WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 522,822: 81,608 98,981 124,325 269,851 234,303 475,784 457,609: 47,037 65,212 Old : 459,439: 76,944 95,749 103,269 237,632 209,841 417,845 408,859: 41,594 50,580 Other: 63,383: 15,219 13,787 10,502 32,219 24,461 57,940 48,750: 5,443 14,633 : : : : : Changes in Commitments from: June 21, 2011 : : -79,666: -2,285 688 -44,510 -28,607 -32,121 -75,403 -75,944: -4,263 -3,722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 18.9 23.8 51.6 44.8 91.0 87.5: 9.0 12.5 Old : 100.0: 16.7 20.8 22.5 51.7 45.7 90.9 89.0: 9.1 11.0 Other: 100.0: 24.0 21.8 16.6 50.8 38.6 91.4 76.9: 8.6 23.1 : : : :# Traders : Number of Traders in Each Category : All : 428: 129 148 173 96 128 322 368: Old : 423: 138 143 162 92 126 310 360: Other: 189: 38 53 31 33 84 93 151: :---------------------------------------------------------------------------------------------------- : 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 : 20.2 15.9 32.9 21.5 18.7 14.4 30.4 18.8 Old : 21.6 17.7 33.6 24.0 20.7 16.8 31.9 22.1 Other: 41.3 18.2 55.8 27.8 33.0 10.1 45.0 17.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,779,907: 351,928 83,906 482,382 730,363 937,736 1,564,673 1,504,024: 215,234 275,884 Old : 623,614: 124,636 54,741 135,689 281,562 356,490 541,887 546,920: 81,727 76,694 Other: 1,156,293: 272,627 74,500 301,358 448,801 581,246 1,022,786 957,104: 133,507 199,190 : : : : : Changes in Commitments from: June 21, 2011 : : -353,017: -38,729 -1,853 -220,673 -90,383 -121,816 -349,784 -344,341: -3,232 -8,676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 4.7 27.1 41.0 52.7 87.9 84.5: 12.1 15.5 Old : 100.0: 20.0 8.8 21.8 45.2 57.2 86.9 87.7: 13.1 12.3 Other: 100.0: 23.6 6.4 26.1 38.8 50.3 88.5 82.8: 11.5 17.2 : : : :# Traders : Number of Traders in Each Category : All : 846: 248 152 282 296 392 662 723: Old : 708: 176 132 172 211 324 465 557: Other: 793: 205 159 219 243 373 560 649: :---------------------------------------------------------------------------------------------------- : 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 : 12.3 12.8 20.8 18.1 10.7 7.7 15.0 10.8 Old : 19.1 22.5 27.0 29.2 19.0 21.4 25.8 25.6 Other: 13.8 9.9 21.7 15.4 8.9 6.1 15.4 9.0 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 13,145: 2,899 599 1,277 6,399 10,001 10,575 11,877: 2,570 1,268 Old : 13,116: 2,898 599 1,277 6,371 9,973 10,546 11,849: 2,570 1,267 Other: 29: 1 0 0 28 28 29 28: 0 1 : : : : : Changes in Commitments from: June 21, 2011 : : -1,366: 156 -78 -194 -1,071 -1,249 -1,109 -1,521: -257 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 4.6 9.7 48.7 76.1 80.4 90.4: 19.6 9.6 Old : 100.0: 22.1 4.6 9.7 48.6 76.0 80.4 90.3: 19.6 9.7 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: 17 4 6 17 11 35 20: Old : 41: 17 4 6 17 11 35 20: 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 : 28.5 58.2 46.9 77.0 26.4 50.5 39.4 65.7 Old : 28.4 58.3 46.8 77.0 26.2 50.6 39.3 65.7 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 28, 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 : 712,724: 115,312 62,015 201,884 341,984 359,557 659,181 623,456: 53,543 89,268 Old : 115,164: 25,763 5,363 24,592 50,928 68,966 101,283 98,921: 13,881 16,242 Other: 597,561: 109,614 76,717 157,228 291,056 290,591 557,898 524,535: 39,662 73,026 : : : : : Changes in Commitments from: June 21, 2011 : : -113,167: -13,835 -270 -66,357 -29,694 -46,408 -109,887 -113,035: -3,281 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 