WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 455,705: 93,618 91,287 71,033 245,328 229,794 409,979 392,114: 45,726 63,591 Old : 398,335: 91,596 92,069 48,825 217,812 208,030 358,233 348,924: 40,102 49,411 Other: 57,370: 14,531 11,727 9,699 27,516 21,764 51,746 43,190: 5,624 14,180 : : : : : Changes in Commitments from: May 31, 2011 : : -855: -7,251 6,415 -505 2,212 -10,219 -5,544 -4,309: 4,689 3,454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 20.0 15.6 53.8 50.4 90.0 86.0: 10.0 14.0 Old : 100.0: 23.0 23.1 12.3 54.7 52.2 89.9 87.6: 10.1 12.4 Other: 100.0: 25.3 20.4 16.9 48.0 37.9 90.2 75.3: 9.8 24.7 : : : :# Traders : Number of Traders in Each Category : All : 435: 139 136 157 93 127 333 344: Old : 430: 142 142 137 89 120 315 326: Other: 196: 42 51 19 38 85 96 147: :---------------------------------------------------------------------------------------------------- : 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 : 22.7 18.9 36.2 25.3 20.9 16.3 33.0 21.4 Old : 24.5 21.2 37.5 28.2 22.9 19.6 35.2 25.5 Other: 37.1 19.5 52.9 28.4 27.8 9.6 39.9 15.7 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,451,153: 552,261 94,129 176,740 559,949 947,232 1,288,950 1,218,101: 162,203 233,052 Old : 748,881: 305,673 94,277 73,265 287,282 485,042 666,220 652,584: 82,661 96,297 Other: 702,272: 306,927 60,191 43,136 272,667 462,190 622,730 565,517: 79,542 136,755 : : : : : Changes in Commitments from: May 31, 2011 : : 15,795: -2,654 2,732 21,652 -4,116 -11,878 14,882 12,506: 913 3,289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 6.5 12.2 38.6 65.3 88.8 83.9: 11.2 16.1 Old : 100.0: 40.8 12.6 9.8 38.4 64.8 89.0 87.1: 11.0 12.9 Other: 100.0: 43.7 8.6 6.1 38.8 65.8 88.7 80.5: 11.3 19.5 : : : :# Traders : Number of Traders in Each Category : All : 877: 273 143 214 222 384 599 662: Old : 800: 244 139 135 165 341 475 552: Other: 752: 209 128 99 151 346 409 532: :---------------------------------------------------------------------------------------------------- : 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 : 13.3 12.3 20.8 18.5 11.8 10.9 17.9 16.4 Old : 16.4 17.4 23.7 23.9 16.3 17.1 23.1 23.1 Other: 16.0 10.0 25.4 15.7 14.8 9.5 23.0 14.6 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 12,644: 3,722 641 323 5,612 10,602 9,657 11,566: 2,987 1,078 Old : 12,643: 3,721 641 323 5,612 10,602 9,656 11,566: 2,987 1,077 Other: 1: 1 0 0 0 0 1 0: 0 1 : : : : : Changes in Commitments from: May 31, 2011 : : -62: 293 -118 -351 90 526 32 57: -94 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 5.1 2.6 44.4 83.9 76.4 91.5: 23.6 8.5 Old : 100.0: 29.4 5.1 2.6 44.4 83.9 76.4 91.5: 23.6 8.5 Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 19 3 4 17 12 36 19: Old : 43: 19 3 4 17 12 36 19: Other: 1: 1 0 0 0 0 1 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 : 26.6 63.2 44.4 80.2 25.7 56.9 38.5 72.7 Old : 26.6 63.2 44.4 80.2 25.7 56.9 38.5 72.7 Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 596,874: 199,015 64,834 79,791 260,620 372,900 539,426 517,525: 57,448 79,349 Old : 249,571: 119,000 39,390 12,573 87,987 173,117 219,560 225,080: 30,011 24,491 Other: 347,303: 112,054 57,483 35,179 172,633 199,783 319,866 292,445: 27,437 54,858 : : : : : Changes in Commitments from: May 31, 2011 : : 18,498: 13,143 3,831 1,679 1,452 13,619 16,274 19,129: 2,224 -631 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 10.9 13.4 43.7 62.5 90.4 86.7: 9.6 13.3 Old : 100.0: 47.7 15.8 5.0 35.3 69.4 88.0 90.2: 12.0 