WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 577,958: 92,137 84,876 154,710 280,707 267,650 527,554 507,236: 50,404 70,722
Old : 514,825: 88,244 82,881 132,213 249,515 244,085 469,971 459,178: 44,853 55,646
Other: 63,133: 15,647 13,748 10,744 31,192 23,566 57,583 48,057: 5,551 15,076
: : :
: : Changes in Commitments from: June 7, 2011 :
: -6,285: 685 10,062 -5,053 -1,742 -14,007 -6,109 -8,998: -176 2,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.7 26.8 48.6 46.3 91.3 87.8: 8.7 12.2
Old : 100.0: 17.1 16.1 25.7 48.5 47.4 91.3 89.2: 8.7 10.8
Other: 100.0: 24.8 21.8 17.0 49.4 37.3 91.2 76.1: 8.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 148 149 200 101 129 359 386:
Old : 448: 156 147 185 98 128 347 376:
Other: 190: 39 53 28 38 83 96 150:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 14.9 30.8 21.2 16.5 12.6 26.4 17.0
Old : 21.1 16.3 31.4 23.1 17.8 14.7 27.6 19.8
Other: 40.8 18.4 55.7 27.3 32.3 9.4 43.6 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,224,832: 456,195 86,119 750,557 800,255 1,095,802 2,007,008 1,932,478: 217,824 292,354
Old : 1,104,095: 237,830 82,233 386,373 373,021 523,971 997,224 992,576: 106,871 111,519
Other: 1,120,737: 284,212 69,733 298,337 427,234 571,831 1,009,784 939,902: 110,953 180,835
: : :
: : Changes in Commitments from: June 7, 2011 :
: 50,781: 11,325 5,048 28,378 12,500 11,634 52,203 45,060: -1,422 5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.9 33.7 36.0 49.3 90.2 86.9: 9.8 13.1
Old : 100.0: 21.5 7.4 35.0 33.8 47.5 90.3 89.9: 9.7 10.1
Other: 100.0: 25.4 6.2 26.6 38.1 51.0 90.1 83.9: 9.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 953: 306 168 335 300 420 747 806:
Old : 868: 266 166 260 243 384 609 713:
Other: 830: 224 167 224 238 385 573 671:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.3 19.2 17.0 8.4 5.8 12.1 8.9
Old : 12.9 14.1 20.9 20.3 10.5 9.7 14.7 13.1
Other: 14.5 10.4 22.2 16.1 9.7 6.2 15.2 9.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,355: 3,680 616 1,031 6,502 11,702 11,213 13,348: 3,142 1,007
Old : 14,334: 3,680 617 1,030 6,482 11,682 11,192 13,328: 3,142 1,006
Other: 21: 1 0 0 20 20 21 20: 0 1
: : :
: : Changes in Commitments from: June 7, 2011 :
: 66: 463 -65 -366 -41 681 56 250: 11 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.3 7.2 45.3 81.5 78.1 93.0: 21.9 7.0
Old : 100.0: 25.7 4.3 7.2 45.2 81.5 78.1 93.0: 21.9 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 : 44: 16 6 6 17 15 36 24:
Old : 44: 16 6 6 17 15 36 24:
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 : 27.2 59.9 43.4 76.7 24.6 48.1 35.9 63.8
Old : 27.1 59.9 43.4 76.7 24.5 48.2 35.9 63.8
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 with Delta-adjusted Options and Futures Combined, 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 : 835,443: 148,478 59,894 276,445 347,364 406,682 772,286 743,021: 63,157 92,422
Old : 281,702: 77,891 25,425 90,717 85,418 138,610 254,026 254,752: 27,676 26,951
Other: 553,741: 105,572 69,454 150,743 261,946 268,072 518,260 488,270: 35,481 65,471
: : :
: : Changes in Commitments from: June 7, 2011 :
: -10,864: -15,034 5,518 -3,902 10,362 -16,710 -8,574 -15,094: -2,290 4,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.2 33.1 41.6 48.7 92.4 88.9: 7.6 11.1
Old : 100.0: 27.7 9.0 32.2 30.3 49.2 90.2 90.4: 9.8 9.6
Other: 100.0: 19.1 12.5 27.2 47.3 48.4 93.6 88.2: 6.4 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 192 166 247 130 203 456 501:
Old : 497: 162 129 165 98 175 334 399:
Other: 516: 137 161 171 109 194 356 426:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 15.3 23.7 24.3 10.7 9.6 15.4 13.6
Old : 14.9 17.7 24.4 26.2 9.0 11.1 14.6 16.8
