WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 2, 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 : 382,991: 66,023 78,661 51,991 241,612 201,925 359,626 332,577: 23,365 50,414
Old : 345,252: 63,517 80,444 42,961 218,964 183,167 325,442 306,572: 19,810 38,680
Other: 37,739: 10,993 6,704 543 22,648 18,758 34,184 26,005: 3,555 11,734
: : :
: : Changes in Commitments from: April 25, 2006 :
: 455: 2,263 449 -310 10,551 11,201 12,504 11,340: -12,049 -10,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 20.5 13.6 63.1 52.7 93.9 86.8: 6.1 13.2
Old : 100.0: 18.4 23.3 12.4 63.4 53.1 94.3 88.8: 5.7 11.2
Other: 100.0: 29.1 17.8 1.4 60.0 49.7 90.6 68.9: 9.4 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 81 122 97 44 73 206 229:
Old : 302: 79 130 90 37 70 193 223:
Other: 109: 34 20 8 16 46 53 73:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 27.9 44.8 35.5 31.2 23.7 44.6 29.0
Old : 34.8 30.2 49.7 38.2 34.6 29.1 49.4 35.3
Other: 46.0 23.8 60.2 35.5 40.0 21.3 54.2 30.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 2, 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 : 1,189,657: 302,724 90,961 190,161 568,273 664,472 1,061,158 945,594: 128,499 244,063
Old : 674,724: 198,608 163,591 43,869 360,176 378,382 602,653 585,842: 72,071 88,882
Other: 514,933: 221,049 44,303 29,359 208,097 286,090 458,505 359,752: 56,428 155,181
: : :
: : Changes in Commitments from: April 25, 2006 :
: 5,297: 10,129 5,552 15,114 6,326 14,517 31,569 35,183: -26,272 -29,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.6 16.0 47.8 55.9 89.2 79.5: 10.8 20.5
Old : 100.0: 29.4 24.2 6.5 53.4 56.1 89.3 86.8: 10.7 13.2
Other: 100.0: 42.9 8.6 5.7 40.4 55.6 89.0 69.9: 11.0 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 186 137 172 201 291 493 534:
Old : 653: 155 162 90 135 264 356 463:
Other: 553: 139 96 51 128 265 292 392:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 16.8 30.2 22.9 19.8 16.2 29.6 20.7
Old : 29.3 22.8 40.1 30.4 29.3 22.8 39.8 29.6
Other: 23.2 14.0 34.2 20.2 23.1 13.9 33.2 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 2, 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 : 11,689: 4,621 157 913 2,948 8,613 8,482 9,683: 3,207 2,006
Old : 11,688: 4,621 156 913 2,947 8,613 8,481 9,682: 3,207 2,006
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 565: -1 -716 129 660 1,328 788 741: -223 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 1.3 7.8 25.2 73.7 72.6 82.8: 27.4 17.2
Old : 100.0: 39.5 1.3 7.8 25.2 73.7 72.6 82.8: 27.4 17.2
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 4 10 12 15 39 26:
Old : 46: 21 4 10 12 15 39 26:
Other: 2: 0 1 0 1 0 1 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 : 24.9 42.3 41.6 63.6 24.9 40.9 38.9 55.9
Old : 24.9 42.3 41.6 63.6 24.9 40.9 38.9 56.0
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 2, 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 : 356,906: 55,608 69,636 63,080 191,712 137,682 310,400 270,398: 46,506 86,508
Old : 238,469: 55,601 90,559 10,593 139,629 95,652 205,823 196,804: 32,646 41,665
Other: 118,437: 43,584 22,654 8,910 52,083 42,030 104,577 73,594: 13,860 44,843
: : :
: : Changes in Commitments from: April 25, 2006 :
: -8,871: 9,740 -16,078 292 -7,629 22,040 2,403 6,254: -11,274 -15,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 19.5 17.7 53.7 38.6 87.0 75.8: 13.0 24.2
Old : 100.0: 23.3 38.0 4.4 58.6 40.1 86.3 82.5: 13.7 17.5
Other: 100.0: 36.8 19.1 7.5 44.0 35.5 88.3 62.1: 11.7 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 103 136 113 85 111 276 293:
Old : 381: 111 139 44 65 96 207 250:
Other: 237: 71 62 39 52 85 144 168:
:----------------------------------------------------------------------------------------------------
: 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 12.4 33.4 19.6 20.6 11.9 30.4 17.5
Old : 31.6 15.1 43.7 24.4 31.6 14.4 43.4 23.6
Other: 28.0 12.6 40.1 19.7 26.3 12.3 37.3 18.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,590: 10,727 2,840 484 330 460 11,541 3,784: 4,049 11,806
Old : 6,732: 3,119 2,886 380 275 87 3,774 3,353: 2,958 3,379
Other: 8,858: 7,654 0 58 55 373 7,767 431: 1,091 8,427
: : :
: : Changes in Commitments from: April 25, 2006 :
: 506: 776 -495 30 -200 50 606 -415: -100 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 18.2 3.1 2.1 3.0 74.0 24.3: 26.0 75.7
Old : 100.0: 46.3 42.9 5.6 4.1 1.3 56.1 49.8: 43.9 50.2
Other: 100.0: 86.4 0.0 0.7 0.6 4.2 87.7 4.9: 12.3 95.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 7 6 1 2 15 13:
Old : 22: 11 8 4 1 2 13 13:
Other: 8: 5 0 2 1 2 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 13.9 66.9 20.3 58.2 13.8 65.7 20.0
Old : 26.2 32.1 42.7 46.4 25.9 32.1 41.6 43.7
Other: 87.4 4.9 87.7 4.9 86.7 4.2 87.0 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 2, 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 : 241,226: 77,456 11,145 31,746 102,808 180,289 212,010 223,180: 29,216 18,046
Old : 186,980: 69,940 21,367 12,119 80,478 138,921 162,537 172,407: 24,443 14,573
Other: 54,246: 20,307 2,569 6,836 22,330 41,368 49,473 50,773: 4,773 3,473
: : :
: : Changes in Commitments from: April 25, 2006 :
: 22,501: 17,040 -5,335 1,593 708 23,430 19,341 19,688: 3,160 2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 4.6 13.2 42.6 74.7 87.9 92.5: 12.1 7.5
Old : 100.0: 37.4 11.4 6.5 43.0 74.3 86.9 92.2: 13.1 7.8
Other: 100.0: 37.4 4.7 12.6 41.2 76.3 91.2 93.6: 8.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 82 24 42 48 48 155 107:
Old : 188: 77 36 31 43 43 138 98:
Other: 91: 33 14 20 26 29 65 57:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 47.3 30.1 60.4 20.5 42.8 27.3 53.9
Old : 24.5 51.2 33.1 62.9 24.5 48.9 32.9 60.6
Other: 34.1 43.9 54.0 61.1 31.0 41.1 45.0 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 2, 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 : 851,211: 99,924 278,424 27,168 607,526 342,225 734,618 647,817: 116,593 203,394
Old : 851,211: 99,924 278,424 27,168 607,526 342,225 734,618 647,817: 116,593 203,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 35,304: 1,271 25,802 5,636 34,498 15,847 41,405 47,285: -6,101 -11,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 32.7 3.2 71.4 40.2 86.3 76.1: 13.7 23.9
Old : 100.0: 11.7 32.7 3.2 71.4 40.2 86.3 76.1: 13.7 23.9
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 : 193: 29 64 30 71 73 115 152:
Old : 193: 29 64 30 71 73 115 152:
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 : 27.4 17.4 38.2 26.5 22.0 11.3 31.1 20.1
Old : 27.4 17.4 38.2 26.5 22.0 11.3 31.1 20.1
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, May 2, 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 : 171,157: 32,788 42,150 26,019 85,658 80,648 144,465 148,817: 26,692 22,340
Old : 127,572: 31,734 37,517 14,511 59,949 58,964 106,194 110,992: 21,378 16,580
Other: 43,585: 5,529 9,108 7,033 25,709 21,684 38,271 37,825: 5,314 5,760
: : :
: : Changes in Commitments from: April 25, 2006 :
: -609: 5,412 -1,969 -705 -3,581 5,006 1,126 2,332: -1,735 -2,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.6 15.2 50.0 47.1 84.4 86.9: 15.6 13.1
Old : 100.0: 24.9 29.4 11.4 47.0 46.2 83.2 87.0: 16.8 13.0
Other: 100.0: 12.7 20.9 16.1 59.0 49.8 87.8 86.8: 12.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 48 42 42 54 51 127 126:
Old : 172: 57 39 38 50 44 123 114:
Other: 91: 20 25 16 33 29 65 58:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 25.1 31.8 35.7 19.6 24.2 27.9 32.5
Old : 19.2 25.7 29.3 38.5 19.1 25.2 28.1 37.5
Other: 37.4 28.6 51.0 43.8 37.0 25.4 47.2 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 2, 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 : 10,524: 3,176 324 801 4,000 7,782 7,977 8,907: 2,547 1,617
Old : 5,694: 2,905 498 71 1,710 4,138 4,686 4,707: 1,008 987
Other: 4,830: 712 267 289 2,290 3,644 3,291 4,200: 1,539 630
: : :
: : Changes in Commitments from: April 25, 2006 :
: -455: -331 -25 -3 65 -484 -269 -512: -186 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.1 7.6 38.0 73.9 75.8 84.6: 24.2 15.4
Old : 100.0: 51.0 8.7 1.2 30.0 72.7 82.3 82.7: 17.7 17.3
Other: 100.0: 14.7 5.5 6.0 47.4 75.4 68.1 87.0: 31.9 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 19 6 7 18 20 38 32:
Old : 47: 14 9 3 10 18 26 28:
Other: 29: 8 2 6 12 13 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 52.2 40.9 63.7 19.0 38.9 32.0 46.0
Old : 33.9 48.0 56.5 63.0 33.9 40.7 56.4 55.7
Other: 38.5 66.4 49.6 78.2 26.4 47.0 35.7 58.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 2, 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 : 535,887: 183,370 162,076 1,142 241,848 251,797 426,360 415,015: 109,527 120,872
Old : 535,887: 183,370 162,076 1,142 241,848 251,797 426,360 415,015: 109,527 120,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 34,738: 8,675 9,265 -161 20,766 25,050 29,280 34,154: 5,458 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 30.2 0.2 45.1 47.0 79.6 77.4: 20.4 22.6
Old : 100.0: 34.2 30.2 0.2 45.1 47.0 79.6 77.4: 20.4 22.6
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 : 167: 38 43 8 58 57 101 103:
Old : 167: 38 43 8 58 57 101 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 13.9 33.9 23.7 20.8 12.9 33.7 22.0
Old : 20.9 13.9 33.9 23.7 20.8 12.9 33.7 22.0
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, May 2, 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 : 2,301,583: 670,231 642,045 90,649 1,355,059 1,191,626 2,115,939 1,924,320: 185,644 377,263
Old : 2,301,583: 670,231 642,045 90,649 1,355,059 1,191,626 2,115,939 1,924,320: 185,644 377,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -60,399: 53,298 24,625 5,700 -62,653 -49,294 -3,655 -18,969: -56,744 -41,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 27.9 3.9 58.9 51.8 91.9 83.6: 8.1 16.4
Old : 100.0: 29.1 27.9 3.9 58.9 51.8 91.9 83.6: 8.1 16.4
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 : 290: 65 83 41 97 108 183 211:
Old : 290: 65 83 41 97 108 183 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 31.0 40.5 39.8 25.1 29.9 34.3 36.7
Old : 29.9 31.0 40.5 39.8 25.1 29.9 34.3 36.7
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, May 2, 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 : 1,323,151: 291,118 283,880 45,526 787,419 665,511 1,124,063 994,917: 199,088 328,234
Old : 1,323,151: 291,118 283,880 45,526 787,419 665,511 1,124,063 994,917: 199,088 328,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 12,269: -20,816 -20,042 6,712 22,660 27,755 8,556 14,425: 3,713 -2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.5 3.4 59.5 50.3 85.0 75.2: 15.0 24.8
Old : 100.0: 22.0 21.5 3.4 59.5 50.3 85.0 75.2: 15.0 24.8
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 : 195: 49 44 26 67 75 125 136:
Old : 195: 49 44 26 67 75 125 136:
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 : 23.5 15.7 34.7 25.2 19.3 12.6 28.0 20.6
Old : 23.5 15.7 34.7 25.2 19.3 12.6 28.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 2, 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 : 448,199: 158,513 144,567 87,876 168,006 190,167 414,395 422,610: 33,804 25,589