9.8 Other: 100.0: 32.3 16.6 10.1 49.7 57.5 92.1 84.2: 7.9 15.8 : : : :# Traders : Number of Traders in Each Category : All : 551: 206 115 152 109 190 397 402: Old : 486: 181 109 67 73 163 286 310: Other: 453: 134 108 94 86 179 279 336: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 18.4 22.8 26.4 11.8 16.1 18.6 22.1 Old : 14.9 28.4 24.4 38.9 12.9 25.2 21.8 33.8 Other: 16.7 16.9 27.0 24.8 15.1 14.3 24.3 21.3 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 26,919: 23,874 3,161 80 3 6,455 23,957 9,696: 2,962 17,223 Old : 4,563: 2,754 720 17 3 736 2,774 1,473: 1,789 3,090 Other: 22,356: 21,140 2,461 43 0 5,719 21,183 8,223: 1,173 14,133 : : : : : Changes in Commitments from: May 31, 2011 : : -157: -414 -782 -7 0 -183 -421 -972: 264 815 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 11.7 0.3 0.0 24.0 89.0 36.0: 11.0 64.0 Old : 100.0: 60.4 15.8 0.4 0.1 16.1 60.8 32.3: 39.2 67.7 Other: 100.0: 94.6 11.0 0.2 0.0 25.6 94.8 36.8: 5.2 63.2 : : : :# Traders : Number of Traders in Each Category : All : 43: 16 9 8 1 18 19 33: Old : 40: 16 9 2 1 15 17 26: Other: 39: 13 8 6 0 18 14 31: :---------------------------------------------------------------------------------------------------- : 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 : 60.7 13.2 79.2 19.7 60.6 13.2 79.0 19.6 Old : 32.1 19.4 51.6 28.0 31.8 19.4 51.2 28.0 Other: 66.6 13.0 86.7 19.8 66.5 12.9 86.6 19.8 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 333,551: 106,895 34,051 41,719 143,956 231,670 292,570 307,440: 40,981 26,111 Old : 190,430: 73,453 35,306 16,161 72,400 119,415 162,014 170,882: 28,416 19,548 Other: 143,121: 47,186 12,489 11,814 71,556 112,255 130,556 136,558: 12,565 6,563 : : : : : Changes in Commitments from: May 31, 2011 : : 11,953: 9,693 -664 2,020 -1,642 12,063 10,071 13,419: 1,882 -1,466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 10.2 12.5 43.2 69.5 87.7 92.2: 12.3 7.8 Old : 100.0: 38.6 18.5 8.5 38.0 62.7 85.1 89.7: 14.9 10.3 Other: 100.0: 33.0 8.7 8.3 50.0 78.4 91.2 95.4: 8.8 4.6 : : : :# Traders : Number of Traders in Each Category : All : 273: 105 58 85 62 71 220 183: Old : 259: 102 67 55 57 63 188 160: Other: 179: 70 39 32 48 46 135 102: :---------------------------------------------------------------------------------------------------- : 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 34.0 21.0 46.3 11.6 31.7 19.4 42.5 Old : 15.7 29.0 24.8 37.8 14.9 28.4 23.5 36.9 Other: 17.7 52.0 31.3 65.6 17.4 47.2 30.2 59.8 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 691,900: 94,204 127,348 9,908 422,149 415,473 526,261 552,729: 165,639 139,171 Old : 691,900: 94,204 127,348 9,908 422,149 415,473 526,261 552,729: 165,639 139,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -49,053: -18,072 -20,929 3,316 -26,504 -22,579 -41,260 -40,192: -7,793 -8,861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 18.4 1.4 61.0 60.0 76.1 79.9: 23.9 20.1 Old : 100.0: 13.6 18.4 1.4 61.0 60.0 76.1 79.9: 23.9 20.1 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 : 162: 26 32 9 71 79 102 115: Old : 162: 26 32 9 71 79 102 115: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.3 19.1 30.4 30.3 20.3 19.1 29.0 27.3 Old : 20.3 19.1 30.4 30.3 20.3 19.1 29.0 27.3 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 365,413: 45,681 51,727 3,491 253,794 262,806 302,966 318,024: 62,447 47,389 Old : 365,413: 45,681 51,727 3,491 253,794 262,806 302,966 318,024: 62,447 47,389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -13,419: 