WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 590,807: 77,400 123,851 139,193 331,551 266,607 548,145 529,651: 42,662 61,156
Old : 541,284: 79,883 115,654 125,322 296,949 248,361 502,155 489,338: 39,129 51,947
Other: 49,522: 8,279 18,958 3,109 34,602 18,246 45,989 40,313: 3,533 9,209
: : :
: : Changes in Commitments from: May 25, 2010 :
: 15,118: -2,249 2,759 5,665 6,560 4,515 9,976 12,939: 5,142 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 21.0 23.6 56.1 45.1 92.8 89.6: 7.2 10.4
Old : 100.0: 14.8 21.4 23.2 54.9 45.9 92.8 90.4: 7.2 9.6
Other: 100.0: 16.7 38.3 6.3 69.9 36.8 92.9 81.4: 7.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 121 160 173 87 111 318 358:
Old : 424: 120 168 167 84 106 311 349:
Other: 158: 39 34 24 36 57 93 105:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 15.1 35.0 24.1 19.8 11.8 32.2 18.1
Old : 23.0 15.6 36.7 25.4 21.2 13.8 33.8 22.0
Other: 35.2 30.7 50.6 44.9 34.8 30.7 48.6 41.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 1,604,392: 274,853 180,132 443,490 739,994 675,043 1,458,337 1,298,666: 146,055 305,727
Old : 883,165: 146,821 199,638 209,435 438,515 343,937 794,771 753,010: 88,394 130,155
Other: 721,227: 200,298 52,760 161,790 301,479 331,106 663,566 545,656: 57,661 175,572
: : :
: : Changes in Commitments from: May 25, 2010 :
: 8,761: 694 16,762 19,939 -14,164 -35,688 6,468 1,012: 2,293 7,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.2 27.6 46.1 42.1 90.9 80.9: 9.1 19.1
Old : 100.0: 16.6 22.6 23.7 49.7 38.9 90.0 85.3: 10.0 14.7
Other: 100.0: 27.8 7.3 22.4 41.8 45.9 92.0 75.7: 8.0 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 180 177 256 227 297 555 614:
Old : 669: 144 202 190 201 264 465 543:
Other: 580: 176 102 163 143 261 384 467:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 11.6 22.6 16.6 13.7 9.1 20.3 12.7
Old : 19.2 9.7 27.4 15.9 18.8 8.6 25.5 13.1
Other: 18.5 16.3 26.7 21.3 17.8 14.6 25.3 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 20,075: 1,573 4,435 1,794 12,896 11,670 16,263 17,898: 3,812 2,177
Old : 20,075: 1,573 4,435 1,794 12,896 11,670 16,263 17,898: 3,812 2,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 698: 32 -156 411 231 515 675 770: 23 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 22.1 8.9 64.2 58.1 81.0 89.2: 19.0 10.8
Old : 100.0: 7.8 22.1 8.9 64.2 58.1 81.0 89.2: 19.0 10.8
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 : 55: 14 20 10 18 12 36 38:
Old : 55: 14 20 10 18 12 36 38:
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 : 32.9 44.1 51.4 62.1 26.7 34.2 40.5 47.1
Old : 32.9 44.1 51.4 62.1 26.7 34.2 40.5 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 602,378: 77,059 77,003 170,162 306,880 248,529 554,100 495,694: 48,278 106,684
Old : 297,635: 49,114 62,628 63,042 158,381 132,998 270,537 258,667: 27,098 38,968
Other: 304,743: 60,077 46,508 74,988 148,499 115,531 283,563 237,026: 21,180 67,716
: : :
: : Changes in Commitments from: May 25, 2010 :
: 10,191: -3,763 1,865 8,471 3,052 -65 7,759 10,271: 2,431 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.8 28.2 50.9 41.3 92.0 82.3: 8.0 17.7
Old : 100.0: 16.5 21.0 21.2 53.2 44.7 90.9 86.9: 9.1 13.1
Other: 100.0: 19.7 15.3 24.6 48.7 37.9 93.0 77.8: 7.0 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 127 154 184 126 169 361 418:
Old : 439: 123 134 131 102 145 290 348:
Other: 398: 91 125 112 89 152 252 325:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 16.4 27.9 21.8 15.5 10.4 23.5 13.9
Old : 25.8 21.9 36.2 28.5 22.9 15.5 31.1 21.1
Other: 17.3 11.9 27.4 19.6 16.0 8.2 25.1 12.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 18,329: 14,103 1,280 184 45 3,453 14,332 4,917: 3,997 13,412
Old : 4,377: 2,003 992 27 45 221 2,075 1,240: 2,302 3,137
Other: 13,952: 12,217 405 40 0 3,232 12,257 3,677: 1,695 10,275
: : :
: : Changes in Commitments from: May 25, 2010 :
: -445: -586 495 -189 0 48 -775 354: 330 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 7.0 1.0 0.2 18.8 78.2 26.8: 21.8 73.2
Old : 100.0: 45.8 22.7 0.6 1.0 5.0 47.4 28.3: 52.6 71.7
