WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 387,384: 62,142 78,738 63,996 224,074 183,787 350,212 326,521: 37,172 60,863
Old : 161,519: 30,281 74,410 1,594 112,491 63,970 144,366 139,974: 17,153 21,545
Other: 225,865: 71,917 44,384 22,346 111,583 119,817 205,846 186,547: 20,019 39,318
: : :
: : Changes in Commitments from: March 28, 2006 :
: 3,054: 4,088 8,995 -8,400 2,461 -577 -1,851 18: 4,905 3,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.3 16.5 57.8 47.4 90.4 84.3: 9.6 15.7
Old : 100.0: 18.7 46.1 1.0 69.6 39.6 89.4 86.7: 10.6 13.3
Other: 100.0: 31.8 19.7 9.9 49.4 53.0 91.1 82.6: 8.9 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 90 117 119 49 69 225 247:
Old : 247: 63 121 6 22 41 89 164:
Other: 248: 96 72 74 39 68 173 179:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 24.6 44.9 30.9 31.6 21.9 44.6 26.7
Old : 49.1 25.8 66.0 34.1 49.1 25.8 65.9 34.1
Other: 28.5 27.2 37.8 35.2 28.3 23.6 35.8 29.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,124,766: 244,241 98,284 180,453 547,156 582,559 971,850 861,296: 152,916 263,470
Old : 724,592: 177,496 150,735 70,896 371,942 368,879 620,334 590,510: 104,258 134,082
Other: 400,174: 155,098 35,902 21,204 175,214 213,680 351,516 270,786: 48,658 129,388
: : :
: : Changes in Commitments from: March 28, 2006 :
: 34,806: 24,775 -42,663 8,431 5,044 63,035 38,250 28,803: -3,444 6,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 8.7 16.0 48.6 51.8 86.4 76.6: 13.6 23.4
Old : 100.0: 24.5 20.8 9.8 51.3 50.9 85.6 81.5: 14.4 18.5
Other: 100.0: 38.8 9.0 5.3 43.8 53.4 87.8 67.7: 12.2 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 175 111 156 199 265 463 475:
Old : 595: 145 136 110 167 235 388 417:
Other: 461: 107 80 38 97 239 226 336:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 14.5 29.0 19.7 19.8 13.8 28.3 18.3
Old : 27.0 16.5 36.6 23.2 27.0 16.0 36.4 22.2
Other: 25.1 14.0 37.9 20.6 24.8 13.6 36.7 19.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,433: 3,868 511 554 2,690 7,379 7,112 8,444: 4,321 2,989
Old : 4,648: 1,257 688 0 751 2,049 2,008 2,737: 2,640 1,911
Other: 6,785: 2,788 0 377 1,939 5,330 5,104 5,707: 1,681 1,078
: : :
: : Changes in Commitments from: March 28, 2006 :
: 993: 182 -116 14 -493 -108 -297 -210: 1,290 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 4.5 4.8 23.5 64.5 62.2 73.9: 37.8 26.1
Old : 100.0: 27.0 14.8 0.0 16.2 44.1 43.2 58.9: 56.8 41.1
Other: 100.0: 41.1 0.0 5.6 28.6 78.6 75.2 84.1: 24.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 5 7 11 15 30 25:
Old : 28: 7 7 0 4 11 11 18:
Other: 29: 13 0 7 10 12 25 19:
:----------------------------------------------------------------------------------------------------
: 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 37.2 43.7 57.4 26.9 32.5 35.7 46.2
Old : 33.6 32.4 41.2 45.7 28.9 31.5 36.3 43.2
Other: 41.6 51.4 56.6 75.1 39.9 47.6 50.7 64.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 377,734: 53,596 96,803 61,042 205,776 116,308 320,414 274,153: 57,320 103,581
Old : 290,607: 56,605 119,504 18,909 169,932 88,773 245,446 227,186: 45,161 63,421
Other: 87,127: 31,933 12,241 7,191 35,844 27,535 74,968 46,967: 12,159 40,160
: : :
: : Changes in Commitments from: March 28, 2006 :
: 18,021: 5,366 14,619 2,394 9,958 -7,100 17,718 9,913: 303 8,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.6 16.2 54.5 30.8 84.8 72.6: 15.2 27.4
