WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 479,135: 87,026 135,909 63,495 290,715 221,102 441,236 420,506: 37,899 58,629
Old : 404,527: 84,132 111,913 52,239 233,891 195,155 370,262 359,307: 34,265 45,220
Other: 74,608: 10,786 31,888 3,364 56,824 25,947 70,974 61,199: 3,634 13,409
: : :
: : Changes in Commitments from: June 15, 2010 :
: -27,920: -1,402 -8,136 -8,711 -15,354 -10,806 -25,467 -27,653: -2,453 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 28.4 13.3 60.7 46.1 92.1 87.8: 7.9 12.2
Old : 100.0: 20.8 27.7 12.9 57.8 48.2 91.5 88.8: 8.5 11.2
Other: 100.0: 14.5 42.7 4.5 76.2 34.8 95.1 82.0: 4.9 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 124 155 140 72 94 283 314:
Old : 393: 135 144 132 67 88 274 300:
Other: 163: 17 59 22 34 62 71 131:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 18.9 39.6 28.4 23.7 15.0 38.2 21.8
Old : 27.9 22.3 42.0 32.5 27.0 21.2 40.6 29.8
Other: 52.2 24.6 68.9 39.0 51.9 23.2 68.1 37.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,201,495: 284,044 189,047 192,331 604,966 562,287 1,081,341 943,665: 120,154 257,830
Old : 551,573: 154,049 150,031 41,426 292,546 265,988 488,021 457,445: 63,552 94,128
Other: 649,922: 200,306 109,327 80,594 312,420 296,299 593,320 486,220: 56,602 163,702
: : :
: : Changes in Commitments from: June 15, 2010 :
: -8,115: -19,776 -38,025 15,149 1,903 21,011 -2,724 -1,865: -5,391 -6,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.7 16.0 50.4 46.8 90.0 78.5: 10.0 21.5
Old : 100.0: 27.9 27.2 7.5 53.0 48.2 88.5 82.9: 11.5 17.1
Other: 100.0: 30.8 16.8 12.4 48.1 45.6 91.3 74.8: 8.7 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 162 168 203 196 287 484 574:
Old : 614: 147 153 100 152 245 354 452:
Other: 597: 156 133 84 126 258 329 434:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 13.2 26.0 18.3 16.5 11.1 24.8 15.3
Old : 26.1 12.4 35.6 19.3 26.0 12.0 35.2 18.8
Other: 19.7 16.8 29.0 23.3 19.6 15.7 28.4 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,660: 2,061 1,020 1,172 9,871 11,544 13,104 13,736: 2,556 1,924
Old : 15,660: 2,061 1,020 1,172 9,871 11,544 13,104 13,736: 2,556 1,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -709: -167 -718 396 -718 88 -489 -234: -220 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 6.5 7.5 63.0 73.7 83.7 87.7: 16.3 12.3
Old : 100.0: 13.2 6.5 7.5 63.0 73.7 83.7 87.7: 16.3 12.3
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 : 41: 14 5 8 17 13 34 24:
Old : 41: 14 5 8 17 13 34 24:
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 56.2 56.9 71.3 30.8 44.3 44.6 55.9
Old : 36.4 56.2 56.9 71.3 30.8 44.3 44.6 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 459,096: 112,344 68,423 65,601 235,500 236,386 413,445 370,410: 45,651 88,686
Old : 125,271: 49,055 17,445 4,113 52,740 84,999 105,908 106,557: 19,363 18,714
Other: 333,825: 76,973 64,662 47,804 182,760 151,387 307,537 263,853: 26,288 69,972
: : :
: : Changes in Commitments from: June 15, 2010 :
: -1,418: 11,135 -1,426 -2,919 -10,734 5,425 -2,518 1,080: 1,100 -2,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 14.9 14.3 51.3 51.5 90.1 80.7: 9.9 19.3
Old : 100.0: 39.2 13.9 3.3 42.1 67.9 84.5 85.1: 15.5 14.9
Other: 100.0: 23.1 19.4 14.3 54.7 45.3 92.1 79.0: 7.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 148 116 135 122 168 345 368:
Old : 356: 124 66 41 96 116 238 207:
Other: 419: 113 121 91 68 148 231 321:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 21.7 29.6 27.3 18.8 20.1 28.6 24.5
Old : 25.1 38.8 33.5 47.1 24.5 38.2 31.4 45.2
Other: 22.2 16.8 35.2 23.7 21.7 15.5 34.8 20.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 17,970: 14,680 510 138 11 4,014 14,829 4,662: 3,141 13,308
Old : 2,544: 1,239 131 76 11 287 1,326 494: 1,218 2,050
