WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 28, 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 : 430,282: 82,378 110,168 62,809 241,513 195,398 386,700 368,375: 43,582 61,907
Old : 367,574: 77,018 106,171 42,934 209,420 171,032 329,372 320,137: 38,202 47,437
Other: 62,708: 15,133 13,770 10,102 32,093 24,366 57,328 48,238: 5,380 14,470
: : :
: : Changes in Commitments from: June 21, 2011 :
: -26,795: -7,342 -6,480 -4,760 -13,669 -13,726 -25,771 -24,966: -1,024 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.6 14.6 56.1 45.4 89.9 85.6: 10.1 14.4
Old : 100.0: 21.0 28.9 11.7 57.0 46.5 89.6 87.1: 10.4 12.9
Other: 100.0: 24.1 22.0 16.1 51.2 38.9 91.4 76.9: 8.6 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 103 159 131 85 117 276 335:
Old : 401: 106 160 113 81 108 261 316:
Other: 185: 33 54 24 31 84 82 149:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 18.7 38.2 25.2 22.9 17.0 36.6 21.7
Old : 26.6 21.4 39.9 28.6 26.2 20.4 39.4 26.5
Other: 41.8 18.4 56.4 28.1 33.4 10.2 45.5 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 28, 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 : 1,251,856: 410,486 89,071 114,647 563,648 823,046 1,088,781 1,026,764: 163,075 225,092
Old : 475,817: 147,654 54,621 23,383 240,071 331,959 411,108 409,963: 64,709 65,854
Other: 776,039: 308,859 80,477 45,237 323,577 491,087 677,673 616,801: 98,366 159,238
: : :
: : Changes in Commitments from: June 21, 2011 :
: -163,023: -94,883 -11,779 -42,086 -25,082 -103,319 -162,051 -157,184: -972 -5,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.1 9.2 45.0 65.7 87.0 82.0: 13.0 18.0
Old : 100.0: 31.0 11.5 4.9 50.5 69.8 86.4 86.2: 13.6 13.8
Other: 100.0: 39.8 10.4 5.8 41.7 63.3 87.3 79.5: 12.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 228 134 188 237 358 554 615:
Old : 667: 172 107 70 176 293 387 441:
Other: 739: 184 143 104 159 337 404 536:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 14.4 23.0 20.4 13.6 11.3 19.7 16.0
Old : 24.6 28.1 32.9 34.9 24.6 27.7 32.8 33.3
Other: 14.0 9.7 23.8 15.8 12.3 9.2 21.1 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 28, 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 : 11,854: 3,516 597 278 5,560 9,814 9,354 10,689: 2,500 1,165
Old : 11,825: 3,515 597 278 5,532 9,786 9,325 10,661: 2,500 1,164
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: June 21, 2011 :
: -819: -130 -67 175 -668 -1,107 -623 -999: -196 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 5.0 2.3 46.9 82.8 78.9 90.2: 21.1 9.8
Old : 100.0: 29.7 5.0 2.4 46.8 82.8 78.9 90.2: 21.1 9.8
Other: 100.0: 3.4 0.0 0.0 96.6 96.6 100.0 96.6: 0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 3 2 16 10 34 15:
Old : 41: 18 3 2 16 10 34 15:
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 : 29.2 63.9 46.6 81.2 29.2 58.6 42.9 75.5
Old : 29.1 64.0 46.5 81.2 29.1 58.8 42.7 75.5
Other: 100.0 96.6 100.0 96.6 100.0 96.6 100.0 96.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 28, 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 : 530,785: 146,315 64,371 59,968 276,881 325,361 483,164 449,700: 47,621 81,085
Old : 89,710: 32,611 6,240 2,582 41,760 65,902 76,953 74,724: 12,757 14,986
Other: 441,075: 132,080 76,507 39,010 235,121 259,459 406,211 374,976: 34,864 66,099
: : :
: : Changes in Commitments from: June 21, 2011 :
: -62,002: -26,519 -4,391 -22,450 -10,892 -35,513 -59,861 -62,354: -2,141 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.1 11.3 52.2 61.3 91.0 84.7: 9.0 15.3
