WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 14, 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 : 448,306: 94,854 101,072 66,099 242,958 216,188 403,911 383,359: 44,395 64,947
Old : 385,774: 91,055 99,069 44,053 211,766 192,624 346,874 335,746: 38,900 50,028
Other: 62,532: 15,548 13,752 10,297 31,192 23,564 57,037 47,613: 5,495 14,919
: : :
: : Changes in Commitments from: June 7, 2011 :
: -7,399: 1,236 9,785 -4,934 -2,370 -13,606 -6,068 -8,755: -1,331 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.5 14.7 54.2 48.2 90.1 85.5: 9.9 14.5
Old : 100.0: 23.6 25.7 11.4 54.9 49.9 89.9 87.0: 10.1 13.0
Other: 100.0: 24.9 22.0 16.5 49.9 37.7 91.2 76.1: 8.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 121 150 154 88 118 313 340:
Old : 418: 129 150 134 83 115 295 326:
Other: 185: 35 52 20 38 83 86 147:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 17.9 36.7 24.4 21.6 15.6 34.4 20.6
Old : 24.9 20.1 38.5 27.5 24.1 19.0 37.2 24.9
Other: 41.2 18.6 56.3 27.5 32.6 9.5 44.0 16.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 14, 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 : 1,482,562: 563,323 103,123 185,556 570,238 954,051 1,319,117 1,242,730: 163,445 239,832
Old : 735,344: 310,596 93,677 73,319 268,972 473,666 652,887 640,662: 82,457 94,682
Other: 747,218: 316,674 73,393 48,290 301,266 480,385 666,230 602,068: 80,988 145,150
: : :
: : Changes in Commitments from: June 7, 2011 :
: 31,409: 11,062 8,994 8,816 10,289 6,819 30,167 24,629: 1,242 6,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.0 12.5 38.5 64.4 89.0 83.8: 11.0 16.2
Old : 100.0: 42.2 12.7 10.0 36.6 64.4 88.8 87.1: 11.2 12.9
Other: 100.0: 42.4 9.8 6.5 40.3 64.3 89.2 80.6: 10.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 902: 289 144 214 226 385 617 674:
Old : 812: 251 139 119 170 344 479 553:
Other: 774: 215 138 99 157 348 422 543:
:----------------------------------------------------------------------------------------------------
: 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 12.0 21.2 18.1 11.5 10.5 17.5 15.6
Old : 16.6 16.7 24.0 23.6 15.7 16.7 22.2 22.3
Other: 15.3 10.1 24.0 15.7 13.7 9.6 20.9 14.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 14, 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 : 12,714: 3,973 546 87 5,711 11,188 9,771 11,821: 2,943 893
Old : 12,693: 3,972 546 87 5,691 11,168 9,750 11,801: 2,943 892
Other: 21: 1 0 0 20 20 21 20: 0 1
: : :
: : Changes in Commitments from: June 7, 2011 :
: 70: 251 -95 -236 99 586 114 255: -44 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.3 0.7 44.9 88.0 76.9 93.0: 23.1 7.0
Old : 100.0: 31.3 4.3 0.7 44.8 88.0 76.8 93.0: 23.2 7.0
Other: 100.0: 4.8 0.0 0.0 95.2 95.2 100.0 95.2: 0.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 3 3 16 12 34 18:
Old : 42: 18 3 3 16 12 34 18:
Other: 3: 1 0 0 1 1 2 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 : 27.8 66.1 45.3 84.1 27.8 56.2 39.7 74.0
Old : 27.7 66.3 45.3 84.1 27.7 56.3 39.7 74.0
Other: 100.0 95.2 100.0 95.2 100.0 95.2 100.0 95.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 14, 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 : 599,556: 189,529 69,718 85,300 268,812 360,269 543,641 515,287: 55,915 84,269
Old : 189,523: 97,318 32,810 11,977 55,262 120,210 164,557 164,997: 24,966 24,526
Other: 410,033: 122,285 66,982 43,249 213,550 240,059 379,084 350,290: 30,949 59,743
: : :
: : Changes in Commitments from: June 7, 2011 :
: 2,682: -9,486 4,884 5,509 8,192 -12,631 4,215 -2,238: -1,533 4,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.6 14.2 44.8 60.1 90.7 85.9: 9.3 14.1
