WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 518,643: 84,419 123,751 101,990 296,372 232,955 482,781 458,695: 35,863 59,948
Old : 441,143: 81,892 100,313 89,898 237,436 205,762 409,226 395,973: 31,917 45,169
Other: 77,501: 11,337 32,248 3,282 58,936 27,192 73,555 62,722: 3,946 14,779
: : :
: : Changes in Commitments from: June 22, 2010 :
: -59,032: 1,089 -2,755 -35,653 -17,774 -17,727 -52,339 -56,135: -6,693 -2,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 23.9 19.7 57.1 44.9 93.1 88.4: 6.9 11.6
Old : 100.0: 18.6 22.7 20.4 53.8 46.6 92.8 89.8: 7.2 10.2
Other: 100.0: 14.6 41.6 4.2 76.0 35.1 94.9 80.9: 5.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 119 146 156 83 101 302 326:
Old : 397: 131 134 151 80 94 295 315:
Other: 161: 26 43 28 36 67 81 127:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 17.7 36.6 26.8 20.9 14.1 34.4 20.4
Old : 24.8 20.8 37.5 30.5 24.1 19.7 35.7 28.1
Other: 51.8 24.5 68.6 38.5 51.6 23.2 67.7 37.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 1,458,113: 248,195 210,824 374,202 697,269 578,879 1,319,667 1,163,905: 138,447 294,208
Old : 545,404: 92,165 125,002 103,412 291,383 233,526 486,959 461,939: 58,445 83,465
Other: 912,709: 209,885 139,677 216,936 405,886 345,353 832,708 701,966: 80,002 210,743
: : :
: : Changes in Commitments from: June 22, 2010 :
: -156,538: -18,930 32,966 -103,145 -29,133 -77,639 -151,207 -147,818: -5,330 -8,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.5 25.7 47.8 39.7 90.5 79.8: 9.5 20.2
Old : 100.0: 16.9 22.9 19.0 53.4 42.8 89.3 84.7: 10.7 15.3
Other: 100.0: 23.0 15.3 23.8 44.5 37.8 91.2 76.9: 8.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 193 171 259 222 294 548 634:
Old : 611: 126 157 156 167 247 387 482:
Other: 667: 200 146 188 170 270 436 544:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 9.8 22.8 15.0 14.2 7.8 21.7 11.5
Old : 25.2 10.0 34.2 16.8 24.9 8.6 33.8 15.1
Other: 15.4 12.0 22.5 17.7 14.9 10.5 21.6 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 15,978: 1,162 962 1,611 10,144 11,629 12,916 14,201: 3,061 1,776
Old : 15,978: 1,162 962 1,611 10,144 11,629 12,916 14,201: 3,061 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -914: -30 -61 -648 -193 -1 -871 -710: -43 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.0 10.1 63.5 72.8 80.8 88.9: 19.2 11.1
Old : 100.0: 7.3 6.0 10.1 63.5 72.8 80.8 88.9: 19.2 11.1
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 : 42: 12 6 9 17 14 34 25:
Old : 42: 12 6 9 17 14 34 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 51.8 56.2 68.5 30.7 40.0 41.8 50.7
Old : 34.8 51.8 56.2 68.5 30.7 40.0 41.8 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 550,065: 83,244 67,513 145,804 276,610 238,832 505,659 452,149: 44,406 97,916
Old : 100,979: 23,589 4,854 16,092 49,076 67,301 88,757 88,247: 12,221 12,731
Other: 449,086: 72,042 75,046 117,325 227,535 171,532 416,901 363,902: 32,185 85,184
: : :
: : Changes in Commitments from: June 22, 2010 :
: -51,201: -6,960 2,224 -26,740 -10,581 -24,074 -44,281 -48,591: -6,920 -2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 26.5 50.3 43.4 91.9 82.2: 8.1 17.8
Old : 100.0: 23.4 4.8 15.9 48.6 66.6 87.9 87.4: 12.1 12.6
Other: 100.0: 16.0 16.7 26.1 50.7 38.2 92.8 81.0: 7.2 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 123 159 180 120 170 351 416:
Old : 292: 78 66 80 81 109 204 213:
Other: 468: 115 164 155 90 161 300 393:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 16.3 27.3 22.3 16.1 11.8 25.0 14.8
Old : 32.2 33.3 39.5 43.1 28.5 27.5 34.8 34.6
Other: 18.4 14.0 28.9 20.7 17.2 10.2 27.3 13.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 16,929: 13,621 485 200 9 3,822 13,830 4,507: 3,099 12,422
Old : 1,073: 408 79 109 9 51 526 239: 547 834
Other: 15,856: 13,277 470 27 0 3,771 13,304 4,268: 2,552 11,588
: : :
: : Changes in Commitments from: June 22, 2010 :
: -1,041: -1,059 -25 62 -2 -192 -999 -155: -42 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 2.9 1.2 0.1 22.6 81.7 26.6: 18.3 73.4