Other: 15,426: 13,477 415 26 0 3,727 13,503 4,168: 1,923 11,258
: : :
: : Changes in Commitments from: June 15, 2010 :
: 90: 294 -235 -140 -26 408 128 33: -38 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 2.8 0.8 0.1 22.3 82.5 25.9: 17.5 74.1
Old : 100.0: 48.7 5.1 3.0 0.4 11.3 52.1 19.4: 47.9 80.6
Other: 100.0: 87.4 2.7 0.2 0.0 24.2 87.5 27.0: 12.5 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 2 7 2 11 16 19:
Old : 19: 6 4 3 2 7 10 13:
Other: 26: 13 2 4 0 11 14 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 13.5 74.6 20.1 60.1 13.5 74.0 20.0
Old : 46.1 13.6 51.7 18.1 46.0 12.7 48.9 15.8
Other: 63.0 14.1 78.8 21.4 63.0 14.1 78.8 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 308,085: 54,223 55,841 45,489 180,588 175,314 280,300 276,644: 27,785 31,441
Old : 141,131: 35,093 23,706 19,963 71,757 77,913 126,813 121,582: 14,318 19,549
Other: 166,954: 33,068 46,073 11,588 108,831 97,401 153,487 155,062: 13,467 11,892
: : :
: : Changes in Commitments from: June 15, 2010 :
: -18,100: -3,725 -10,370 -7,313 -6,243 758 -17,281 -16,925: -819 -1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 18.1 14.8 58.6 56.9 91.0 89.8: 9.0 10.2
Old : 100.0: 24.9 16.8 14.1 50.8 55.2 89.9 86.1: 10.1 13.9
Other: 100.0: 19.8 27.6 6.9 65.2 58.3 91.9 92.9: 8.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 60 72 80 64 54 182 176:
Old : 192: 65 51 46 55 46 144 125:
Other: 187: 48 68 29 52 39 120 118:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 27.4 29.8 37.1 16.2 23.1 25.4 29.1
Old : 25.0 27.8 35.2 38.4 19.4 23.3 27.9 30.4
Other: 26.9 37.2 41.9 46.1 26.0 36.7 41.1 45.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 633,174: 78,091 125,109 10,870 407,034 384,531 495,995 520,510: 137,179 112,664
Old : 633,174: 78,091 125,109 10,870 407,034 384,531 495,995 520,510: 137,179 112,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -29,683: -7,444 -9,441 -4,829 -17,891 -16,202 -30,164 -30,472: 481 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.8 1.7 64.3 60.7 78.3 82.2: 21.7 17.8
Old : 100.0: 12.3 19.8 1.7 64.3 60.7 78.3 82.2: 21.7 17.8
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 : 151: 33 22 12 61 71 104 95:
Old : 151: 33 22 12 61 71 104 95:
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 : 22.3 22.2 33.5 35.8 20.8 20.3 31.6 32.8
Old : 22.3 22.2 33.5 35.8 20.8 20.3 31.6 32.8
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 142,914: 7,762 19,658 59 98,106 105,958 105,927 125,675: 36,987 17,239
Old : 142,914: 7,762 19,658 59 98,106 105,958 105,927 125,675: 36,987 17,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,933: 1,841 1,692 11 -179 568 1,673 2,271: 260 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 13.8 0.0 68.6 74.1 74.1 87.9: 25.9 12.1
Old : 100.0: 5.4 13.8 0.0 68.6 74.1 74.1 87.9: 25.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 6 1 17 14 21 20:
Old : 32: 3 6 1 17 14 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 64.3 56.6 74.0 41.7 61.1 53.6 70.4
Old : 44.1 64.3 56.6 74.0 41.7 61.1 53.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,648: 1,413 715 548 9,306 10,164 11,267 11,427: 381 221
Old : 11,648: 1,413 715 548 9,306 10,164 11,267 11,427: 381 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 148: 112 -114 32 87 296 231 214: -83 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 6.1 4.7 79.9 87.3 96.7 98.1: 3.3 1.9
Old : 100.0: 12.1 6.1 4.7 79.9 87.3 96.7 98.1: 3.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 5 4 16 20 28 26:
Old : 34: 9 5 4 16 20 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 65.3 73.0 83.9 21.1 21.6 27.9 29.9
Old : 61.5 65.3 73.0 83.9 21.1 21.6 27.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 201,431: 64,944 17,205 17,117 76,817 140,448 158,878 174,770: 42,553 26,661