8.7 28.3 48.0 50.4 92.5 87.5: 7.5 12.5 Old : 100.0: 22.4 4.7 21.4 44.2 59.9 87.9 85.9: 12.1 14.1 Other: 100.0: 18.3 12.8 26.3 48.7 48.6 93.4 87.8: 6.6 12.2 : : : :# Traders : Number of Traders in Each Category : All : 524: 146 156 195 131 199 386 455: Old : 343: 101 61 76 81 140 211 252: Other: 511: 121 177 160 108 197 331 438: :---------------------------------------------------------------------------------------------------- : 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 : 15.3 15.5 24.5 23.8 12.6 9.4 18.9 13.3 Old : 29.4 23.7 37.5 33.7 24.7 22.0 31.6 29.1 Other: 16.3 15.7 26.4 24.5 14.9 11.3 21.6 16.0 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 21,879: 19,340 1,275 146 6 5,260 19,492 6,681: 2,387 15,198 Old : 1,105: 801 33 6 6 260 813 299: 292 806 Other: 20,774: 18,570 1,273 109 0 5,000 18,679 6,382: 2,095 14,392 : : : : : Changes in Commitments from: June 21, 2011 : : -4,405: -3,593 -1,728 -349 0 -1,191 -3,942 -3,268: -463 -1,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 5.8 0.7 0.0 24.0 89.1 30.5: 10.9 69.5 Old : 100.0: 72.5 3.0 0.5 0.5 23.5 73.6 27.1: 26.4 72.9 Other: 100.0: 89.4 6.1 0.5 0.0 24.1 89.9 30.7: 10.1 69.3 : : : :# Traders : Number of Traders in Each Category : All : 34: 16 4 6 2 14 18 24: Old : 20: 6 3 2 2 9 9 13: Other: 34: 16 4 6 0 14 16 24: :---------------------------------------------------------------------------------------------------- : 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 : 58.7 13.9 77.1 20.7 58.6 13.9 76.9 20.7 Old : 68.0 22.7 73.3 25.9 67.9 22.3 73.0 25.4 Other: 60.8 13.6 77.5 20.6 60.7 13.6 77.4 20.6 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 332,449: 68,640 45,317 58,279 176,434 197,282 303,354 300,878: 29,095 31,571 Old : 116,140: 18,727 15,779 18,296 65,030 65,765 102,054 99,840: 14,086 16,300 Other: 216,309: 60,475 40,100 29,421 111,404 131,517 201,300 201,038: 15,009 15,271 : : : : : Changes in Commitments from: June 21, 2011 : : -64,962: -12,972 1,830 -27,975 -17,815 -42,963 -58,763 -69,109: -6,199 4,146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 13.6 17.5 53.1 59.3 91.2 90.5: 8.8 9.5 Old : 100.0: 16.1 13.6 15.8 56.0 56.6 87.9 86.0: 12.1 14.0 Other: 100.0: 28.0 18.5 13.6 51.5 60.8 93.1 92.9: 6.9 7.1 : : : :# Traders : Number of Traders in Each Category : All : 246: 67 72 87 69 76 195 198: Old : 172: 52 43 49 61 66 134 138: Other: 223: 64 78 56 56 62 158 160: :---------------------------------------------------------------------------------------------------- : 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 27.7 23.2 37.7 11.2 20.0 18.4 26.8 Old : 22.5 21.8 34.9 32.7 15.6 16.9 24.1 24.2 Other: 15.0 32.7 26.5 44.3 14.6 28.6 25.7 38.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 717,208: 81,602 135,220 42,058 433,410 394,986 557,070 572,264: 160,138 144,944 Old : 717,208: 81,602 135,220 42,058 433,410 394,986 557,070 572,264: 160,138 144,944 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -29,478: -4,466 -2,533 -12,032 -3,192 -18,398 -19,690 -32,963: -9,788 3,485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 18.9 5.9 60.4 55.1 77.7 79.8: 22.3 20.2 Old : 100.0: 11.4 18.9 5.9 60.4 55.1 77.7 79.8: 22.3 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 : 159: 29 31 37 76 78 124 127: Old : 159: 29 31 37 76 78 124 127: 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 : 18.7 17.3 28.1 26.3 18.4 16.9 26.2 25.0 Old : 18.7 17.3 28.1 26.3 18.4 16.9 26.2 25.0 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 