WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 602,487: 83,893 98,293 168,835 298,458 266,424 551,187 533,553: 51,300 68,935
Old : 539,656: 78,963 93,754 148,612 266,249 242,488 493,824 484,854: 45,832 54,801
Other: 62,831: 14,204 13,813 10,950 32,209 23,935 57,363 48,698: 5,469 14,133
: : :
: : Changes in Commitments from: June 14, 2011 :
: 24,529: -8,244 13,418 14,125 17,751 -1,226 23,633 26,317: 896 -1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.3 28.0 49.5 44.2 91.5 88.6: 8.5 11.4
Old : 100.0: 14.6 17.4 27.5 49.3 44.9 91.5 89.8: 8.5 10.2
Other: 100.0: 22.6 22.0 17.4 51.3 38.1 91.3 77.5: 8.7 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 139 166 206 101 130 358 400:
Old : 453: 150 160 195 98 129 348 391:
Other: 195: 38 59 31 37 84 96 157:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 13.7 29.7 20.0 15.6 11.1 25.0 15.1
Old : 19.9 14.9 30.6 21.7 16.8 12.8 26.1 17.6
Other: 41.9 18.2 56.5 27.6 33.3 9.9 44.7 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,132,924: 390,657 85,759 703,054 820,746 1,059,552 1,914,458 1,848,365: 218,466 284,559
Old : 979,833: 168,941 63,399 339,328 376,604 481,689 884,873 884,416: 94,959 95,417
Other: 1,153,091: 277,155 77,798 308,287 444,142 577,864 1,029,584 963,949: 123,507 189,142
: : :
: : Changes in Commitments from: June 14, 2011 :
: -91,908: -65,538 -360 -47,503 20,491 -36,250 -92,550 -84,113: 642 -7,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.0 33.0 38.5 49.7 89.8 86.7: 10.2 13.3
Old : 100.0: 17.2 6.5 34.6 38.4 49.2 90.3 90.3: 9.7 9.7
Other: 100.0: 24.0 6.7 26.7 38.5 50.1 89.3 83.6: 10.7 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 913: 264 190 330 305 409 728 786:
Old : 826: 220 183 256 248 367 588 687:
Other: 812: 211 168 230 239 380 571 664:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 11.5 20.6 17.3 8.9 5.8 12.8 8.7
Old : 14.2 15.6 23.0 21.9 11.3 10.1 15.8 13.4
Other: 15.3 10.0 22.8 15.6 10.3 6.1 16.2 9.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,511: 2,743 677 1,470 7,470 11,250 11,683 13,397: 2,828 1,114
Old : 14,482: 2,742 677 1,470 7,442 11,222 11,654 13,369: 2,828 1,113
Other: 29: 1 0 0 28 28 29 28: -0 1
: : :
: : Changes in Commitments from: June 14, 2011 :
: 156: -938 61 440 968 -451 470 49: -314 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 4.7 10.1 51.5 77.5 80.5 92.3: 19.5 7.7
Old : 100.0: 18.9 4.7 10.2 51.4 77.5 80.5 92.3: 19.5 7.7
Other: 100.0: 3.4 0.0 0.0 96.6 96.6 100.0 96.6: -0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 14 5 6 18 14 35 22:
Old : 41: 14 5 6 18 14 35 22:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 58.7 46.4 76.6 24.2 45.0 34.5 60.4
Old : 29.3 58.9 46.2 76.6 24.0 45.1 34.4 60.3
Other: 100.0 96.6 100.0 96.6 100.0 96.6 100.0 96.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 825,892: 129,148 62,284 268,242 371,678 405,965 769,068 736,492: 56,824 89,400
Old : 243,923: 55,526 16,557 81,929 85,125 122,609 222,580 221,094: 21,344 22,829
Other: 581,968: 108,465 80,571 151,470 286,553 283,357 546,488 515,398: 35,480 66,571
: : :
: : Changes in Commitments from: June 14, 2011 :
: -9,552: -19,330 2,390 -8,203 24,315 -717 -3,218 -6,530: -6,333 -3,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.5 32.5 45.0 49.2 93.1 89.2: 6.9 10.8
Old : 100.0: 22.8 6.8 33.6 34.9 50.3 91.2 90.6: 8.8 9.4
Other: 100.0: 18.6 13.8 26.0 49.2 48.7 93.9 88.6: 6.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 179 172 239 130 203 442 496:
Old : 466: 146 115 156 92 175 306 384:
Other: 514: 138 163 170 109 196 348 434:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 15.6 24.4 24.7 10.9 9.0 15.7 12.7
Old : 20.6 18.5 31.5 28.1 14.1 12.3 18.8 16.4
Other: 17.1 15.7 27.7 25.4 15.2 11.6 22.2 16.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 26,284: 22,933 3,003 495 6 6,451 23,434 9,949: 2,850 16,335
Old : 3,339: 2,141 757 8 6 611 2,155 1,376: 1,184 1,963
Other: 22,945: 21,210 2,664 69 0 5,840 21,279 8,573: 1,666 14,372
: : :
: : Changes in Commitments from: June 14, 2011 :
: -347: -617 -127 278 3 -94 -336 57: -11 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 11.4 1.9 0.0 24.5 89.2 37.9: 10.8 62.1
