WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, June 14, 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 : 448,306: 94,854 101,072 66,099 242,958 216,188 403,911 383,359: 44,395 64,947 Old : 385,774: 91,055 99,069 44,053 211,766 192,624 346,874 335,746: 38,900 50,028 Other: 62,532: 15,548 13,752 10,297 31,192 23,564 57,037 47,613: 5,495 14,919 : : : : : Changes in Commitments from: June 7, 2011 : : -7,399: 1,236 9,785 -4,934 -2,370 -13,606 -6,068 -8,755: -1,331 1,356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 22.5 14.7 54.2 48.2 90.1 85.5: 9.9 14.5 Old : 100.0: 23.6 25.7 11.4 54.9 49.9 89.9 87.0: 10.1 13.0 Other: 100.0: 24.9 22.0 16.5 49.9 37.7 91.2 76.1: 8.8 23.9 : : : :# Traders : Number of Traders in Each Category : All : 422: 121 150 154 88 118 313 340: Old : 418: 129 150 134 83 115 295 326: Other: 185: 35 52 20 38 83 86 147: :---------------------------------------------------------------------------------------------------- : 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 : 22.8 17.9 36.7 24.4 21.6 15.6 34.4 20.6 Old : 24.9 20.1 38.5 27.5 24.1 19.0 37.2 24.9 Other: 41.2 18.6 56.3 27.5 32.6 9.5 44.0 16.8 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, June 14, 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 : 1,482,562: 563,323 103,123 185,556 570,238 954,051 1,319,117 1,242,730: 163,445 239,832 Old : 735,344: 310,596 93,677 73,319 268,972 473,666 652,887 640,662: 82,457 94,682 Other: 747,218: 316,674 73,393 48,290 301,266 480,385 666,230 602,068: 80,988 145,150 : : : : : Changes in Commitments from: June 7, 2011 : : 31,409: 11,062 8,994 8,816 10,289 6,819 30,167 24,629: 1,242 6,780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 7.0 12.5 38.5 64.4 89.0 83.8: 11.0 16.2 Old : 100.0: 42.2 12.7 10.0 36.6 64.4 88.8 87.1: 11.2 12.9 Other: 100.0: 42.4 9.8 6.5 40.3 64.3 89.2 80.6: 10.8 19.4 : : : :# Traders : Number of Traders in Each Category : All : 902: 289 144 214 226 385 617 674: Old : 812: 251 139 119 170 344 479 553: Other: 774: 215 138 99 157 348 422 543: :---------------------------------------------------------------------------------------------------- : 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 : 13.3 12.0 21.2 18.1 11.5 10.5 17.5 15.6 Old : 16.6 16.7 24.0 23.6 15.7 16.7 22.2 22.3 Other: 15.3 10.1 24.0 15.7 13.7 9.6 20.9 14.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, June 14, 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 : 12,714: 3,973 546 87 5,711 11,188 9,771 11,821: 2,943 893 Old : 12,693: 3,972 546 87 5,691 11,168 9,750 11,801: 2,943 892 Other: 21: 1 0 0 20 20 21 20: 0 1 : : : : : Changes in Commitments from: June 7, 2011 : : 70: 251 -95 -236 99 586 114 255: -44 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 4.3 0.7 44.9 88.0 76.9 93.0: 23.1 7.0 Old : 100.0: 31.3 4.3 0.7 44.8 88.0 76.8 93.0: 23.2 7.0 Other: 100.0: 4.8 0.0 0.0 95.2 95.2 100.0 95.2: 0.0 4.8 : : : :# Traders : Number of Traders in Each Category : All : 42: 18 3 3 16 12 34 18: Old : 42: 18 3 3 16 12 34 18: 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 : 27.8 66.1 45.3 84.1 27.8 56.2 39.7 74.0 Old : 27.7 66.3 45.3 84.1 27.7 56.3 39.7 74.0 Other: 100.0 95.2 100.0 95.2 100.0 95.2 100.0 95.2 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, June 14, 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 : 599,556: 189,529 69,718 85,300 268,812 360,269 543,641 515,287: 55,915 84,269 Old : 189,523: 97,318 32,810 11,977 55,262 120,210 164,557 164,997: 24,966 24,526 Other: 410,033: 122,285 66,982 43,249 213,550 240,059 379,084 350,290: 30,949 59,743 : : : : : Changes in Commitments from: June 7, 2011 : : 2,682: -9,486 4,884 5,509 8,192 -12,631 4,215 -2,238: -1,533 4,920 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 