WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 455,705: 93,618 91,287 71,033 245,328 229,794 409,979 392,114: 45,726 63,591
Old : 398,335: 91,596 92,069 48,825 217,812 208,030 358,233 348,924: 40,102 49,411
Other: 57,370: 14,531 11,727 9,699 27,516 21,764 51,746 43,190: 5,624 14,180
: : :
: : Changes in Commitments from: May 31, 2011 :
: -855: -7,251 6,415 -505 2,212 -10,219 -5,544 -4,309: 4,689 3,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 20.0 15.6 53.8 50.4 90.0 86.0: 10.0 14.0
Old : 100.0: 23.0 23.1 12.3 54.7 52.2 89.9 87.6: 10.1 12.4
Other: 100.0: 25.3 20.4 16.9 48.0 37.9 90.2 75.3: 9.8 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 139 136 157 93 127 333 344:
Old : 430: 142 142 137 89 120 315 326:
Other: 196: 42 51 19 38 85 96 147:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 18.9 36.2 25.3 20.9 16.3 33.0 21.4
Old : 24.5 21.2 37.5 28.2 22.9 19.6 35.2 25.5
Other: 37.1 19.5 52.9 28.4 27.8 9.6 39.9 15.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,451,153: 552,261 94,129 176,740 559,949 947,232 1,288,950 1,218,101: 162,203 233,052
Old : 748,881: 305,673 94,277 73,265 287,282 485,042 666,220 652,584: 82,661 96,297
Other: 702,272: 306,927 60,191 43,136 272,667 462,190 622,730 565,517: 79,542 136,755
: : :
: : Changes in Commitments from: May 31, 2011 :
: 15,795: -2,654 2,732 21,652 -4,116 -11,878 14,882 12,506: 913 3,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 6.5 12.2 38.6 65.3 88.8 83.9: 11.2 16.1
Old : 100.0: 40.8 12.6 9.8 38.4 64.8 89.0 87.1: 11.0 12.9
Other: 100.0: 43.7 8.6 6.1 38.8 65.8 88.7 80.5: 11.3 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 877: 273 143 214 222 384 599 662:
Old : 800: 244 139 135 165 341 475 552:
Other: 752: 209 128 99 151 346 409 532:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 12.3 20.8 18.5 11.8 10.9 17.9 16.4
Old : 16.4 17.4 23.7 23.9 16.3 17.1 23.1 23.1
Other: 16.0 10.0 25.4 15.7 14.8 9.5 23.0 14.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,644: 3,722 641 323 5,612 10,602 9,657 11,566: 2,987 1,078
Old : 12,643: 3,721 641 323 5,612 10,602 9,656 11,566: 2,987 1,077
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 31, 2011 :
: -62: 293 -118 -351 90 526 32 57: -94 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 5.1 2.6 44.4 83.9 76.4 91.5: 23.6 8.5
Old : 100.0: 29.4 5.1 2.6 44.4 83.9 76.4 91.5: 23.6 8.5
Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 3 4 17 12 36 19:
Old : 43: 19 3 4 17 12 36 19:
Other: 1: 1 0 0 0 0 1 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 : 26.6 63.2 44.4 80.2 25.7 56.9 38.5 72.7
Old : 26.6 63.2 44.4 80.2 25.7 56.9 38.5 72.7
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 596,874: 199,015 64,834 79,791 260,620 372,900 539,426 517,525: 57,448 79,349
Old : 249,571: 119,000 39,390 12,573 87,987 173,117 219,560 225,080: 30,011 24,491
Other: 347,303: 112,054 57,483 35,179 172,633 199,783 319,866 292,445: 27,437 54,858
: : :
: : Changes in Commitments from: May 31, 2011 :
: 18,498: 13,143 3,831 1,679 1,452 13,619 16,274 19,129: 2,224 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.9 13.4 43.7 62.5 90.4 86.7: 9.6 13.3
Old : 100.0: 47.7 15.8 5.0 35.3 69.4 88.0 90.2: 12.0 9.8
Other: 100.0: 32.3 16.6 10.1 49.7 57.5 92.1 84.2: 7.9 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 206 115 152 109 190 397 402:
Old : 486: 181 109 67 73 163 286 310:
Other: 453: 134 108 94 86 179 279 336:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 18.4 22.8 26.4 11.8 16.1 18.6 22.1
Old : 14.9 28.4 24.4 38.9 12.9 25.2 21.8 33.8
Other: 16.7 16.9 27.0 24.8 15.1 14.3 24.3 21.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 26,919: 23,874 3,161 80 3 6,455 23,957 9,696: 2,962 17,223
Old : 4,563: 2,754 720 17 3 736 2,774 1,473: 1,789 3,090
Other: 22,356: 21,140 2,461 43 0 5,719 21,183 8,223: 1,173 14,133
: : :
: : Changes in Commitments from: May 31, 2011 :
: -157: -414 -782 -7 0 -183 -421 -972: 264 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 11.7 0.3 0.0 24.0 89.0 36.0: 11.0 64.0
Old : 100.0: 60.4 15.8 0.4 0.1 16.1 60.8 32.3: 39.2 67.7
Other: 100.0: 94.6 11.0 0.2 0.0 25.6 94.8 36.8: 5.2 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 8 1 18 19 33:
Old : 40: 16 9 2 1 15 17 26:
Other: 39: 13 8 6 0 18 14 31:
:----------------------------------------------------------------------------------------------------
: 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 : 60.7 13.2 79.2 19.7 60.6 13.2 79.0 19.6
Old : 32.1 19.4 51.6 28.0 31.8 19.4 51.2 28.0
Other: 66.6 13.0 86.7 19.8 66.5 12.9 86.6 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 333,551: 106,895 34,051 41,719 143,956 231,670 292,570 307,440: 40,981 26,111
Old : 190,430: 73,453 35,306 16,161 72,400 119,415 162,014 170,882: 28,416 19,548
Other: 143,121: 47,186 12,489 11,814 71,556 112,255 130,556 136,558: 12,565 6,563
: : :
: : Changes in Commitments from: May 31, 2011 :
: 11,953: 9,693 -664 2,020 -1,642 12,063 10,071 13,419: 1,882 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 10.2 12.5 43.2 69.5 87.7 92.2: 12.3 7.8
Old : 100.0: 38.6 18.5 8.5 38.0 62.7 85.1 89.7: 14.9 10.3
Other: 100.0: 33.0 8.7 8.3 50.0 78.4 91.2 95.4: 8.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 105 58 85 62 71 220 183:
Old : 259: 102 67 55 57 63 188 160:
Other: 179: 70 39 32 48 46 135 102:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 34.0 21.0 46.3 11.6 31.7 19.4 42.5
Old : 15.7 29.0 24.8 37.8 14.9 28.4 23.5 36.9
Other: 17.7 52.0 31.3 65.6 17.4 47.2 30.2 59.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 691,900: 94,204 127,348 9,908 422,149 415,473 526,261 552,729: 165,639 139,171
Old : 691,900: 94,204 127,348 9,908 422,149 415,473 526,261 552,729: 165,639 139,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -49,053: -18,072 -20,929 3,316 -26,504 -22,579 -41,260 -40,192: -7,793 -8,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.4 1.4 61.0 60.0 76.1 79.9: 23.9 20.1
Old : 100.0: 13.6 18.4 1.4 61.0 60.0 76.1 79.9: 23.9 20.1
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 : 162: 26 32 9 71 79 102 115:
Old : 162: 26 32 9 71 79 102 115:
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 : 20.3 19.1 30.4 30.3 20.3 19.1 29.0 27.3
Old : 20.3 19.1 30.4 30.3 20.3 19.1 29.0 27.3
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 365,413: 45,681 51,727 3,491 253,794 262,806 302,966 318,024: 62,447 47,389
Old : 365,413: 45,681 51,727 3,491 253,794 262,806 302,966 318,024: 62,447 47,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -13,419: 1,818 1,850 -8,165 2,146 -1,483 -4,201 -7,798: -9,218 -5,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.2 1.0 69.5 71.9 82.9 87.0: 17.1 13.0