Old : 100.0: 36.4 7.0 2.9 46.5 73.5 85.8 83.3: 14.2 16.7
Other: 100.0: 29.9 17.3 8.8 53.3 58.8 92.1 85.0: 7.9 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 142 124 144 114 185 338 394:
Old : 326: 95 52 23 71 133 174 205:
Other: 477: 128 139 105 89 180 278 375:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 19.8 26.0 27.4 14.2 15.2 22.8 20.8
Old : 33.7 30.2 43.6 41.8 32.8 30.2 42.1 40.8
Other: 17.2 19.5 27.6 26.8 16.7 17.3 25.6 23.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 28, 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 : 21,879: 19,340 1,275 146 6 5,260 19,492 6,681: 2,387 15,198
Old : 1,105: 801 33 6 6 260 813 299: 292 806
Other: 20,774: 18,570 1,273 109 0 5,000 18,679 6,382: 2,095 14,392
: : :
: : Changes in Commitments from: June 21, 2011 :
: -4,405: -3,593 -1,728 -349 0 -1,191 -3,942 -3,268: -463 -1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 5.8 0.7 0.0 24.0 89.1 30.5: 10.9 69.5
Old : 100.0: 72.5 3.0 0.5 0.5 23.5 73.6 27.1: 26.4 72.9
Other: 100.0: 89.4 6.1 0.5 0.0 24.1 89.9 30.7: 10.1 69.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 4 6 2 14 18 24:
Old : 20: 6 3 2 2 9 9 13:
Other: 34: 16 4 6 0 14 16 24:
:----------------------------------------------------------------------------------------------------
: 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 : 58.7 13.9 77.1 20.7 58.6 13.9 76.9 20.7
Old : 68.0 22.7 73.3 25.9 67.9 22.3 73.0 25.4
Other: 60.8 13.6 77.5 20.6 60.7 13.6 77.4 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 28, 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 : 290,459: 72,524 48,362 31,222 158,438 180,037 262,184 259,621: 28,275 30,838
Old : 98,506: 20,022 17,077 8,106 56,640 57,469 84,768 82,652: 13,738 15,854
Other: 191,953: 62,325 41,108 13,293 101,798 122,568 177,416 176,969: 14,537 14,984
: : :
: : Changes in Commitments from: June 21, 2011 :
: -39,251: -21,398 2,841 -10,377 -1,173 -35,782 -32,948 -43,318: -6,303 4,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.7 10.7 54.5 62.0 90.3 89.4: 9.7 10.6
Old : 100.0: 20.3 17.3 8.2 57.5 58.3 86.1 83.9: 13.9 16.1
Other: 100.0: 32.5 21.4 6.9 53.0 63.9 92.4 92.2: 7.6 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 64 71 78 65 68 184 184:
Old : 167: 47 46 33 55 58 119 121:
Other: 215: 61 78 46 51 51 145 144:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 28.1 25.1 38.5 12.7 21.5 21.0 29.1
Old : 24.7 22.4 38.5 33.6 20.3 19.5 30.7 29.4
Other: 16.7 34.2 29.4 45.8 16.4 31.0 28.4 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 28, 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 : 641,754: 74,954 139,376 6,705 410,273 360,728 491,932 506,809: 149,822 134,945
Old : 641,754: 74,954 139,376 6,705 410,273 360,728 491,932 506,809: 149,822 134,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -11,090: -4,055 -4,491 -1,482 4,502 -12,113 -1,035 -18,086: -10,055 6,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 21.7 1.0 63.9 56.2 76.7 79.0: 23.3 21.0
Old : 100.0: 11.7 21.7 1.0 63.9 56.2 76.7 79.0: 23.3 21.0
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 : 150: 22 32 9 66 71 92 108:
Old : 150: 22 32 9 66 71 92 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 19.1 30.5 29.0 20.5 18.8 28.2 27.9
Old : 20.8 19.1 30.5 29.0 20.5 18.8 28.2 27.9
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 28, 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 : 387,219: 52,508 61,326 608 270,497 282,289 323,613 344,223: 63,606 42,996