11.6 14.2 44.8 60.1 90.7 85.9: 9.3 14.1 Old : 100.0: 51.3 17.3 6.3 29.2 63.4 86.8 87.1: 13.2 12.9 Other: 100.0: 29.8 16.3 10.5 52.1 58.5 92.5 85.4: 7.5 14.6 : : : :# Traders : Number of Traders in Each Category : All : 553: 193 125 169 116 190 402 421: Old : 461: 150 110 58 83 159 269 297: Other: 482: 144 122 113 89 183 302 364: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.8 19.0 22.1 26.0 11.8 15.8 18.8 21.5 Old : 17.9 22.8 29.1 32.1 14.9 21.3 25.3 29.6 Other: 17.6 19.5 28.5 27.1 16.2 17.1 26.1 24.0 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, June 14, 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 : 26,631: 23,550 3,130 217 3 6,545 23,770 9,892: 2,861 16,739 Old : 4,033: 2,408 799 16 3 757 2,427 1,572: 1,606 2,461 Other: 22,598: 21,300 2,489 43 0 5,788 21,343 8,320: 1,255 14,278 : : : : : Changes in Commitments from: June 7, 2011 : : -288: -324 -31 137 0 90 -187 196: -101 -484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 11.8 0.8 0.0 24.6 89.3 37.1: 10.7 62.9 Old : 100.0: 59.7 19.8 0.4 0.1 18.8 60.2 39.0: 39.8 61.0 Other: 100.0: 94.3 11.0 0.2 0.0 25.6 94.4 36.8: 5.6 63.2 : : : :# Traders : Number of Traders in Each Category : All : 43: 16 9 8 1 18 19 33: Old : 36: 14 8 1 1 14 15 23: Other: 41: 14 9 6 0 18 15 32: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 12.7 79.4 19.6 61.1 12.6 79.2 19.5 Old : 37.4 25.7 53.2 34.1 37.0 25.7 52.8 34.1 Other: 66.1 12.9 86.4 19.8 66.0 12.9 86.2 19.8 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, June 14, 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 : 327,204: 101,412 42,129 38,277 152,582 221,563 292,271 301,969: 34,933 25,235 Old : 161,647: 57,963 26,244 16,284 65,344 103,188 139,591 145,716: 22,056 15,931 Other: 165,557: 52,047 24,483 13,395 87,238 118,375 152,680 156,253: 12,877 9,304 : : : : : Changes in Commitments from: June 7, 2011 : : -6,347: -5,483 8,078 -3,442 8,626 -10,107 -299 -5,471: -6,048 -876 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 12.9 11.7 46.6 67.7 89.3 92.3: 10.7 7.7 Old : 100.0: 35.9 16.2 10.1 40.4 63.8 86.4 90.1: 13.6 9.9 Other: 100.0: 31.4 14.8 8.1 52.7 71.5 92.2 94.4: 7.8 5.6 : : : :# Traders : Number of Traders in Each Category : All : 270: 94 68 86 65 68 217 186: Old : 238: 88 61 51 56 62 170 153: Other: 192: 66 55 43 49 45 142 120: :---------------------------------------------------------------------------------------------------- : 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 : 14.1 31.8 23.5 44.4 12.0 27.8 19.9 38.1 Old : 20.5 26.8 31.1 35.4 17.9 25.6 28.0 33.5 Other: 20.5 46.4 34.1 58.5 20.1 42.8 33.6 54.6 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, June 14, 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 : 667,019: 76,201 136,653 9,393 425,118 377,239 510,712 523,285: 156,307 143,734 Old : 667,019: 76,201 136,653 9,393 425,118 377,239 510,712 523,285: 156,307 143,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -24,881: -18,003 9,305 -515 2,969 -38,234 -15,549 -29,444: -9,332 4,563 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 20.5 1.4 63.7 56.6 76.6 78.5: 23.4 21.5 Old : 100.0: 11.4 20.5 1.4 63.7 56.6 76.6 78.5: 23.4 21.5 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 : 160: 23 37 12 73 70 102 113: Old : 160: 23 37 12 73 70 102 113: 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 : 20.0 18.6 29.3 28.4 19.5 18.0 27.4 26.5 Old : 20.0 18.6 29.3 28.4 19.5 18.0 27.4 26.5 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 14, 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 : 375,859: 45,946 57,620 943 267,683 277,590 314,572 336,153: 61,287 39,706 Old : 375,859: 45,946 57,620 943 267,683 277,590 314,572 336,153: 61,287 39,706 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 