Old : 100.0: 51.3 17.3 6.3 29.2 63.4 86.8 87.1: 13.2 12.9
Other: 100.0: 29.8 16.3 10.5 52.1 58.5 92.5 85.4: 7.5 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 193 125 169 116 190 402 421:
Old : 461: 150 110 58 83 159 269 297:
Other: 482: 144 122 113 89 183 302 364:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 19.0 22.1 26.0 11.8 15.8 18.8 21.5
Old : 17.9 22.8 29.1 32.1 14.9 21.3 25.3 29.6
Other: 17.6 19.5 28.5 27.1 16.2 17.1 26.1 24.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 14, 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 : 26,631: 23,550 3,130 217 3 6,545 23,770 9,892: 2,861 16,739
Old : 4,033: 2,408 799 16 3 757 2,427 1,572: 1,606 2,461
Other: 22,598: 21,300 2,489 43 0 5,788 21,343 8,320: 1,255 14,278
: : :
: : Changes in Commitments from: June 7, 2011 :
: -288: -324 -31 137 0 90 -187 196: -101 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 11.8 0.8 0.0 24.6 89.3 37.1: 10.7 62.9
Old : 100.0: 59.7 19.8 0.4 0.1 18.8 60.2 39.0: 39.8 61.0
Other: 100.0: 94.3 11.0 0.2 0.0 25.6 94.4 36.8: 5.6 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 8 1 18 19 33:
Old : 36: 14 8 1 1 14 15 23:
Other: 41: 14 9 6 0 18 15 32:
:----------------------------------------------------------------------------------------------------
: 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 : 61.2 12.7 79.4 19.6 61.1 12.6 79.2 19.5
Old : 37.4 25.7 53.2 34.1 37.0 25.7 52.8 34.1
Other: 66.1 12.9 86.4 19.8 66.0 12.9 86.2 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 14, 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 : 327,204: 101,412 42,129 38,277 152,582 221,563 292,271 301,969: 34,933 25,235
Old : 161,647: 57,963 26,244 16,284 65,344 103,188 139,591 145,716: 22,056 15,931
Other: 165,557: 52,047 24,483 13,395 87,238 118,375 152,680 156,253: 12,877 9,304
: : :
: : Changes in Commitments from: June 7, 2011 :
: -6,347: -5,483 8,078 -3,442 8,626 -10,107 -299 -5,471: -6,048 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.9 11.7 46.6 67.7 89.3 92.3: 10.7 7.7
Old : 100.0: 35.9 16.2 10.1 40.4 63.8 86.4 90.1: 13.6 9.9
Other: 100.0: 31.4 14.8 8.1 52.7 71.5 92.2 94.4: 7.8 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 94 68 86 65 68 217 186:
Old : 238: 88 61 51 56 62 170 153:
Other: 192: 66 55 43 49 45 142 120:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 31.8 23.5 44.4 12.0 27.8 19.9 38.1
Old : 20.5 26.8 31.1 35.4 17.9 25.6 28.0 33.5
Other: 20.5 46.4 34.1 58.5 20.1 42.8 33.6 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 14, 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 : 667,019: 76,201 136,653 9,393 425,118 377,239 510,712 523,285: 156,307 143,734
Old : 667,019: 76,201 136,653 9,393 425,118 377,239 510,712 523,285: 156,307 143,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -24,881: -18,003 9,305 -515 2,969 -38,234 -15,549 -29,444: -9,332 4,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 20.5 1.4 63.7 56.6 76.6 78.5: 23.4 21.5
Old : 100.0: 11.4 20.5 1.4 63.7 56.6 76.6 78.5: 23.4 21.5
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 : 160: 23 37 12 73 70 102 113:
Old : 160: 23 37 12 73 70 102 113:
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 : 20.0 18.6 29.3 28.4 19.5 18.0 27.4 26.5
Old : 20.0 18.6 29.3 28.4 19.5 18.0 27.4 26.5
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 14, 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 : 375,859: 45,946 57,620 943 267,683 277,590 314,572 336,153: 61,287 39,706
