WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 16, 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 : 477,057: 95,221 80,457 81,059 259,410 246,519 435,690 408,035: 41,367 69,022
Old : 424,295: 93,785 89,109 62,827 231,375 219,463 387,987 371,399: 36,308 52,896
Other: 52,762: 16,968 6,880 2,700 28,035 27,056 47,703 36,636: 5,059 16,126
: : :
: : Changes in Commitments from: May 9, 2006 :
: 61,519: 20,335 1,496 22,350 9,470 25,235 52,155 49,081: 9,364 12,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.9 17.0 54.4 51.7 91.3 85.5: 8.7 14.5
Old : 100.0: 22.1 21.0 14.8 54.5 51.7 91.4 87.5: 8.6 12.5
Other: 100.0: 32.2 13.0 5.1 53.1 51.3 90.4 69.4: 9.6 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 108 123 119 44 80 250 250:
Old : 344: 105 133 108 36 77 231 244:
Other: 134: 38 28 19 19 58 67 99:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 27.3 36.2 34.6 25.0 22.3 35.8 28.1
Old : 28.2 29.5 40.3 37.5 28.0 28.1 40.2 34.9
Other: 44.7 23.4 58.7 33.6 39.0 20.2 53.0 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 16, 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 : 1,314,322: 341,362 80,763 198,630 597,826 741,408 1,137,818 1,020,801: 176,504 293,521
Old : 699,266: 196,147 150,845 45,080 360,416 389,934 601,643 585,859: 97,623 113,407
Other: 615,056: 260,690 45,393 38,075 237,410 351,474 536,175 434,942: 78,881 180,114
: : :
: : Changes in Commitments from: May 9, 2006 :
: 71,961: 34,489 -31,694 2,130 15,651 77,893 52,270 48,329: 19,691 23,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.1 15.1 45.5 56.4 86.6 77.7: 13.4 22.3
Old : 100.0: 28.1 21.6 6.4 51.5 55.8 86.0 83.8: 14.0 16.2
Other: 100.0: 42.4 7.4 6.2 38.6 57.1 87.2 70.7: 12.8 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 235 109 152 205 296 512 509:
Old : 659: 182 142 54 134 262 351 425:
Other: 585: 158 94 60 138 277 325 405:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.1 28.0 23.4 18.5 16.7 27.5 21.3
Old : 27.5 23.9 38.3 31.9 27.5 23.8 38.2 30.6
Other: 21.4 14.7 31.6 21.0 21.4 14.6 30.8 19.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 16, 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 : 14,086: 5,779 263 1,000 3,210 10,319 9,989 11,582: 4,097 2,504
Old : 14,085: 5,780 263 999 3,209 10,319 9,988 11,581: 4,097 2,504
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,325: 443 -95 11 216 867 670 783: 655 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 1.9 7.1 22.8 73.3 70.9 82.2: 29.1 17.8
Old : 100.0: 41.0 1.9 7.1 22.8 73.3 70.9 82.2: 29.1 17.8
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 : 48: 22 4 10 12 15 41 26:
Old : 48: 22 4 10 12 15 41 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 : 22.0 42.3 37.8 61.4 21.7 40.5 36.7 54.1
Old : 22.0 42.3 37.8 61.4 21.7 40.5 36.7 54.1
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 16, 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 : 388,099: 69,328 63,227 65,996 186,951 153,480 322,275 282,703: 65,824 105,396
Old : 243,543: 62,738 79,489 6,846 130,355 106,069 199,939 192,404: 43,604 51,139
Other: 144,556: 51,352 28,500 14,388 56,596 47,411 122,336 90,299: 22,220 54,257
: : :
: : Changes in Commitments from: May 9, 2006 :
: 19,963: 7,419 -1,331 2,613 1,884 11,215 11,916 12,497: 8,047 7,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.3 17.0 48.2 39.5 83.0 72.8: 17.0 27.2
Old : 100.0: 25.8 32.6 2.8 53.5 43.6 82.1 79.0: 17.9 21.0
