WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 584,243: 91,452 74,814 159,763 282,448 281,657 533,663 516,233: 50,581 68,010
Old : 526,225: 89,952 76,203 136,443 254,932 259,892 481,327 472,537: 44,898 53,687
Other: 58,019: 14,614 11,725 10,206 27,516 21,765 52,336 43,696: 5,683 14,323
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,318: -6,431 4,952 533 2,874 -7,009 -3,024 -1,525: 4,342 2,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.8 27.3 48.3 48.2 91.3 88.4: 8.7 11.6
Old : 100.0: 17.1 14.5 25.9 48.4 49.4 91.5 89.8: 8.5 10.2
Other: 100.0: 25.2 20.2 17.6 47.4 37.5 90.2 75.3: 9.8 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 157 145 211 106 137 376 400:
Old : 462: 160 150 194 104 135 364 387:
Other: 200: 48 48 27 38 85 105 150:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 15.9 30.5 21.6 16.1 13.1 25.6 17.4
Old : 20.9 17.3 31.1 23.6 17.2 15.3 26.5 20.1
Other: 36.7 19.3 52.3 28.1 27.5 9.5 39.6 15.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,174,051: 444,871 81,071 722,179 787,755 1,084,168 1,954,805 1,887,418: 219,246 286,633
Old : 1,108,542: 236,282 87,773 370,697 392,071 533,870 999,050 992,341: 109,492 116,201
Other: 1,065,509: 271,345 56,054 288,726 395,685 550,298 955,755 895,077: 109,753 170,432
: : :
: : Changes in Commitments from: May 31, 2011 :
: 27,162: -10,872 1,742 38,316 2,019 -10,355 29,463 29,703: -2,302 -2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.7 33.2 36.2 49.9 89.9 86.8: 10.1 13.2
Old : 100.0: 21.3 7.9 33.4 35.4 48.2 90.1 89.5: 9.9 10.5
Other: 100.0: 25.5 5.3 27.1 37.1 51.6 89.7 84.0: 10.3 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 923: 292 161 323 300 419 727 785:
Old : 851: 250 167 261 243 386 605 704:
Other: 798: 216 151 220 233 381 554 653:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.6 19.3 17.1 8.7 6.1 12.6 9.4
Old : 12.9 14.6 20.3 20.3 11.0 10.4 15.7 14.1
Other: 15.2 10.1 22.7 15.9 10.5 5.9 16.5 9.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,288: 3,217 681 1,397 6,543 11,021 11,157 13,098: 3,131 1,190
Old : 14,287: 3,216 681 1,397 6,543 11,021 11,156 13,098: 3,131 1,189
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: May 31, 2011 :
: -138: 258 -87 -387 145 452 17 -21: -154 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.8 9.8 45.8 77.1 78.1 91.7: 21.9 8.3
Old : 100.0: 22.5 4.8 9.8 45.8 77.1 78.1 91.7: 21.9 8.3
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 : 44: 16 6 7 18 15 37 25:
Old : 44: 16 6 7 18 15 37 25:
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 : 27.1 57.0 44.6 74.7 22.7 47.7 34.9 61.7
Old : 27.1 57.0 44.6 74.7 22.7 47.7 34.9 61.7
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 with Delta-adjusted Options and Futures Combined, 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 : 846,307: 163,511 54,376 280,347 337,001 423,393 780,860 758,116: 65,447 88,191
Old : 352,906: 102,802 29,492 99,770 117,042 196,420 319,615 325,682: 33,292 27,224
Other: 493,401: 96,432 60,607 144,854 219,959 226,973 461,245 432,434: 32,156 60,967
: : :
: : Changes in Commitments from: May 31, 2011 :
: 29,910: 14,893 2,863 10,507 1,932 17,171 27,332 30,540: 2,578 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.4 33.1 39.8 50.0 92.3 89.6: 7.7 10.4
Old : 100.0: 29.1 8.4 28.3 33.2 55.7 90.6 92.3: 9.4 7.7
Other: 100.0: 19.5 12.3 29.4 44.6 46.0 93.5 87.6: 6.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 207 151 228 127 203 454 480:
Old : 518: 198 118 160 89 178 349 397:
Other: 486: 128 146 154 107 190 333 399:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 16.2 24.2 24.4 10.7 10.3 15.2 14.6