Old : 100.0: 64.1 22.7 0.2 0.2 18.3 64.5 41.2: 35.5 58.8
Other: 100.0: 92.4 11.6 0.3 0.0 25.5 92.7 37.4: 7.3 62.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 14 9 9 2 18 18 34:
Old : 34: 13 7 1 2 14 15 22:
Other: 40: 12 10 7 0 18 13 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 13.0 79.7 20.0 60.4 12.9 79.5 19.3
Old : 36.5 30.2 57.8 39.1 36.2 30.2 57.5 39.1
Other: 65.8 13.1 85.7 19.8 65.5 13.1 85.5 19.8
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,056: 1,651 9,730 4,561 8,339 461 14,551 14,752: 505 304
Old : 11,885: 882 9,145 2,245 8,339 230 11,465 11,620: 420 265
Other: 3,171: 1,677 1,492 1,409 0 231 3,086 3,132: 85 39
: : :
: : Changes in Commitments from: June 14, 2011 :
: 236: 40 215 134 -10 -145 164 205: 73 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 64.6 30.3 55.4 3.1 96.6 98.0: 3.4 2.0
Old : 100.0: 7.4 76.9 18.9 70.2 1.9 96.5 97.8: 3.5 2.2
Other: 100.0: 52.9 47.1 44.4 0.0 7.3 97.3 98.8: 2.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 6 10 12 7 25 18:
Old : 26: 8 5 10 12 7 25 17:
Other: 8: 6 1 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 : 62.0 85.3 84.6 97.9 49.8 58.3 61.1 64.6
Old : 71.5 89.5 86.7 97.7 64.0 73.2 73.9 77.0
Other: 86.4 97.6 97.3 98.8 47.2 54.3 52.9 54.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 397,411: 81,613 43,488 86,254 194,250 240,245 362,117 369,987: 35,295 27,425
Old : 189,906: 37,427 23,009 44,308 89,483 107,454 171,218 174,771: 18,688 15,135
Other: 207,505: 57,466 33,759 28,665 104,767 132,791 190,899 195,215: 16,607 12,290
: : :
: : Changes in Commitments from: June 14, 2011 :
: 291: -7,784 5,713 -390 8,898 -6,476 723 -1,154: -432 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.9 21.7 48.9 60.5 91.1 93.1: 8.9 6.9
Old : 100.0: 19.7 12.1 23.3 47.1 56.6 90.2 92.0: 9.8 8.0
Other: 100.0: 27.7 16.3 13.8 50.5 64.0 92.0 94.1: 8.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 82 78 105 74 83 225 222:
Old : 227: 74 68 75 65 74 175 184:
Other: 220: 71 67 52 57 62 160 152:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 27.3 21.8 39.6 9.3 19.2 15.2 26.0
Old : 19.8 23.9 29.5 34.1 10.6 14.4 16.5 19.8
Other: 15.9 37.2 27.5 49.5 15.2 33.0 26.6 43.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 746,686: 86,068 137,753 54,090 436,602 413,384 576,760 605,227: 169,926 141,459
Old : 746,686: 86,068 137,753 54,090 436,602 413,384 576,760 605,227: 169,926 141,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -4,497: 3,774 5,567 4,468 -16,784 -1,526 -8,542 8,509: 4,045 -13,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.4 7.2 58.5 55.4 77.2 81.1: 22.8 18.9
Old : 100.0: 11.5 18.4 7.2 58.5 55.4 77.2 81.1: 22.8 18.9
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 : 160: 27 33 35 76 80 121 130:
Old : 160: 27 33 35 76 80 121 130:
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 : 18.5 18.5 27.9 26.9 18.5 17.7 26.4 25.4
Old : 18.5 18.5 27.9 26.9 18.5 17.7 26.4 25.4
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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 414,751: 53,057 61,866 4,055 293,862 301,935 350,975 367,857: 63,777 46,894
Old : 414,751: 53,057 61,866 4,055 293,862 301,935 350,975 367,857: 63,777 46,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 30,822: 7,341 6,043 -20 22,718 18,913 30,039 24,937: 782 5,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.9 1.0 70.9 72.8 84.6 88.7: 15.4 11.3
Old : 100.0: 12.8 14.9 1.0 70.9 72.8 84.6 88.7: 15.4 11.3
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 : 75: 8 11 5 44 35 54 49:
Old : 75: 8 11 5 44 35 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 50.3 47.7 63.4 27.5 49.9 44.6 62.7
Old : 28.0 50.3 47.7 63.4 27.5 49.9 44.6 62.7
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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,318: 484 151 600 7,722 8,078 8,806 8,829: 512 489
Old : 9,318: 484 151 600 7,722 8,078 8,806 8,829: 512 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -334: -75 33 -90 -131 -380 -296 -437: -38 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.6 6.4 82.9 86.7 94.5 94.8: 5.5 5.2
