WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 577,675: 83,330 126,505 137,643 314,146 250,681 535,119 514,830: 42,556 62,845
Old : 502,746: 81,709 103,874 124,904 257,243 224,663 463,856 453,441: 38,890 49,305
Other: 74,929: 10,811 31,821 3,549 56,903 26,018 71,263 61,388: 3,666 13,540
: : :
: : Changes in Commitments from: June 15, 2010 :
: -34,146: 421 -10,207 -12,254 -19,544 -11,793 -31,376 -34,254: -2,770 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.9 23.8 54.4 43.4 92.6 89.1: 7.4 10.9
Old : 100.0: 16.3 20.7 24.8 51.2 44.7 92.3 90.2: 7.7 9.8
Other: 100.0: 14.4 42.5 4.7 75.9 34.7 95.1 81.9: 4.9 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 136 157 174 85 102 316 348:
Old : 410: 149 143 167 80 96 307 335:
Other: 165: 21 57 31 35 62 81 133:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 16.6 33.6 25.0 19.6 12.6 31.5 18.5
Old : 22.9 19.1 34.7 27.9 21.7 17.3 32.6 24.5
Other: 52.0 24.5 68.6 38.8 51.7 23.1 67.8 36.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,614,651: 267,125 177,858 477,347 726,402 656,518 1,470,874 1,311,724: 143,777 302,927
Old : 767,336: 116,040 140,324 214,271 361,851 309,490 692,161 664,085: 75,175 103,252
Other: 847,315: 209,266 95,715 204,896 364,551 347,028 778,713 647,639: 68,602 199,676
: : :
: : Changes in Commitments from: June 15, 2010 :
: -12,337: -12,256 -40,003 5,797 853 26,068 -5,606 -8,138: -6,730 -4,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.0 29.6 45.0 40.7 91.1 81.2: 8.9 18.8
Old : 100.0: 15.1 18.3 27.9 47.2 40.3 90.2 86.5: 9.8 13.5
Other: 100.0: 24.7 11.3 24.2 43.0 41.0 91.9 76.4: 8.1 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 180 182 266 244 306 571 639:
Old : 656: 163 165 192 212 266 467 540:
Other: 628: 168 141 168 163 273 411 507:
:----------------------------------------------------------------------------------------------------
: 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 10.4 21.4 15.4 13.5 8.1 19.7 11.1
Old : 18.9 9.4 27.7 15.3 18.5 7.4 25.6 12.1
Other: 16.1 13.6 23.9 19.6 15.7 12.1 23.0 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,892: 1,192 1,022 2,259 10,337 11,630 13,788 14,912: 3,104 1,980
Old : 16,892: 1,192 1,022 2,259 10,337 11,630 13,788 14,912: 3,104 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -891: 51 -718 196 -930 85 -684 -437: -207 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.1 13.4 61.2 68.9 81.6 88.3: 18.4 11.7
Old : 100.0: 7.1 6.1 13.4 61.2 68.9 81.6 88.3: 18.4 11.7
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 : 41: 12 7 9 17 14 34 26:
Old : 41: 12 7 9 17 14 34 26:
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 : 34.8 52.2 54.6 70.4 29.5 41.1 40.7 51.0
Old : 34.8 52.2 54.6 70.4 29.5 41.1 40.7 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 601,266: 90,204 65,289 172,544 287,191 262,907 549,940 500,740: 51,326 100,526
Old : 180,388: 30,082 16,368 50,550 78,193 92,046 158,824 158,964: 21,563 21,424
Other: 420,879: 75,243 64,041 106,875 208,999 170,861 391,116 341,776: 29,763 79,103
: : :
: : Changes in Commitments from: June 15, 2010 :
: 781: 8,980 -5,279 1,918 -11,001 6,266 -104 2,905: 885 -2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.9 28.7 47.8 43.7 91.5 83.3: 8.5 16.7
Old : 100.0: 16.7 9.1 28.0 43.3 51.0 88.0 88.1: 12.0 11.9
Other: 100.0: 17.9 15.2 25.4 49.7 40.6 92.9 81.2: 7.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 151 147 200 141 176 398 436:
Old : 395: 130 93 128 121 134 303 304:
Other: 454: 119 143 143 90 162 287 381:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 17.8 25.9 23.8 15.1 12.3 22.6 15.4
Old : 26.0 27.5 33.9 34.4 17.6 18.0 21.5 22.8
Other: 18.8 14.3 29.3 21.6 17.7 11.4 28.0 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,970: 14,680 510 138 11 4,014 14,829 4,662: 3,141 13,308
Old : 2,544: 1,239 131 76 11 287 1,326 494: 1,218 2,050
Other: 15,426: 13,477 415 26 0 3,727 13,503 4,168: 1,923 11,258
: : :
: : Changes in Commitments from: June 15, 2010 :