Old : 13.6 23.0 22.7 31.4 9.8 16.8 16.4 23.3
Other: 17.1 15.6 27.0 24.2 13.8 10.1 20.7 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,639: 1,184 8,982 3,744 8,324 632 13,252 13,358: 387 281
Old : 11,647: 764 8,707 2,247 8,324 483 11,335 11,436: 312 211
Other: 1,992: 1,100 956 817 0 149 1,917 1,922: 75 70
: : :
: : Changes in Commitments from: May 31, 2011 :
: 667: 296 527 306 63 -187 666 647: 1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 65.9 27.5 61.0 4.6 97.2 97.9: 2.8 2.1
Old : 100.0: 6.6 74.8 19.3 71.5 4.1 97.3 98.2: 2.7 1.8
Other: 100.0: 55.2 48.0 41.0 0.0 7.5 96.2 96.5: 3.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 8 10 12 7 25 20:
Old : 28: 8 7 10 12 7 25 19:
Other: 8: 5 2 3 0 1 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 63.9 78.7 83.4 93.8 52.4 55.9 62.1 65.9
Old : 70.2 82.6 84.9 95.0 62.6 66.8 71.2 74.8
Other: 85.0 95.3 96.2 96.5 50.2 55.5 55.2 55.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 403,818: 97,960 28,522 90,663 173,271 257,821 361,894 377,006: 41,924 26,812
Old : 238,632: 67,899 32,664 47,102 94,603 138,818 209,603 218,584: 29,028 20,048
Other: 165,187: 46,020 11,817 27,602 78,669 119,003 152,290 158,422: 12,896 6,764
: : :
: : Changes in Commitments from: May 31, 2011 :
: 9,499: 7,874 -1,544 1,547 -1,693 10,965 7,727 10,968: 1,772 -1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.1 22.5 42.9 63.8 89.6 93.4: 10.4 6.6
Old : 100.0: 28.5 13.7 19.7 39.6 58.2 87.8 91.6: 12.2 8.4
Other: 100.0: 27.9 7.2 16.7 47.6 72.0 92.2 95.9: 7.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 106 62 103 69 82 234 210:
Old : 269: 101 75 80 65 75 206 194:
Other: 189: 75 38 45 52 58 148 122:
:----------------------------------------------------------------------------------------------------
: 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 31.0 19.5 44.4 9.4 26.3 15.7 34.9
Old : 15.0 26.5 23.1 36.0 11.3 21.0 17.5 28.0
Other: 16.2 47.4 28.7 61.6 15.7 42.2 26.9 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 773,657: 102,282 123,068 48,389 450,458 452,831 601,128 624,288: 172,529 149,369
Old : 773,657: 102,282 123,068 48,389 450,458 452,831 601,128 624,288: 172,529 149,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -32,257: -14,199 -24,311 12,306 -23,069 -13,176 -24,962 -25,181: -7,296 -7,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.9 6.3 58.2 58.5 77.7 80.7: 22.3 19.3
Old : 100.0: 13.2 15.9 6.3 58.2 58.5 77.7 80.7: 22.3 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 : 168: 29 32 34 82 87 132 132:
Old : 168: 29 32 34 82 87 132 132:
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 : 18.2 17.2 27.2 27.3 18.1 17.0 26.1 24.4
Old : 18.2 17.2 27.2 27.3 18.1 17.0 26.1 24.4
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 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 : 372,645: 45,451 50,725 5,437 256,467 267,711 307,356 323,873: 65,290 48,772
Old : 372,645: 45,451 50,725 5,437 256,467 267,711 307,356 323,873: 65,290 48,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -12,350: 1,818 1,590 -7,964 3,308 -153 -2,838 -6,527: -9,512 -5,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.6 1.5 68.8 71.8 82.5 86.9: 17.5 13.1
Old : 100.0: 12.2 13.6 1.5 68.8 71.8 82.5 86.9: 17.5 13.1
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 : 68: 6 10 6 41 34 51 46:
Old : 68: 6 10 6 41 34 51 46:
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 : 29.0 50.5 49.1 62.6 27.2 49.6 46.0 61.5
Old : 29.0 50.5 49.1 62.6 27.2 49.6 46.0 61.5
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 270,638: 54,710 18,935 63,483 101,957 161,534 220,150 243,952: 50,489 26,686