Other: 100.0: 87.6 2.9 0.3 0.0 23.2 87.9 26.4: 12.1 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 6 7 2 9 17 20:
Old : 26: 12 7 2 2 6 14 15:
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 : 57.0 12.2 70.3 18.4 56.8 12.2 70.0 18.2
Old : 36.0 18.6 45.5 25.2 35.5 18.6 44.8 25.2
Other: 64.3 14.8 81.1 22.5 64.3 14.8 81.0 22.4
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 6,476: 3,029 3,413 1,619 1,589 1,044 6,237 6,076: 240 400
Old : 6,476: 3,029 3,413 1,619 1,589 1,044 6,237 6,076: 240 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 51: 215 606 -142 49 -401 122 63: -71 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 52.7 25.0 24.5 16.1 96.3 93.8: 3.7 6.2
Old : 100.0: 46.8 52.7 25.0 24.5 16.1 96.3 93.8: 3.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 9 12 2 5 16 18:
Old : 20: 6 9 12 2 5 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 : 72.9 54.0 86.5 78.0 59.5 43.3 61.9 56.3
Old : 72.9 54.0 86.5 78.0 59.5 43.3 61.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 370,047: 53,494 66,302 76,417 212,548 196,933 342,459 339,652: 27,588 30,395
Old : 250,781: 47,785 72,189 35,419 150,961 119,149 234,166 226,757: 16,615 24,023
Other: 119,266: 29,183 17,587 17,524 61,586 77,784 108,293 112,895: 10,973 6,371
: : :
: : Changes in Commitments from: May 25, 2010 :
: 9,945: 1,416 -8,966 6,506 3,005 14,064 10,927 11,604: -981 -1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.9 20.7 57.4 53.2 92.5 91.8: 7.5 8.2
Old : 100.0: 19.1 28.8 14.1 60.2 47.5 93.4 90.4: 6.6 9.6
Other: 100.0: 24.5 14.7 14.7 51.6 65.2 90.8 94.7: 9.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 60 85 86 73 65 196 200:
Old : 255: 64 98 62 70 62 170 192:
Other: 151: 49 35 31 53 33 122 82:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 26.8 28.6 35.6 13.7 19.6 20.5 24.8
Old : 20.4 21.8 32.4 30.0 17.5 19.1 27.0 25.0
Other: 19.0 47.6 32.6 59.4 16.4 43.2 26.7 52.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 780,776: 71,893 134,066 64,724 489,111 453,319 625,728 652,108: 155,048 128,667
Old : 780,776: 71,893 134,066 64,724 489,111 453,319 625,728 652,108: 155,048 128,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -48,155: -268 -20,337 11,487 -64,208 -17,751 -52,989 -26,601: 4,834 -21,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.2 8.3 62.6 58.1 80.1 83.5: 19.9 16.5
Old : 100.0: 9.2 17.2 8.3 62.6 58.1 80.1 83.5: 19.9 16.5
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 : 151: 26 31 32 69 78 111 125:
Old : 151: 26 31 32 69 78 111 125:
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 23.3 30.2 35.8 17.4 19.8 27.3 28.4
Old : 18.7 23.3 30.2 35.8 17.4 19.8 27.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 145,185: 3,921 17,709 0 105,941 104,672 109,862 122,381: 35,323 22,804
Old : 145,185: 3,921 17,709 0 105,941 104,672 109,862 122,381: 35,323 22,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 7,774: 402 2,214 -2,647 14,138 4,443 11,893 4,010: -4,119 3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.2 0.0 73.0 72.1 75.7 84.3: 24.3 15.7
Old : 100.0: 2.7 12.2 0.0 73.0 72.1 75.7 84.3: 24.3 15.7
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 : 29: 2 5 0 18 14 20 19:
Old : 29: 2 5 0 18 14 20 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 : 43.6 61.5 62.1 71.2 40.4 53.7 54.5 63.3
Old : 43.6 61.5 62.1 71.2 40.4 53.7 54.5 63.3
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 1, 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 : 10,385: 1,267 720 352 8,166 9,032 9,785 10,104: 600 281
Old : 10,385: 1,267 720 352 8,166 9,032 9,785 10,104: 600 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 80: 160 40 30 2 -27 192 43: -112 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.9 3.4 78.6 87.0 94.2 97.3: 5.8 2.7
Old : 100.0: 12.2 6.9 3.4 78.6 87.0 94.2 97.3: 5.8 2.7
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 : 29: 7 6 3 15 16 25 22:
Old : 29: 7 6 3 15 16 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 67.2 71.9 84.0 13.6 16.0 19.9 21.0
Old : 56.9 67.2 71.9 84.0 13.6 16.0 19.9 21.0