Other: 100.0: 35.5 19.7 10.0 39.2 32.8 84.6 62.5: 15.4 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 119 110 118 86 115 292 290:
Old : 383: 126 118 38 62 99 209 240:
Other: 259: 70 70 49 57 91 160 185:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 13.3 31.0 20.5 18.9 11.9 28.0 16.7
Old : 30.3 16.9 41.7 26.7 30.3 16.7 41.4 25.4
Other: 23.4 11.1 35.1 18.4 20.8 10.6 32.2 16.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,661: 12,819 3,029 336 360 538 13,515 3,903: 4,146 13,758
Old : 7,286: 4,048 3,129 50 305 122 4,403 3,301: 2,883 3,985
Other: 10,375: 9,001 130 56 55 416 9,112 602: 1,263 9,773
: : :
: : Changes in Commitments from: May 9, 2006 :
: 832: 654 -69 12 30 47 696 -10: 136 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 17.2 1.9 2.0 3.0 76.5 22.1: 23.5 77.9
Old : 100.0: 55.6 42.9 0.7 4.2 1.7 60.4 45.3: 39.6 54.7
Other: 100.0: 86.8 1.3 0.5 0.5 4.0 87.8 5.8: 12.2 94.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 1 2 17 16:
Old : 24: 12 9 4 1 2 14 14:
Other: 12: 7 2 2 1 2 8 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 11.7 68.9 18.6 61.0 11.6 67.7 18.6
Old : 29.2 28.3 46.6 42.5 29.0 28.3 46.2 42.5
Other: 87.0 5.3 87.8 5.8 86.5 5.3 87.3 5.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 16, 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 : 249,536: 80,392 12,343 35,781 103,080 184,544 219,253 232,668: 30,283 16,868
Old : 185,391: 73,613 26,512 8,623 78,795 137,486 161,031 172,621: 24,360 12,770
Other: 64,145: 24,432 3,484 9,505 24,285 47,058 58,222 60,047: 5,923 4,098
: : :
: : Changes in Commitments from: May 9, 2006 :
: 8,589: 1,687 -330 4,830 844 5,565 7,361 10,065: 1,228 -1,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.9 14.3 41.3 74.0 87.9 93.2: 12.1 6.8
Old : 100.0: 39.7 14.3 4.7 42.5 74.2 86.9 93.1: 13.1 6.9
Other: 100.0: 38.1 5.4 14.8 37.9 73.4 90.8 93.6: 9.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 87 29 45 49 54 164 114:
Old : 195: 82 41 28 38 46 141 96:
Other: 104: 38 15 25 31 35 76 69:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 43.7 28.4 57.6 19.4 40.8 26.0 52.2
Old : 24.6 49.5 32.7 62.1 24.6 47.4 32.6 60.0
Other: 27.4 39.1 46.3 54.3 23.4 35.4 37.0 47.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 16, 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 : 878,745: 107,868 273,277 36,025 608,715 354,250 752,608 663,552: 126,137 215,193
Old : 878,745: 107,868 273,277 36,025 608,715 354,250 752,608 663,552: 126,137 215,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 29,648: 762 -1,710 6,912 26,047 15,282 33,721 20,484: -4,073 9,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 31.1 4.1 69.3 40.3 85.6 75.5: 14.4 24.5
Old : 100.0: 12.3 31.1 4.1 69.3 40.3 85.6 75.5: 14.4 24.5
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 : 204: 32 63 33 84 80 133 159:
Old : 204: 32 63 33 84 80 133 159:
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 : 25.8 18.6 37.1 28.3 20.2 13.8 29.4 21.5
Old : 25.8 18.6 37.1 28.3 20.2 13.8 29.4 21.5
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 16, 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 : 175,780: 30,254 42,191 24,605 92,638 85,368 147,497 152,164: 28,283 23,616
Old : 125,857: 28,121 39,377 11,249 63,819 57,270 103,189 107,896: 22,668 17,961
Other: 49,923: 7,927 8,608 7,562 28,819 28,098 44,308 44,268: 5,615 5,655
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,665: -655 1,220 -1,989 5,219 1,160 2,575 391: 90 2,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.0 14.0 52.7 48.6 83.9 86.6: 16.1 13.4