28, 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 : 394,106: 52,235 59,553 3,607 272,466 286,097 328,308 349,257: 65,798 44,849 Old : 394,106: 52,235 59,553 3,607 272,466 286,097 328,308 349,257: 65,798 44,849 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -20,645: -822 -2,314 -448 -21,397 -15,838 -22,667 -18,600: 2,021 -2,046 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 15.1 0.9 69.1 72.6 83.3 88.6: 16.7 11.4 Old : 100.0: 13.3 15.1 0.9 69.1 72.6 83.3 88.6: 16.7 11.4 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 : 74: 8 11 6 42 35 53 49: Old : 74: 8 11 6 42 35 53 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 : 25.9 50.1 46.1 63.6 24.8 49.6 42.8 62.5 Old : 25.9 50.1 46.1 63.6 24.8 49.6 42.8 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 9,015: 510 465 439 7,606 7,786 8,555 8,690: 460 325 Old : 9,015: 510 465 439 7,606 7,786 8,555 8,690: 460 325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -303: 26 314 -161 -116 -292 -251 -139: -52 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 5.2 4.9 84.4 86.4 94.9 96.4: 5.1 3.6 Old : 100.0: 5.7 5.2 4.9 84.4 86.4 94.9 96.4: 5.1 3.6 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 : 38: 4 6 5 22 26 30 33: Old : 38: 4 6 5 22 26 30 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 : 42.7 43.6 64.3 65.0 28.3 25.1 37.1 34.4 Old : 42.7 43.6 64.3 65.0 28.3 25.1 37.1 34.4 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 28, 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 : 226,599: 37,763 32,014 43,776 106,688 118,608 188,228 194,398: 38,371 32,201 Old : 96,214: 18,282 7,302 12,505 46,055 61,693 76,842 81,500: 19,371 14,713 Other: 130,385: 27,329 32,560 23,423 60,633 56,915 111,386 112,898: 19,000 17,488 : : : : : Changes in Commitments from: June 21, 2011 : : -19,909: -7,169 11,093 -11,168 2,102 -24,020 -16,235 -24,095: -3,674 4,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 14.1 19.3 47.1 52.3 83.1 85.8: 16.9 14.2 Old : 100.0: 19.0 7.6 13.0 47.9 64.1 79.9 84.7: 20.1 15.3 Other: 100.0: 21.0 25.0 18.0 46.5 43.7 85.4 86.6: 14.6 13.4 : : : :# Traders : Number of Traders in Each Category : All : 175: 46 35 56 67 64 148 139: Old : 130: 33 20 39 61 54 115 99: Other: 154: 39 39 36 56 49 116 110: :---------------------------------------------------------------------------------------------------- : 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 28.0 25.2 37.3 8.4 19.6 14.4 25.7 Old : 18.4 38.5 28.0 47.9 17.4 37.5 25.0 44.5 Other: 20.9 24.0 32.1 37.6 12.0 16.8 20.5 26.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 18,790: 4,059 2,697 2,599 7,994 11,539 14,652 16,835: 4,137 1,955 Old : 1,783: 689 212 0 481 1,355 1,170 1,567: 613 216 Other: 17,007: 3,957 3,072 2,012 7,513 10,184 13,482 15,268: 3,524 1,739 : : : : : Changes in Commitments from: June 21, 2011 : : -2,008: -229 424 -430 -710 -2,318 -1,369 -2,324: -639 316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 14.4 13.8 42.5 61.4 78.0 89.6: 22.0 10.4 Old : 100.0: 38.6 11.9 0.0 27.0 76.0 65.6 87.9: 34.4 12.1 Other: 100.0: 23.3 18.1 11.8 44.2 59.9 79.3 89.8: 20.7 10.2 : : : :# Traders : Number of Traders in Each Category : All : 87: 32 16 22 29 20 73 48: Old : 33: 15 3 0 8 7 23 10: Other: 85: 30 18 16 26 20 64 47: :---------------------------------------------------------------------------------------------------- : 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 : 25.4 39.2 37.1 52.6 25.4 38.7 37.1 51.3 Old : 27.8 67.7 43.6 87.1 27.8 67.7 43.6 87.1 Other: 