WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, June 8, 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 : 502,832: 87,501 134,838 71,190 305,267 237,943 463,958 443,971: 38,874 58,861 Old : 433,787: 86,524 115,897 58,468 252,849 213,200 397,841 387,565: 35,946 46,222 Other: 69,045: 10,413 28,377 3,286 52,418 24,743 66,117 56,406: 2,928 12,639 : : : : : Changes in Commitments from: June 1, 2010 : : 2,190: 10,354 2,814 -5,472 -2,936 3,564 1,946 906: 244 1,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 26.8 14.2 60.7 47.3 92.3 88.3: 7.7 11.7 Old : 100.0: 19.9 26.7 13.5 58.3 49.1 91.7 89.3: 8.3 10.7 Other: 100.0: 15.1 41.1 4.8 75.9 35.8 95.8 81.7: 4.2 18.3 : : : :# Traders : Number of Traders in Each Category : All : 419: 125 149 140 78 101 291 326: Old : 409: 140 140 128 75 94 283 309: Other: 166: 20 60 22 33 65 71 135: :---------------------------------------------------------------------------------------------------- : 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 : 24.3 17.3 39.5 27.6 22.4 14.0 36.7 21.3 Old : 27.1 19.2 41.3 30.5 25.2 17.2 38.4 26.7 Other: 52.7 26.2 66.5 41.5 52.7 25.8 65.8 35.6 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, June 8, 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 : 1,239,243: 292,994 212,045 184,385 634,548 576,977 1,111,927 973,407: 127,316 265,836 Old : 650,143: 183,677 219,402 32,304 357,899 282,783 573,880 534,489: 76,263 115,654 Other: 589,100: 193,103 76,429 68,295 276,649 294,194 538,047 438,918: 51,053 150,182 : : : : : Changes in Commitments from: June 1, 2010 : : 23,213: -837 42,088 7,310 9,606 -27,310 16,079 22,088: 7,134 1,125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 17.1 14.9 51.2 46.6 89.7 78.5: 10.3 21.5 Old : 100.0: 28.3 33.7 5.0 55.0 43.5 88.3 82.2: 11.7 17.8 Other: 100.0: 32.8 13.0 11.6 47.0 49.9 91.3 74.5: 8.7 25.5 : : : :# Traders : Number of Traders in Each Category : All : 687: 171 167 185 192 270 468 552: Old : 628: 154 170 95 151 235 356 453: Other: 561: 149 114 86 120 244 309 412: :---------------------------------------------------------------------------------------------------- : 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 : 17.0 13.9 26.2 19.3 15.7 11.6 23.9 16.0 Old : 24.9 12.0 33.9 19.4 24.9 11.9 33.2 18.9 Other: 21.1 19.4 31.0 25.2 21.0 18.2 30.2 22.8 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, June 8, 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 : 19,082: 2,588 4,383 1,010 11,769 11,377 15,367 16,770: 3,715 2,312 Old : 19,082: 2,588 4,383 1,010 11,769 11,377 15,367 16,770: 3,715 2,312 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 434: -14 45 479 -75 -256 390 268: 44 166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 23.0 5.3 61.7 59.6 80.5 87.9: 19.5 12.1 Old : 100.0: 13.6 23.0 5.3 61.7 59.6 80.5 87.9: 19.5 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 : 52: 16 15 6 18 12 35 33: Old : 52: 16 15 6 18 12 35 33: 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 : 32.7 45.6 53.5 64.3 25.5 35.7 40.2 50.4 Old : 32.7 45.6 53.5 64.3 25.5 35.7 40.2 50.4 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 8, 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 : 475,862: 100,244 82,777 74,398 260,362 226,116 435,004 383,291: 40,858 92,571 Old : 205,678: 73,236 59,567 7,029 103,282 108,483 183,547 175,079: 22,131 30,599 Other: 270,184: 63,443 59,645 30,934 157,080 117,633 251,457 208,212: 18,727 61,972 : : : : : Changes in Commitments from: June 1, 2010 : : 16,058: 4,850 10,450 6,483 6,258 1,601 17,591 18,534: -1,533 -2,476 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 17.4 15.6 54.7 47.5 91.4 80.5: 8.6 19.5 Old : 100.0: 35.6 29.0 3.4 50.2 52.7 89.2 85.1: 10.8 14.9 Other: 100.0: 23.5 22.1 11.4 58.1 43.5 93.1 77.1: 6.9 22.9 : : : :# Traders : Number of Traders in Each Category : All : 469: 142 121 140 108 164 326 373: Old : 423: 149 99 44 83 126 249 254: Other: 387: 94 115 70 75 144 214 289: :---------------------------------------------------------------------------------------------------- : 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 : 19.2 19.3 30.1 24.6 18.5 18.1 28.4 22.2 Old : 23.9 27.5 32.9 35.2 23.8 27.3 32.8 34.6 Other: 21.1 15.5 34.5 23.0 20.9 13.3 33.6 19.6 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, June 