Old : 100.0: 19.5 41.1 6.5 58.5 30.5 84.5 78.2: 15.5 21.8
Other: 100.0: 36.7 14.0 8.3 41.1 31.6 86.0 53.9: 14.0 46.1
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 98 135 115 97 100 278 304:
Old : 386: 106 152 66 84 87 230 273:
Other: 192: 56 44 32 47 66 125 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 11.3 31.8 17.4 20.5 10.1 29.6 15.2
Old : 27.8 13.5 39.3 21.2 27.8 12.2 39.0 19.4
Other: 24.9 12.6 37.4 19.2 23.1 11.9 34.1 17.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,532: 9,750 2,805 955 610 239 11,315 3,999: 4,217 11,533
Old : 8,567: 3,973 2,855 796 555 49 5,324 3,700: 3,243 4,867
Other: 6,965: 5,931 104 5 55 190 5,991 299: 974 6,666
: : :
: : Changes in Commitments from: March 28, 2006 :
: 831: 537 -675 5 610 22 1,152 -648: -321 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 18.1 6.1 3.9 1.5 72.8 25.7: 27.2 74.3
Old : 100.0: 46.4 33.3 9.3 6.5 0.6 62.1 43.2: 37.9 56.8
Other: 100.0: 85.2 1.5 0.1 0.8 2.7 86.0 4.3: 14.0 95.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 8 8 1 2 16 15:
Old : 22: 11 9 6 1 2 15 14:
Other: 9: 4 3 1 1 1 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 16.5 63.7 23.2 50.7 13.8 60.4 19.1
Old : 32.4 29.7 50.7 41.0 30.3 25.2 45.8 32.9
Other: 85.9 4.2 86.0 4.3 85.9 4.2 85.9 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,934: 40,574 24,135 27,668 99,405 114,633 167,647 166,436: 22,287 23,498
Old : 158,794: 41,842 29,335 13,437 84,576 94,442 139,855 137,214: 18,939 21,580
Other: 31,140: 8,874 4,942 4,089 14,829 20,191 27,792 29,222: 3,348 1,918
: : :
: : Changes in Commitments from: March 28, 2006 :
: 587: 1,397 4,213 -2,685 139 -5,894 -1,149 -4,366: 1,736 4,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.7 14.6 52.3 60.4 88.3 87.6: 11.7 12.4
Old : 100.0: 26.3 18.5 8.5 53.3 59.5 88.1 86.4: 11.9 13.6
Other: 100.0: 28.5 15.9 13.1 47.6 64.8 89.2 93.8: 10.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 46 45 38 47 41 115 114:
Old : 163: 48 47 32 42 39 105 108:
Other: 65: 18 15 16 17 21 44 44:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 38.4 37.9 47.4 25.3 36.4 35.3 42.8
Old : 30.0 37.3 41.9 47.2 30.0 37.2 41.3 45.0
Other: 50.3 43.9 70.0 60.2 47.0 38.7 55.4 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 656,553: 75,987 164,444 9,123 454,969 303,782 540,079 477,349: 116,474 179,204
Old : 656,553: 75,987 164,444 9,123 454,969 303,782 540,079 477,349: 116,474 179,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 42,478: 18,892 30,661 -4,375 14,603 15,580 29,120 41,866: 13,358 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 25.0 1.4 69.3 46.3 82.3 72.7: 17.7 27.3
Old : 100.0: 11.6 25.0 1.4 69.3 46.3 82.3 72.7: 17.7 27.3
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 : 164: 32 46 20 63 63 106 118:
Old : 164: 32 46 20 63 63 106 118:
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 : 25.4 20.6 35.8 30.8 20.4 14.1 28.0 23.4
Old : 25.4 20.6 35.8 30.8 20.4 14.1 28.0 23.4
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 - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,330: 22,782 41,245 28,498 86,895 67,415 138,175 137,158: 27,155 28,172
Old : 134,607: 23,349 38,445 19,214 68,720 53,883 111,283 111,542: 23,324 23,065
Other: 30,723: 3,448 6,815 5,269 18,175 13,532 26,892 25,616: 3,831 5,107
: : :
: : Changes in Commitments from: March 28, 2006 :