28.1 37.3 40.7 51.2 28.1 36.7 40.7 49.9 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,085,256: 255,362 182,942 60,581 660,218 689,642 976,161 933,166: 109,095 152,090 Old : 1,085,256: 255,362 182,942 60,581 660,218 689,642 976,161 933,166: 109,095 152,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -11,593: -55,348 -1,535 7,079 43,010 -15,768 -5,259 -10,224: -6,334 -1,369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 16.9 5.6 60.8 63.5 89.9 86.0: 10.1 14.0 Old : 100.0: 23.5 16.9 5.6 60.8 63.5 89.9 86.0: 10.1 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: 52 56 31 93 131 164 199: Old : 269: 52 56 31 93 131 164 199: 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 : 24.6 13.1 38.4 22.8 24.6 10.7 37.7 19.8 Old : 24.6 13.1 38.4 22.8 24.6 10.7 37.7 19.8 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 with Delta-adjusted Options and Futures Combined, June 28, 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 : 2,247,580: 234,628 246,422 247,690 1,440,761 1,369,276 1,923,079 1,863,388: 324,501 384,192 Old : 2,247,580: 234,628 246,422 247,690 1,440,761 1,369,276 1,923,079 1,863,388: 324,501 384,192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -177,678: -51,075 7,616 -70,752 -61,014 -126,065 -182,841 -189,201: 5,163 11,523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 11.0 11.0 64.1 60.9 85.6 82.9: 14.4 17.1 Old : 100.0: 10.4 11.0 11.0 64.1 60.9 85.6 82.9: 14.4 17.1 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 : 281: 57 48 61 135 163 217 247: Old : 281: 57 48 61 135 163 217 247: 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 : 21.1 17.9 29.0 25.1 20.0 14.9 27.0 21.3 Old : 21.1 17.9 29.0 25.1 20.0 14.9 27.0 21.3 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 28, 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 : 1,704,983: 448,880 145,911 100,406 911,873 1,157,649 1,461,159 1,403,966: 243,824 301,017 Old : 1,704,983: 448,880 145,911 100,406 911,873 1,157,649 1,461,159 1,403,966: 243,824 301,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -154,914: -63,697 -2,287 -25,464 -59,718 -108,253 -148,879 -136,003: -6,036 -18,911 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 8.6 5.9 53.5 67.9 85.7 82.3: 14.3 17.7 Old : 100.0: 26.3 8.6 5.9 53.5 67.9 85.7 82.3: 14.3 17.7 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 : 215: 30 45 35 83 123 137 179: Old : 215: 30 45 35 83 123 137 179: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 20.4 42.8 30.5 34.4 18.9 42.3 26.8 Old : 34.6 20.4 42.8 30.5 34.4 18.9 42.3 26.8 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 28, 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 : 1,063,868: 81,581 69,344 360,842 579,233 572,816 1,021,657 1,003,002: 42,211 60,866 Old : 1,063,868: 81,581 69,344 360,842 579,233 572,816 1,021,657 1,003,002: 42,211 60,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 36,146: 3,540 -17,052 32,554 4,715 23,085 40,809 38,587: -4,663 -2,441 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 6.5 33.9 54.4 53.8 96.0 94.3: 4.0 5.7 Old : 100.0: 7.7 6.5 33.9 54.4 53.8 96.0 94.3: 4.0 5.7 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 : 150: 32 31 47 69 79 123 141: Old : 150: 32 31 47 69 79 123 141: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 24.7 48.2 37.5 19.2 10.0 22.0 13.6 Old : 34.6 24.7 48.2 37.5 19.2 10.0 22.0 13.6 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 28, 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 : 40,969: 10,805 2,499 644 23,466 