Old : 448,199: 158,513 144,567 87,876 168,006 190,167 414,395 422,610: 33,804 25,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -100,779: -48,279 -67,287 2,789 -43,937 -32,078 -89,427 -96,576: -11,352 -4,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 32.3 19.6 37.5 42.4 92.5 94.3: 7.5 5.7
Old : 100.0: 35.4 32.3 19.6 37.5 42.4 92.5 94.3: 7.5 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 : 121: 27 30 35 50 45 98 93:
Old : 121: 27 30 35 50 45 98 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 27.5 34.6 40.6 18.5 23.8 27.9 30.8
Old : 20.7 27.5 34.6 40.6 18.5 23.8 27.9 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,784: 4,900 4,816 280 4,665 7,231 9,845 12,327: 7,939 5,457
Old : 17,784: 4,900 4,816 280 4,665 7,231 9,845 12,327: 7,939 5,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,079: -449 -447 -45 184 -1,008 -310 -1,500: -769 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 27.1 1.6 26.2 40.7 55.4 69.3: 44.6 30.7
Old : 100.0: 27.6 27.1 1.6 26.2 40.7 55.4 69.3: 44.6 30.7
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 : 26: 10 7 2 5 5 16 13:
Old : 26: 10 7 2 5 5 16 13:
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 : 35.4 48.9 47.7 63.7 35.4 47.4 44.7 59.8
Old : 35.4 48.9 47.7 63.7 35.4 47.4 44.7 59.8
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, May 2, 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 : 45,692: 12,687 7,194 36 21,454 30,343 34,177 37,573: 11,515 8,119
Old : 45,692: 12,687 7,194 36 21,454 30,343 34,177 37,573: 11,515 8,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 190: 868 -396 11 90 53 969 -332: -779 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 15.7 0.1 47.0 66.4 74.8 82.2: 25.2 17.8
Old : 100.0: 27.8 15.7 0.1 47.0 66.4 74.8 82.2: 25.2 17.8
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 : 59: 21 11 1 20 10 42 21:
Old : 59: 21 11 1 20 10 42 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 : 30.3 41.8 47.7 66.6 30.3 38.2 47.0 63.0
Old : 30.3 41.8 47.7 66.6 30.3 38.2 47.0 63.0
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, May 2, 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 : 81,171: 55,921 18,974 392 14,497 36,376 70,810 55,742: 10,361 25,429
Old : 81,171: 55,921 18,974 392 14,497 36,376 70,810 55,742: 10,361 25,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 4,185: 2,945 93 80 713 1,888 3,738 2,061: 447 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 23.4 0.5 17.9 44.8 87.2 68.7: 12.8 31.3
Old : 100.0: 68.9 23.4 0.5 17.9 44.8 87.2 68.7: 12.8 31.3
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 : 92: 31 27 4 18 20 50 50:
Old : 92: 31 27 4 18 20 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 30.4 61.3 40.5 50.1 30.4 61.3 40.5
Old : 50.1 30.4 61.3 40.5 50.1 30.4 61.3 40.5
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, May 2, 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 : 12,825: 1,838 2,878 259 10,379 9,505 12,476 12,642: 349 183
Old : 12,825: 1,838 2,878 259 10,379 9,505 12,476 12,642: 349 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,012: -1,113 146 20 122 -1,184 -971 -1,018: -41 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 22.4 2.0 80.9 74.1 97.3 98.6: 2.7 1.4
Old : 100.0: 14.3 22.4 2.0 80.9 74.1 97.3 98.6: 2.7 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 : 40: 5 15 5 13 10 21 27:
Old : 40: 5 15 5 13 10 21 27:
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 : 45.3 67.0 73.2 79.7 45.3 61.9 72.0 72.9
Old : 45.3 67.0 73.2 79.7 45.3 61.9 72.0 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006