Old : 375,859: 45,946 57,620 943 267,683 277,590 314,572 336,153: 61,287 39,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 10,446: 265 5,893 -2,548 13,889 14,784 11,606 18,129: -1,160 -7,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.3 0.3 71.2 73.9 83.7 89.4: 16.3 10.6
Old : 100.0: 12.2 15.3 0.3 71.2 73.9 83.7 89.4: 16.3 10.6
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 : 73: 7 11 3 40 37 48 50:
Old : 73: 7 11 3 40 37 48 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 : 28.3 49.7 47.9 63.7 26.2 49.3 43.9 63.0
Old : 28.3 49.7 47.9 63.7 26.2 49.3 43.9 63.0
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 14, 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 : 9,652: 559 118 690 7,853 8,458 9,102 9,266: 550 386
Old : 9,652: 559 118 690 7,853 8,458 9,102 9,266: 550 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 580: -361 -87 22 943 647 604 582: -24 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.2 7.1 81.4 87.6 94.3 96.0: 5.7 4.0
Old : 100.0: 5.8 1.2 7.1 81.4 87.6 94.3 96.0: 5.7 4.0
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 : 41: 7 3 6 21 26 31 34:
Old : 41: 7 3 6 21 26 31 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 : 41.7 41.6 63.5 66.2 23.1 19.4 30.5 28.7
Old : 41.7 41.6 63.5 66.2 23.1 19.4 30.5 28.7
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 14, 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 : 234,276: 62,807 20,958 37,839 89,321 151,644 189,967 210,441: 44,309 23,835
Old : 132,784: 52,463 15,995 8,202 42,572 93,045 103,237 117,242: 29,547 15,542
Other: 101,492: 26,807 21,426 13,174 46,749 58,599 86,730 93,199: 14,762 8,293
: : :
: : Changes in Commitments from: June 7, 2011 :
: -3,934: -1,251 416 -601 598 -3,114 -1,254 -3,299: -2,680 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.9 16.2 38.1 64.7 81.1 89.8: 18.9 10.2
Old : 100.0: 39.5 12.0 6.2 32.1 70.1 77.7 88.3: 22.3 11.7
Other: 100.0: 26.4 21.1 13.0 46.1 57.7 85.5 91.8: 14.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 75 28 57 66 67 173 138:
Old : 184: 74 27 34 55 60 146 108:
Other: 141: 34 32 25 54 41 104 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 34.4 19.7 44.6 7.1 27.4 13.0 34.5
Old : 12.7 40.6 21.2 49.4 12.3 39.6 19.6 47.8
Other: 23.3 33.7 36.3 52.6 16.0 27.1 27.8 40.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 14, 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 : 19,792: 6,281 1,949 1,331 7,505 15,092 15,117 18,372: 4,675 1,420
Old : 8,807: 4,007 1,239 75 2,219 6,966 6,301 8,280: 2,506 527
Other: 10,985: 2,743 1,179 787 5,286 8,126 8,816 10,092: 2,169 893
: : :
: : Changes in Commitments from: June 7, 2011 :
: -679: -538 -65 175 -202 -833 -565 -723: -114 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 9.8 6.7 37.9 76.3 76.4 92.8: 23.6 7.2
Old : 100.0: 45.5 14.1 0.9 25.2 79.1 71.5 94.0: 28.5 6.0
Other: 100.0: 25.0 10.7 7.2 48.1 74.0 80.3 91.9: 19.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 40 13 15 21 20 69 42:
Old : 74: 37 8 1 14 15 51 24:
Other: 60: 17 12 9 15 17 39 33:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 50.1 33.8 64.3 22.1 50.1 33.4 64.2
Old : 20.6 64.4 32.0 78.3 20.6 64.4 32.0 78.3
Other: 39.0 44.5 54.0 63.0 39.0 44.5 53.3 62.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 14, 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 : 1,008,464: 364,423 164,964 15,190 504,977 666,117 884,590 846,271: 123,874 162,193
Old : 1,008,464: 364,423 164,964 15,190 504,977 666,117 884,590 846,271: 123,874 162,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -6,446: -11,593 -16,163 -3,115 875 11,680 -13,833 -7,598: 7,387 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 16.4 1.5 50.1 66.1 87.7 83.9: 12.3 16.1
Old : 100.0: 36.1 16.4 1.5 50.1 66.1 87.7 83.9: 12.3 16.1
