WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 21, 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 : 457,077: 89,720 116,648 67,569 255,182 209,124 412,471 393,341: 44,606 63,736
Old : 394,750: 84,395 111,624 48,199 222,973 185,190 355,567 345,013: 39,183 49,737
Other: 62,327: 14,115 13,814 10,580 32,209 23,934 56,904 48,328: 5,423 13,999
: : :
: : Changes in Commitments from: June 14, 2011 :
: 8,771: -5,134 15,576 1,470 12,224 -7,064 8,560 9,982: 211 -1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 25.5 14.8 55.8 45.8 90.2 86.1: 9.8 13.9
Old : 100.0: 21.4 28.3 12.2 56.5 46.9 90.1 87.4: 9.9 12.6
Other: 100.0: 22.6 22.2 17.0 51.7 38.4 91.3 77.5: 8.7 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 118 160 154 93 118 315 349:
Old : 423: 123 161 139 87 115 299 336:
Other: 190: 35 57 23 37 84 86 154:
:----------------------------------------------------------------------------------------------------
: 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 16.9 36.3 23.6 21.3 14.2 33.9 19.3
Old : 24.3 19.0 38.1 26.4 23.6 17.5 36.6 23.4
Other: 42.2 18.3 57.0 27.9 33.6 10.0 44.9 17.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 21, 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 : 1,414,879: 505,369 100,850 156,733 588,730 926,365 1,250,832 1,183,948: 164,047 230,931
Old : 645,952: 250,347 73,458 51,253 271,029 440,071 572,629 564,782: 73,323 81,170
Other: 768,927: 312,756 85,126 47,746 317,701 486,294 678,203 619,166: 90,724 149,761
: : :
: : Changes in Commitments from: June 14, 2011 :
: -67,683: -57,954 -2,273 -28,823 18,492 -27,686 -68,285 -58,782: 602 -8,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.1 11.1 41.6 65.5 88.4 83.7: 11.6 16.3
Old : 100.0: 38.8 11.4 7.9 42.0 68.1 88.6 87.4: 11.4 12.6
Other: 100.0: 40.7 11.1 6.2 41.3 63.2 88.2 80.5: 11.8 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 866: 256 156 213 236 379 596 670:
Old : 772: 213 149 117 187 328 463 535:
Other: 756: 203 139 99 153 347 405 545:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.0 23.1 19.0 12.6 11.0 19.0 16.0
Old : 18.4 19.8 27.2 26.8 17.4 19.2 25.2 24.7
Other: 15.9 9.7 25.0 15.7 14.5 9.2 22.3 14.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 21, 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 : 12,673: 3,646 664 103 6,228 10,921 9,977 11,688: 2,696 985
Old : 12,644: 3,645 664 103 6,200 10,893 9,948 11,660: 2,696 984
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: June 14, 2011 :
: -41: -327 118 16 517 -267 206 -133: -247 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.2 0.8 49.1 86.2 78.7 92.2: 21.3 7.8
Old : 100.0: 28.8 5.3 0.8 49.0 86.2 78.7 92.2: 21.3 7.8
Other: 100.0: 3.4 0.0 0.0 96.6 96.6 100.0 96.6: 0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 2 3 18 11 35 16:
Old : 41: 17 2 3 18 11 35 16:
Other: 3: 1 0 0 1 1 2 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 : 28.3 66.4 46.0 84.2 27.7 56.1 40.3 73.7
Old : 28.1 66.5 45.9 84.2 27.5 56.2 40.2 73.7
Other: 100.0 96.6 100.0 96.6 100.0 96.6 100.0 96.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 21, 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 : 592,787: 172,834 68,762 82,418 287,773 360,874 543,025 512,054: 49,762 80,733
Old : 158,898: 78,986 23,426 8,311 52,943 106,547 140,240 138,284: 18,658 20,614
Other: 433,889: 125,427 76,915 42,528 234,830 254,327 402,785 373,770: 31,104 60,119
: : :
: : Changes in Commitments from: June 14, 2011 :
: -6,769: -16,695 -956 -2,882 18,961 605 -616 -3,233: -6,153 -3,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 11.6 13.9 48.5 60.9 91.6 86.4: 8.4 13.6
Old : 100.0: 49.7 14.7 5.2 33.3 67.1 88.3 87.0: 11.7 13.0
Other: 100.0: 28.9 17.7 9.8 54.1 58.6 92.8 86.1: 7.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 176 133 167 114 191 387 420:
Old : 421: 134 88 65 73 159 242 284:
Other: 483: 135 135 110 88 186 291 375:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 19.6 24.0 26.2 11.9 15.6 19.1 20.8
Old : 25.5 26.9 37.7 37.3 25.0 25.6 34.4 34.1
Other: 17.5 19.3 28.6 26.4 16.6 17.1 25.8 23.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 21, 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 : 26,284: 22,933 3,003 495 6 6,451 23,434 9,949: 2,850 16,335