Old : 166,687: 53,752 20,060 23,058 53,758 105,696 130,567 148,814: 36,119 17,873
Other: 103,952: 17,932 15,849 23,451 48,199 55,839 89,582 95,139: 14,369 8,813
: : :
: : Changes in Commitments from: May 31, 2011 :
: 11,293: 8,098 -6,012 2,389 -5,292 15,247 5,195 11,624: 6,098 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.0 23.5 37.7 59.7 81.3 90.1: 18.7 9.9
Old : 100.0: 32.2 12.0 13.8 32.3 63.4 78.3 89.3: 21.7 10.7
Other: 100.0: 17.3 15.2 22.6 46.4 53.7 86.2 91.5: 13.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 79 28 66 66 66 176 143:
Old : 189: 75 34 50 62 60 160 124:
Other: 137: 41 26 34 52 49 107 97:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 32.2 20.5 42.1 6.6 24.2 12.4 30.5
Old : 10.9 34.3 19.0 44.5 9.5 33.2 17.1 42.3
Other: 25.2 29.6 35.8 46.7 14.0 21.3 23.1 31.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 22,490: 6,842 2,001 2,263 8,267 16,746 17,372 21,010: 5,118 1,480
Old : 11,959: 5,438 1,286 812 2,779 9,275 9,028 11,374: 2,930 585
Other: 10,531: 1,724 1,034 1,132 5,488 7,470 8,344 9,636: 2,187 895
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,396: -520 -28 94 -632 -1,217 -1,058 -1,151: -337 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.9 10.1 36.8 74.5 77.2 93.4: 22.8 6.6
Old : 100.0: 45.5 10.8 6.8 23.2 77.6 75.5 95.1: 24.5 4.9
Other: 100.0: 16.4 9.8 10.7 52.1 70.9 79.2 91.5: 20.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 47 13 17 31 24 86 48:
Old : 86: 43 10 10 21 19 67 36:
Other: 68: 19 14 12 22 20 49 39:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 46.9 30.3 60.2 19.1 44.9 29.6 57.7
Old : 20.1 56.8 33.4 72.1 19.4 54.7 32.7 69.3
Other: 39.4 40.7 52.9 57.6 39.4 39.5 51.4 54.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,043,201: 374,915 174,404 43,532 507,423 663,055 925,870 880,991: 117,332 162,210
Old : 1,043,201: 374,915 174,404 43,532 507,423 663,055 925,870 880,991: 117,332 162,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -27,409: 13,855 20,441 -4,677 -32,540 -43,004 -23,362 -27,239: -4,048 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.7 4.2 48.6 63.6 88.8 84.5: 11.2 15.5
Old : 100.0: 35.9 16.7 4.2 48.6 63.6 88.8 84.5: 11.2 15.5
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 : 272: 53 58 35 101 136 176 207:
Old : 272: 53 58 35 101 136 176 207:
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 : 23.4 14.2 36.7 22.6 22.8 10.5 33.9 18.0
Old : 23.4 14.2 36.7 22.6 22.8 10.5 33.9 18.0
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 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 : 2,229,377: 268,847 259,919 218,947 1,391,984 1,371,362 1,879,778 1,850,228: 349,599 379,149
Old : 2,229,377: 268,847 259,919 218,947 1,391,984 1,371,362 1,879,778 1,850,228: 349,599 379,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -42,704: 10,855 -50,224 23,790 -58,053 28,461 -23,408 2,027: -19,296 -44,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.7 9.8 62.4 61.5 84.3 83.0: 15.7 17.0
Old : 100.0: 12.1 11.7 9.8 62.4 61.5 84.3 83.0: 15.7 17.0
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 : 289: 58 51 60 137 164 221 249:
Old : 289: 58 51 60 137 164 221 249:
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 : 19.0 17.8 26.2 25.6 18.0 14.2 24.1 19.2
Old : 19.0 17.8 26.2 25.6 18.0 14.2 24.1 19.2
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 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 : 1,626,454: 406,731 103,793 93,878 866,312 1,115,146 1,366,922 1,312,818: 259,532 313,636
Old : 1,626,454: 406,731 103,793 93,878 866,312 1,115,146 1,366,922 1,312,818: 259,532 313,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -7,827: -24,919 10,324 5,051 7,145 -27,821 -12,723 -12,445: 4,897 4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.4 5.8 53.3 68.6 84.0 80.7: 16.0 19.3