1,818 1,850 -8,165 2,146 -1,483 -4,201 -7,798: -9,218 -5,621 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 14.2 1.0 69.5 71.9 82.9 87.0: 17.1 13.0 Old : 100.0: 12.5 14.2 1.0 69.5 71.9 82.9 87.0: 17.1 13.0 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 : 68: 7 9 4 40 33 49 44: Old : 68: 7 9 4 40 33 49 44: 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 : 29.5 50.6 50.0 62.9 27.7 50.1 46.9 62.2 Old : 29.5 50.6 50.0 62.9 27.7 50.1 46.9 62.2 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,072: 920 205 668 6,910 7,811 8,498 8,684: 574 388 Old : 9,072: 920 205 668 6,910 7,811 8,498 8,684: 574 388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 797: -1 92 -77 870 890 792 905: 5 -108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 2.3 7.4 76.2 86.1 93.7 95.7: 6.3 4.3 Old : 100.0: 10.1 2.3 7.4 76.2 86.1 93.7 95.7: 6.3 4.3 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 : 39: 5 4 7 21 25 30 34: Old : 39: 5 4 7 21 25 30 34: 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 : 36.4 40.1 60.0 65.0 25.3 21.0 35.4 29.4 Old : 36.4 40.1 60.0 65.0 25.3 21.0 35.4 29.4 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 238,210: 64,058 20,542 38,440 88,723 154,758 191,221 213,740: 46,989 24,470 Old : 147,967: 58,238 20,466 9,704 46,131 101,547 114,073 131,717: 33,894 16,250 Other: 90,243: 21,800 16,056 12,756 42,592 53,211 77,148 82,023: 13,095 8,220 : : : : : Changes in Commitments from: May 31, 2011 : : 10,013: 6,713 -5,590 1,688 -4,096 14,573 4,305 10,671: 5,708 -658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 8.6 16.1 37.2 65.0 80.3 89.7: 19.7 10.3 Old : 100.0: 39.4 13.8 6.6 31.2 68.6 77.1 89.0: 22.9 11.0 Other: 100.0: 24.2 17.8 14.1 47.2 59.0 85.5 90.9: 14.5 9.1 : : : :# Traders : Number of Traders in Each Category : All : 197: 76 27 57 62 60 171 129: Old : 186: 77 31 36 51 55 146 108: Other: 132: 37 28 23 50 40 100 80: :---------------------------------------------------------------------------------------------------- : 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 : 11.9 33.9 19.3 43.9 7.4 27.9 13.7 34.7 Old : 11.3 37.7 19.6 48.1 10.2 37.7 18.2 47.4 Other: 24.4 31.1 36.0 49.9 15.3 25.1 25.7 38.4 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 20,471: 6,819 2,014 1,156 7,707 15,925 15,682 19,095: 4,789 1,376 Old : 10,928: 5,562 1,387 75 2,447 8,900 8,084 10,362: 2,844 566 Other: 9,543: 1,713 1,083 625 5,260 7,025 7,598 8,733: 1,945 810 : : : : : Changes in Commitments from: May 31, 2011 : : -1,222: -343 -12 61 -623 -1,046 -905 -997: -317 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 9.8 5.6 37.6 77.8 76.6 93.3: 23.4 6.7 Old : 100.0: 50.9 12.7 0.7 22.4 81.4 74.0 94.8: 26.0 5.2 Other: 100.0: 18.0 11.3 6.5 55.1 73.6 79.6 91.5: 20.4 8.5 : : : :# Traders : Number of Traders in Each Category : All : 94: 42 13 15 24 20 73 43: Old : 80: 40 11 1 14 15 54 27: Other: 60: 14 13 9 18 17 39 34: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.0 50.7 33.3 65.2 21.0 50.2 32.5 64.1 Old : 21.7 61.2 34.9 77.7 21.0 61.2 34.2 77.7 Other: 43.5 44.5 58.3 61.7 43.5 43.2 56.7 59.7 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,014,910: 376,016 181,127 18,305 504,102 654,437 898,423 853,869: 116,487 161,041 Old : 1,014,910: 376,016 181,127 18,305 504,102 654,437 898,423 853,869: 116,487 161,041 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -31,905: 14,846 23,751 -10,926 -31,557 -44,628 -27,637 -31,803: -4,268 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 