Old : 387,219: 52,508 61,326 608 270,497 282,289 323,613 344,223: 63,606 42,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -19,258: -774 -2,485 0 -19,984 -14,092 -20,758 -16,577: 1,500 -2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.8 0.2 69.9 72.9 83.6 88.9: 16.4 11.1
Old : 100.0: 13.6 15.8 0.2 69.9 72.9 83.6 88.9: 16.4 11.1
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 : 74: 8 11 2 39 35 47 48:
Old : 74: 8 11 2 39 35 47 48:
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 : 26.3 50.2 46.9 63.9 25.3 50.2 43.6 63.3
Old : 26.3 50.2 46.9 63.9 25.3 50.2 43.6 63.3
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 28, 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 : 9,015: 510 465 439 7,606 7,786 8,555 8,690: 460 325
Old : 9,015: 510 465 439 7,606 7,786 8,555 8,690: 460 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -303: 26 314 -161 -116 -292 -251 -139: -52 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.2 4.9 84.4 86.4 94.9 96.4: 5.1 3.6
Old : 100.0: 5.7 5.2 4.9 84.4 86.4 94.9 96.4: 5.1 3.6
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 : 38: 4 6 5 22 26 30 33:
Old : 38: 4 6 5 22 26 30 33:
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 : 42.7 43.6 64.3 65.0 28.3 25.1 37.1 34.4
Old : 42.7 43.6 64.3 65.0 28.3 25.1 37.1 34.4
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 28, 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 : 203,355: 43,515 32,092 27,553 96,635 113,030 167,703 172,675: 35,652 30,680
Old : 88,566: 19,843 7,005 7,286 43,376 60,330 70,505 74,621: 18,061 13,945
Other: 114,789: 31,652 33,067 12,287 53,259 52,700 97,198 98,054: 17,591 16,735
: : :
: : Changes in Commitments from: June 21, 2011 :
: -14,539: -9,677 11,227 -6,947 6,030 -23,058 -10,594 -18,778: -3,945 4,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 15.8 13.5 47.5 55.6 82.5 84.9: 17.5 15.1
Old : 100.0: 22.4 7.9 8.2 49.0 68.1 79.6 84.3: 20.4 15.7
Other: 100.0: 27.6 28.8 10.7 46.4 45.9 84.7 85.4: 15.3 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 47 32 47 64 60 143 128:
Old : 128: 33 19 28 56 51 107 88:
Other: 152: 41 37 25 55 41 111 95:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 29.0 24.4 38.6 8.8 21.2 15.4 28.1
Old : 19.1 41.5 29.5 51.3 18.1 41.2 26.4 48.8
Other: 20.4 23.5 31.5 38.0 15.1 18.7 24.4 29.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 28, 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 : 17,540: 3,994 2,649 1,885 7,697 11,101 13,576 15,635: 3,964 1,905
Old : 1,783: 689 212 0 481 1,355 1,170 1,567: 613 216
Other: 15,757: 3,859 2,991 1,331 7,216 9,746 12,406 14,068: 3,351 1,689
: : :
: : Changes in Commitments from: June 21, 2011 :
: -1,221: -917 520 236 93 -2,324 -588 -1,568: -633 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.1 10.7 43.9 63.3 77.4 89.1: 22.6 10.9
Old : 100.0: 38.6 11.9 0.0 27.0 76.0 65.6 87.9: 34.4 12.1
Other: 100.0: 24.5 19.0 8.4 45.8 61.9 78.7 89.3: 21.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 29 14 19 22 18 61 44:
Old : 33: 15 3 0 8 7 23 10:
Other: 78: 25 17 12 19 18 50 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 41.2 39.8 54.8 27.2 41.2 39.8 54.6
Old : 27.8 67.7 43.6 87.1 27.8 67.7 43.6 87.1
Other: 30.3 39.4 43.9 53.5 30.3 39.4 43.9 53.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 28, 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 : 1,026,198: 251,445 188,969 14,792 653,677 673,905 919,914 877,666: 106,284 148,532