: 14,217: -655 6,700 2,609 12,972 3,902 14,926 13,211: -709 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 24.9 17.2 52.6 40.8 83.6 83.0: 16.4 17.0
Old : 100.0: 17.3 28.6 14.3 51.1 40.0 82.7 82.9: 17.3 17.1
Other: 100.0: 11.2 22.2 17.2 59.2 44.0 87.5 83.4: 12.5 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 40 59 41 57 48 124 130:
Old : 174: 45 56 40 53 45 120 126:
Other: 76: 17 22 9 28 24 52 48:
:----------------------------------------------------------------------------------------------------
: 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 21.0 35.4 29.4 22.6 19.6 31.2 26.5
Old : 22.4 21.4 32.4 30.2 19.4 19.9 28.1 28.4
Other: 44.3 29.8 58.9 48.4 43.4 27.6 52.9 40.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,960: 3,322 215 623 3,809 8,502 7,754 9,340: 3,206 1,620
Old : 7,030: 2,897 299 99 1,988 5,655 4,984 6,053: 2,046 977
Other: 3,930: 612 103 337 1,821 2,847 2,770 3,287: 1,160 643
: : :
: : Changes in Commitments from: March 28, 2006 :
: -277: -177 -52 -538 -69 462 -784 -128: 507 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.0 5.7 34.8 77.6 70.7 85.2: 29.3 14.8
Old : 100.0: 41.2 4.3 1.4 28.3 80.4 70.9 86.1: 29.1 13.9
Other: 100.0: 15.6 2.6 8.6 46.3 72.4 70.5 83.6: 29.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 18 5 8 17 20 39 29:
Old : 42: 15 5 4 10 18 27 25:
Other: 28: 7 4 5 10 13 20 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 55.6 41.9 67.1 21.9 42.7 32.0 51.1
Old : 34.2 57.8 50.2 71.2 30.1 49.5 44.6 59.7
Other: 38.9 57.4 51.9 71.8 26.8 40.3 35.3 50.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 473,532: 160,669 134,302 1,873 228,300 217,765 390,842 353,940: 82,690 119,592
Old : 473,532: 160,669 134,302 1,873 228,300 217,765 390,842 353,940: 82,690 119,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 19,192: 4,804 15,818 -773 8,850 3,448 12,881 18,493: 6,311 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 28.4 0.4 48.2 46.0 82.5 74.7: 17.5 25.3
Old : 100.0: 33.9 28.4 0.4 48.2 46.0 82.5 74.7: 17.5 25.3
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 : 151: 32 38 6 53 59 89 99:
Old : 151: 32 38 6 53 59 89 99:
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 : 21.6 15.9 36.4 25.3 21.6 15.1 35.6 24.0
Old : 21.6 15.9 36.4 25.3 21.6 15.1 35.6 24.0
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,132,614: 635,445 484,224 62,975 1,219,554 1,156,181 1,917,974 1,703,380: 214,640 429,234
Old : 2,132,614: 635,445 484,224 62,975 1,219,554 1,156,181 1,917,974 1,703,380: 214,640 429,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 119,289: 26,914 49,355 11,754 73,128 59,046 111,796 120,155: 7,493 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.7 3.0 57.2 54.2 89.9 79.9: 10.1 20.1
Old : 100.0: 29.8 22.7 3.0 57.2 54.2 89.9 79.9: 10.1 20.1
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 : 280: 67 75 40 94 96 177 195:
Old : 280: 67 75 40 94 96 177 195:
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 : 28.4 34.1 38.8 41.8 24.0 32.2 33.6 38.8
Old : 28.4 34.1 38.8 41.8 24.0 32.2 33.6 38.8
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 - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,195,170: 257,367 281,877 36,483 738,764 581,817 1,032,614 900,177: 162,556 294,993