Other: 17.2 15.9 27.7 25.2 14.9 11.7 22.0 17.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,820: 1,612 9,515 4,427 8,349 606 14,388 14,547: 432 272
Old : 11,652: 840 8,929 2,114 8,349 375 11,304 11,418: 348 234
Other: 3,168: 1,684 1,498 1,400 0 232 3,084 3,130: 85 39
: : :
: : Changes in Commitments from: June 7, 2011 :
: 1,181: 428 533 683 25 -26 1,136 1,190: 45 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 64.2 29.9 56.3 4.1 97.1 98.2: 2.9 1.8
Old : 100.0: 7.2 76.6 18.1 71.7 3.2 97.0 98.0: 3.0 2.0
Other: 100.0: 53.1 47.3 44.2 0.0 7.3 97.3 98.8: 2.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 6 10 12 7 25 18:
Old : 26: 8 5 10 12 7 25 17:
Other: 8: 6 1 3 0 1 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 61.9 84.3 84.4 97.5 49.3 58.3 60.7 64.2
Old : 70.9 88.2 85.8 97.4 64.0 73.1 73.5 76.7
Other: 86.4 97.6 97.3 98.8 47.1 54.6 53.1 54.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 397,121: 89,397 37,775 86,645 185,352 246,721 361,394 371,140: 35,727 25,980
Old : 209,043: 49,429 24,720 46,594 90,480 121,265 186,504 192,579: 22,539 16,464
Other: 188,078: 51,466 24,554 28,552 94,871 125,456 174,890 178,562: 13,188 9,516
: : :
: : Changes in Commitments from: June 7, 2011 :
: -6,698: -8,562 9,253 -4,019 12,081 -11,100 -500 -5,866: -6,197 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.5 21.8 46.7 62.1 91.0 93.5: 9.0 6.5
Old : 100.0: 23.6 11.8 22.3 43.3 58.0 89.2 92.1: 10.8 7.9
Other: 100.0: 27.4 13.1 15.2 50.4 66.7 93.0 94.9: 7.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 89 77 102 71 79 227 213:
Old : 247: 79 76 74 65 74 185 188:
Other: 201: 72 52 56 55 56 157 138:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 29.9 21.8 42.7 9.3 22.6 15.6 30.3
Old : 18.7 24.0 29.2 35.0 10.9 16.6 18.2 22.2
Other: 18.2 43.0 31.0 56.1 17.6 38.8 30.2 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 751,183: 82,294 132,186 49,622 453,386 414,910 585,302 596,718: 165,881 154,465
Old : 751,183: 82,294 132,186 49,622 453,386 414,910 585,302 596,718: 165,881 154,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -22,474: -19,988 9,118 1,234 2,928 -37,921 -15,826 -27,570: -6,648 5,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.6 6.6 60.4 55.2 77.9 79.4: 22.1 20.6
Old : 100.0: 11.0 17.6 6.6 60.4 55.2 77.9 79.4: 22.1 20.6
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 : 167: 27 37 37 81 81 130 133:
Old : 167: 27 37 37 81 81 130 133:
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 : 17.8 16.6 26.2 25.5 17.3 16.0 24.6 23.6
Old : 17.8 16.6 26.2 25.5 17.3 16.0 24.6 23.6
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 with Delta-adjusted Options and Futures Combined, 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 : 383,929: 45,716 55,823 4,075 271,144 283,022 320,935 342,920: 62,994 41,009
Old : 383,929: 45,716 55,823 4,075 271,144 283,022 320,935 342,920: 62,994 41,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,284: 265 5,099 -1,362 14,677 15,311 13,580 19,047: -2,296 -7,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.5 1.1 70.6 73.7 83.6 89.3: 16.4 10.7
Old : 100.0: 11.9 14.5 1.1 70.6 73.7 83.6 89.3: 16.4 10.7
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 : 73: 6 12 6 43 38 53 52:
Old : 73: 6 12 6 43 38 53 52:
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 : 27.7 49.5 46.9 63.3 25.7 48.6 43.0 62.0
Old : 27.7 49.5 46.9 63.3 25.7 48.6 43.0 62.0
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 265,496: 54,663 19,812 60,773 102,887 159,282 218,323 239,867: 47,173 25,629
Old : 149,085: 47,265 15,403 20,744 49,947 96,146 117,956 132,293: 31,130 16,792
Other: 116,411: 23,488 20,498 23,939 52,940 63,137 100,367 107,574: 16,043 8,837
: : :
: : Changes in Commitments from: June 7, 2011 :