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 1, 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 : 192,248: 43,248 14,772 35,819 80,633 115,893 159,700 166,484: 32,548 25,764
Old : 120,328: 39,911 11,605 15,837 42,143 73,931 97,891 101,373: 22,437 18,955
Other: 71,920: 11,146 10,976 12,174 38,490 41,962 61,809 65,111: 10,111 6,810
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,239: -346 -1,148 1,004 -1,481 -2,571 -823 -2,716: -2,416 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.7 18.6 41.9 60.3 83.1 86.6: 16.9 13.4
Old : 100.0: 33.2 9.6 13.2 35.0 61.4 81.4 84.2: 18.6 15.8
Other: 100.0: 15.5 15.3 16.9 53.5 58.3 85.9 90.5: 14.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 52 43 62 64 66 155 142:
Old : 177: 55 38 44 58 61 137 123:
Other: 120: 27 30 37 47 36 97 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 : 11.0 34.4 20.0 42.9 10.7 28.2 18.5 33.3
Old : 12.9 33.6 22.4 43.5 12.8 29.0 21.2 36.4
Other: 21.7 39.6 35.0 50.5 21.5 36.7 32.1 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 16,557: 3,471 4,186 1,507 8,543 7,934 13,520 13,627: 3,037 2,931
Old : 7,978: 2,869 3,970 394 2,885 2,219 6,149 6,583: 1,829 1,395
Other: 8,579: 844 458 870 5,657 5,715 7,371 7,043: 1,208 1,536
: : :
: : Changes in Commitments from: May 25, 2010 :
: -86: -208 -240 54 -300 -267 -453 -453: 367 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.3 9.1 51.6 47.9 81.7 82.3: 18.3 17.7
Old : 100.0: 36.0 49.8 4.9 36.2 27.8 77.1 82.5: 22.9 17.5
Other: 100.0: 9.8 5.3 10.1 65.9 66.6 85.9 82.1: 14.1 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 22 19 14 26 23 53 54:
Old : 69: 16 23 5 20 16 40 40:
Other: 54: 14 8 7 18 21 34 35:
:----------------------------------------------------------------------------------------------------
: 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 25.9 47.1 43.4 31.5 23.1 43.9 38.6
Old : 30.9 32.9 47.3 47.7 30.9 32.9 47.3 47.7
Other: 52.3 37.3 63.8 55.5 50.6 30.9 59.6 47.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 966,310: 241,234 183,512 49,748 561,531 599,668 852,512 832,927: 113,798 133,383
Old : 966,310: 241,234 183,512 49,748 561,531 599,668 852,512 832,927: 113,798 133,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -52,229: 7,659 -1,342 -37,106 -24,048 -15,865 -53,495 -54,313: 1,266 2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.0 5.1 58.1 62.1 88.2 86.2: 11.8 13.8
Old : 100.0: 25.0 19.0 5.1 58.1 62.1 88.2 86.2: 11.8 13.8
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 : 210: 30 48 25 76 115 124 170:
Old : 210: 30 48 25 76 115 124 170:
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 : 44.1 15.9 52.6 24.3 43.9 14.4 51.5 21.4
Old : 44.1 15.9 52.6 24.3 43.9 14.4 51.5 21.4
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 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,230,975: 163,709 317,116 235,092 1,514,507 1,350,824 1,913,308 1,903,032: 317,667 327,944
Old : 2,230,975: 163,709 317,116 235,092 1,514,507 1,350,824 1,913,308 1,903,032: 317,667 327,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 52,907: 15,204 -26,109 60,017 -55,844 7,927 19,377 41,835: 33,530 11,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 14.2 10.5 67.9 60.5 85.8 85.3: 14.2 14.7
Old : 100.0: 7.3 14.2 10.5 67.9 60.5 85.8 85.3: 14.2 14.7
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 : 245: 37 48 60 126 142 198 215:
Old : 245: 37 48 60 126 142 198 215:
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 : 34.0 17.7 40.4 27.8 31.4 13.1 36.3 19.8
Old : 34.0 17.7 40.4 27.8 31.4 13.1 36.3 19.8
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 1, 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 : 963,536: 157,414 104,624 39,410 553,553 572,039 750,377 716,073: 213,159 247,464
Old : 963,536: 157,414 104,624 39,410 553,553 572,039 750,377 716,073: 213,159 247,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -140,116: -13,822 -14,578 -7,693 -104,011 -79,882 -125,526 -102,153: -14,590 -37,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.9 4.1 57.5 59.4 77.9 74.3: 22.1 25.7
