WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,958 COMMITMENTS 92,137 84,876 154,710 280,707 267,650 527,554 507,236 50,404 70,722 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -6,285) 685 10,062 -5,053 -1,742 -14,007 -6,109 -8,998 -176 2,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 14.7 26.8 48.6 46.3 91.3 87.8 8.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451) 148 149 200 101 129 359 386 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,224,832 COMMITMENTS 456,195 86,119 750,557 800,255 1095802 2007008 1932478 217,824 292,354 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 50,781) 11,325 5,048 28,378 12,500 11,634 52,203 45,060 -1,422 5,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 3.9 33.7 36.0 49.3 90.2 86.9 9.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 953) 306 168 335 300 420 747 806 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,355 COMMITMENTS 3,680 616 1,031 6,502 11,702 11,213 13,348 3,142 1,007 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 66) 463 -65 -366 -41 681 56 250 11 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 4.3 7.2 45.3 81.5 78.1 93.0 21.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 6 6 17 15 36 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 835,443 COMMITMENTS 148,478 59,894 276,445 347,364 406,682 772,286 743,021 63,157 92,422 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -10,864) -15,034 5,518 -3,902 10,362 -16,710 -8,574 -15,094 -2,290 4,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 7.2 33.1 41.6 48.7 92.4 88.9 7.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 192 166 247 130 203 456 501 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,631 COMMITMENTS 23,550 3,130 217 3 6,545 23,770 9,892 2,861 16,739 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -288) -324 -31 137 0 90 -187 196 -101 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.4 11.8 0.8 0.0 24.6 89.3 37.1 10.7 62.9 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,820 COMMITMENTS 1,612 9,515 4,427 8,349 606 14,388 14,547 432 272 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,181) 428 533 683 25 -26 1,136 1,190 45 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 64.2 29.9 56.3 4.1 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 6 10 12 7 25 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 397,121 COMMITMENTS 89,397 37,775 86,645 185,352 246,721 361,394 371,140 35,727 25,980 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -6,698) -8,562 9,253 -4,019 12,081 -11,100 -500 -5,866 -6,197 -832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 9.5 21.8 46.7 62.1 91.0 93.5 9.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 89 77 102 71 79 227 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 751,183 COMMITMENTS 82,294 132,186 49,622 453,386 414,910 585,302 596,718 165,881 154,465 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -22,474) -19,988 9,118 1,234 2,928 -37,921 -15,826 -27,570 -6,648 5,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 17.6 6.6 60.4 55.2 77.9 79.4 22.1 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 27 37 37 81 81 130 133 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,929 COMMITMENTS 45,716 55,823 4,075 271,144 283,022 320,935 342,920 62,994 41,009 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,284) 265 5,099 -1,362 14,677 15,311 13,580 19,047 -2,296 -7,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 14.5 1.1 70.6 73.7 83.6 89.3 16.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 6 12 6 43 38 53 52 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,652 COMMITMENTS 559 118 690 7,853 8,458 9,102 9,266 550 386 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 580) -361 -87 22 943 647 604 582 -24 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 1.2 7.1 81.4 87.6 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 3 6 21 26 31 34 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 265,496 COMMITMENTS 54,663 19,812 60,773 102,887 159,282 218,323 239,867 47,173 25,629 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -5,143) -47 877 -2,710 930 -2,252 -1,827 -4,085 -3,316 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 7.5 22.9 38.8 60.0 82.2 90.3 17.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 73 33 67 70 71 179 150 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,823 COMMITMENTS 6,095 2,119 2,484 8,300 15,709 16,878 20,311 4,945 1,512 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -666) -748 118 221 33 -1,037 -494 -698 -172 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 9.7 11.4 38.0 72.0 77.3 93.1 22.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 40 18 18 29 24 83 48 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,041,535 COMMITMENTS 365,359 159,822 40,474 511,151 677,907 916,984 878,203 124,551 163,332 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -1,667) -9,556 -14,583 -3,058 3,729 14,853 -8,886 -2,788 7,219 1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 15.3 3.9 49.1 65.1 88.0 84.3 12.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 51 52 32 97 135 166 201 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,289,733 COMMITMENTS 250,942 256,951 242,011 1456524 1394327 1949478 1893289 340,255 396,443 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 60,356) -17,905 -2,968 23,065 64,540 22,965 69,700 43,061 -9,344 17,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 11.2 10.6 63.6 60.9 85.1 82.7 14.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 53 59 61 140 160 224 249 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,728,063 COMMITMENTS 450,877 113,345 110,686 875,344 1173271 1436907 1397303 291,156 330,760 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 101,609) 44,146 9,552 16,808 9,031 58,125 69,985 84,485 31,624 17,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 6.6 6.4 50.7 67.9 83.2 80.9 16.8 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 38 36 35 98 124 153 178 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 999,647 COMMITMENTS 83,686 91,903 313,596 564,246 539,226 961,528 944,725 38,119 54,922 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 30,709) 10,409 1,407 3,626 18,913 28,022 32,948 33,055 -2,239 -2,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 9.2 31.4 56.4 53.9 96.2 94.5 3.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 29 34 42 74 86 124 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 83,670 COMMITMENTS 10,314 3,177 7,180 49,379 58,530 66,873 68,887 16,797 14,783 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,407) 122 -2,564 2,700 7,544 9,680 10,366 9,815 1,040 1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 3.8 8.6 59.0 70.0 79.9 82.3 20.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 7 17 45 38 80 60 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 26,271 COMMITMENTS 3,293 1,169 1,239 12,430 20,733 16,962 23,141 9,309 3,130 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 5,643) 114 -250 1,223 4,243 4,243 5,580 5,216 63 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 4.4 4.7 47.3 78.9 64.6 88.1 35.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 6 11 9 20 16 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 114,799 COMMITMENTS 20,356 10,330 5,568 73,898 75,594 99,822 91,492 14,977 23,307 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,527) -1,101 -5,747 4,071 6,602 10,875 9,572 9,199 1,955 2,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 9.0 4.8 64.4 65.8 87.0 79.7 13.0 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 28 11 16 42 36 75 58 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,072 COMMITMENTS 4,413 1,430 990 1,692 5,790 7,095 8,210 1,977 862 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,106) -29 52 318 49 -35 338 335 768 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 15.8 10.9 18.7 63.8 78.2 90.5 21.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 5 5 2 3 16 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 14,175 COMMITMENTS 3,725 734 3 10,081 13,360 13,809 14,097 366 78 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -773) -92 -132 0 -639 -618 -731 -750 -42 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 5.2 0.0 71.1 94.3 97.4 99.4 2.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 6 1 9 12 15 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 25,616 COMMITMENTS 3,433 557 0 21,830 24,948 25,263 25,505 353 111 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -3,067) 157 75 -1,393 -1,896 -1,814 -3,132 -3,132 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 2.2 0.0 85.2 97.4 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 4 0 7 14 15 18
Updated Jun 17, 2011