10,446: 265 5,893 -2,548 13,889 14,784 11,606 18,129: -1,160 -7,683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 15.3 0.3 71.2 73.9 83.7 89.4: 16.3 10.6 Old : 100.0: 12.2 15.3 0.3 71.2 73.9 83.7 89.4: 16.3 10.6 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 : 73: 7 11 3 40 37 48 50: Old : 73: 7 11 3 40 37 48 50: 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 : 28.3 49.7 47.9 63.7 26.2 49.3 43.9 63.0 Old : 28.3 49.7 47.9 63.7 26.2 49.3 43.9 63.0 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 14, 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 : 9,652: 559 118 690 7,853 8,458 9,102 9,266: 550 386 Old : 9,652: 559 118 690 7,853 8,458 9,102 9,266: 550 386 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 580: -361 -87 22 943 647 604 582: -24 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 1.2 7.1 81.4 87.6 94.3 96.0: 5.7 4.0 Old : 100.0: 5.8 1.2 7.1 81.4 87.6 94.3 96.0: 5.7 4.0 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 : 41: 7 3 6 21 26 31 34: Old : 41: 7 3 6 21 26 31 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 41.6 63.5 66.2 23.1 19.4 30.5 28.7 Old : 41.7 41.6 63.5 66.2 23.1 19.4 30.5 28.7 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 14, 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 : 234,276: 62,807 20,958 37,839 89,321 151,644 189,967 210,441: 44,309 23,835 Old : 132,784: 52,463 15,995 8,202 42,572 93,045 103,237 117,242: 29,547 15,542 Other: 101,492: 26,807 21,426 13,174 46,749 58,599 86,730 93,199: 14,762 8,293 : : : : : Changes in Commitments from: June 7, 2011 : : -3,934: -1,251 416 -601 598 -3,114 -1,254 -3,299: -2,680 -635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 8.9 16.2 38.1 64.7 81.1 89.8: 18.9 10.2 Old : 100.0: 39.5 12.0 6.2 32.1 70.1 77.7 88.3: 22.3 11.7 Other: 100.0: 26.4 21.1 13.0 46.1 57.7 85.5 91.8: 14.5 8.2 : : : :# Traders : Number of Traders in Each Category : All : 201: 75 28 57 66 67 173 138: Old : 184: 74 27 34 55 60 146 108: Other: 141: 34 32 25 54 41 104 87: :---------------------------------------------------------------------------------------------------- : 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 : 12.5 34.4 19.7 44.6 7.1 27.4 13.0 34.5 Old : 12.7 40.6 21.2 49.4 12.3 39.6 19.6 47.8 Other: 23.3 33.7 36.3 52.6 16.0 27.1 27.8 40.2 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, June 14, 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 : 19,792: 6,281 1,949 1,331 7,505 15,092 15,117 18,372: 4,675 1,420 Old : 8,807: 4,007 1,239 75 2,219 6,966 6,301 8,280: 2,506 527 Other: 10,985: 2,743 1,179 787 5,286 8,126 8,816 10,092: 2,169 893 : : : : : Changes in Commitments from: June 7, 2011 : : -679: -538 -65 175 -202 -833 -565 -723: -114 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 9.8 6.7 37.9 76.3 76.4 92.8: 23.6 7.2 Old : 100.0: 45.5 14.1 0.9 25.2 79.1 71.5 94.0: 28.5 6.0 Other: 100.0: 25.0 10.7 7.2 48.1 74.0 80.3 91.9: 19.7 8.1 : : : :# Traders : Number of Traders in Each Category : All : 91: 40 13 15 21 20 69 42: Old : 74: 37 8 1 14 15 51 24: Other: 60: 17 12 9 15 17 39 33: :---------------------------------------------------------------------------------------------------- : 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 : 22.1 50.1 33.8 64.3 22.1 50.1 33.4 64.2 Old : 20.6 64.4 32.0 78.3 20.6 64.4 32.0 78.3 Other: 39.0 44.5 54.0 63.0 39.0 44.5 53.3 62.6 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, June 14, 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 : 1,008,464: 364,423 164,964 15,190 504,977 666,117 884,590 846,271: 123,874 162,193 Old : 1,008,464: 364,423 164,964 15,190 504,977 666,117 884,590 846,271: 123,874 162,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -6,446: -11,593 -16,163 -3,115 875 11,680 -13,833 -7,598: 7,387 1,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 16.4 1.5 50.1 66.1 87.7 83.9: 12.3 16.1 Old : 100.0: 36.1 16.4 1.5 50.1 66.1 87.7 83.9: 12.3 16.1 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 : 257: 46 55 20 85 129 144 191: Old : 257: 46 55 20 85 129 144 191: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.7 15.6 36.6 25.5 23.6 11.6 34.9 20.8 Old : 23.7 15.6 36.6 25.5 23.6 11.6 34.9 20.8 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 14, 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 : 1,830,576: 245,495 295,843 33,789 1,238,159 1,139,285 1,517,443 1,468,917: 313,133 361,659 Old : 1,830,576: 245,495 295,843 33,789 1,238,159 1,139,285 1,517,443 1,468,917: 313,133 361,659 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 11,327: -15,332 -1,254 -3,681 42,739 5,926 23,726 991: -12,399 10,336 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 16.2 1.8 67.6 62.2 82.9 80.2: 17.1 19.8 Old : 100.0: 13.4 16.2 1.8 67.6 62.2 82.9 80.2: 17.1 19.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 274: 42 61 22 111 131 163 204: Old : 274: 42 61 22 111 131 163 204: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 20.0 31.6 29.3 22.6 18.3 30.4 24.6 Old : 23.1 20.0 31.6 29.3 22.6 18.3 30.4 24.6 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 14, 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 : 1,596,417: 462,515 138,609 22,860 828,238 1,117,548 1,313,613 1,279,017: 282,804 317,400 Old : 1,596,417: 462,515 138,609 22,860 828,238 1,117,548 1,313,613 1,279,017: 282,804 317,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 75,391: 43,730 13,454 -1,968 3,922 49,449 45,684 60,935: 29,707 14,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 8.7 1.4 51.9 70.0 82.3 80.1: 17.7 19.9 Old : 100.0: 29.0 8.7 1.4 51.9 70.0 82.3 80.1: 17.7 19.9 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 : 211: 33 41 19 80 115 123 165: Old : 211: 33 41 19 80 115 123 165: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 21.1 41.3 32.1 29.9 19.8 40.8 29.2 Old : 29.9 21.1 41.3 32.1 29.9 19.8 40.8 29.2 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 14, 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 : 728,513: 79,931 92,083 94,255 520,396 491,103 694,582 677,441: 33,931 51,072 Old : 728,513: 79,931 92,083 94,255 520,396 491,103 694,582 677,441: 33,931 51,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 29,240: 9,746 1,576 3,101 18,819 27,034 31,666 31,711: -2,426 -2,471 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 12.6 12.9 71.4 67.4 95.3 93.0: 4.7 7.0 Old : 100.0: 11.0 12.6 12.9 71.4 67.4 95.3 93.0: 4.7 7.0 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 : 145: 25 32 35 68 80 110 135: Old : 145: 25 32 35 68 80 110 135: 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 : 40.3 23.4 50.8 32.5 31.4 13.4 35.2 18.7 Old : 40.3 23.4 50.8 32.5 31.4 13.4 35.2 18.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ Commitments of Traders - Futures Only, June 14, 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 : 81,758: 10,397 3,046 6,594 48,219 57,486 65,209 67,125: 16,549 14,633 Old : 81,758: 10,397 3,046 6,594 48,219 57,486 65,209 67,125: 16,549 14,633 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 11,309: 136 -2,509 2,660 7,518 9,570 10,313 9,721: 996 1,588 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 3.7 8.1 59.0 70.3 79.8 82.1: 20.2 17.9 Old : 100.0: 12.7 3.7 8.1 59.0 70.3 79.8 82.1: 20.2 17.9 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 : 97: 27 7 16 44 36 78 58: Old : 97: 27 7 16 44 36 78 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.3 39.1 33.6 52.7 17.9 30.6 26.2 39.5 Old : 22.3 39.1 33.6 52.7 17.9 30.6 26.2 39.5 