Old : 3,339: 2,141 757 8 6 611 2,155 1,376: 1,184 1,963
Other: 22,945: 21,210 2,664 69 0 5,840 21,279 8,573: 1,666 14,372
: : :
: : Changes in Commitments from: June 14, 2011 :
: -347: -617 -127 278 3 -94 -336 57: -11 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 11.4 1.9 0.0 24.5 89.2 37.9: 10.8 62.1
Old : 100.0: 64.1 22.7 0.2 0.2 18.3 64.5 41.2: 35.5 58.8
Other: 100.0: 92.4 11.6 0.3 0.0 25.5 92.7 37.4: 7.3 62.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 14 9 9 2 18 18 34:
Old : 34: 13 7 1 2 14 15 22:
Other: 40: 12 10 7 0 18 13 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 : 60.6 13.0 79.7 20.0 60.4 12.9 79.5 19.3
Old : 36.5 30.2 57.8 39.1 36.2 30.2 57.5 39.1
Other: 65.8 13.1 85.7 19.8 65.5 13.1 85.5 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 21, 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 : 329,710: 93,922 45,521 41,599 159,611 215,819 295,132 302,939: 34,578 26,771
Old : 143,796: 48,388 24,149 14,224 62,862 90,701 125,474 129,074: 18,322 14,722
Other: 185,914: 58,462 34,300 14,447 96,749 125,118 169,658 173,865: 16,256 12,049
: : :
: : Changes in Commitments from: June 14, 2011 :
: 2,506: -7,490 3,392 3,322 7,029 -5,744 2,861 970: -355 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.8 12.6 48.4 65.5 89.5 91.9: 10.5 8.1
Old : 100.0: 33.7 16.8 9.9 43.7 63.1 87.3 89.8: 12.7 10.2
Other: 100.0: 31.4 18.4 7.8 52.0 67.3 91.3 93.5: 8.7 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 87 69 90 70 72 218 195:
Old : 217: 82 54 48 59 64 163 147:
Other: 213: 68 69 43 51 51 149 136:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 28.8 23.1 40.6 11.7 23.5 18.8 33.1
Old : 20.7 25.9 29.4 34.6 18.7 22.9 25.7 30.9
Other: 17.5 39.1 29.8 51.4 16.9 35.5 29.1 47.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 21, 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 : 652,844: 79,009 143,867 8,187 405,771 372,841 492,967 524,895: 159,877 127,949
Old : 652,844: 79,009 143,867 8,187 405,771 372,841 492,967 524,895: 159,877 127,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -14,175: 2,808 7,214 -1,206 -19,347 -4,398 -17,745 1,610: 3,570 -15,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 22.0 1.3 62.2 57.1 75.5 80.4: 24.5 19.6
Old : 100.0: 12.1 22.0 1.3 62.2 57.1 75.5 80.4: 24.5 19.6
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 : 152: 23 32 9 67 70 94 107:
Old : 152: 23 32 9 67 70 94 107:
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 : 21.2 21.0 31.5 30.4 21.1 20.3 29.3 29.1
Old : 21.2 21.0 31.5 30.4 21.1 20.3 29.3 29.1
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 21, 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 : 406,477: 53,282 63,811 608 290,481 296,381 344,371 360,800: 62,106 45,677
Old : 406,477: 53,282 63,811 608 290,481 296,381 344,371 360,800: 62,106 45,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 30,618: 7,336 6,191 -335 22,798 18,791 29,799 24,647: 819 5,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.7 0.1 71.5 72.9 84.7 88.8: 15.3 11.2
Old : 100.0: 13.1 15.7 0.1 71.5 72.9 84.7 88.8: 15.3 11.2
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 : 75: 8 11 2 40 34 48 47:
Old : 75: 8 11 2 40 34 48 47:
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 : 28.6 50.4 48.7 63.8 28.0 50.4 45.5 63.5
Old : 28.6 50.4 48.7 63.8 28.0 50.4 45.5 63.5
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 21, 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 : 9,318: 484 151 600 7,722 8,078 8,806 8,829: 512 489
Old : 9,318: 484 151 600 7,722 8,078 8,806 8,829: 512 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -334: -75 33 -90 -131 -380 -296 -437: -38 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.6 6.4 82.9 86.7 94.5 94.8: 5.5 5.2
Old : 100.0: 5.2 1.6 6.4 82.9 86.7 94.5 94.8: 5.5 5.2
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 : 37: 6 3 3 21 26 27 32:
Old : 37: 6 3 3 21 26 27 32:
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 : 43.4 44.0 63.6 66.8 25.1 19.3 34.8 29.5
Old : 43.4 44.0 63.6 66.8 25.1 19.3 34.8 29.5