Old : 100.0: 38.0 7.4 10.2 0.8 4.8 49.0 22.3: 51.0 77.7
Other: 100.0: 83.7 3.0 0.2 0.0 23.8 83.9 26.9: 16.1 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 2 7 2 11 14 19:
Old : 15: 5 3 3 2 5 9 10:
Other: 24: 11 2 4 0 11 12 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 : 62.1 13.0 77.2 20.2 62.1 13.0 76.2 20.1
Old : 39.8 18.6 48.6 22.0 36.1 10.0 38.4 11.6
Other: 64.1 13.8 79.4 21.3 64.1 13.8 79.4 21.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 335,813: 43,686 72,810 65,354 203,418 168,658 312,458 306,822: 23,355 28,991
Old : 131,250: 12,823 22,768 29,739 79,888 65,327 122,450 117,834: 8,800 13,416
Other: 204,563: 43,548 62,727 22,930 123,530 103,330 190,008 188,987: 14,555 15,576
: : :
: : Changes in Commitments from: June 22, 2010 :
: -28,060: -5,382 13,325 -10,087 -7,205 -28,319 -22,674 -25,082: -5,386 -2,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 21.7 19.5 60.6 50.2 93.0 91.4: 7.0 8.6
Old : 100.0: 9.8 17.3 22.7 60.9 49.8 93.3 89.8: 6.7 10.2
Other: 100.0: 21.3 30.7 11.2 60.4 50.5 92.9 92.4: 7.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 58 93 89 68 59 197 199:
Old : 176: 39 55 49 58 49 136 124:
Other: 220: 68 76 53 58 46 147 156:
:----------------------------------------------------------------------------------------------------
: 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 24.3 29.9 33.6 14.8 18.4 23.4 23.6
Old : 29.9 24.3 42.3 34.6 21.4 16.9 29.3 23.8
Other: 22.9 31.3 35.9 38.9 20.8 28.5 33.2 35.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 732,926: 72,133 129,272 49,600 467,684 419,448 589,417 598,320: 143,509 134,606
Old : 732,926: 72,133 129,272 49,600 467,684 419,448 589,417 598,320: 143,509 134,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 3,375: -4,757 1,520 -4,248 17,716 29 8,711 -2,699: -5,336 6,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.6 6.8 63.8 57.2 80.4 81.6: 19.6 18.4
Old : 100.0: 9.8 17.6 6.8 63.8 57.2 80.4 81.6: 19.6 18.4
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 : 162: 30 30 33 74 80 121 126:
Old : 162: 30 30 33 74 80 121 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 19.6 30.2 31.8 18.7 17.8 28.7 29.4
Old : 20.1 19.6 30.2 31.8 18.7 17.8 28.7 29.4
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 29, 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 : 145,494: 8,162 23,967 106 99,016 105,089 107,284 129,162: 38,209 16,332
Old : 145,494: 8,162 23,967 106 99,016 105,089 107,284 129,162: 38,209 16,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,531: 400 4,306 41 910 -869 1,351 3,478: 1,180 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.5 0.1 68.1 72.2 73.7 88.8: 26.3 11.2
Old : 100.0: 5.6 16.5 0.1 68.1 72.2 73.7 88.8: 26.3 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 : 34: 3 7 1 17 15 21 22:
Old : 34: 3 7 1 17 15 21 22:
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 : 43.9 61.6 57.8 70.9 41.5 60.2 55.3 69.5
Old : 43.9 61.6 57.8 70.9 41.5 60.2 55.3 69.5
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 29, 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 : 11,551: 1,557 344 609 8,941 10,346 11,107 11,299: 444 252
Old : 11,551: 1,557 344 609 8,941 10,346 11,107 11,299: 444 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -97: 144 -371 61 -365 182 -160 -128: 63 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.0 5.3 77.4 89.6 96.2 97.8: 3.8 2.2
Old : 100.0: 13.5 3.0 5.3 77.4 89.6 96.2 97.8: 3.8 2.2
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 : 33: 9 4 3 19 19 30 24:
Old : 33: 9 4 3 19 19 30 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 : 57.6 66.3 71.5 83.4 16.0 21.3 23.2 27.5
Old : 57.6 66.3 71.5 83.4 16.0 21.3 23.2 27.5
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 with Delta-adjusted Options and Futures Combined, June 29, 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 : 212,042: 66,819 14,306 26,134 79,148 144,186 172,102 184,626: 39,940 27,416