Old : 100.0: 16.3 10.9 4.1 57.5 59.4 77.9 74.3: 22.1 25.7
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: 25 23 24 66 86 102 122:
Old : 150: 25 23 24 66 86 102 122:
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 : 23.3 16.7 33.5 25.6 18.3 12.9 26.1 19.3
Old : 23.3 16.7 33.5 25.6 18.3 12.9 26.1 19.3
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 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,075,425: 165,747 25,074 446,323 426,387 551,879 1,038,458 1,023,276: 36,968 52,149
Old : 1,075,425: 165,747 25,074 446,323 426,387 551,879 1,038,458 1,023,276: 36,968 52,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -122,188: -5,057 -8,223 -51,712 -59,815 -53,568 -116,583 -113,503: -5,605 -8,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.3 41.5 39.6 51.3 96.6 95.2: 3.4 4.8
Old : 100.0: 15.4 2.3 41.5 39.6 51.3 96.6 95.2: 3.4 4.8
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 : 126: 28 24 41 62 62 109 111:
Old : 126: 28 24 41 62 62 109 111:
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 : 39.3 30.4 56.7 49.8 19.5 12.9 22.3 17.5
Old : 39.3 30.4 56.7 49.8 19.5 12.9 22.3 17.5
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 with Delta-adjusted Options and Futures Combined, June 1, 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 : 12,840: 1,207 663 0 7,684 9,305 8,891 9,968: 3,949 2,872
Old : 12,840: 1,207 663 0 7,684 9,305 8,891 9,968: 3,949 2,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 172: -927 252 0 -0 -0 -927 252: 1,099 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.2 0.0 59.8 72.5 69.2 77.6: 30.8 22.4
Old : 100.0: 9.4 5.2 0.0 59.8 72.5 69.2 77.6: 30.8 22.4
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: 2 3 0 10 9 12 12:
Old : 20: 2 3 0 10 9 12 12:
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 : 36.3 58.8 56.3 73.9 36.3 58.8 55.8 72.6
Old : 36.3 58.8 56.3 73.9 36.3 58.8 55.8 72.6
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 1, 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 : 77,836: 13,021 10,706 788 50,520 49,914 64,329 61,408: 13,508 16,429
Old : 77,836: 13,021 10,706 788 50,520 49,914 64,329 61,408: 13,508 16,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -93: -966 -168 -324 1,777 -4,506 486 -4,999: -579 4,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.8 1.0 64.9 64.1 82.6 78.9: 17.4 21.1
Old : 100.0: 16.7 13.8 1.0 64.9 64.1 82.6 78.9: 17.4 21.1
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 : 87: 21 15 9 32 31 57 51:
Old : 87: 21 15 9 32 31 57 51:
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 34.6 41.3 51.5 25.9 34.6 40.5 48.6
Old : 26.4 34.6 41.3 51.5 25.9 34.6 40.5 48.6
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 1, 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 : 15,216: 3,199 751 6 11,617 14,100 14,822 14,857: 394 359
Old : 15,216: 3,199 751 6 11,617 14,100 14,822 14,857: 394 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -182: 557 94 -198 -517 -52 -158 -156: -24 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.9 0.0 76.3 92.7 97.4 97.6: 2.6 2.4
Old : 100.0: 21.0 4.9 0.0 76.3 92.7 97.4 97.6: 2.6 2.4
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 : 35: 4 7 1 11 18 15 26:
Old : 35: 4 7 1 11 18 15 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 : 73.6 70.4 90.8 83.1 69.5 68.4 84.0 75.2
Old : 73.6 70.4 90.8 83.1 69.5 68.4 84.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 40,021: 4,000 2,311 0 35,228 37,156 39,228 39,467: 793 554
Old : 40,021: 4,000 2,311 0 35,228 37,156 39,228 39,467: 793 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,050: -166 839 0 1,500 492 1,334 1,331: -284 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.8 0.0 88.0 92.8 98.0 98.6: 2.0 1.4
Old : 100.0: 10.0 5.8 0.0 88.0 92.8 98.0 98.6: 2.0 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: 6 6 0 8 15 14 21:
Old : 32: 6 6 0 8 15 14 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 : 87.1 72.9 95.9 86.3 69.8 61.7 77.9 70.5
Old : 87.1 72.9 95.9 86.3 69.8 61.7 77.9 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010