: -5,143: -47 877 -2,710 930 -2,252 -1,827 -4,085: -3,316 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.5 22.9 38.8 60.0 82.2 90.3: 17.8 9.7
Old : 100.0: 31.7 10.3 13.9 33.5 64.5 79.1 88.7: 20.9 11.3
Other: 100.0: 20.2 17.6 20.6 45.5 54.2 86.2 92.4: 13.8 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 73 33 67 70 71 179 150:
Old : 186: 72 29 49 66 63 159 124:
Other: 146: 31 37 36 56 52 112 105:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 33.5 20.5 42.9 6.5 24.3 11.9 29.7
Old : 12.3 36.6 20.5 44.8 10.7 34.9 17.0 42.1
Other: 23.5 32.9 35.2 50.5 13.2 22.3 22.9 33.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 21,823: 6,095 2,119 2,484 8,300 15,709 16,878 20,311: 4,945 1,512
Old : 9,717: 3,676 1,240 752 2,735 7,186 7,162 9,178: 2,554 538
Other: 12,107: 2,759 1,219 1,392 5,564 8,522 9,716 11,133: 2,391 973
: : :
: : Changes in Commitments from: June 7, 2011 :
: -666: -748 118 221 33 -1,037 -494 -698: -172 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.7 11.4 38.0 72.0 77.3 93.1: 22.7 6.9
Old : 100.0: 37.8 12.8 7.7 28.2 74.0 73.7 94.5: 26.3 5.5
Other: 100.0: 22.8 10.1 11.5 46.0 70.4 80.3 92.0: 19.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 40 18 18 29 24 83 48:
Old : 80: 37 10 10 21 19 62 35:
Other: 68: 21 14 13 21 20 51 39:
:----------------------------------------------------------------------------------------------------
: 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 46.1 30.9 59.5 20.0 44.0 30.3 56.3
Old : 18.7 59.0 30.5 71.6 18.7 54.6 29.7 66.7
Other: 35.4 40.9 49.0 58.7 35.4 40.5 48.4 57.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,041,535: 365,359 159,822 40,474 511,151 677,907 916,984 878,203: 124,551 163,332
Old : 1,041,535: 365,359 159,822 40,474 511,151 677,907 916,984 878,203: 124,551 163,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -1,667: -9,556 -14,583 -3,058 3,729 14,853 -8,886 -2,788: 7,219 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 15.3 3.9 49.1 65.1 88.0 84.3: 12.0 15.7
Old : 100.0: 35.1 15.3 3.9 49.1 65.1 88.0 84.3: 12.0 15.7
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 : 264: 51 52 32 97 135 166 201:
Old : 264: 51 52 32 97 135 166 201:
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 15.1 35.5 24.7 22.9 11.3 33.8 20.1
Old : 22.9 15.1 35.5 24.7 22.9 11.3 33.8 20.1
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 with Delta-adjusted Options and Futures Combined, 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 : 2,289,733: 250,942 256,951 242,011 1,456,524 1,394,327 1,949,478 1,893,289: 340,255 396,443
Old : 2,289,733: 250,942 256,951 242,011 1,456,524 1,394,327 1,949,478 1,893,289: 340,255 396,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 60,356: -17,905 -2,968 23,065 64,540 22,965 69,700 43,061: -9,344 17,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 11.2 10.6 63.6 60.9 85.1 82.7: 14.9 17.3
Old : 100.0: 11.0 11.2 10.6 63.6 60.9 85.1 82.7: 14.9 17.3
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 : 289: 53 59 61 140 160 224 249:
Old : 289: 53 59 61 140 160 224 249:
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 : 18.7 16.8 25.8 25.3 18.0 14.1 24.1 19.5
Old : 18.7 16.8 25.8 25.3 18.0 14.1 24.1 19.5
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 with Delta-adjusted Options and Futures Combined, 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 : 1,728,063: 450,877 113,345 110,686 875,344 1,173,271 1,436,907 1,397,303: 291,156 330,760
Old : 1,728,063: 450,877 113,345 110,686 875,344 1,173,271 1,436,907 1,397,303: 291,156 330,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 101,609: 44,146 9,552 16,808 9,031 58,125 69,985 84,485: 31,624 17,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.6 6.4 50.7 67.9 83.2 80.9: 16.8 19.1
