futures Combined, 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 : 2,189,676: 137,947 280,986 229,809 1,487,587 1,301,783 1,855,343 1,812,577: 334,334 377,099
Old : 2,189,676: 137,947 280,986 229,809 1,487,587 1,301,783 1,855,343 1,812,577: 334,334 377,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -51,205: -1,353 -24,760 -22,228 -72,732 -45,945 -96,314 -92,933: 45,109 41,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.8 10.5 67.9 59.5 84.7 82.8: 15.3 17.2
Old : 100.0: 6.3 12.8 10.5 67.9 59.5 84.7 82.8: 15.3 17.2
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 : 254: 44 43 60 132 151 203 227:
Old : 254: 44 43 60 132 151 203 227:
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 : 35.6 15.7 40.8 24.1 33.6 13.4 38.5 19.8
Old : 35.6 15.7 40.8 24.1 33.6 13.4 38.5 19.8
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 with Delta-adjusted Options and Futures Combined, 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 : 981,332: 145,113 107,738 45,649 594,857 587,923 785,620 741,311: 195,712 240,021
Old : 981,332: 145,113 107,738 45,649 594,857 587,923 785,620 741,311: 195,712 240,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 8,799: -2,490 16,070 -4,819 30,160 -3,116 22,852 8,135: -14,052 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.0 4.7 60.6 59.9 80.1 75.5: 19.9 24.5
Old : 100.0: 14.8 11.0 4.7 60.6 59.9 80.1 75.5: 19.9 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 : 158: 23 27 27 71 87 107 128:
Old : 158: 23 27 27 71 87 107 128:
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 : 22.8 19.4 34.1 28.2 19.2 14.2 27.6 20.4
Old : 22.8 19.4 34.1 28.2 19.2 14.2 27.6 20.4
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 with Delta-adjusted Options and Futures Combined, 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 : 1,153,518: 179,234 23,618 488,388 445,451 578,665 1,113,073 1,090,671: 40,445 62,847
Old : 1,153,518: 179,234 23,618 488,388 445,451 578,665 1,113,073 1,090,671: 40,445 62,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 45,296: 13,303 -15 24,848 3,795 11,805 41,947 36,639: 3,350 8,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.0 42.3 38.6 50.2 96.5 94.6: 3.5 5.4
Old : 100.0: 15.5 2.0 42.3 38.6 50.2 96.5 94.6: 3.5 5.4
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 : 123: 26 22 40 56 61 102 108:
Old : 123: 26 22 40 56 61 102 108:
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 : 39.2 30.7 57.0 49.6 18.1 12.2 21.6 16.6
Old : 39.2 30.7 57.0 49.6 18.1 12.2 21.6 16.6
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 with Delta-adjusted Options and Futures Combined, 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 : 63,634: 5,374 4,612 4,401 43,141 41,574 52,916 50,587: 10,718 13,047
Old : 63,634: 5,374 4,612 4,401 43,141 41,574 52,916 50,587: 10,718 13,047
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: 8.4 7.2 6.9 67.8 65.3 83.2 79.5: 16.8 20.5
Old : 100.0: 8.4 7.2 6.9 67.8 65.3 83.2 79.5: 16.8 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 : 95: 22 13 16 40 41 71 65:
Old : 95: 22 13 16 40 41 71 65:
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 : 29.3 28.7 43.6 45.1 22.2 24.8 34.1 36.1
Old : 29.3 28.7 43.6 45.1 22.2 24.8 34.1 36.1
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 with Delta-adjusted Options and Futures Combined, 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 : 16,073: 1,599 922 1,077 9,105 10,511 11,781 12,510: 4,292 3,563
Old : 16,073: 1,599 922 1,077 9,105 10,511 11,781 12,510: 4,292 3,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 3,061: 68 451 1,077 1,421 1,206 2,566 2,734: 495 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.7 6.7 56.6 65.4 73.3 77.8: 26.7 22.2
Old : 100.0: 9.9 5.7 6.7 56.6 65.4 73.3 77.8: 26.7 22.2
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 : 26: 5 5 5 10 12 17 20:
Old : 26: 5 5 5 10 12 17 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 : 38.4 48.1 56.6 63.4 36.9 47.0 52.0 57.0
Old : 38.4 48.1 56.6 63.4 36.9 47.0 52.0 57.0
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 with Delta-adjusted Options and Futures Combined, 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 : 95,123: 11,048 10,877 3,151 68,072 62,126 82,271 76,154: 12,852 18,969
Old : 95,123: 11,048 10,877 3,151 68,072 62,126 82,271 76,154: 12,852 18,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 16,694: -491 -1,686 1,678 16,141 13,454 17,328 13,446: -634 3,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.4 3.3 71.6 65.3 86.5 80.1: 13.5 19.9
Old : 100.0: 11.6 11.4 3.3 71.6 65.3 86.5 80.1: 13.5 19.9
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 : 93: 23 14 13 39 39 68 60:
Old : 93: 23 14 13 39 39 68 60:
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 30.1 45.4 44.7 25.5 26.9 36.8 37.9
Old : 33.6 30.1 45.4 44.7 25.5 26.9 36.8 37.9
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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