33,676 34,916 36,819: 6,053 4,150 Old : 40,969: 10,805 2,499 644 23,466 33,676 34,916 36,819: 6,053 4,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -1,581: 413 -902 200 -2,092 -911 -1,480 -1,613: -101 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 6.1 1.6 57.3 82.2 85.2 89.9: 14.8 10.1 Old : 100.0: 26.4 6.1 1.6 57.3 82.2 85.2 89.9: 14.8 10.1 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 : 89: 23 13 6 35 27 60 44: Old : 89: 23 13 6 35 27 60 44: 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 : 26.4 48.1 41.1 63.5 26.4 47.9 40.8 62.4 Old : 26.4 48.1 41.1 63.5 26.4 47.9 40.8 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 81,939: 21,611 4,998 1,289 46,933 67,352 69,833 73,639: 12,106 8,300 Old : 81,939: 21,611 4,998 1,289 46,933 67,352 69,833 73,639: 12,106 8,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -3,163: 825 -1,804 400 -4,185 -1,822 -2,960 -3,226: -203 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 6.1 1.6 57.3 82.2 85.2 89.9: 14.8 10.1 Old : 100.0: 26.4 6.1 1.6 57.3 82.2 85.2 89.9: 14.8 10.1 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 : 89: 23 13 6 35 27 60 44: Old : 89: 23 13 6 35 27 60 44: 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 : 26.4 48.1 41.1 63.5 26.4 47.9 40.8 62.4 Old : 26.4 48.1 41.1 63.5 26.4 47.9 40.8 62.4 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 with Delta-adjusted Options and Futures Combined, June 28, 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 : 6,161: 2,938 1,753 486 1,818 3,813 5,242 6,052: 919 109 Old : 6,161: 2,938 1,753 486 1,818 3,813 5,242 6,052: 919 109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : -2,911: -1,475 323 -504 126 -1,977 -1,853 -2,158: -1,058 -753 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 28.5 7.9 29.5 61.9 85.1 98.2: 14.9 1.8 Old : 100.0: 47.7 28.5 7.9 29.5 61.9 85.1 98.2: 14.9 1.8 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 : 20: 10 6 1 3 1 14 7: Old : 20: 10 6 1 3 1 14 7: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 88.4 77.6 98.2 57.0 80.5 72.2 90.3 Old : 57.0 88.4 77.6 98.2 57.0 80.5 72.2 90.3 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 28, 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 : 13,404: 3,318 759 12 9,715 12,579 13,045 13,350: 359 54 Old : 13,404: 3,318 759 12 9,715 12,579 13,045 13,350: 359 54 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 105: 665 21 1 -561 98 105 120: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 5.7 0.1 72.5 93.8 97.3 99.6: 2.7 0.4 Old : 100.0: 24.8 5.7 0.1 72.5 93.8 97.3 99.6: 2.7 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 : 29: 6 6 1 7 12 13 19: Old : 29: 6 6 1 7 12 13 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 : 71.2 82.9 93.6 93.7 71.2 82.9 93.5 93.7 Old : 71.2 82.9 93.6 93.7 71.2 82.9 93.5 93.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 25,566: 5,188 833 0 20,062 24,653 25,250 25,486: 316 80 Old : 25,566: 5,188 833 0 20,062 24,653 25,250 25,486: 316 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 2,709: 525 210 0 2,200 2,518 2,725 2,728: -16 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 3.3 0.0 78.5 96.4 98.8 99.7: 1.2 0.3 Old : 100.0: 20.3 3.3 0.0 78.5 96.4 98.8 99.7: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 8 5 0 8 13 16 18: Old : 33: 8 5 0 8 13 16 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 : 85.5 74.6 95.8 90.7 85.5 74.6 95.8 90.7 Old : 85.5 74.6 95.8 90.7 85.5 74.6 95.8 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011