WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,243 COMMITMENTS 91,452 74,814 159,763 282,448 281,657 533,663 516,233 50,581 68,010 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,318) -6,431 4,952 533 2,874 -7,009 -3,024 -1,525 4,342 2,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 12.8 27.3 48.3 48.2 91.3 88.4 8.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466) 157 145 211 106 137 376 400 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,174,051 COMMITMENTS 444,871 81,071 722,179 787,755 1084168 1954805 1887418 219,246 286,633 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 27,162) -10,872 1,742 38,316 2,019 -10,355 29,463 29,703 -2,302 -2,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 3.7 33.2 36.2 49.9 89.9 86.8 10.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 923) 292 161 323 300 419 727 785 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,288 COMMITMENTS 3,217 681 1,397 6,543 11,021 11,157 13,098 3,131 1,190 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -138) 258 -87 -387 145 452 17 -21 -154 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 4.8 9.8 45.8 77.1 78.1 91.7 21.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 6 7 18 15 37 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 846,307 COMMITMENTS 163,511 54,376 280,347 337,001 423,393 780,860 758,116 65,447 88,191 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 29,910) 14,893 2,863 10,507 1,932 17,171 27,332 30,540 2,578 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 6.4 33.1 39.8 50.0 92.3 89.6 7.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 207 151 228 127 203 454 480 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,919 COMMITMENTS 23,874 3,161 80 3 6,455 23,957 9,696 2,962 17,223 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -157) -414 -782 -7 0 -183 -421 -972 264 815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.7 11.7 0.3 0.0 24.0 89.0 36.0 11.0 64.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 9 8 1 18 19 33 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,639 COMMITMENTS 1,184 8,982 3,744 8,324 632 13,252 13,358 387 281 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 667) 296 527 306 63 -187 666 647 1 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 65.9 27.5 61.0 4.6 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 8 10 12 7 25 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 403,818 COMMITMENTS 97,960 28,522 90,663 173,271 257,821 361,894 377,006 41,924 26,812 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 9,499) 7,874 -1,544 1,547 -1,693 10,965 7,727 10,968 1,772 -1,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 7.1 22.5 42.9 63.8 89.6 93.4 10.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 106 62 103 69 82 234 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 773,657 COMMITMENTS 102,282 123,068 48,389 450,458 452,831 601,128 624,288 172,529 149,369 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -32,257) -14,199 -24,311 12,306 -23,069 -13,176 -24,962 -25,181 -7,296 -7,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 15.9 6.3 58.2 58.5 77.7 80.7 22.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 29 32 34 82 87 132 132 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 372,645 COMMITMENTS 45,451 50,725 5,437 256,467 267,711 307,356 323,873 65,290 48,772 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -12,350) 1,818 1,590 -7,964 3,308 -153 -2,838 -6,527 -9,512 -5,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 13.6 1.5 68.8 71.8 82.5 86.9 17.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 6 10 6 41 34 51 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,072 COMMITMENTS 920 205 668 6,910 7,811 8,498 8,684 574 388 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 797) -1 92 -77 870 890 792 905 5 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 2.3 7.4 76.2 86.1 93.7 95.7 6.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 7 21 25 30 34 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 270,638 COMMITMENTS 54,710 18,935 63,483 101,957 161,534 220,150 243,952 50,489 26,686 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 11,293) 8,098 -6,012 2,389 -5,292 15,247 5,195 11,624 6,098 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 7.0 23.5 37.7 59.7 81.3 90.1 18.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 79 28 66 66 66 176 143 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,490 COMMITMENTS 6,842 2,001 2,263 8,267 16,746 17,372 21,010 5,118 1,480 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,396) -520 -28 94 -632 -1,217 -1,058 -1,151 -337 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 8.9 10.1 36.8 74.5 77.2 93.4 22.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 47 13 17 31 24 86 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,043,201 COMMITMENTS 374,915 174,404 43,532 507,423 663,055 925,870 880,991 117,332 162,210 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -27,409) 13,855 20,441 -4,677 -32,540 -43,004 -23,362 -27,239 -4,048 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 16.7 4.2 48.6 63.6 88.8 84.5 11.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 53 58 35 101 136 176 207 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,229,377 COMMITMENTS 268,847 259,919 218,947 1391984 1371362 1879778 1850228 349,599 379,149 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -42,704) 10,855 -50,224 23,790 -58,053 28,461 -23,408 2,027 -19,296 -44,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 11.7 9.8 62.4 61.5 84.3 83.0 15.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 58 51 60 137 164 221 249 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,626,454 COMMITMENTS 406,731 103,793 93,878 866,312 1115146 1366922 1312818 259,532 313,636 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -7,827) -24,919 10,324 5,051 7,145 -27,821 -12,723 -12,445 4,897 4,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 6.4 5.8 53.3 68.6 84.0 80.7 16.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 40 35 36 102 121 157 177 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 968,939 COMMITMENTS 73,277 90,496 309,971 545,333 511,203 928,580 911,670 40,359 57,268 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -95,146) 1,469 9,238 -46,187 -44,906 -48,355 -89,625 -85,304 -5,522 -9,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.3 32.0 56.3 52.8 95.8 94.1 4.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 29 32 42 69 83 116 141 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 72,264 COMMITMENTS 10,192 5,741 4,480 41,835 48,850 56,507 59,071 15,757 13,192 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,088) -6,421 2,400 -153 -1,437 -9,919 -8,010 -7,672 -77 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 7.9 6.2 57.9 67.6 78.2 81.7 21.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 24 16 16 40 36 76 61 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 20,628 COMMITMENTS 3,179 1,419 16 8,187 16,490 11,382 17,925 9,246 2,703 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,724) 149 -18 7 -3,936 -4,004 -3,780 -4,015 56 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 6.9 0.1 39.7 79.9 55.2 86.9 44.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 3 8 5 15 11 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,272 COMMITMENTS 21,457 16,076 1,497 67,296 64,720 90,250 82,293 13,022 20,979 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,726) -13,003 4,973 -456 4,999 -11,830 -8,461 -7,314 -265 -1,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 15.6 1.4 65.2 62.7 87.4 79.7 12.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 26 17 15 37 32 71 56 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,966 COMMITMENTS 4,442 1,378 672 1,643 5,825 6,757 7,875 1,209 91 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 9) 15 41 0 -2 -3 13 38 -4 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.8 17.3 8.4 20.6 73.1 84.8 98.9 15.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 5 1 2 4 15 9 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,948 COMMITMENTS 3,817 866 3 10,720 13,978 14,540 14,847 408 101 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,125) 452 -38 1 664 1,136 1,117 1,099 8 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 5.8 0.0 71.7 93.5 97.3 99.3 2.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 6 1 8 12 14 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 28,683 COMMITMENTS 3,276 482 1,393 23,726 26,762 28,395 28,637 288 46 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 306) -1,081 -576 1,277 148 -420 344 281 -38 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 1.7 4.9 82.7 93.3 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 3 3 7 14 19 20
Updated June 10, 2011