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 : 257: 46 55 20 85 129 144 191:
Old : 257: 46 55 20 85 129 144 191:
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 : 23.7 15.6 36.6 25.5 23.6 11.6 34.9 20.8
Old : 23.7 15.6 36.6 25.5 23.6 11.6 34.9 20.8
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 - Futures Only, June 14, 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 : 1,830,576: 245,495 295,843 33,789 1,238,159 1,139,285 1,517,443 1,468,917: 313,133 361,659
Old : 1,830,576: 245,495 295,843 33,789 1,238,159 1,139,285 1,517,443 1,468,917: 313,133 361,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,327: -15,332 -1,254 -3,681 42,739 5,926 23,726 991: -12,399 10,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.2 1.8 67.6 62.2 82.9 80.2: 17.1 19.8
Old : 100.0: 13.4 16.2 1.8 67.6 62.2 82.9 80.2: 17.1 19.8
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 : 274: 42 61 22 111 131 163 204:
Old : 274: 42 61 22 111 131 163 204:
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 20.0 31.6 29.3 22.6 18.3 30.4 24.6
Old : 23.1 20.0 31.6 29.3 22.6 18.3 30.4 24.6
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 14, 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 : 1,596,417: 462,515 138,609 22,860 828,238 1,117,548 1,313,613 1,279,017: 282,804 317,400
Old : 1,596,417: 462,515 138,609 22,860 828,238 1,117,548 1,313,613 1,279,017: 282,804 317,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 75,391: 43,730 13,454 -1,968 3,922 49,449 45,684 60,935: 29,707 14,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.7 1.4 51.9 70.0 82.3 80.1: 17.7 19.9
Old : 100.0: 29.0 8.7 1.4 51.9 70.0 82.3 80.1: 17.7 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: 33 41 19 80 115 123 165:
Old : 211: 33 41 19 80 115 123 165:
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 : 29.9 21.1 41.3 32.1 29.9 19.8 40.8 29.2
Old : 29.9 21.1 41.3 32.1 29.9 19.8 40.8 29.2
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 14, 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 : 728,513: 79,931 92,083 94,255 520,396 491,103 694,582 677,441: 33,931 51,072
Old : 728,513: 79,931 92,083 94,255 520,396 491,103 694,582 677,441: 33,931 51,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 29,240: 9,746 1,576 3,101 18,819 27,034 31,666 31,711: -2,426 -2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.6 12.9 71.4 67.4 95.3 93.0: 4.7 7.0
Old : 100.0: 11.0 12.6 12.9 71.4 67.4 95.3 93.0: 4.7 7.0
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 : 145: 25 32 35 68 80 110 135:
Old : 145: 25 32 35 68 80 110 135:
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 : 40.3 23.4 50.8 32.5 31.4 13.4 35.2 18.7
Old : 40.3 23.4 50.8 32.5 31.4 13.4 35.2 18.7
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 14, 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 : 81,758: 10,397 3,046 6,594 48,219 57,486 65,209 67,125: 16,549 14,633
Old : 81,758: 10,397 3,046 6,594 48,219 57,486 65,209 67,125: 16,549 14,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,309: 136 -2,509 2,660 7,518 9,570 10,313 9,721: 996 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.7 8.1 59.0 70.3 79.8 82.1: 20.2 17.9
Old : 100.0: 12.7 3.7 8.1 59.0 70.3 79.8 82.1: 20.2 17.9
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 : 97: 27 7 16 44 36 78 58:
Old : 97: 27 7 16 44 36 78 58:
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 : 22.3 39.1 33.6 52.7 17.9 30.6 26.2 39.5
Old : 22.3 39.1 33.6 52.7 17.9 30.6 26.2 39.5
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 14, 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 : 26,224: 3,293 1,169 1,239 12,430 20,733 16,962 23,141: 9,262 3,083