: 90: 294 -235 -140 -26 408 128 33: -38 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 2.8 0.8 0.1 22.3 82.5 25.9: 17.5 74.1
Old : 100.0: 48.7 5.1 3.0 0.4 11.3 52.1 19.4: 47.9 80.6
Other: 100.0: 87.4 2.7 0.2 0.0 24.2 87.5 27.0: 12.5 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 2 7 2 11 16 19:
Old : 19: 6 4 3 2 7 10 13:
Other: 26: 13 2 4 0 11 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 60.4 13.5 74.6 20.1 60.1 13.5 74.0 20.0
Old : 46.1 13.6 51.7 18.1 46.0 12.7 48.9 15.8
Other: 63.0 14.1 78.8 21.4 63.0 14.1 78.8 21.4
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,523: 2,791 4,300 826 1,795 300 5,413 5,427: 110 96
Old : 5,522: 2,791 4,300 825 1,795 300 5,412 5,426: 110 96
Other: 1: 1 1 0 0 0 1 1: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -1,649: -327 379 -1,004 -30 -913 -1,361 -1,539: -288 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 77.9 15.0 32.5 5.4 98.0 98.3: 2.0 1.7
Old : 100.0: 50.5 77.9 14.9 32.5 5.4 98.0 98.3: 2.0 1.7
Other: 100.0: 100.0 100.0 0.0 0.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 7 12 2 5 17 17:
Old : 20: 8 7 12 2 5 17 17:
Other: 2: 1 1 0 0 0 1 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 : 84.2 69.5 92.7 93.0 75.7 63.5 81.2 80.7
Old : 84.2 69.5 92.7 93.0 75.7 63.5 81.2 80.7
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 363,873: 49,068 59,485 75,441 210,622 196,977 335,132 331,903: 28,742 31,970
Old : 168,486: 28,251 26,215 36,072 89,153 86,273 153,476 148,560: 15,010 19,926
Other: 195,387: 34,675 47,128 25,511 121,469 110,704 181,656 183,343: 13,731 12,044
: : :
: : Changes in Commitments from: June 15, 2010 :
: -17,564: -4,479 -10,257 -6,428 -5,953 355 -16,860 -16,330: -703 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 16.3 20.7 57.9 54.1 92.1 91.2: 7.9 8.8
Old : 100.0: 16.8 15.6 21.4 52.9 51.2 91.1 88.2: 8.9 11.8
Other: 100.0: 17.7 24.1 13.1 62.2 56.7 93.0 93.8: 7.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 57 84 92 70 62 196 197:
Old : 201: 62 60 60 62 53 156 147:
Other: 194: 43 77 45 57 45 132 137:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 27.1 28.4 37.0 14.1 20.2 22.0 24.9
Old : 23.6 24.3 34.9 35.2 16.6 17.8 24.1 23.2
Other: 25.0 37.3 38.6 45.9 23.2 34.7 36.2 42.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 729,551: 76,890 127,752 53,849 449,968 419,419 580,706 601,020: 148,845 128,532
Old : 729,551: 76,890 127,752 53,849 449,968 419,419 580,706 601,020: 148,845 128,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -25,381: -6,912 -7,892 -3,682 -15,297 -16,470 -25,891 -28,043: 510 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.5 7.4 61.7 57.5 79.6 82.4: 20.4 17.6
Old : 100.0: 10.5 17.5 7.4 61.7 57.5 79.6 82.4: 20.4 17.6
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 : 160: 31 33 35 70 79 121 127:
Old : 160: 31 33 35 70 79 121 127:
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 : 19.4 19.8 29.1 32.1 18.1 17.8 27.4 28.9
Old : 19.4 19.8 29.1 32.1 18.1 17.8 27.4 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 142,963: 7,762 19,660 65 98,106 105,958 105,933 125,684: 37,029 17,279
Old : 142,963: 7,762 19,660 65 98,106 105,958 105,933 125,684: 37,029 17,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,935: 1,841 1,697 9 -179 568 1,671 2,274: 264 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 13.8 0.0 68.6 74.1 74.1 87.9: 25.9 12.1
Old : 100.0: 5.4 13.8 0.0 68.6 74.1 74.1 87.9: 25.9 12.1
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 : 32: 3 6 1 17 14 21 20:
Old : 32: 3 6 1 17 14 21 20:
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 : 44.1 64.3 56.6 74.0 41.7 61.1 53.6 70.4
Old : 44.1 64.3 56.6 74.0 41.7 61.1 53.6 70.4
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,648: 1,413 715 548 9,306 10,164 11,267 11,427: 381 221
Old : 11,648: 1,413 715 548 9,306 10,164 11,267 11,427: 381 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 148: 112 -114 32 87 296 231 214: -83 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 6.1 4.7 79.9 87.3 96.7 98.1: 3.3 1.9