Old : 1,195,170: 257,367 281,877 36,483 738,764 581,817 1,032,614 900,177: 162,556 294,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 7,762: -13,749 1,226 7,154 -955 -21,495 -7,550 -13,115: 15,312 20,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.6 3.1 61.8 48.7 86.4 75.3: 13.6 24.7
Old : 100.0: 21.5 23.6 3.1 61.8 48.7 86.4 75.3: 13.6 24.7
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 : 192: 45 48 26 64 72 117 138:
Old : 192: 45 48 26 64 72 117 138:
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 : 26.6 17.2 37.9 24.2 23.6 15.6 33.8 22.5
Old : 26.6 17.2 37.9 24.2 23.6 15.6 33.8 22.5
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 510,718: 158,549 172,785 91,816 202,082 216,222 452,447 480,823: 58,271 29,895
Old : 510,718: 158,549 172,785 91,816 202,082 216,222 452,447 480,823: 58,271 29,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -98,609: 9,695 24,315 -49,008 -66,727 -64,512 -106,040 -89,205: 7,431 -9,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 33.8 18.0 39.6 42.3 88.6 94.1: 11.4 5.9
Old : 100.0: 31.0 33.8 18.0 39.6 42.3 88.6 94.1: 11.4 5.9
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 : 123: 37 28 36 47 46 100 95:
Old : 123: 37 28 36 47 46 100 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 34.3 36.8 47.2 18.3 31.3 25.1 38.8
Old : 23.7 34.3 36.8 47.2 18.3 31.3 25.1 38.8
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,682: 9,686 7,443 3 16,157 24,828 25,846 32,274: 13,836 7,408
Old : 39,682: 9,686 7,443 3 16,157 24,828 25,846 32,274: 13,836 7,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 189: -441 85 0 424 -189 -17 -104: 206 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 18.8 0.0 40.7 62.6 65.1 81.3: 34.9 18.7
Old : 100.0: 24.4 18.8 0.0 40.7 62.6 65.1 81.3: 34.9 18.7
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 : 50: 15 10 1 15 11 30 22:
Old : 50: 15 10 1 15 11 30 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 : 32.0 42.0 47.0 63.2 32.0 42.0 47.0 63.2
Old : 32.0 42.0 47.0 63.2 32.0 42.0 47.0 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,151: 52,610 18,395 566 9,211 28,753 62,387 47,714: 9,764 24,437
Old : 72,151: 52,610 18,395 566 9,211 28,753 62,387 47,714: 9,764 24,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 6,700: 5,188 1,127 -96 473 6,356 5,565 7,387: 1,135 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 25.5 0.8 12.8 39.9 86.5 66.1: 13.5 33.9
Old : 100.0: 72.9 25.5 0.8 12.8 39.9 86.5 66.1: 13.5 33.9
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 : 83: 30 22 4 14 21 48 43:
Old : 83: 30 22 4 14 21 48 43:
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 : 48.0 32.6 60.7 42.1 48.0 32.6 60.7 42.1
Old : 48.0 32.6 60.7 42.1 48.0 32.6 60.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,842: 1,751 2,263 239 11,497 11,031 13,487 13,533: 355 309
Old : 13,842: 1,751 2,263 239 11,497 11,031 13,487 13,533: 355 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -169: -27 -141 0 -127 -43 -154 -184: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.3 1.7 83.1 79.7 97.4 97.8: 2.6 2.2
Old : 100.0: 12.6 16.3 1.7 83.1 79.7 97.4 97.8: 2.6 2.2
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 : 40: 5 12 4 15 11 22 25:
Old : 40: 5 12 4 15 11 22 25:
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 : 48.6 64.3 76.4 80.6 48.6 59.0 75.3 73.9
Old : 48.6 64.3 76.4 80.6 48.6 59.0 75.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006