17.8 1.8 49.7 64.5 88.5 84.1: 11.5 15.9 Old : 100.0: 37.0 17.8 1.8 49.7 64.5 88.5 84.1: 11.5 15.9 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 : 264: 52 57 23 91 131 159 195: Old : 264: 52 57 23 91 131 159 195: 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 : 24.1 14.6 37.7 23.2 23.4 10.8 34.9 18.5 Old : 24.1 14.6 37.7 23.2 23.4 10.8 34.9 18.5 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,819,249: 260,827 297,097 37,470 1,195,420 1,133,359 1,493,717 1,467,926: 325,532 351,323 Old : 1,819,249: 260,827 297,097 37,470 1,195,420 1,133,359 1,493,717 1,467,926: 325,532 351,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -153,887: 1,911 -40,391 -12,180 -121,441 -53,194 -131,710 -105,765: -22,177 -48,122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 16.3 2.1 65.7 62.3 82.1 80.7: 17.9 19.3 Old : 100.0: 14.3 16.3 2.1 65.7 62.3 82.1 80.7: 17.9 19.3 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 : 277: 42 61 26 112 136 169 208: Old : 277: 42 61 26 112 136 169 208: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 20.5 31.5 28.8 22.2 17.1 29.9 23.1 Old : 23.1 20.5 31.5 28.8 22.2 17.1 29.9 23.1 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,521,026: 418,785 125,155 24,828 824,316 1,068,099 1,267,929 1,218,082: 253,097 302,944 Old : 1,521,026: 418,785 125,155 24,828 824,316 1,068,099 1,267,929 1,218,082: 253,097 302,944 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -34,943: -26,194 13,024 -7,897 -6,030 -42,465 -40,121 -37,338: 5,178 2,395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 8.2 1.6 54.2 70.2 83.4 80.1: 16.6 19.9 Old : 100.0: 27.5 8.2 1.6 54.2 70.2 83.4 80.1: 16.6 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 : 211: 35 40 19 86 112 130 162: Old : 211: 35 40 19 86 112 130 162: 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 : 25.0 21.7 38.7 30.7 24.6 20.2 38.0 28.0 Old : 25.0 21.7 38.7 30.7 24.6 20.2 38.0 28.0 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 699,273: 70,185 90,507 91,154 501,577 464,069 662,916 645,730: 36,357 53,543 Old : 699,273: 70,185 90,507 91,154 501,577 464,069 662,916 645,730: 36,357 53,543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -52,514: -6,297 6,006 -4,893 -35,972 -44,678 -47,162 -43,565: -5,352 -8,949 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 12.9 13.0 71.7 66.4 94.8 92.3: 5.2 7.7 Old : 100.0: 10.0 12.9 13.0 71.7 66.4 94.8 92.3: 5.2 7.7 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 : 139: 23 31 35 63 78 102 131: Old : 139: 23 31 35 63 78 102 131: 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 : 42.0 23.9 52.7 33.0 33.2 13.3 37.3 19.5 Old : 42.0 23.9 52.7 33.0 33.2 13.3 37.3 19.5 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 70,449: 10,261 5,554 3,935 40,701 47,916 54,896 57,404: 15,553 13,045 Old : 70,449: 10,261 5,554 3,935 40,701 47,916 54,896 57,404: 15,553 13,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -7,981: -6,474 2,369 -13 -1,320 -9,931 -7,807 -7,576: -175 -406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 7.9 5.6 57.8 68.0 77.9 81.5: 22.1 18.5 Old : 100.0: 14.6 7.9 5.6 57.8 68.0 77.9 81.5: 22.1 18.5 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 : 104: 24 15 13 40 33 75 55: Old : 104: 24 15 13 40 33 75 55: 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 : 22.9 37.7 34.6 52.8 20.5 36.1 30.1 47.0 Old : 22.9 37.7 34.6 52.8 20.5 36.1 30.1 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 20,585: 3,179 1,419 16 8,187 