Old : 100.0: 12.5 14.2 1.0 69.5 71.9 82.9 87.0: 17.1 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 : 68: 7 9 4 40 33 49 44:
Old : 68: 7 9 4 40 33 49 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 : 29.5 50.6 50.0 62.9 27.7 50.1 46.9 62.2
Old : 29.5 50.6 50.0 62.9 27.7 50.1 46.9 62.2
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,072: 920 205 668 6,910 7,811 8,498 8,684: 574 388
Old : 9,072: 920 205 668 6,910 7,811 8,498 8,684: 574 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 797: -1 92 -77 870 890 792 905: 5 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.3 7.4 76.2 86.1 93.7 95.7: 6.3 4.3
Old : 100.0: 10.1 2.3 7.4 76.2 86.1 93.7 95.7: 6.3 4.3
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 : 39: 5 4 7 21 25 30 34:
Old : 39: 5 4 7 21 25 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 40.1 60.0 65.0 25.3 21.0 35.4 29.4
Old : 36.4 40.1 60.0 65.0 25.3 21.0 35.4 29.4
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 238,210: 64,058 20,542 38,440 88,723 154,758 191,221 213,740: 46,989 24,470
Old : 147,967: 58,238 20,466 9,704 46,131 101,547 114,073 131,717: 33,894 16,250
Other: 90,243: 21,800 16,056 12,756 42,592 53,211 77,148 82,023: 13,095 8,220
: : :
: : Changes in Commitments from: May 31, 2011 :
: 10,013: 6,713 -5,590 1,688 -4,096 14,573 4,305 10,671: 5,708 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.6 16.1 37.2 65.0 80.3 89.7: 19.7 10.3
Old : 100.0: 39.4 13.8 6.6 31.2 68.6 77.1 89.0: 22.9 11.0
Other: 100.0: 24.2 17.8 14.1 47.2 59.0 85.5 90.9: 14.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 76 27 57 62 60 171 129:
Old : 186: 77 31 36 51 55 146 108:
Other: 132: 37 28 23 50 40 100 80:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 33.9 19.3 43.9 7.4 27.9 13.7 34.7
Old : 11.3 37.7 19.6 48.1 10.2 37.7 18.2 47.4
Other: 24.4 31.1 36.0 49.9 15.3 25.1 25.7 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,471: 6,819 2,014 1,156 7,707 15,925 15,682 19,095: 4,789 1,376
Old : 10,928: 5,562 1,387 75 2,447 8,900 8,084 10,362: 2,844 566
Other: 9,543: 1,713 1,083 625 5,260 7,025 7,598 8,733: 1,945 810
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,222: -343 -12 61 -623 -1,046 -905 -997: -317 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 9.8 5.6 37.6 77.8 76.6 93.3: 23.4 6.7
Old : 100.0: 50.9 12.7 0.7 22.4 81.4 74.0 94.8: 26.0 5.2
Other: 100.0: 18.0 11.3 6.5 55.1 73.6 79.6 91.5: 20.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 42 13 15 24 20 73 43:
Old : 80: 40 11 1 14 15 54 27:
Other: 60: 14 13 9 18 17 39 34:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 50.7 33.3 65.2 21.0 50.2 32.5 64.1
Old : 21.7 61.2 34.9 77.7 21.0 61.2 34.2 77.7
Other: 43.5 44.5 58.3 61.7 43.5 43.2 56.7 59.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,014,910: 376,016 181,127 18,305 504,102 654,437 898,423 853,869: 116,487 161,041
Old : 1,014,910: 376,016 181,127 18,305 504,102 654,437 898,423 853,869: 116,487 161,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -31,905: 14,846 23,751 -10,926 -31,557 -44,628 -27,637 -31,803: -4,268 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 17.8 1.8 49.7 64.5 88.5 84.1: 11.5 15.9
Old : 100.0: 37.0 17.8 1.8 49.7 64.5 88.5 84.1: 11.5 15.9
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 : 264: 52 57 23 91 131 159 195:
Old : 264: 52 57 23 91 131 159 195:
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 : 24.1 14.6 37.7 23.2 23.4 10.8 34.9 18.5
Old : 24.1 14.6 37.7 23.2 23.4 10.8 34.9 18.5
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,819,249: 260,827 297,097 37,470 1,195,420 1,133,359 1,493,717 1,467,926: 325,532 351,323
Old : 1,819,249: 260,827 297,097 37,470 1,195,420 1,133,359 1,493,717 1,467,926: 325,532 351,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -153,887: 1,911 -40,391 -12,180 -121,441 -53,194 -131,710 -105,765: -22,177 -48,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.3 2.1 65.7 62.3 82.1 80.7: 17.9 19.3
Old : 100.0: 14.3 16.3 2.1 65.7 62.3 82.1 80.7: 17.9 19.3
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 : 277: 42 61 26 112 136 169 208:
Old : 277: 42 61 26 112 136 169 208:
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 : 23.1 20.5 31.5 28.8 22.2 17.1 29.9 23.1
Old : 23.1 20.5 31.5 28.8 22.2 17.1 29.9 23.1
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,521,026: 418,785 125,155 24,828 824,316 1,068,099 1,267,929 1,218,082: 253,097 302,944
Old : 1,521,026: 418,785 125,155 24,828 824,316 1,068,099 1,267,929 1,218,082: 253,097 302,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -34,943: -26,194 13,024 -7,897 -6,030 -42,465 -40,121 -37,338: 5,178 2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.2 1.6 54.2 70.2 83.4 80.1: 16.6 19.9
Old : 100.0: 27.5 8.2 1.6 54.2 70.2 83.4 80.1: 16.6 19.9
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 : 211: 35 40 19 86 112 130 162:
Old : 211: 35 40 19 86 112 130 162:
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 : 25.0 21.7 38.7 30.7 24.6 20.2 38.0 28.0
Old : 25.0 21.7 38.7 30.7 24.6 20.2 38.0 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 699,273: 70,185 90,507 91,154 501,577 464,069 662,916 645,730: 36,357 53,543
Old : 699,273: 70,185 90,507 91,154 501,577 464,069 662,916 645,730: 36,357 53,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -52,514: -6,297 6,006 -4,893 -35,972 -44,678 -47,162 -43,565: -5,352 -8,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.9 13.0 71.7 66.4 94.8 92.3: 5.2 7.7
Old : 100.0: 10.0 12.9 13.0 71.7 66.4 94.8 92.3: 5.2 7.7
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 : 139: 23 31 35 63 78 102 131:
Old : 139: 23 31 35 63 78 102 131:
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 : 42.0 23.9 52.7 33.0 33.2 13.3 37.3 19.5
Old : 42.0 23.9 52.7 33.0 33.2 13.3 37.3 19.5
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 70,449: 10,261 5,554 3,935 40,701 47,916 54,896 57,404: 15,553 13,045
Old : 70,449: 10,261 5,554 3,935 40,701 47,916 54,896 57,404: 15,553 13,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -7,981: -6,474 2,369 -13 -1,320 -9,931 -7,807 -7,576: -175 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.9 5.6 57.8 68.0 77.9 81.5: 22.1 18.5
Old : 100.0: 14.6 7.9 5.6 57.8 68.0 77.9 81.5: 22.1 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 24 15 13 40 33 75 55:
Old : 104: 24 15 13 40 33 75 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 37.7 34.6 52.8 20.5 36.1 30.1 47.0
Old : 22.9 37.7 34.6 52.8 20.5 36.1 30.1 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 20,585: 3,179 1,419 16 8,187 16,490 11,382 17,925: 9,203 2,660