Old : 95,175: 32,062 10,860 3,987 36,164 63,380 72,213 78,227: 22,962 16,948
Other: 106,256: 38,428 11,891 7,584 40,653 77,068 86,665 96,543: 19,591 9,713
: : :
: : Changes in Commitments from: June 15, 2010 :
: 10,656: 4,812 3,349 -1,746 2,037 6,007 5,103 7,610: 5,553 3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.5 8.5 38.1 69.7 78.9 86.8: 21.1 13.2
Old : 100.0: 33.7 11.4 4.2 38.0 66.6 75.9 82.2: 24.1 17.8
Other: 100.0: 36.2 11.2 7.1 38.3 72.5 81.6 90.9: 18.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 61 38 47 63 65 157 129:
Old : 156: 47 32 25 55 57 119 101:
Other: 141: 47 23 25 49 40 110 82:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 41.8 21.0 50.7 10.2 35.5 18.4 42.8
Old : 18.0 30.9 27.1 41.0 18.0 29.2 27.1 36.7
Other: 16.4 55.0 29.4 64.8 16.1 53.8 29.2 61.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,982: 3,817 3,680 920 7,382 7,673 12,119 12,273: 2,863 2,709
Old : 3,963: 1,359 1,843 0 1,369 1,507 2,728 3,350: 1,235 613
Other: 11,019: 2,636 2,015 742 6,013 6,166 9,391 8,923: 1,628 2,096
: : :
: : Changes in Commitments from: June 15, 2010 :
: -171: 24 -167 3 -346 -186 -319 -350: 148 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.6 6.1 49.3 51.2 80.9 81.9: 19.1 18.1
Old : 100.0: 34.3 46.5 0.0 34.5 38.0 68.8 84.5: 31.2 15.5
Other: 100.0: 23.9 18.3 6.7 54.6 56.0 85.2 81.0: 14.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 22 17 12 23 21 50 48:
Old : 45: 16 8 0 12 9 28 17:
Other: 64: 18 16 9 17 21 39 43:
:----------------------------------------------------------------------------------------------------
: 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 : 35.1 28.1 50.0 48.5 35.1 26.3 48.5 42.6
Old : 29.4 48.6 43.6 68.4 29.4 48.6 43.6 68.4
Other: 46.5 31.6 60.9 53.5 46.5 30.0 60.2 48.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 908,750: 238,136 187,638 23,143 548,462 575,688 809,741 786,469: 99,009 122,281
Old : 908,750: 238,136 187,638 23,143 548,462 575,688 809,741 786,469: 99,009 122,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 24,294: 24,909 15,330 -6,634 8,602 17,815 26,877 26,511: -2,583 -2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 20.6 2.5 60.4 63.3 89.1 86.5: 10.9 13.5
Old : 100.0: 26.2 20.6 2.5 60.4 63.3 89.1 86.5: 10.9 13.5
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 : 223: 25 53 16 70 119 107 177:
Old : 223: 25 53 16 70 119 107 177:
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 : 43.2 16.0 52.8 24.7 42.9 13.6 52.0 21.4
Old : 43.2 16.0 52.8 24.7 42.9 13.6 52.0 21.4
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,706,634: 151,048 287,860 39,263 1,251,950 1,068,810 1,442,261 1,395,933: 264,373 310,701
Old : 1,706,634: 151,048 287,860 39,263 1,251,950 1,068,810 1,442,261 1,395,933: 264,373 310,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -58,166: 13,373 -7,402 -4,734 -15,056 -959 -6,417 -13,095: -51,749 -45,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.9 2.3 73.4 62.6 84.5 81.8: 15.5 18.2
Old : 100.0: 8.9 16.9 2.3 73.4 62.6 84.5 81.8: 15.5 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 : 254: 30 57 21 94 132 139 195:
Old : 254: 30 57 21 94 132 139 195:
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 : 45.7 19.4 52.2 28.8 43.7 17.7 49.2 25.1
Old : 45.7 19.4 52.2 28.8 43.7 17.7 49.2 25.1
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 955,823: 166,900 103,455 17,333 570,627 612,167 754,860 732,955: 200,963 222,868
Old : 955,823: 166,900 103,455 17,333 570,627 612,167 754,860 732,955: 200,963 222,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 15,603: 22,169 -7,776 -8,880 -12,258 39,816 1,031 23,160: 14,572 -7,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 10.8 1.8 59.7 64.0 79.0 76.7: 21.0 23.3