16,490 11,382 17,925: 9,203 2,660 Old : 20,585: 3,179 1,419 16 8,187 16,490 11,382 17,925: 9,203 2,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -3,730: 149 -18 7 -3,936 -4,004 -3,780 -4,015: 50 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 6.9 0.1 39.8 80.1 55.3 87.1: 44.7 12.9 Old : 100.0: 15.4 6.9 0.1 39.8 80.1 55.3 87.1: 44.7 12.9 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 : 22: 5 5 3 8 5 15 11: Old : 22: 5 5 3 8 5 15 11: 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 : 38.3 77.7 49.0 84.8 38.3 77.7 49.0 84.7 Old : 38.3 77.7 49.0 84.8 38.3 77.7 49.0 84.7 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 99,727: 21,596 15,702 405 65,027 62,851 87,028 78,958: 12,699 20,769 Old : 99,727: 21,596 15,702 405 65,027 62,851 87,028 78,958: 12,699 20,769 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : -8,502: -13,109 4,909 -176 5,232 -11,854 -8,053 -7,121: -449 -1,381 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 15.7 0.4 65.2 63.0 87.3 79.2: 12.7 20.8 Old : 100.0: 21.7 15.7 0.4 65.2 63.0 87.3 79.2: 12.7 20.8 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 : 102: 26 16 12 36 29 69 50: Old : 102: 26 16 12 36 29 69 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 33.9 45.3 49.9 30.5 33.9 44.9 49.8 Old : 30.8 33.9 45.3 49.9 30.5 33.9 44.9 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders - Futures Only, June 7, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 7,966: 4,442 1,378 672 1,643 5,825 6,757 7,875: 1,209 91 Old : 7,966: 4,442 1,378 672 1,643 5,825 6,757 7,875: 1,209 91 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 9: 15 41 0 -2 -3 13 38: -4 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 17.3 8.4 20.6 73.1 84.8 98.9: 15.2 1.1 Old : 100.0: 55.8 17.3 8.4 20.6 73.1 84.8 98.9: 15.2 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 : 22: 12 5 1 2 4 15 9: Old : 22: 12 5 1 2 4 15 9: 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 : 46.0 90.2 70.3 98.8 43.9 81.8 67.6 90.3 Old : 46.0 90.2 70.3 98.8 43.9 81.8 67.6 90.3 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 14,948: 3,817 866 3 10,720 13,978 14,540 14,847: 408 101 Old : 14,948: 3,817 866 3 10,720 13,978 14,540 14,847: 408 101 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 1,125: 452 -38 1 664 1,136 1,117 1,099: 8 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 5.8 0.0 71.7 93.5 97.3 99.3: 2.7 0.7 Old : 100.0: 25.5 5.8 0.0 71.7 93.5 97.3 99.3: 2.7 0.7 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 : 30: 6 6 1 8 12 14 19: Old : 30: 6 6 1 8 12 14 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 : 79.5 77.7 93.4 92.0 72.1 77.7 86.0 86.0 Old : 79.5 77.7 93.4 92.0 72.1 77.7 86.0 86.0 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 7, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 28,683: 3,276 482 1,393 23,726 26,762 28,395 28,637: 288 46 Old : 28,683: 3,276 482 1,393 23,726 26,762 28,395 28,637: 288 46 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2011 : : 306: -1,081 -576 1,277 148 -420 344 281: -38 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 1.7 4.9 82.7 93.3 99.0 99.8: 1.0 0.2 Old : 100.0: 11.4 1.7 4.9 82.7 93.3 99.0 99.8: 1.0 0.2 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 : 35: 12 3 3 7 14 19 20: Old : 35: 12 3 3 7 14 19 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 : 88.4 68.1 95.9 90.2 85.0 68.1 91.4 88.2 Old : 88.4 68.1 95.9 90.2 85.0 68.1 91.4 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011