Old : 26,224: 3,293 1,169 1,239 12,430 20,733 16,962 23,141: 9,262 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 5,639: 114 -250 1,223 4,243 4,243 5,580 5,216: 59 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 4.5 4.7 47.4 79.1 64.7 88.2: 35.3 11.8
Old : 100.0: 12.6 4.5 4.7 47.4 79.1 64.7 88.2: 35.3 11.8
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 : 25: 5 5 6 11 9 20 16:
Old : 25: 5 5 6 11 9 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 66.2 47.5 79.7 30.0 61.0 39.4 65.9
Old : 31.0 66.2 47.5 79.7 30.0 61.0 39.4 65.9
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 14, 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 : 111,067: 20,521 10,067 4,396 71,577 73,505 96,494 87,968: 14,573 23,099
Old : 111,067: 20,521 10,067 4,396 71,577 73,505 96,494 87,968: 14,573 23,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,340: -1,075 -5,635 3,991 6,550 10,654 9,466 9,010: 1,874 2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.1 4.0 64.4 66.2 86.9 79.2: 13.1 20.8
Old : 100.0: 18.5 9.1 4.0 64.4 66.2 86.9 79.2: 13.1 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 : 96: 28 11 15 40 34 72 56:
Old : 96: 28 11 15 40 34 72 56:
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 : 29.2 32.5 42.8 49.3 26.5 29.7 39.3 43.3
Old : 29.2 32.5 42.8 49.3 26.5 29.7 39.3 43.3
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 14, 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 : 9,072: 4,413 1,430 990 1,692 5,790 7,095 8,210: 1,977 862
Old : 9,072: 4,413 1,430 990 1,692 5,790 7,095 8,210: 1,977 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 1,106: -29 52 318 49 -35 338 335: 768 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 15.8 10.9 18.7 63.8 78.2 90.5: 21.8 9.5
Old : 100.0: 48.6 15.8 10.9 18.7 63.8 78.2 90.5: 21.8 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 : 21: 12 5 5 2 3 16 11:
Old : 21: 12 5 5 2 3 16 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 : 43.9 78.5 65.3 90.0 38.5 71.6 59.4 79.2
Old : 43.9 78.5 65.3 90.0 38.5 71.6 59.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 14, 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 : 14,175: 3,725 734 3 10,081 13,360 13,809 14,097: 366 78
Old : 14,175: 3,725 734 3 10,081 13,360 13,809 14,097: 366 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -773: -92 -132 0 -639 -618 -731 -750: -42 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.2 0.0 71.1 94.3 97.4 99.4: 2.6 0.6
Old : 100.0: 26.3 5.2 0.0 71.1 94.3 97.4 99.4: 2.6 0.6
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 : 31: 6 6 1 9 12 15 19:
Old : 31: 6 6 1 9 12 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 86.0 93.1 94.2 77.1 86.0 93.0 94.0
Old : 77.1 86.0 93.1 94.2 77.1 86.0 93.0 94.0
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 14, 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 : 25,616: 3,433 557 0 21,830 24,948 25,263 25,505: 353 111
Old : 25,616: 3,433 557 0 21,830 24,948 25,263 25,505: 353 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -3,067: 157 75 -1,393 -1,896 -1,814 -3,132 -3,132: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.2 0.0 85.2 97.4 98.6 99.6: 1.4 0.4
Old : 100.0: 13.4 2.2 0.0 85.2 97.4 98.6 99.6: 1.4 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 : 32: 8 4 0 7 14 15 18:
Old : 32: 8 4 0 7 14 15 18:
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 : 92.1 70.2 96.9 91.6 92.1 70.2 96.9 91.6
Old : 92.1 70.2 96.9 91.6 92.1 70.2 96.9 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011