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 21, 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 : 217,894: 53,192 20,865 34,500 90,605 136,088 178,297 191,453: 39,597 26,441
Old : 113,060: 35,989 12,531 8,539 45,432 76,682 89,960 97,752: 23,100 15,308
Other: 104,834: 29,940 21,071 13,224 45,173 59,406 88,337 93,701: 16,497 11,133
: : :
: : Changes in Commitments from: June 14, 2011 :
: -16,382: -9,615 -93 -3,339 1,284 -15,556 -11,670 -18,988: -4,712 2,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.6 15.8 41.6 62.5 81.8 87.9: 18.2 12.1
Old : 100.0: 31.8 11.1 7.6 40.2 67.8 79.6 86.5: 20.4 13.5
Other: 100.0: 28.6 20.1 12.6 43.1 56.7 84.3 89.4: 15.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 63 31 54 68 66 167 134:
Old : 165: 53 29 36 60 56 134 106:
Other: 151: 42 31 24 57 46 114 90:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 32.0 20.8 42.6 7.5 24.9 12.7 31.5
Old : 14.8 38.8 24.7 47.1 14.5 37.4 22.6 44.5
Other: 19.8 31.7 31.6 49.5 14.5 25.2 24.4 37.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 21, 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 : 18,761: 4,911 2,129 1,649 7,604 13,425 14,164 17,203: 4,597 1,558
Old : 5,827: 2,403 935 0 1,558 4,536 3,961 5,471: 1,866 356
Other: 12,934: 2,876 1,562 1,281 6,046 8,889 10,203 11,732: 2,731 1,202
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,031: -1,370 180 318 99 -1,667 -953 -1,169: -78 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 11.3 8.8 40.5 71.6 75.5 91.7: 24.5 8.3
Old : 100.0: 41.2 16.0 0.0 26.7 77.8 68.0 93.9: 32.0 6.1
Other: 100.0: 22.2 12.1 9.9 46.7 68.7 78.9 90.7: 21.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 33 11 18 20 18 61 41:
Old : 54: 28 4 0 10 12 38 16:
Other: 64: 19 13 12 15 17 41 37:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 47.0 37.0 61.7 24.6 47.0 36.3 61.3
Old : 26.5 67.7 40.5 83.8 26.5 67.7 40.5 83.8
Other: 35.7 42.5 50.8 58.7 35.7 42.5 50.0 58.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 21, 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 : 1,049,964: 310,637 196,285 14,617 610,791 687,788 936,045 898,690: 113,919 151,274
Old : 1,049,964: 310,637 196,285 14,617 610,791 687,788 936,045 898,690: 113,919 151,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 41,500: -53,786 31,321 -573 105,814 21,671 51,455 52,419: -9,955 -10,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 18.7 1.4 58.2 65.5 89.2 85.6: 10.8 14.4
Old : 100.0: 29.6 18.7 1.4 58.2 65.5 89.2 85.6: 10.8 14.4
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 : 261: 47 55 18 85 133 145 193:
Old : 261: 47 55 18 85 133 145 193:
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 : 23.6 14.2 37.2 23.7 23.6 11.0 36.8 19.6
Old : 23.6 14.2 37.2 23.7 23.6 11.0 36.8 19.6
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 21, 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 : 1,857,069: 283,445 297,024 42,370 1,241,166 1,179,020 1,566,981 1,518,414: 290,088 338,655
Old : 1,857,069: 283,445 297,024 42,370 1,241,166 1,179,020 1,566,981 1,518,414: 290,088 338,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 26,493: 37,950 1,181 8,581 3,007 39,735 49,538 49,497: -23,045 -23,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.0 2.3 66.8 63.5 84.4 81.8: 15.6 18.2
Old : 100.0: 15.3 16.0 2.3 66.8 63.5 84.4 81.8: 15.6 18.2
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 : 291: 48 64 24 110 136 169 213:
Old : 291: 48 64 24 110 136 169 213:
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 : 23.9 21.4 31.9 28.4 23.8 18.2 31.8 24.6
Old : 23.9 21.4 31.9 28.4 23.8 18.2 31.8 24.6
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 21, 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 : 1,699,982: 522,702 185,640 19,442 914,703 1,190,907 1,456,847 1,395,989: 243,135 303,993
Old : 1,699,982: 522,702 185,640 19,442 914,703 1,190,907 1,456,847 1,395,989: 243,135 303,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 103,565: 60,187 47,031 -3,418 86,465 73,359 143,234 116,972: -39,669 -13,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 10.9 1.1 53.8 70.1 85.7 82.1: 14.3 17.9
Old : 100.0: 30.7 10.9 1.1 53.8 70.1 85.7 82.1: 14.3 17.9