Old : 100.0: 5.2 1.6 6.4 82.9 86.7 94.5 94.8: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 3 3 21 26 27 32:
Old : 37: 6 3 3 21 26 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.0 63.6 66.8 25.1 19.3 34.8 29.5
Old : 43.4 44.0 63.6 66.8 25.1 19.3 34.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 246,508: 44,932 20,920 54,945 104,586 142,628 204,463 218,493: 42,045 28,015
Old : 127,012: 30,680 12,702 19,208 52,750 78,703 102,639 110,613: 24,373 16,399
Other: 119,496: 26,625 20,592 23,363 51,836 63,924 101,824 107,880: 17,672 11,616
: : :
: : Changes in Commitments from: June 14, 2011 :
: -18,988: -9,731 1,108 -5,828 1,699 -16,655 -13,860 -21,374: -5,128 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 8.5 22.3 42.4 57.9 82.9 88.6: 17.1 11.4
Old : 100.0: 24.2 10.0 15.1 41.5 62.0 80.8 87.1: 19.2 12.9
Other: 100.0: 22.3 17.2 19.6 43.4 53.5 85.2 90.3: 14.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 62 35 64 72 73 173 150:
Old : 169: 54 30 50 68 62 144 125:
Other: 155: 38 36 34 58 57 120 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 30.7 22.1 41.0 6.9 22.1 11.8 27.2
Old : 14.8 34.7 24.2 42.8 13.6 32.6 21.0 38.9
Other: 20.0 30.7 31.2 47.9 12.7 20.9 21.7 30.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,798: 4,289 2,273 3,028 8,704 13,857 16,021 19,159: 4,777 1,639
Old : 6,737: 1,645 978 847 2,376 4,543 4,869 6,368: 1,868 368
Other: 14,061: 2,944 1,596 1,880 6,328 9,314 11,152 12,790: 2,909 1,270
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,026: -1,806 154 545 405 -1,851 -857 -1,152: -169 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.9 14.6 41.9 66.6 77.0 92.1: 23.0 7.9
Old : 100.0: 24.4 14.5 12.6 35.3 67.4 72.3 94.5: 27.7 5.5
Other: 100.0: 20.9 11.4 13.4 45.0 66.2 79.3 91.0: 20.7 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 33 16 21 29 21 76 46:
Old : 61: 29 5 9 17 16 48 28:
Other: 72: 23 15 15 22 20 54 42:
:----------------------------------------------------------------------------------------------------
: 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 43.0 33.9 57.2 22.2 40.2 32.8 51.7
Old : 24.1 58.6 38.6 73.6 21.7 50.0 30.9 61.1
Other: 32.8 39.5 46.7 55.5 32.8 39.1 46.0 54.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,096,848: 310,710 184,477 53,502 617,208 705,410 981,420 943,389: 115,429 153,459
Old : 1,096,848: 310,710 184,477 53,502 617,208 705,410 981,420 943,389: 115,429 153,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 55,313: -54,650 24,656 13,028 106,057 27,502 64,436 65,187: -9,122 -9,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 16.8 4.9 56.3 64.3 89.5 86.0: 10.5 14.0
Old : 100.0: 28.3 16.8 4.9 56.3 64.3 89.5 86.0: 10.5 14.0
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 : 269: 50 56 30 97 138 168 203:
Old : 269: 50 56 30 97 138 168 203:
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 : 22.6 13.6 35.6 22.7 22.6 10.6 35.2 18.7
Old : 22.6 13.6 35.6 22.7 22.6 10.6 35.2 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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,425,258: 285,703 238,806 318,442 1,501,775 1,495,341 2,105,920 2,052,589: 319,338 372,669
Old : 2,425,258: 285,703 238,806 318,442 1,501,775 1,495,341 2,105,920 2,052,589: 319,338 372,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 135,525: 34,761 -18,145 76,431 45,251 101,014 156,442 159,300: -20,917 -23,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.8 13.1 61.9 61.7 86.8 84.6: 13.2 15.4
Old : 100.0: 11.8 9.8 13.1 61.9 61.7 86.8 84.6: 13.2 15.4
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 : 304: 62 57 67 143 171 236 264:
Old : 304: 62 57 67 143 171 236 264:
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 : 18.5 17.6 25.6 24.1 18.1 13.9 24.1 19.4
Old : 18.5 17.6 25.6 24.1 18.1 13.9 24.1 19.4
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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,859,897: 512,577 148,197 125,869 971,591 1,265,902 1,610,037 1,539,969: 249,860 319,928