Old : 20,585: 3,179 1,419 16 8,187 16,490 11,382 17,925: 9,203 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -3,730: 149 -18 7 -3,936 -4,004 -3,780 -4,015: 50 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.9 0.1 39.8 80.1 55.3 87.1: 44.7 12.9
Old : 100.0: 15.4 6.9 0.1 39.8 80.1 55.3 87.1: 44.7 12.9
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 : 22: 5 5 3 8 5 15 11:
Old : 22: 5 5 3 8 5 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 77.7 49.0 84.8 38.3 77.7 49.0 84.7
Old : 38.3 77.7 49.0 84.8 38.3 77.7 49.0 84.7
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 99,727: 21,596 15,702 405 65,027 62,851 87,028 78,958: 12,699 20,769
Old : 99,727: 21,596 15,702 405 65,027 62,851 87,028 78,958: 12,699 20,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -8,502: -13,109 4,909 -176 5,232 -11,854 -8,053 -7,121: -449 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.7 0.4 65.2 63.0 87.3 79.2: 12.7 20.8
Old : 100.0: 21.7 15.7 0.4 65.2 63.0 87.3 79.2: 12.7 20.8
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 : 102: 26 16 12 36 29 69 50:
Old : 102: 26 16 12 36 29 69 50:
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 : 30.8 33.9 45.3 49.9 30.5 33.9 44.9 49.8
Old : 30.8 33.9 45.3 49.9 30.5 33.9 44.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,966: 4,442 1,378 672 1,643 5,825 6,757 7,875: 1,209 91
Old : 7,966: 4,442 1,378 672 1,643 5,825 6,757 7,875: 1,209 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 9: 15 41 0 -2 -3 13 38: -4 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 17.3 8.4 20.6 73.1 84.8 98.9: 15.2 1.1
Old : 100.0: 55.8 17.3 8.4 20.6 73.1 84.8 98.9: 15.2 1.1
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 : 22: 12 5 1 2 4 15 9:
Old : 22: 12 5 1 2 4 15 9:
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 : 46.0 90.2 70.3 98.8 43.9 81.8 67.6 90.3
Old : 46.0 90.2 70.3 98.8 43.9 81.8 67.6 90.3
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 - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,948: 3,817 866 3 10,720 13,978 14,540 14,847: 408 101
Old : 14,948: 3,817 866 3 10,720 13,978 14,540 14,847: 408 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,125: 452 -38 1 664 1,136 1,117 1,099: 8 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.8 0.0 71.7 93.5 97.3 99.3: 2.7 0.7
Old : 100.0: 25.5 5.8 0.0 71.7 93.5 97.3 99.3: 2.7 0.7
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 : 30: 6 6 1 8 12 14 19:
Old : 30: 6 6 1 8 12 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 77.7 93.4 92.0 72.1 77.7 86.0 86.0
Old : 79.5 77.7 93.4 92.0 72.1 77.7 86.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 28,683: 3,276 482 1,393 23,726 26,762 28,395 28,637: 288 46
Old : 28,683: 3,276 482 1,393 23,726 26,762 28,395 28,637: 288 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 306: -1,081 -576 1,277 148 -420 344 281: -38 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 1.7 4.9 82.7 93.3 99.0 99.8: 1.0 0.2
Old : 100.0: 11.4 1.7 4.9 82.7 93.3 99.0 99.8: 1.0 0.2
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 : 35: 12 3 3 7 14 19 20:
Old : 35: 12 3 3 7 14 19 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 : 88.4 68.1 95.9 90.2 85.0 68.1 91.4 88.2
Old : 88.4 68.1 95.9 90.2 85.0 68.1 91.4 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011