8, 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 : 18,614: 14,296 1,060 188 44 3,476 14,528 4,724: 4,086 13,890 Old : 4,495: 2,064 767 38 44 234 2,146 1,039: 2,349 3,456 Other: 14,119: 12,344 405 38 0 3,242 12,382 3,685: 1,737 10,434 : : : : : Changes in Commitments from: June 1, 2010 : : 285: 193 -220 4 -1 23 196 -193: 89 478 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 5.7 1.0 0.2 18.7 78.0 25.4: 22.0 74.6 Old : 100.0: 45.9 17.1 0.8 1.0 5.2 47.7 23.1: 52.3 76.9 Other: 100.0: 87.4 2.9 0.3 0.0 23.0 87.7 26.1: 12.3 73.9 : : : :# Traders : Number of Traders in Each Category : All : 27: 13 5 8 2 9 17 20: Old : 26: 12 6 3 2 7 14 16: Other: 23: 12 2 5 0 9 13 15: :---------------------------------------------------------------------------------------------------- : 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 : 56.5 12.0 70.0 18.4 56.3 12.0 69.8 18.2 Old : 37.5 14.9 45.7 20.6 37.4 14.9 44.9 20.6 Other: 64.6 14.6 81.1 22.3 64.6 14.6 81.1 22.2 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, June 8, 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 : 336,474: 57,763 69,826 54,202 199,651 179,844 311,616 303,872: 24,858 32,602 Old : 216,556: 48,620 64,804 25,032 127,522 101,683 201,174 191,519: 15,382 25,037 Other: 119,918: 28,387 24,266 9,926 72,129 78,161 110,442 112,353: 9,476 7,565 : : : : : Changes in Commitments from: June 1, 2010 : : 11,080: -1,500 6,335 1,018 13,215 750 12,733 8,103: -1,653 2,977 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 20.8 16.1 59.3 53.4 92.6 90.3: 7.4 9.7 Old : 100.0: 22.5 29.9 11.6 58.9 47.0 92.9 88.4: 7.1 11.6 Other: 100.0: 23.7 20.2 8.3 60.1 65.2 92.1 93.7: 7.9 6.3 : : : :# Traders : Number of Traders in Each Category : All : 252: 56 81 81 64 57 179 191: Old : 240: 61 91 52 60 53 151 172: Other: 162: 50 46 27 50 30 116 90: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.4 27.7 30.8 35.9 15.3 22.0 22.7 27.9 Old : 23.0 23.7 35.3 32.7 19.8 21.7 28.7 28.7 Other: 23.6 46.3 36.2 57.6 22.9 46.2 35.5 57.2 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, June 8, 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 : 677,581: 72,075 137,145 19,419 446,406 404,642 537,900 561,206: 139,681 116,375 Old : 677,581: 72,075 137,145 19,419 446,406 404,642 537,900 561,206: 139,681 116,375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -34,697: -824 3,378 -13,141 -15,711 -26,473 -29,676 -36,236: -5,021 1,539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 20.2 2.9 65.9 59.7 79.4 82.8: 20.6 17.2 Old : 100.0: 10.6 20.2 2.9 65.9 59.7 79.4 82.8: 20.6 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 : 152: 28 26 15 63 74 101 105: Old : 152: 28 26 15 63 74 101 105: 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 : 21.4 23.5 32.5 37.2 20.0 21.8 30.8 33.1 Old : 21.4 23.5 32.5 37.2 20.0 21.8 30.8 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders - Futures Only, June 8, 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 : 139,614: 3,921 16,058 122 101,358 106,357 105,401 122,537: 34,213 17,077 Old : 139,614: 3,921 16,058 122 101,358 106,357 105,401 122,537: 34,213 17,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -5,571: 0 -1,651 122 -4,583 1,685 -4,461 156: -1,110 -5,727 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 11.5 0.1 72.6 76.2 75.5 87.8: 24.5 12.2 Old : 100.0: 2.8 11.5 0.1 72.6 76.2 75.5 87.8: 24.5 12.2 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 : 31: 2 5 1 18 16 21 21: Old : 31: 2 5 1 18 16 21 21: 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 : 44.0 63.6 60.3 72.6 41.4 59.1 55.9 67.9 Old : 44.0 63.6 60.3 72.6 41.4 59.1 55.9 67.9 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 8, 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 : 11,053: 1,272 795 456 8,972 9,624 10,700 10,875: 353 178 Old : 11,053: 1,272 795 456 8,972 9,624 10,700 10,875: 353 178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 668: 5 75 104 806 592 915 771: -247 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 7.2 4.1 81.2 87.1 96.8 98.4: 3.2 1.6 Old : 100.0: 11.5 7.2 4.1 81.2 87.1 96.8 98.4: 3.2 1.6 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 : 29: 6 6 3 16 14 25 20: Old : 29: 6 6 3 16 14 25 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 : 59.5 67.1 74.4 86.3 12.0 