Old : 1,026,198: 251,445 188,969 14,792 653,677 673,905 919,914 877,666: 106,284 148,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -23,766: -59,192 -7,316 175 42,886 -13,883 -16,131 -21,024: -7,635 -2,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.4 1.4 63.7 65.7 89.6 85.5: 10.4 14.5
Old : 100.0: 24.5 18.4 1.4 63.7 65.7 89.6 85.5: 10.4 14.5
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 : 263: 48 56 21 88 127 149 191:
Old : 263: 48 56 21 88 127 149 191:
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 : 26.0 13.9 40.6 24.1 26.0 11.3 39.9 20.9
Old : 26.0 13.9 40.6 24.1 26.0 11.3 39.9 20.9
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 28, 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 : 1,805,673: 235,796 302,759 25,925 1,244,493 1,123,821 1,506,214 1,452,505: 299,459 353,168
Old : 1,805,673: 235,796 302,759 25,925 1,244,493 1,123,821 1,506,214 1,452,505: 299,459 353,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -51,396: -47,649 5,735 -16,445 3,327 -55,199 -60,767 -65,909: 9,371 14,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.8 1.4 68.9 62.2 83.4 80.4: 16.6 19.6
Old : 100.0: 13.1 16.8 1.4 68.9 62.2 83.4 80.4: 16.6 19.6
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 : 269: 41 58 23 109 132 159 204:
Old : 269: 41 58 23 109 132 159 204:
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 : 26.1 21.6 35.3 29.9 25.1 18.5 33.9 26.6
Old : 26.1 21.6 35.3 29.9 25.1 18.5 33.9 26.6
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 28, 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 : 1,564,596: 448,891 177,629 14,883 868,094 1,085,270 1,331,868 1,277,782: 232,728 286,814
Old : 1,564,596: 448,891 177,629 14,883 868,094 1,085,270 1,331,868 1,277,782: 232,728 286,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -135,386: -73,811 -8,011 -4,559 -46,609 -105,637 -124,979 -118,207: -10,407 -17,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.4 1.0 55.5 69.4 85.1 81.7: 14.9 18.3
Old : 100.0: 28.7 11.4 1.0 55.5 69.4 85.1 81.7: 14.9 18.3
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 : 210: 29 45 15 76 113 115 163:
Old : 210: 29 45 15 76 113 115 163:
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 : 37.5 21.7 46.4 31.7 37.4 20.5 46.0 29.0
Old : 37.5 21.7 46.4 31.7 37.4 20.5 46.0 29.0
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 28, 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 : 775,250: 83,452 68,878 127,740 526,492 521,962 737,684 718,580: 37,566 56,670
Old : 775,250: 83,452 68,878 127,740 526,492 521,962 737,684 718,580: 37,566 56,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 16,515: 9,576 -18,119 17,048 -4,673 20,009 21,951 18,938: -5,436 -2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.9 16.5 67.9 67.3 95.2 92.7: 4.8 7.3
Old : 100.0: 10.8 8.9 16.5 67.9 67.3 95.2 92.7: 4.8 7.3
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 : 139: 28 29 39 63 73 109 129:
Old : 139: 28 29 39 63 73 109 129:
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 24.3 48.9 33.3 29.2 13.8 32.3 18.7
Old : 38.3 24.3 48.9 33.3 29.2 13.8 32.3 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 28, 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 : 39,596: 10,841 2,366 272 22,518 32,922 33,631 35,560: 5,965 4,036