Old : 1,859,897: 512,577 148,197 125,869 971,591 1,265,902 1,610,037 1,539,969: 249,860 319,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 131,835: 61,700 34,852 15,183 96,247 92,631 173,130 142,666: -41,295 -10,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.0 6.8 52.2 68.1 86.6 82.8: 13.4 17.2
Old : 100.0: 27.6 8.0 6.8 52.2 68.1 86.6 82.8: 13.4 17.2
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 : 224: 41 42 37 95 121 153 183:
Old : 224: 41 42 37 95 121 153 183:
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 : 31.7 21.2 42.2 31.8 31.5 19.9 41.3 28.9
Old : 31.7 21.2 42.2 31.8 31.5 19.9 41.3 28.9
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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,027,722: 78,042 86,396 328,288 574,518 549,731 980,847 964,414: 46,875 63,308
Old : 1,027,722: 78,042 86,396 328,288 574,518 549,731 980,847 964,414: 46,875 63,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 28,075: -5,644 -5,507 14,691 10,272 10,505 19,319 19,689: 8,755 8,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.4 31.9 55.9 53.5 95.4 93.8: 4.6 6.2
Old : 100.0: 7.6 8.4 31.9 55.9 53.5 95.4 93.8: 4.6 6.2
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 : 150: 29 34 42 73 81 121 142:
Old : 150: 29 34 42 73 81 121 142:
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 : 36.9 24.0 49.5 36.9 21.1 9.7 24.2 13.5
Old : 36.9 24.0 49.5 36.9 21.1 9.7 24.2 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 42,551: 10,393 3,401 444 25,559 34,587 36,396 38,432: 6,155 4,118
Old : 42,551: 10,393 3,401 444 25,559 34,587 36,396 38,432: 6,155 4,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -41,120: 79 224 -6,735 -23,820 -23,943 -30,477 -30,454: -10,643 -10,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.0 1.0 60.1 81.3 85.5 90.3: 14.5 9.7
Old : 100.0: 24.4 8.0 1.0 60.1 81.3 85.5 90.3: 14.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 17 14 8 35 28 57 45:
Old : 84: 17 14 8 35 28 57 45:
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 : 26.5 49.9 42.2 64.0 26.4 49.7 42.0 62.9
Old : 26.5 49.9 42.2 64.0 26.4 49.7 42.0 62.9
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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 85,101: 20,786 6,802 889 51,117 69,174 72,792 76,865: 12,309 8,236
Old : 85,101: 20,786 6,802 889 51,117 69,174 72,792 76,865: 12,309 8,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -29,697: 430 -3,528 -4,679 -22,781 -6,420 -27,030 -14,627: -2,668 -15,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.0 1.0 60.1 81.3 85.5 90.3: 14.5 9.7
Old : 100.0: 24.4 8.0 1.0 60.1 81.3 85.5 90.3: 14.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 17 14 8 35 28 57 45:
Old : 84: 17 14 8 35 28 57 45:
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 : 26.5 49.9 42.2 64.0 26.4 49.7 42.0 62.9
Old : 26.5 49.9 42.2 64.0 26.4 49.7 42.0 62.9
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 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,299: 2,653 738 11 10,276 12,481 12,940 13,230: 359 69
Old : 13,299: 2,653 738 11 10,276 12,481 12,940 13,230: 359 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -876: -1,072 4 8 195 -879 -869 -867: -7 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.5 0.1 77.3 93.8 97.3 99.5: 2.7 0.5
Old : 100.0: 19.9 5.5 0.1 77.3 93.8 97.3 99.5: 2.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 6 1 7 10 13 17:
Old : 28: 6 6 1 7 10 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 83.1 92.8 94.2 74.6 83.1 92.7 94.1
Old : 74.6 83.1 92.8 94.2 74.6 83.1 92.7 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 22,857: 4,663 623 0 17,862 22,135 22,525 22,758: 332 99
Old : 22,857: 4,663 623 0 17,862 22,135 22,525 22,758: 332 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -2,759: 1,230 66 0 -3,968 -2,813 -2,738 -2,747: -21 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 2.7 0.0 78.1 96.8 98.5 99.6: 1.5 0.4
Old : 100.0: 20.4 2.7 0.0 78.1 96.8 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 4 0 8 13 18 17:
Old : 34: 10 4 0 8 13 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 75.7 94.1 90.8 85.0 75.7 94.1 90.8
Old : 85.0 75.7 94.1 90.8 85.0 75.7 94.1 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011