16.6 18.3 21.5 Old : 59.5 67.1 74.4 86.3 12.0 16.6 18.3 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders - Futures Only, June 8, 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 : 174,770: 46,365 10,456 23,088 71,911 116,747 141,364 150,291: 33,406 24,479 Old : 104,023: 39,141 8,757 7,491 34,188 70,140 80,820 86,388: 23,203 17,635 Other: 70,747: 15,344 9,819 7,477 37,723 46,607 60,544 63,903: 10,203 6,844 : : : : : Changes in Commitments from: June 1, 2010 : : 7,014: 2,335 -6,181 1,933 -215 11,112 4,053 6,864: 2,961 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 6.0 13.2 41.1 66.8 80.9 86.0: 19.1 14.0 Old : 100.0: 37.6 8.4 7.2 32.9 67.4 77.7 83.0: 22.3 17.0 Other: 100.0: 21.7 13.9 10.6 53.3 65.9 85.6 90.3: 14.4 9.7 : : : :# Traders : Number of Traders in Each Category : All : 179: 62 23 55 62 68 151 133: Old : 168: 59 27 34 53 61 127 111: Other: 120: 31 23 27 46 34 92 76: :---------------------------------------------------------------------------------------------------- : 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 : 12.8 37.3 22.5 45.9 12.2 33.3 21.5 39.4 Old : 15.6 35.9 25.9 45.2 14.7 35.0 24.1 43.9 Other: 24.3 46.8 37.6 55.2 24.1 46.1 37.1 54.2 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, June 8, 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 : 15,730: 3,807 3,767 1,132 8,152 7,956 13,091 12,855: 2,639 2,875 Old : 6,802: 2,900 3,519 0 2,275 1,915 5,175 5,434: 1,627 1,368 Other: 8,928: 1,377 718 662 5,877 6,041 7,916 7,421: 1,012 1,507 : : : : : Changes in Commitments from: June 1, 2010 : : 313: 250 -460 230 111 436 591 206: -278 107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 23.9 7.2 51.8 50.6 83.2 81.7: 16.8 18.3 Old : 100.0: 42.6 51.7 0.0 33.4 28.2 76.1 79.9: 23.9 20.1 Other: 100.0: 15.4 8.0 7.4 65.8 67.7 88.7 83.1: 11.3 16.9 : : : :# Traders : Number of Traders in Each Category : All : 77: 23 17 15 25 23 56 51: Old : 64: 22 16 0 16 10 38 26: Other: 60: 18 9 7 15 23 36 38: :---------------------------------------------------------------------------------------------------- : 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 : 34.3 27.9 48.2 47.1 34.3 25.4 47.1 41.1 Old : 30.1 34.5 45.6 52.6 30.1 34.5 45.6 52.6 Other: 51.9 36.9 64.1 56.4 51.9 30.9 62.4 48.3 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, June 8, 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 : 887,452: 217,562 178,681 29,806 540,396 556,047 787,764 764,534: 99,688 122,918 Old : 887,452: 217,562 178,681 29,806 540,396 556,047 787,764 764,534: 99,688 122,918 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -40,702: -24,189 -7,673 8,003 -12,231 -34,136 -28,417 -33,806: -12,285 -6,896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 20.1 3.4 60.9 62.7 88.8 86.1: 11.2 13.9 Old : 100.0: 24.5 20.1 3.4 60.9 62.7 88.8 86.1: 11.2 13.9 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 : 210: 27 51 15 68 112 104 169: Old : 210: 27 51 15 68 112 104 169: 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 : 44.2 16.0 54.2 24.3 44.0 12.9 53.3 20.2 Old : 44.2 16.0 54.2 24.3 44.0 12.9 53.3 20.2 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 8, 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 : 1,807,396: 134,532 326,766 60,085 1,343,675 1,108,224 1,538,292 1,495,075: 269,104 312,321 Old : 1,807,396: 134,532 326,766 60,085 1,343,675 1,108,224 1,538,292 1,495,075: 269,104 312,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -92,412: -26,574 13,068 -28,204 -4,257 -79,709 -59,035 -94,845: -33,377 2,433 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 18.1 3.3 74.3 61.3 85.1 82.7: 14.9 17.3 Old : 100.0: 7.4 18.1 3.3 74.3 61.3 85.1 82.7: 14.9 17.3 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 : 242: 24 52 24 102 132 146 188: Old : 242: 24 52 24 102 132 146 188: 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 19.1 50.1 30.3 40.6 15.7 46.7 25.2 Old : 43.2 19.1 50.1 30.3 40.6 15.7 46.7 25.