Old : 100.0: 12.1 6.1 4.7 79.9 87.3 96.7 98.1: 3.3 1.9
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 : 34: 9 5 4 16 20 28 26:
Old : 34: 9 5 4 16 20 28 26:
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 : 61.5 65.3 73.0 83.9 21.1 21.6 27.9 29.9
Old : 61.5 65.3 73.0 83.9 21.1 21.6 27.9 29.9
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,092: 64,272 15,747 31,341 86,143 151,241 181,757 198,329: 45,335 28,763
Old : 108,470: 31,505 8,899 11,862 40,581 69,347 83,948 90,107: 24,522 18,363
Other: 118,622: 37,013 11,094 15,233 45,562 81,894 97,809 108,222: 20,813 10,400
: : :
: : Changes in Commitments from: June 15, 2010 :
: 12,454: 5,378 2,855 -1,381 2,654 7,522 6,651 8,996: 5,803 3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.9 13.8 37.9 66.6 80.0 87.3: 20.0 12.7
Old : 100.0: 29.0 8.2 10.9 37.4 63.9 77.4 83.1: 22.6 16.9
Other: 100.0: 31.2 9.4 12.8 38.4 69.0 82.5 91.2: 17.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 65 38 57 66 73 168 143:
Old : 166: 51 32 38 59 68 133 119:
Other: 148: 42 30 37 55 46 120 98:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 39.8 19.1 49.4 9.0 32.3 16.3 39.1
Old : 16.0 30.1 24.0 40.6 15.0 26.1 23.0 34.6
Other: 14.8 51.3 26.4 61.1 14.6 48.7 26.2 54.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,353: 3,520 3,676 1,723 8,125 8,106 13,368 13,505: 2,985 2,848
Old : 4,605: 996 1,853 504 1,844 1,614 3,344 3,971: 1,260 634
Other: 11,748: 2,678 1,977 1,065 6,280 6,492 10,024 9,534: 1,725 2,214
: : :
: : Changes in Commitments from: June 15, 2010 :
: -243: -80 -156 19 -341 -273 -403 -410: 160 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 22.5 10.5 49.7 49.6 81.7 82.6: 18.3 17.4
Old : 100.0: 21.6 40.2 10.9 40.1 35.0 72.6 86.2: 27.4 13.8
Other: 100.0: 22.8 16.8 9.1 53.5 55.3 85.3 81.2: 14.7 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 25 18 12 26 22 56 49:
Old : 47: 15 10 6 16 13 33 27:
Other: 67: 22 14 10 19 22 44 44:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 26.6 48.5 45.3 32.1 24.3 44.4 38.9
Old : 33.5 42.9 46.7 60.8 32.7 42.1 43.4 59.3
Other: 43.7 29.9 58.2 50.9 43.7 28.5 56.4 45.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 958,884: 238,139 179,371 59,129 560,822 595,767 858,089 834,266: 100,795 124,618
Old : 958,884: 238,139 179,371 59,129 560,822 595,767 858,089 834,266: 100,795 124,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 26,525: 24,678 13,772 -3,168 8,547 19,354 30,056 29,957: -3,531 -3,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.7 6.2 58.5 62.1 89.5 87.0: 10.5 13.0
Old : 100.0: 24.8 18.7 6.2 58.5 62.1 89.5 87.0: 10.5 13.0
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 : 229: 28 54 28 81 126 130 188:
Old : 229: 28 54 28 81 126 130 188:
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 : 40.9 15.5 50.1 24.6 40.7 12.9 49.3 20.2
Old : 40.9 15.5 50.1 24.6 40.7 12.9 49.3 20.2
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,163,031: 152,619 261,577 249,934 1,477,460 1,320,428 1,880,013 1,831,939: 283,018 331,091
Old : 2,163,031: 152,619 261,577 249,934 1,477,460 1,320,428 1,880,013 1,831,939: 283,018 331,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -26,646: 14,672 -19,409 20,126 -10,128 18,646 24,670 19,362: -51,316 -46,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.1 11.6 68.3 61.0 86.9 84.7: 13.1 15.3
Old : 100.0: 7.1 12.1 11.6 68.3 61.0 86.9 84.7: 13.1 15.3
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 : 267: 42 54 62 132 155 211 234:
Old : 267: 42 54 62 132 155 211 234:
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 : 36.3 15.7 41.7 23.3 33.9 13.5 38.1 19.5
Old : 36.3 15.7 41.7 23.3 33.9 13.5 38.1 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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,006,231: 169,925 99,191 40,316 585,355 633,502 795,596 773,009: 210,634 233,222