Old : 100.0: 17.5 10.8 1.8 59.7 64.0 79.0 76.7: 21.0 23.3
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 : 159: 27 26 14 66 83 99 117:
Old : 159: 27 26 14 66 83 99 117:
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 : 23.0 21.4 33.6 30.5 18.9 16.3 27.8 23.1
Old : 23.0 21.4 33.6 30.5 18.9 16.3 27.8 23.1
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 664,629: 175,983 18,907 63,571 385,257 522,370 624,811 604,848: 39,818 59,781
Old : 664,629: 175,983 18,907 63,571 385,257 522,370 624,811 604,848: 39,818 59,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 15,305: 11,119 31 5,042 -4,370 9,235 11,791 14,308: 3,514 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.8 9.6 58.0 78.6 94.0 91.0: 6.0 9.0
Old : 100.0: 26.5 2.8 9.6 58.0 78.6 94.0 91.0: 6.0 9.0
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 : 113: 26 15 31 51 56 90 96:
Old : 113: 26 15 31 51 56 90 96:
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 : 31.2 38.2 50.8 52.0 26.1 20.6 34.9 28.8
Old : 31.2 38.2 50.8 52.0 26.1 20.6 34.9 28.8
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,543: 5,705 3,993 443 26,734 27,162 32,882 31,598: 4,661 5,946
Old : 37,543: 5,705 3,993 443 26,734 27,162 32,882 31,598: 4,661 5,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -24,627: 337 -628 -3,706 -15,412 -13,512 -18,781 -17,845: -5,846 -6,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.6 1.2 71.2 72.3 87.6 84.2: 12.4 15.8
Old : 100.0: 15.2 10.6 1.2 71.2 72.3 87.6 84.2: 12.4 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 18 14 5 29 26 50 42:
Old : 83: 18 14 5 29 26 50 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 : 40.2 40.8 52.4 60.3 40.0 40.8 52.2 59.4
Old : 40.2 40.8 52.4 60.3 40.0 40.8 52.2 59.4
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 75,086: 11,410 7,986 886 53,468 54,323 65,764 63,195: 9,322 11,891
Old : 75,086: 11,410 7,986 886 53,468 54,323 65,764 63,195: 9,322 11,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -17,261: 373 -2,910 -1,759 -12,614 -6,001 -14,000 -10,670: -3,261 -6,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.6 1.2 71.2 72.3 87.6 84.2: 12.4 15.8
Old : 100.0: 15.2 10.6 1.2 71.2 72.3 87.6 84.2: 12.4 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 18 14 5 29 26 50 42:
Old : 83: 18 14 5 29 26 50 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 : 40.2 40.8 52.4 60.3 40.0 40.8 52.2 59.4
Old : 40.2 40.8 52.4 60.3 40.0 40.8 52.2 59.4
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 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,350: 3,672 746 53 10,376 13,359 14,101 14,158: 249 192
Old : 14,350: 3,672 746 53 10,376 13,359 14,101 14,158: 249 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 451: 663 -2 53 -230 429 486 480: -35 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.2 0.4 72.3 93.1 98.3 98.7: 1.7 1.3
Old : 100.0: 25.6 5.2 0.4 72.3 93.1 98.3 98.7: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 7 1 8 18 12 26:
Old : 36: 4 7 1 8 18 12 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 70.7 94.2 83.2 74.1 69.9 91.1 80.7
Old : 74.5 70.7 94.2 83.2 74.1 69.9 91.1 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 31,402: 4,233 2,740 0 26,914 28,579 31,147 31,319: 255 83
Old : 31,402: 4,233 2,740 0 26,914 28,579 31,147 31,319: 255 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 626: 437 695 0 238 -19 675 676: -49 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.7 0.0 85.7 91.0 99.2 99.7: 0.8 0.3
Old : 100.0: 13.5 8.7 0.0 85.7 91.0 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 3 0 7 17 16 20:
Old : 35: 9 3 0 7 17 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.4 72.5 96.5 88.5 90.9 72.5 96.0 88.5
Old : 91.4 72.5 96.5 88.5 90.9 72.5 96.0 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010