Old : 100.0: 25.0 6.4 5.8 53.3 68.6 84.0 80.7: 16.0 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 : 214: 40 35 36 102 121 157 177:
Old : 214: 40 35 36 102 121 157 177:
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 20.4 36.4 29.5 23.1 19.0 35.7 26.4
Old : 23.6 20.4 36.4 29.5 23.1 19.0 35.7 26.4
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 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 : 968,939: 73,277 90,496 309,971 545,333 511,203 928,580 911,670: 40,359 57,268
Old : 968,939: 73,277 90,496 309,971 545,333 511,203 928,580 911,670: 40,359 57,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -95,146: 1,469 9,238 -46,187 -44,906 -48,355 -89,625 -85,304: -5,522 -9,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.3 32.0 56.3 52.8 95.8 94.1: 4.2 5.9
Old : 100.0: 7.6 9.3 32.0 56.3 52.8 95.8 94.1: 4.2 5.9
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 : 149: 29 32 42 69 83 116 141:
Old : 149: 29 32 42 69 83 116 141:
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 : 37.8 24.3 50.7 37.5 21.6 9.6 25.0 14.1
Old : 37.8 24.3 50.7 37.5 21.6 9.6 25.0 14.1
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 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 : 72,264: 10,192 5,741 4,480 41,835 48,850 56,507 59,071: 15,757 13,192
Old : 72,264: 10,192 5,741 4,480 41,835 48,850 56,507 59,071: 15,757 13,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -8,088: -6,421 2,400 -153 -1,437 -9,919 -8,010 -7,672: -77 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.9 6.2 57.9 67.6 78.2 81.7: 21.8 18.3
Old : 100.0: 14.1 7.9 6.2 57.9 67.6 78.2 81.7: 21.8 18.3
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 : 105: 24 16 16 40 36 76 61:
Old : 105: 24 16 16 40 36 76 61:
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 : 23.3 37.3 34.6 52.0 20.0 35.2 29.3 45.8
Old : 23.3 37.3 34.6 52.0 20.0 35.2 29.3 45.8
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 with Delta-adjusted Options and Futures Combined, 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 : 20,628: 3,179 1,419 16 8,187 16,490 11,382 17,925: 9,246 2,703
Old : 20,628: 3,179 1,419 16 8,187 16,490 11,382 17,925: 9,246 2,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -3,724: 149 -18 7 -3,936 -4,004 -3,780 -4,015: 56 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.9 0.1 39.7 79.9 55.2 86.9: 44.8 13.1
Old : 100.0: 15.4 6.9 0.1 39.7 79.9 55.2 86.9: 44.8 13.1
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: 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 : 38.2 77.5 48.9 84.6 38.2 77.5 48.9 84.5
Old : 38.2 77.5 48.9 84.6 38.2 77.5 48.9 84.5
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 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 : 103,272: 21,457 16,076 1,497 67,296 64,720 90,250 82,293: 13,022 20,979
Old : 103,272: 21,457 16,076 1,497 67,296 64,720 90,250 82,293: 13,022 20,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -8,726: -13,003 4,973 -456 4,999 -11,830 -8,461 -7,314: -265 -1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.6 1.4 65.2 62.7 87.4 79.7: 12.6 20.3
Old : 100.0: 20.8 15.6 1.4 65.2 62.7 87.4 79.7: 12.6 20.3
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 : 103: 26 17 15 37 32 71 56:
Old : 103: 26 17 15 37 32 71 56:
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 : 29.7 33.5 43.7 48.9 29.4 32.2 43.4 47.6
Old : 29.7 33.5 43.7 48.9 29.4 32.2 43.4 47.6
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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