WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,821 COMMITMENTS 82,909 136,712 149,897 333,690 262,474 566,495 549,083 45,326 62,738 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 6,240) -717 8,425 4,904 644 -6,982 4,831 6,348 1,408 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 22.3 24.5 54.5 42.9 92.6 89.7 7.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 128 158 176 87 107 320 359 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,626,988 COMMITMENTS 279,381 217,861 471,550 725,549 630,450 1476480 1319862 150,507 307,126 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -26,974) 10,467 773 1,142 -34,497 -23,486 -22,888 -21,570 -4,086 -5,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 13.4 29.0 44.6 38.7 90.7 81.1 9.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721) 162 201 258 242 296 561 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,783 COMMITMENTS 1,141 1,740 2,063 11,267 11,545 14,472 15,348 3,311 2,435 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,781) -293 -2,710 -300 -1,646 134 -2,240 -2,876 -541 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 9.8 11.6 63.4 64.9 81.4 86.3 18.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 11 8 18 16 34 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 600,485 COMMITMENTS 81,225 70,568 170,626 298,193 256,641 550,044 497,835 50,442 102,650 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -19,194) 5,404 -13,841 -9,652 -18,101 6,006 -22,349 -17,487 3,154 -1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 11.8 28.4 49.7 42.7 91.6 82.9 8.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488) 137 150 196 131 172 378 424 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 17,880 COMMITMENTS 14,386 745 278 37 3,606 14,701 4,629 3,179 13,251 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -734) 90 -315 90 -7 130 173 -95 -907 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.5 4.2 1.6 0.2 20.2 82.2 25.9 17.8 74.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 4 9 2 9 18 20 SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,172 COMMITMENTS 3,118 3,921 1,831 1,825 1,214 6,774 6,966 398 207 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -24) -580 491 -188 726 -278 -43 25 19 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 54.7 25.5 25.4 16.9 94.4 97.1 5.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 7 11 2 6 16 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,437 COMMITMENTS 53,546 69,742 81,869 216,576 196,622 351,992 348,233 29,445 33,203 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -4,865) 2,935 -3,012 1,953 -13,332 -3,235 -8,444 -4,295 3,579 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 18.3 21.5 56.8 51.5 92.3 91.3 7.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 62 87 95 74 64 209 203 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 754,933 COMMITMENTS 83,802 135,644 57,531 465,265 435,888 606,597 629,063 148,336 125,870 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -23,028) 12,705 -3,004 -2,890 -27,612 -7,963 -17,798 -13,858 -5,230 -9,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 18.0 7.6 61.6 57.7 80.4 83.3 19.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 34 28 32 69 79 116 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 141,028 COMMITMENTS 5,921 17,964 56 98,285 105,390 104,262 123,410 36,766 17,618 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,414) 2,000 1,906 -66 -3,073 -967 -1,139 873 2,553 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 12.7 0.0 69.7 74.7 73.9 87.5 26.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 6 1 17 15 21 21 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,500 COMMITMENTS 1,301 829 516 9,219 9,868 11,036 11,213 464 287 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 447) 29 34 60 247 244 336 338 111 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 7.2 4.5 80.2 85.8 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 6 3 16 17 26 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 214,638 COMMITMENTS 58,894 12,892 32,722 83,489 143,719 175,106 189,333 39,533 25,305 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 16,907) 14,758 3,448 -4,511 2,997 18,508 13,244 17,444 3,663 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 6.0 15.2 38.9 67.0 81.6 88.2 18.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 55 41 60 63 70 161 139 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,596 COMMITMENTS 3,600 3,832 1,704 8,466 8,379 13,771 13,915 2,825 2,681 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -366) -18 76 -123 -333 44 -474 -4 108 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 23.1 10.3 51.0 50.5 83.0 83.8 17.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 19 14 27 23 59 52 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 932,359 COMMITMENTS 213,461 165,599 62,297 552,274 576,413 828,033 804,309 104,326 128,050 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,312) -4,051 -7,771 810 106 4,103 -3,135 -2,859 1,823 1,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 17.8 6.7 59.2 61.8 88.8 86.3 11.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 25 55 29 75 122 122 185 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,189,676 COMMITMENTS 137,947 280,986 229,809 1487587 1301783 1855343 1812577 334,334 377,099 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -51,205) -1,353 -24,760 -22,228 -72,732 -45,945 -96,314 -92,933 45,109 41,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 12.8 10.5 67.9 59.5 84.7 82.8 15.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 44 43 60 132 151 203 227 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 981,332 COMMITMENTS 145,113 107,738 45,649 594,857 587,923 785,620 741,311 195,712 240,021 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 8,799) -2,490 16,070 -4,819 30,160 -3,116 22,852 8,135 -14,052 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 11.0 4.7 60.6 59.9 80.1 75.5 19.9 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 23 27 27 71 87 107 128 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,153,518 COMMITMENTS 179,234 23,618 488,388 445,451 578,665 1113073 1090671 40,445 62,847 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 45,296) 13,303 -15 24,848 3,795 11,805 41,947 36,639 3,350 8,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 2.0 42.3 38.6 50.2 96.5 94.6 3.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 26 22 40 56 61 102 108 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,634 COMMITMENTS 5,374 4,612 4,401 43,141 41,574 52,916 50,587 10,718 13,047 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 7.2 6.9 67.8 65.3 83.2 79.5 16.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 22 13 16 40 41 71 65 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 16,073 COMMITMENTS 1,599 922 1,077 9,105 10,511 11,781 12,510 4,292 3,563 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,061) 68 451 1,077 1,421 1,206 2,566 2,734 495 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.7 6.7 56.6 65.4 73.3 77.8 26.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 5 10 12 17 20 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 95,123 COMMITMENTS 11,048 10,877 3,151 68,072 62,126 82,271 76,154 12,852 18,969 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 16,694) -491 -1,686 1,678 16,141 13,454 17,328 13,446 -634 3,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 11.4 3.3 71.6 65.3 86.5 80.1 13.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 14 13 39 39 68 60 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 11,407 COMMITMENTS 4,484 1,561 741 4,594 8,024 9,819 10,326 1,588 1,081 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 13.7 6.5 40.3 70.3 86.1 90.5 13.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 5 2 4 2 15 8 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,899 COMMITMENTS 3,009 748 0 10,606 12,930 13,615 13,678 284 221 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,877) -981 -3 -6 -1,362 -2,438 -2,349 -2,447 -528 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 5.4 0.0 76.3 93.0 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 7 0 10 15 13 22 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 30,776 COMMITMENTS 3,796 2,045 0 26,676 28,598 30,472 30,643 304 133 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -14,379) -709 -515 0 -13,043 -13,377 -13,752 -13,892 -627 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 6.6 0.0 86.7 92.9 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 3 0 6 14 12 17
Updated June 18, 2010