Old : 1,006,231: 169,925 99,191 40,316 585,355 633,502 795,596 773,009: 210,634 233,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 24,899: 24,813 -8,547 -5,334 -9,502 45,579 9,977 31,698: 14,922 -6,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.9 4.0 58.2 63.0 79.1 76.8: 20.9 23.2
Old : 100.0: 16.9 9.9 4.0 58.2 63.0 79.1 76.8: 20.9 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 25 29 26 75 91 114 132:
Old : 165: 25 29 26 75 91 114 132:
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 : 22.1 20.4 32.1 29.0 18.1 15.5 26.6 21.9
Old : 22.1 20.4 32.1 29.0 18.1 15.5 26.6 21.9
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,186,362: 188,602 22,499 511,119 442,374 588,658 1,142,096 1,122,276: 44,266 64,085
Old : 1,186,362: 188,602 22,499 511,119 442,374 588,658 1,142,096 1,122,276: 44,266 64,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 32,844: 9,368 -1,119 22,731 -3,076 9,993 29,023 31,605: 3,821 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.9 43.1 37.3 49.6 96.3 94.6: 3.7 5.4
Old : 100.0: 15.9 1.9 43.1 37.3 49.6 96.3 94.6: 3.7 5.4
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 : 124: 28 21 42 57 63 104 112:
Old : 124: 28 21 42 57 63 104 112:
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 : 39.3 30.6 57.3 48.9 17.8 11.6 21.3 16.1
Old : 39.3 30.6 57.3 48.9 17.8 11.6 21.3 16.1
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,160: 5,735 4,002 542 27,131 27,568 33,409 32,112: 4,751 6,048
Old : 38,160: 5,735 4,002 542 27,131 27,568 33,409 32,112: 4,751 6,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -25,474: 361 -610 -3,859 -16,010 -14,006 -19,508 -18,475: -5,967 -6,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.5 1.4 71.1 72.2 87.5 84.2: 12.5 15.8
Old : 100.0: 15.0 10.5 1.4 71.1 72.2 87.5 84.2: 12.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 18 15 8 30 26 53 44:
Old : 84: 18 15 8 30 26 53 44:
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 : 39.6 40.1 51.6 59.3 39.3 40.1 51.3 57.8
Old : 39.6 40.1 51.6 59.3 39.3 40.1 51.3 57.8
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 76,320: 11,471 8,003 1,085 54,262 55,136 66,818 64,224: 9,502 12,096
Old : 76,320: 11,471 8,003 1,085 54,262 55,136 66,818 64,224: 9,502 12,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -18,803: 422 -2,874 -2,066 -13,810 -6,990 -15,453 -11,930: -3,350 -6,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.5 1.4 71.1 72.2 87.5 84.2: 12.5 15.8
Old : 100.0: 15.0 10.5 1.4 71.1 72.2 87.5 84.2: 12.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 18 15 8 30 26 53 44:
Old : 84: 18 15 8 30 26 53 44:
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 : 39.6 40.1 51.6 59.3 39.3 40.1 51.3 57.8
Old : 39.6 40.1 51.6 59.3 39.3 40.1 51.3 57.8
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,350: 3,672 746 53 10,376 13,359 14,101 14,158: 249 192
Old : 14,350: 3,672 746 53 10,376 13,359 14,101 14,158: 249 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 451: 663 -2 53 -230 429 486 480: -35 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.2 0.4 72.3 93.1 98.3 98.7: 1.7 1.3
Old : 100.0: 25.6 5.2 0.4 72.3 93.1 98.3 98.7: 1.7 1.3
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 : 36: 4 7 1 8 18 12 26:
Old : 36: 4 7 1 8 18 12 26:
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 : 74.5 70.7 94.2 83.2 74.1 69.9 91.1 80.7
Old : 74.5 70.7 94.2 83.2 74.1 69.9 91.1 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,402: 4,233 2,740 0 26,914 28,579 31,147 31,319: 255 83
Old : 31,402: 4,233 2,740 0 26,914 28,579 31,147 31,319: 255 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 626: 437 695 0 238 -19 675 676: -49 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.7 0.0 85.7 91.0 99.2 99.7: 0.8 0.3
Old : 100.0: 13.5 8.7 0.0 85.7 91.0 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 3 0 7 17 16 20:
Old : 35: 9 3 0 7 17 16 20:
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 : 91.4 72.5 96.5 88.5 90.9 72.5 96.0 88.5
Old : 91.4 72.5 96.5 88.5 90.9 72.5 96.0 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010