Old : 100.0: 26.1 6.6 6.4 50.7 67.9 83.2 80.9: 16.8 19.1
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 : 214: 38 36 35 98 124 153 178:
Old : 214: 38 36 35 98 124 153 178:
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 : 27.8 19.6 38.5 30.1 27.6 18.3 37.6 27.0
Old : 27.8 19.6 38.5 30.1 27.6 18.3 37.6 27.0
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 with Delta-adjusted Options and Futures Combined, 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 : 999,647: 83,686 91,903 313,596 564,246 539,226 961,528 944,725: 38,119 54,922
Old : 999,647: 83,686 91,903 313,596 564,246 539,226 961,528 944,725: 38,119 54,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 30,709: 10,409 1,407 3,626 18,913 28,022 32,948 33,055: -2,239 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.2 31.4 56.4 53.9 96.2 94.5: 3.8 5.5
Old : 100.0: 8.4 9.2 31.4 56.4 53.9 96.2 94.5: 3.8 5.5
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 : 155: 29 34 42 74 86 124 145:
Old : 155: 29 34 42 74 86 124 145:
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 : 36.8 23.9 49.5 36.8 20.7 9.7 24.2 13.7
Old : 36.8 23.9 49.5 36.8 20.7 9.7 24.2 13.7
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 with Delta-adjusted Options and Futures Combined, 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 : 83,670: 10,314 3,177 7,180 49,379 58,530 66,873 68,887: 16,797 14,783
Old : 83,670: 10,314 3,177 7,180 49,379 58,530 66,873 68,887: 16,797 14,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,407: 122 -2,564 2,700 7,544 9,680 10,366 9,815: 1,040 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.8 8.6 59.0 70.0 79.9 82.3: 20.1 17.7
Old : 100.0: 12.3 3.8 8.6 59.0 70.0 79.9 82.3: 20.1 17.7
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 : 97: 27 7 17 45 38 80 60:
Old : 97: 27 7 17 45 38 80 60:
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 : 22.6 38.6 33.7 52.0 17.5 29.9 25.6 38.4
Old : 22.6 38.6 33.7 52.0 17.5 29.9 25.6 38.4
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 with Delta-adjusted Options and Futures Combined, 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 : 26,271: 3,293 1,169 1,239 12,430 20,733 16,962 23,141: 9,309 3,130
Old : 26,271: 3,293 1,169 1,239 12,430 20,733 16,962 23,141: 9,309 3,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 5,643: 114 -250 1,223 4,243 4,243 5,580 5,216: 63 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.4 4.7 47.3 78.9 64.6 88.1: 35.4 11.9
Old : 100.0: 12.5 4.4 4.7 47.3 78.9 64.6 88.1: 35.4 11.9
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 : 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 66.1 47.4 79.6 30.0 60.9 39.4 65.8
Old : 31.0 66.1 47.4 79.6 30.0 60.9 39.4 65.8
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 with Delta-adjusted Options and Futures Combined, 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 : 114,799: 20,356 10,330 5,568 73,898 75,594 99,822 91,492: 14,977 23,307
Old : 114,799: 20,356 10,330 5,568 73,898 75,594 99,822 91,492: 14,977 23,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,527: -1,101 -5,747 4,071 6,602 10,875 9,572 9,199: 1,955 2,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 9.0 4.8 64.4 65.8 87.0 79.7: 13.0 20.3
Old : 100.0: 17.7 9.0 4.8 64.4 65.8 87.0 79.7: 13.0 20.3
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 : 96: 28 11 16 42 36 75 58:
Old : 96: 28 11 16 42 36 75 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 : 28.2 32.1 41.4 48.4 25.6 28.2 38.0 41.4
Old : 28.2 32.1 41.4 48.4 25.6 28.2 38.0 41.4
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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