Old : 76,172: 18,858 4,599 5,465 35,158 50,358 59,481 60,422: 16,691 15,750
Other: 135,870: 53,433 15,178 15,198 43,990 93,828 112,621 124,205: 23,250 11,666
: : :
: : Changes in Commitments from: June 22, 2010 :
: -15,050: 2,547 -1,441 -5,207 -6,995 -7,055 -9,655 -13,703: -5,395 -1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.7 12.3 37.3 68.0 81.2 87.1: 18.8 12.9
Old : 100.0: 24.8 6.0 7.2 46.2 66.1 78.1 79.3: 21.9 20.7
Other: 100.0: 39.3 11.2 11.2 32.4 69.1 82.9 91.4: 17.1 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 65 35 47 62 63 159 125:
Old : 127: 37 20 26 53 52 102 89:
Other: 163: 53 36 35 56 47 135 100:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 42.8 20.9 52.6 9.3 35.4 16.8 42.0
Old : 25.9 28.8 35.8 40.8 25.5 27.7 34.3 36.8
Other: 12.7 53.6 22.3 62.9 12.6 50.1 21.9 56.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 15,023: 3,419 3,544 1,670 7,589 7,099 12,679 12,313: 2,345 2,711
Old : 1,048: 366 348 0 461 393 827 741: 221 307
Other: 13,975: 3,308 3,451 1,415 7,128 6,706 11,852 11,572: 2,124 2,404
: : :
: : Changes in Commitments from: June 22, 2010 :
: -1,330: -101 -132 -53 -535 -1,008 -689 -1,192: -640 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 23.6 11.1 50.5 47.3 84.4 82.0: 15.6 18.0
Old : 100.0: 34.9 33.2 0.0 44.0 37.5 78.9 70.7: 21.1 29.3
Other: 100.0: 23.7 24.7 10.1 51.0 48.0 84.8 82.8: 15.2 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 27 17 14 24 20 57 47:
Old : 20: 9 3 0 5 3 14 6:
Other: 74: 22 20 12 23 20 54 45:
:----------------------------------------------------------------------------------------------------
: 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 : 37.0 28.3 50.2 45.6 37.0 25.8 48.7 41.0
Old : 55.1 68.3 73.1 70.7 55.1 68.3 73.1 70.7
Other: 39.8 27.7 53.4 46.3 39.8 25.0 52.0 42.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 943,583: 226,899 200,923 54,520 565,094 558,931 846,514 814,375: 97,069 129,207
Old : 943,583: 226,899 200,923 54,520 565,094 558,931 846,514 814,375: 97,069 129,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -15,301: -11,240 21,552 -4,608 4,272 -36,835 -11,575 -19,891: -3,726 4,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.3 5.8 59.9 59.2 89.7 86.3: 10.3 13.7
Old : 100.0: 24.0 21.3 5.8 59.9 59.2 89.7 86.3: 10.3 13.7
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 : 225: 29 60 29 70 117 120 186:
Old : 225: 29 60 29 70 117 120 186:
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 : 41.1 15.1 49.3 22.8 40.8 11.6 48.9 18.7
Old : 41.1 15.1 49.3 22.8 40.8 11.6 48.9 18.7
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,146,514: 151,185 277,670 213,147 1,484,665 1,329,603 1,848,997 1,820,420: 297,517 326,094
Old : 2,146,514: 151,185 277,670 213,147 1,484,665 1,329,603 1,848,997 1,820,420: 297,517 326,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -16,517: -1,434 16,093 -36,787 7,206 9,175 -31,015 -11,519: 14,499 -4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 12.9 9.9 69.2 61.9 86.1 84.8: 13.9 15.2
Old : 100.0: 7.0 12.9 9.9 69.2 61.9 86.1 84.8: 13.9 15.2
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 : 258: 43 39 53 131 149 198 217:
Old : 258: 43 39 53 131 149 198 217:
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 : 36.0 16.5 42.1 25.4 32.8 14.4 37.8 22.0
Old : 36.0 16.5 42.1 25.4 32.8 14.4 37.8 22.0
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 29, 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 : 944,652: 144,356 94,356 31,904 558,795 597,965 735,054 724,225: 209,598 220,427
Old : 944,652: 144,356 94,356 31,904 558,795 597,965 735,054 724,225: 209,598 220,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -61,579: -25,570 -4,835 -8,412 -26,560 -35,537 -60,542 -48,784: -1,037 -12,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.0 3.4 59.2 63.3 77.8 76.7: 22.2 23.3
Old : 100.0: 15.3 10.0 3.4 59.2 63.3 77.8 76.7: 22.2 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: 29 24 24 69 85 110 121:
Old : 159: 29 24 24 69 85 110 121:
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 : 21.5 20.5 31.3 30.6 16.9 15.4 23.8 23.1
Old : 21.5 20.5 31.3 30.6 16.9 15.4 23.8 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 with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,225,828: 188,728 18,115 554,310 435,333 584,789 1,178,371 1,157,214: 47,457 68,614
Old : 1,225,828: 188,728 18,115 554,310 435,333 584,789 1,178,371 1,157,214: 47,457 68,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 39,466: 125 -4,385 43,191 -7,042 -3,869 36,275 34,937: 3,192 4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.5 45.2 35.5 47.7 96.1 94.4: 3.9 5.6
Old : 100.0: 15.4 1.5 45.2 35.5 47.7 96.1 94.4: 3.9 5.6
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 : 122: 28 20 41 55 60 102 107:
Old : 122: 28 20 41 55 60 102 107:
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 : 40.4 32.0 57.6 50.1 16.5 11.1 20.1 15.8
Old : 40.4 32.0 57.6 50.1 16.5 11.1 20.1 15.8
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 with Delta-adjusted Options and Futures Combined, June 29, 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 : 42,169: 7,380 3,110 559 28,327 32,762 36,266 36,431: 5,903 5,739
Old : 42,169: 7,380 3,110 559 28,327 32,762 36,266 36,431: 5,903 5,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 4,009: 1,645 -891 16 1,196 5,194 2,857 4,318: 1,152 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.4 1.3 67.2 77.7 86.0 86.4: 14.0 13.6
Old : 100.0: 17.5 7.4 1.3 67.2 77.7 86.0 86.4: 14.0 13.6
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 : 87: 22 11 8 35 27 61 42:
Old : 87: 22 11 8 35 27 61 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 : 37.0 46.2 48.7 65.9 36.3 46.2 47.7 63.8
Old : 37.0 46.2 48.7 65.9 36.3 46.2 47.7 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 84,338: 14,760 6,220 1,117 56,654 65,523 72,531 72,861: 11,807 11,477
Old : 84,338: 14,760 6,220 1,117 56,654 65,523 72,531 72,861: 11,807 11,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 8,018: 3,290 -1,783 33 2,391 10,387 5,714 8,637: 2,305 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.4 1.3 67.2 77.7 86.0 86.4: 14.0 13.6
Old : 100.0: 17.5 7.4 1.3 67.2 77.7 86.0 86.4: 14.0 13.6
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 : 87: 22 11 8 35 27 61 42:
Old : 87: 22 11 8 35 27 61 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 : 37.0 46.2 48.7 65.9 36.3 46.2 47.7 63.8
Old : 37.0 46.2 48.7 65.9 36.3 46.2 47.7 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 14,710: 2,806 743 53 11,595 13,746 14,454 14,542: 256 168
Old : 14,710: 2,806 743 53 11,595 13,746 14,454 14,542: 256 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 360: -866 -3 0 1,219 387 353 384: 7 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.1 0.4 78.8 93.4 98.3 98.9: 1.7 1.1
Old : 100.0: 19.1 5.1 0.4 78.8 93.4 98.3 98.9: 1.7 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 : 35: 4 7 1 8 18 12 26:
Old : 35: 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 : 77.4 69.5 96.2 82.9 77.1 69.5 91.9 81.2
Old : 77.4 69.5 96.2 82.9 77.1 69.5 91.9 81.2
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 29, 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 : 32,784: 2,719 4,110 0 29,820 28,575 32,539 32,685: 245 99
Old : 32,784: 2,719 4,110 0 29,820 28,575 32,539 32,685: 245 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,382: -1,514 1,370 0 2,906 -4 1,392 1,366: -10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.5 0.0 91.0 87.2 99.3 99.7: 0.7 0.3
Old : 100.0: 8.3 12.5 0.0 91.0 87.2 99.3 99.7: 0.7 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 : 34: 8 4 0 7 15 15 19:
Old : 34: 8 4 0 7 15 15 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 : 90.0 74.4 97.2 89.1 90.0 74.4 97.2 89.1
Old : 90.0 74.4 97.2 89.1 90.0 74.4 97.2 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010