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 : 221: 33 49 13 80 112 120 167:
Old : 221: 33 49 13 80 112 120 167:
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 : 34.5 22.8 45.9 33.8 34.4 21.5 45.1 31.0
Old : 34.5 22.8 45.9 33.8 34.4 21.5 45.1 31.0
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 21, 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 : 758,735: 73,876 86,997 110,692 531,165 501,953 715,733 699,642: 43,002 59,093
Old : 758,735: 73,876 86,997 110,692 531,165 501,953 715,733 699,642: 43,002 59,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 30,222: -6,055 -5,086 16,437 10,769 10,850 21,151 22,201: 9,071 8,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.5 14.6 70.0 66.2 94.3 92.2: 5.7 7.8
Old : 100.0: 9.7 11.5 14.6 70.0 66.2 94.3 92.2: 5.7 7.8
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 : 141: 26 31 34 68 75 108 131:
Old : 141: 26 31 34 68 75 108 131:
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 : 40.3 23.5 50.5 32.3 31.3 13.2 34.5 18.1
Old : 40.3 23.5 50.5 32.3 31.3 13.2 34.5 18.1
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 - Futures Only, June 21, 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 : 41,287: 10,436 3,270 103 24,712 33,912 35,250 37,284: 6,037 4,003
Old : 41,287: 10,436 3,270 103 24,712 33,912 35,250 37,284: 6,037 4,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -40,471: 39 225 -6,492 -23,507 -23,574 -29,960 -29,841: -10,512 -10,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.9 0.2 59.9 82.1 85.4 90.3: 14.6 9.7
Old : 100.0: 25.3 7.9 0.2 59.9 82.1 85.4 90.3: 14.6 9.7
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 : 84: 16 15 5 34 26 54 42:
Old : 84: 16 15 5 34 26 54 42:
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 : 27.3 51.4 43.5 65.3 27.3 51.2 43.3 65.1
Old : 27.3 51.4 43.5 65.3 27.3 51.2 43.3 65.1
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 21, 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 : 82,573: 20,871 6,540 205 49,423 67,823 70,499 74,568: 12,074 8,005
Old : 82,573: 20,871 6,540 205 49,423 67,823 70,499 74,568: 12,074 8,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -28,494: 350 -3,527 -4,191 -22,154 -5,682 -25,995 -13,400: -2,499 -15,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.9 0.2 59.9 82.1 85.4 90.3: 14.6 9.7
Old : 100.0: 25.3 7.9 0.2 59.9 82.1 85.4 90.3: 14.6 9.7
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 : 84: 16 15 5 34 26 54 42:
Old : 84: 16 15 5 34 26 54 42:
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 : 27.3 51.4 43.5 65.3 27.3 51.2 43.3 65.1
Old : 27.3 51.4 43.5 65.3 27.3 51.2 43.3 65.1
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 21, 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 : 13,299: 2,653 738 11 10,276 12,481 12,940 13,230: 359 69
Old : 13,299: 2,653 738 11 10,276 12,481 12,940 13,230: 359 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -876: -1,072 4 8 195 -879 -869 -867: -7 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.5 0.1 77.3 93.8 97.3 99.5: 2.7 0.5
Old : 100.0: 19.9 5.5 0.1 77.3 93.8 97.3 99.5: 2.7 0.5
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 : 28: 6 6 1 7 10 13 17:
Old : 28: 6 6 1 7 10 13 17:
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 : 74.6 83.1 92.8 94.2 74.6 83.1 92.7 94.1
Old : 74.6 83.1 92.8 94.2 74.6 83.1 92.7 94.1
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 21, 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 : 22,857: 4,663 623 0 17,862 22,135 22,525 22,758: 332 99
Old : 22,857: 4,663 623 0 17,862 22,135 22,525 22,758: 332 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -2,759: 1,230 66 0 -3,968 -2,813 -2,738 -2,747: -21 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 2.7 0.0 78.1 96.8 98.5 99.6: 1.5 0.4
Old : 100.0: 20.4 2.7 0.0 78.1 96.8 98.5 99.6: 1.5 0.4
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 : 34: 10 4 0 8 13 18 17:
Old : 34: 10 4 0 8 13 18 17:
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 : 85.0 75.7 94.1 90.8 85.0 75.7 94.1 90.8
Old : 85.0 75.7 94.1 90.8 85.0 75.7 94.1 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011