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 14, 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 : 26,224: 3,293 1,169 1,239 12,430 20,733 16,962 23,141: 9,262 3,083 Old : 26,224: 3,293 1,169 1,239 12,430 20,733 16,962 23,141: 9,262 3,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 5,639: 114 -250 1,223 4,243 4,243 5,580 5,216: 59 423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 4.5 4.7 47.4 79.1 64.7 88.2: 35.3 11.8 Old : 100.0: 12.6 4.5 4.7 47.4 79.1 64.7 88.2: 35.3 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 5 5 6 11 9 20 16: Old : 25: 5 5 6 11 9 20 16: 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 66.2 47.5 79.7 30.0 61.0 39.4 65.9 Old : 31.0 66.2 47.5 79.7 30.0 61.0 39.4 65.9 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 - Futures Only, June 14, 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 : 111,067: 20,521 10,067 4,396 71,577 73,505 96,494 87,968: 14,573 23,099 Old : 111,067: 20,521 10,067 4,396 71,577 73,505 96,494 87,968: 14,573 23,099 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 11,340: -1,075 -5,635 3,991 6,550 10,654 9,466 9,010: 1,874 2,330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 9.1 4.0 64.4 66.2 86.9 79.2: 13.1 20.8 Old : 100.0: 18.5 9.1 4.0 64.4 66.2 86.9 79.2: 13.1 20.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 96: 28 11 15 40 34 72 56: Old : 96: 28 11 15 40 34 72 56: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 32.5 42.8 49.3 26.5 29.7 39.3 43.3 Old : 29.2 32.5 42.8 49.3 26.5 29.7 39.3 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 9,072: 4,413 1,430 990 1,692 5,790 7,095 8,210: 1,977 862 Old : 9,072: 4,413 1,430 990 1,692 5,790 7,095 8,210: 1,977 862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 1,106: -29 52 318 49 -35 338 335: 768 771 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.6 15.8 10.9 18.7 63.8 78.2 90.5: 21.8 9.5 Old : 100.0: 48.6 15.8 10.9 18.7 63.8 78.2 90.5: 21.8 9.5 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 : 21: 12 5 5 2 3 16 11: Old : 21: 12 5 5 2 3 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 78.5 65.3 90.0 38.5 71.6 59.4 79.2 Old : 43.9 78.5 65.3 90.0 38.5 71.6 59.4 79.2 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 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000) : : : : All : 14,175: 3,725 734 3 10,081 13,360 13,809 14,097: 366 78 Old : 14,175: 3,725 734 3 10,081 13,360 13,809 14,097: 366 78 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -773: -92 -132 0 -639 -618 -731 -750: -42 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 5.2 0.0 71.1 94.3 97.4 99.4: 2.6 0.6 Old : 100.0: 26.3 5.2 0.0 71.1 94.3 97.4 99.4: 2.6 0.6 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 : 31: 6 6 1 9 12 15 19: Old : 31: 6 6 1 9 12 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 : 77.1 86.0 93.1 94.2 77.1 86.0 93.0 94.0 Old : 77.1 86.0 93.1 94.2 77.1 86.0 93.0 94.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 Commitments of Traders - Futures Only, June 14, 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 : 25,616: 3,433 557 0 21,830 24,948 25,263 25,505: 353 111 Old : 25,616: 3,433 557 0 21,830 24,948 25,263 25,505: 353 111 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -3,067: 157 75 -1,393 -1,896 -1,814 -3,132 -3,132: 65 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 2.2 0.0 85.2 97.4 98.6 99.6: 1.4 0.4 Old : 100.0: 13.4 2.2 0.0 85.2 97.4 98.6 99.6: 1.4 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 : 32: 8 4 0 7 14 15 18: Old : 32: 8 4 0 7 14 15 18: 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 : 92.1 70.2 96.9 91.6 92.1 70.2 96.9 91.6 Old : 92.1 70.2 96.9 91.6 92.1 70.2 96.9 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011