WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 590,807 COMMITMENTS 77,400 123,851 139,193 331,551 266,607 548,145 529,651 42,662 61,156 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 15,118) -2,249 2,759 5,665 6,560 4,515 9,976 12,939 5,142 2,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 21.0 23.6 56.1 45.1 92.8 89.6 7.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 121 160 173 87 111 318 358 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,604,392 COMMITMENTS 274,853 180,132 443,490 739,994 675,043 1458337 1298666 146,055 305,727 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 8,761) 694 16,762 19,939 -14,164 -35,688 6,468 1,012 2,293 7,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 11.2 27.6 46.1 42.1 90.9 80.9 9.1 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716) 180 177 256 227 297 555 614 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,075 COMMITMENTS 1,573 4,435 1,794 12,896 11,670 16,263 17,898 3,812 2,177 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 698) 32 -156 411 231 515 675 770 23 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 22.1 8.9 64.2 58.1 81.0 89.2 19.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 20 10 18 12 36 38 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,378 COMMITMENTS 77,059 77,003 170,162 306,880 248,529 554,100 495,694 48,278 106,684 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 10,191) -3,763 1,865 8,471 3,052 -65 7,759 10,271 2,431 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 12.8 28.2 50.9 41.3 92.0 82.3 8.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486) 127 154 184 126 169 361 418 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,329 COMMITMENTS 14,103 1,280 184 45 3,453 14,332 4,917 3,997 13,412 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -445) -586 495 -189 0 48 -775 354 330 -799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.9 7.0 1.0 0.2 18.8 78.2 26.8 21.8 73.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 13 6 7 2 9 17 20 SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,476 COMMITMENTS 3,029 3,413 1,619 1,589 1,044 6,237 6,076 240 400 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 51) 215 606 -142 49 -401 122 63 -71 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 52.7 25.0 24.5 16.1 96.3 93.8 3.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 9 12 2 5 16 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 370,047 COMMITMENTS 53,494 66,302 76,417 212,548 196,933 342,459 339,652 27,588 30,395 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 9,945) 1,416 -8,966 6,506 3,005 14,064 10,927 11,604 -981 -1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 17.9 20.7 57.4 53.2 92.5 91.8 7.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 60 85 86 73 65 196 200 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 780,776 COMMITMENTS 71,893 134,066 64,724 489,111 453,319 625,728 652,108 155,048 128,667 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -48,155) -268 -20,337 11,487 -64,208 -17,751 -52,989 -26,601 4,834 -21,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 17.2 8.3 62.6 58.1 80.1 83.5 19.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 26 31 32 69 78 111 125 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 145,185 COMMITMENTS 3,921 17,709 0 105,941 104,672 109,862 122,381 35,323 22,804 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 7,774) 402 2,214 -2,647 14,138 4,443 11,893 4,010 -4,119 3,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 12.2 0.0 73.0 72.1 75.7 84.3 24.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 5 0 18 14 20 19 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,385 COMMITMENTS 1,267 720 352 8,166 9,032 9,785 10,104 600 281 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 80) 160 40 30 2 -27 192 43 -112 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 6.9 3.4 78.6 87.0 94.2 97.3 5.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 6 3 15 16 25 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 192,248 COMMITMENTS 43,248 14,772 35,819 80,633 115,893 159,700 166,484 32,548 25,764 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,239) -346 -1,148 1,004 -1,481 -2,571 -823 -2,716 -2,416 -523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 7.7 18.6 41.9 60.3 83.1 86.6 16.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 52 43 62 64 66 155 142 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,557 COMMITMENTS 3,471 4,186 1,507 8,543 7,934 13,520 13,627 3,037 2,931 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -86) -208 -240 54 -300 -267 -453 -453 367 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 25.3 9.1 51.6 47.9 81.7 82.3 18.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 22 19 14 26 23 53 54 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 966,310 COMMITMENTS 241,234 183,512 49,748 561,531 599,668 852,512 832,927 113,798 133,383 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -52,229) 7,659 -1,342 -37,106 -24,048 -15,865 -53,495 -54,313 1,266 2,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 19.0 5.1 58.1 62.1 88.2 86.2 11.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 30 48 25 76 115 124 170 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,230,975 COMMITMENTS 163,709 317,116 235,092 1514507 1350824 1913308 1903032 317,667 327,944 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 52,907) 15,204 -26,109 60,017 -55,844 7,927 19,377 41,835 33,530 11,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 14.2 10.5 67.9 60.5 85.8 85.3 14.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 37 48 60 126 142 198 215 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 963,536 COMMITMENTS 157,414 104,624 39,410 553,553 572,039 750,377 716,073 213,159 247,464 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -140,116) -13,822 -14,578 -7,693 -104,011 -79,882 -125,526 -102,153 -14,590 -37,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 10.9 4.1 57.5 59.4 77.9 74.3 22.1 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 25 23 24 66 86 102 122 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,075,425 COMMITMENTS 165,747 25,074 446,323 426,387 551,879 1038458 1023276 36,968 52,149 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -122,188) -5,057 -8,223 -51,712 -59,815 -53,568 -116,583 -113,503 -5,605 -8,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 2.3 41.5 39.6 51.3 96.6 95.2 3.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 28 24 41 62 62 109 111 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 12,840 COMMITMENTS 1,207 663 0 7,684 9,305 8,891 9,968 3,949 2,872 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 172) -927 252 0 -0 -0 -927 252 1,099 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 5.2 0.0 59.8 72.5 69.2 77.6 30.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 10 9 12 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 77,836 COMMITMENTS 13,021 10,706 788 50,520 49,914 64,329 61,408 13,508 16,429 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -93) -966 -168 -324 1,777 -4,506 486 -4,999 -579 4,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 13.8 1.0 64.9 64.1 82.6 78.9 17.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 15 9 32 31 57 51 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,216 COMMITMENTS 3,199 751 6 11,617 14,100 14,822 14,857 394 359 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -182) 557 94 -198 -517 -52 -158 -156 -24 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 4.9 0.0 76.3 92.7 97.4 97.6 2.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 7 1 11 18 15 26 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 40,021 COMMITMENTS 4,000 2,311 0 35,228 37,156 39,228 39,467 793 554 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,050) -166 839 0 1,500 492 1,334 1,331 -284 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 5.8 0.0 88.0 92.8 98.0 98.6 2.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 6 0 8 15 14 21
Updated June 4, 2010