Old : 39,596: 10,841 2,366 272 22,518 32,922 33,631 35,560: 5,965 4,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -1,691: 406 -904 170 -2,194 -990 -1,619 -1,725: -73 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.0 0.7 56.9 83.1 84.9 89.8: 15.1 10.2
Old : 100.0: 27.4 6.0 0.7 56.9 83.1 84.9 89.8: 15.1 10.2
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 : 89: 22 14 3 33 25 56 41:
Old : 89: 22 14 3 33 25 56 41:
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 : 27.4 49.8 42.6 65.1 27.3 49.6 42.2 64.9
Old : 27.4 49.8 42.6 65.1 27.3 49.6 42.2 64.9
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 28, 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 : 79,191: 21,682 4,732 544 45,036 65,843 67,262 71,119: 11,929 8,072
Old : 79,191: 21,682 4,732 544 45,036 65,843 67,262 71,119: 11,929 8,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -3,382: 811 -1,808 339 -4,387 -1,980 -3,237 -3,449: -145 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.0 0.7 56.9 83.1 84.9 89.8: 15.1 10.2
Old : 100.0: 27.4 6.0 0.7 56.9 83.1 84.9 89.8: 15.1 10.2
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 : 89: 22 14 3 33 25 56 41:
Old : 89: 22 14 3 33 25 56 41:
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 : 27.4 49.8 42.6 65.1 27.3 49.6 42.2 64.9
Old : 27.4 49.8 42.6 65.1 27.3 49.6 42.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 28, 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 : 6,161: 2,938 1,753 486 1,818 3,813 5,242 6,052: 919 109
Old : 6,161: 2,938 1,753 486 1,818 3,813 5,242 6,052: 919 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -2,911: -1,475 323 -504 126 -1,977 -1,853 -2,158: -1,058 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 28.5 7.9 29.5 61.9 85.1 98.2: 14.9 1.8
Old : 100.0: 47.7 28.5 7.9 29.5 61.9 85.1 98.2: 14.9 1.8
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 : 20: 10 6 1 3 1 14 7:
Old : 20: 10 6 1 3 1 14 7:
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 : 57.0 88.4 77.6 98.2 57.0 80.5 72.2 90.3
Old : 57.0 88.4 77.6 98.2 57.0 80.5 72.2 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 28, 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 : 13,404: 3,318 759 12 9,715 12,579 13,045 13,350: 359 54
Old : 13,404: 3,318 759 12 9,715 12,579 13,045 13,350: 359 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 105: 665 21 1 -561 98 105 120: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.7 0.1 72.5 93.8 97.3 99.6: 2.7 0.4
Old : 100.0: 24.8 5.7 0.1 72.5 93.8 97.3 99.6: 2.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 6 1 7 12 13 19:
Old : 29: 6 6 1 7 12 13 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 : 71.2 82.9 93.6 93.7 71.2 82.9 93.5 93.7
Old : 71.2 82.9 93.6 93.7 71.2 82.9 93.5 93.7
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 28, 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 : 25,566: 5,188 833 0 20,062 24,653 25,250 25,486: 316 80
Old : 25,566: 5,188 833 0 20,062 24,653 25,250 25,486: 316 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 2,709: 525 210 0 2,200 2,518 2,725 2,728: -16 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.3 0.0 78.5 96.4 98.8 99.7: 1.2 0.3
Old : 100.0: 20.3 3.3 0.0 78.5 96.4 98.8 99.7: 1.2 0.3
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 : 33: 8 5 0 8 13 16 18:
Old : 33: 8 5 0 8 13 16 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 : 85.5 74.6 95.8 90.7 85.5 74.6 95.8 90.7
Old : 85.5 74.6 95.8 90.7 85.5 74.6 95.8 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011