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders - Futures Only, June 8, 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 : 928,465: 146,117 95,442 31,330 553,754 575,174 731,201 701,946: 197,264 226,519 Old : 928,465: 146,117 95,442 31,330 553,754 575,174 731,201 701,946: 197,264 226,519 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 2,202: -11,165 -11,368 7,959 9,834 14,473 6,628 11,064: -4,426 -8,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 10.3 3.4 59.6 61.9 78.8 75.6: 21.2 24.4 Old : 100.0: 15.7 10.3 3.4 59.6 61.9 78.8 75.6: 21.2 24.4 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 : 149: 23 22 15 63 82 92 113: Old : 149: 23 22 15 63 82 92 113: 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 17.9 32.6 27.7 17.5 12.8 25.6 19.6 Old : 22.6 17.9 32.6 27.7 17.5 12.8 25.6 19.6 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 8, 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 : 631,023: 151,242 18,161 55,684 391,207 507,052 598,133 580,897: 32,890 50,126 Old : 631,023: 151,242 18,161 55,684 391,207 507,052 598,133 580,897: 32,890 50,126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 22,379: 1,582 -1,998 5,284 15,741 17,231 22,607 20,517: -228 1,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 2.9 8.8 62.0 80.4 94.8 92.1: 5.2 7.9 Old : 100.0: 24.0 2.9 8.8 62.0 80.4 94.8 92.1: 5.2 7.9 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 : 111: 25 16 29 52 56 89 95: Old : 111: 25 16 29 52 56 89 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 : 31.0 40.8 51.4 53.7 25.0 21.8 34.6 30.0 Old : 31.0 40.8 51.4 53.7 25.0 21.8 34.6 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 Commitments of Traders - Futures Only, June 8, 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 : 12,926: 1,531 471 0 7,683 9,305 9,214 9,776: 3,712 3,150 Old : 12,926: 1,531 471 0 7,683 9,305 9,214 9,776: 3,712 3,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 164: 324 -192 0 0 0 324 -192: -160 356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 3.6 0.0 59.4 72.0 71.3 75.6: 28.7 24.4 Old : 100.0: 11.8 3.6 0.0 59.4 72.0 71.3 75.6: 28.7 24.4 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 : 20: 3 2 0 10 8 13 10: Old : 20: 3 2 0 10 8 13 10: 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 : 36.1 58.4 56.8 73.5 36.0 58.4 56.2 72.2 Old : 36.1 58.4 56.8 73.5 36.0 58.4 56.2 72.2 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 8, 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 : 75,072: 11,462 12,649 794 49,735 46,462 61,991 59,905: 13,081 15,167 Old : 75,072: 11,462 12,649 794 49,735 46,462 61,991 59,905: 13,081 15,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 30: -1,485 1,906 542 1,084 -1,493 141 955: -111 -925 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 16.8 1.1 66.2 61.9 82.6 79.8: 17.4 20.2 Old : 100.0: 15.3 16.8 1.1 66.2 61.9 82.6 79.8: 17.4 20.2 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 : 88: 23 15 9 29 31 55 52: Old : 88: 23 15 9 29 31 55 52: 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 : 30.1 34.7 44.3 51.1 29.7 34.7 43.8 49.5 Old : 30.1 34.7 44.3 51.1 29.7 34.7 43.8 49.5 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 8, 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 : 16,776: 3,990 751 6 11,968 15,368 15,964 16,125: 812 651 Old : 16,776: 3,990 751 6 11,968 15,368 15,964 16,125: 812 651 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 1,560: 791 0 0 351 1,268 1,142 1,268: 418 292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 4.5 0.0 71.3 91.6 95.2 96.1: 4.8 3.9 Old : 100.0: 23.8 4.5 0.0 71.3 91.6 95.2 96.1: 4.8 3.9 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: 4 7 1 9 18 13 26: Old : 34: 4 7 1 9 18 13 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 : 75.8 69.9 91.8 82.4 70.1 66.7 83.7 74.9 Old : 75.8 69.9 91.8 82.4 70.1 66.7 83.7 74.9 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 8, 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 : 45,155: 4,505 2,560 0 39,719 41,975 44,224 44,535: 931 620 Old : 45,155: 4,505 2,560 0 39,719 41,975 44,224 44,535: 931 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 5,134: 505 249 0 4,491 4,819 4,996 5,068: 138 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 5.7 0.0 88.0 93.0 97.9 98.6: 2.1 1.4 Old : 100.0: 10.0 5.7 0.0 88.0 93.0 97.9 98.6: 2.1 1.4 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 : 32: 7 4 0 6 17 13 21: Old : 32: 7 4 0 6 17 13 21: 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 : 89.7 76.4 96.4 90.3 61.6 53.4 68.0 63.7 Old : 89.7 76.4 96.4 90.3 61.6 53.4 68.0 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010