WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,487 COMMITMENTS 83,893 98,293 168,835 298,458 266,424 551,187 533,553 51,300 68,935 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 24,529) -8,244 13,418 14,125 17,751 -1,226 23,633 26,317 896 -1,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 16.3 28.0 49.5 44.2 91.5 88.6 8.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458) 139 166 206 101 130 358 400 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,132,924 COMMITMENTS 390,657 85,759 703,054 820,746 1059552 1914458 1848365 218,466 284,559 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -91,908) -65,538 -360 -47,503 20,491 -36,250 -92,550 -84,113 642 -7,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 4.0 33.0 38.5 49.7 89.8 86.7 10.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 913) 264 190 330 305 409 728 786 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,511 COMMITMENTS 2,743 677 1,470 7,470 11,250 11,683 13,397 2,828 1,114 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 156) -938 61 440 968 -451 470 49 -314 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 4.7 10.1 51.5 77.5 80.5 92.3 19.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 5 6 18 14 35 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 825,892 COMMITMENTS 129,148 62,284 268,242 371,678 405,965 769,068 736,492 56,824 89,400 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -9,552) -19,330 2,390 -8,203 24,315 -717 -3,218 -6,530 -6,333 -3,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 7.5 32.5 45.0 49.2 93.1 89.2 6.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 179 172 239 130 203 442 496 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,284 COMMITMENTS 22,933 3,003 495 6 6,451 23,434 9,949 2,850 16,335 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -347) -617 -127 278 3 -94 -336 57 -11 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.3 11.4 1.9 0.0 24.5 89.2 37.9 10.8 62.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 9 9 2 18 18 34 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,056 COMMITMENTS 1,651 9,730 4,561 8,339 461 14,551 14,752 505 304 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 236) 40 215 134 -10 -145 164 205 73 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 64.6 30.3 55.4 3.1 96.6 98.0 3.4 2.0 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 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 397,411 COMMITMENTS 81,613 43,488 86,254 194,250 240,245 362,117 369,987 35,295 27,425 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 291) -7,784 5,713 -390 8,898 -6,476 723 -1,154 -432 1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 10.9 21.7 48.9 60.5 91.1 93.1 8.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 82 78 105 74 83 225 222 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,686 COMMITMENTS 86,068 137,753 54,090 436,602 413,384 576,760 605,227 169,926 141,459 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -4,497) 3,774 5,567 4,468 -16,784 -1,526 -8,542 8,509 4,045 -13,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 18.4 7.2 58.5 55.4 77.2 81.1 22.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 27 33 35 76 80 121 130 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 414,751 COMMITMENTS 53,057 61,866 4,055 293,862 301,935 350,975 367,857 63,777 46,894 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 30,822) 7,341 6,043 -20 22,718 18,913 30,039 24,937 782 5,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 14.9 1.0 70.9 72.8 84.6 88.7 15.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 11 5 44 35 54 49 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,318 COMMITMENTS 484 151 600 7,722 8,078 8,806 8,829 512 489 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -334) -75 33 -90 -131 -380 -296 -437 -38 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 1.6 6.4 82.9 86.7 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 3 3 21 26 27 32 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 246,508 COMMITMENTS 44,932 20,920 54,945 104,586 142,628 204,463 218,493 42,045 28,015 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -18,988) -9,731 1,108 -5,828 1,699 -16,655 -13,860 -21,374 -5,128 2,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 8.5 22.3 42.4 57.9 82.9 88.6 17.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 62 35 64 72 73 173 150 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,798 COMMITMENTS 4,289 2,273 3,028 8,704 13,857 16,021 19,159 4,777 1,639 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,026) -1,806 154 545 405 -1,851 -857 -1,152 -169 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 10.9 14.6 41.9 66.6 77.0 92.1 23.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 33 16 21 29 21 76 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,096,848 COMMITMENTS 310,710 184,477 53,502 617,208 705,410 981,420 943,389 115,429 153,459 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 55,313) -54,650 24,656 13,028 106,057 27,502 64,436 65,187 -9,122 -9,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 16.8 4.9 56.3 64.3 89.5 86.0 10.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 50 56 30 97 138 168 203 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,425,258 COMMITMENTS 285,703 238,806 318,442 1501775 1495341 2105920 2052589 319,338 372,669 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 135,525) 34,761 -18,145 76,431 45,251 101,014 156,442 159,300 -20,917 -23,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 9.8 13.1 61.9 61.7 86.8 84.6 13.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 62 57 67 143 171 236 264 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,859,897 COMMITMENTS 512,577 148,197 125,869 971,591 1265902 1610037 1539969 249,860 319,928 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 131,835) 61,700 34,852 15,183 96,247 92,631 173,130 142,666 -41,295 -10,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 8.0 6.8 52.2 68.1 86.6 82.8 13.4 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 41 42 37 95 121 153 183 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,027,722 COMMITMENTS 78,042 86,396 328,288 574,518 549,731 980,847 964,414 46,875 63,308 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 28,075) -5,644 -5,507 14,691 10,272 10,505 19,319 19,689 8,755 8,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 8.4 31.9 55.9 53.5 95.4 93.8 4.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 29 34 42 73 81 121 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 42,551 COMMITMENTS 10,393 3,401 444 25,559 34,587 36,396 38,432 6,155 4,118 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -41,120) 79 224 -6,735 -23,820 -23,943 -30,477 -30,454 -10,643 -10,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 8.0 1.0 60.1 81.3 85.5 90.3 14.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 14 8 35 28 57 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 85,101 COMMITMENTS 20,786 6,802 889 51,117 69,174 72,792 76,865 12,309 8,236 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -29,697) 430 -3,528 -4,679 -22,781 -6,420 -27,030 -14,627 -2,668 -15,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 8.0 1.0 60.1 81.3 85.5 90.3 14.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 14 8 35 28 57 45 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,299 COMMITMENTS 2,653 738 11 10,276 12,481 12,940 13,230 359 69 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -876) -1,072 4 8 195 -879 -869 -867 -7 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 5.5 0.1 77.3 93.8 97.3 99.5 2.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 1 7 10 13 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 22,857 COMMITMENTS 4,663 623 0 17,862 22,135 22,525 22,758 332 99 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -2,759) 1,230 66 0 -3,968 -2,813 -2,738 -2,747 -21 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 2.7 0.0 78.1 96.8 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 4 0 8 13 18 17
Updated June 24, 2011