Old : 100.0: 22.3 31.3 8.9 50.7 45.5 82.0 85.7: 18.0 14.3
Other: 100.0: 15.9 17.2 15.1 57.7 56.3 88.8 88.7: 11.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 42 47 41 55 49 123 129:
Old : 172: 50 50 33 51 35 114 111:
Other: 98: 20 24 17 37 38 69 70:
:----------------------------------------------------------------------------------------------------
: 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 26.4 34.9 38.6 24.1 23.2 31.4 33.2
Old : 24.8 28.6 33.7 40.8 24.8 28.6 32.8 40.3
Other: 36.0 31.2 48.7 46.7 34.5 28.6 44.7 42.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 16, 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 : 11,413: 3,865 172 854 3,555 8,847 8,274 9,873: 3,139 1,540
Old : 5,948: 3,144 407 91 1,280 4,652 4,515 5,150: 1,433 798
Other: 5,465: 1,151 195 333 2,275 4,195 3,759 4,723: 1,706 742
: : :
: : Changes in Commitments from: May 9, 2006 :
: 718: 445 -202 -1 -354 1,103 90 900: 628 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 1.5 7.5 31.1 77.5 72.5 86.5: 27.5 13.5
Old : 100.0: 52.9 6.8 1.5 21.5 78.2 75.9 86.6: 24.1 13.4
Other: 100.0: 21.1 3.6 6.1 41.6 76.8 68.8 86.4: 31.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 25 5 10 18 20 46 32:
Old : 52: 20 7 2 9 17 30 25:
Other: 34: 11 3 7 12 14 24 23:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 53.8 36.6 64.0 18.0 45.4 29.9 53.8
Old : 36.5 49.0 56.5 66.6 36.5 48.5 56.5 66.0
Other: 33.2 64.2 45.8 77.5 24.5 49.6 34.6 61.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 16, 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 : 665,914: 209,634 165,692 5,206 311,912 382,337 526,752 553,235: 139,162 112,679
Old : 665,914: 209,634 165,692 5,206 311,912 382,337 526,752 553,235: 139,162 112,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 77,662: -1,329 -13,498 3,792 46,441 92,553 48,904 82,847: 28,758 -5,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 24.9 0.8 46.8 57.4 79.1 83.1: 20.9 16.9
Old : 100.0: 31.5 24.9 0.8 46.8 57.4 79.1 83.1: 20.9 16.9
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 : 184: 49 41 14 62 67 118 115:
Old : 184: 49 41 14 62 67 118 115:
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 : 16.9 15.6 28.1 25.1 16.7 12.4 27.6 21.5
Old : 16.9 15.6 28.1 25.1 16.7 12.4 27.6 21.5
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 16, 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 : 2,391,761: 694,078 587,507 110,965 1,320,333 1,232,608 2,125,376 1,931,080: 266,385 460,681
Old : 2,391,761: 694,078 587,507 110,965 1,320,333 1,232,608 2,125,376 1,931,080: 266,385 460,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -46,689: 205 -79,066 33,145 -90,708 942 -57,358 -44,979: 10,669 -1,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 24.6 4.6 55.2 51.5 88.9 80.7: 11.1 19.3
Old : 100.0: 29.0 24.6 4.6 55.2 51.5 88.9 80.7: 11.1 19.3
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 : 307: 74 79 49 108 116 203 223:
Old : 307: 74 79 49 108 116 203 223:
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 : 26.1 26.1 37.6 34.9 22.4 25.0 31.3 32.4
Old : 26.1 26.1 37.6 34.9 22.4 25.0 31.3 32.4
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 16, 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 : 1,341,598: 311,317 312,805 49,574 759,711 670,499 1,120,602 1,032,878: 220,996 308,720
Old : 1,341,598: 311,317 312,805 49,574 759,711 670,499 1,120,602 1,032,878: 220,996 308,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 13,096: 39,290 10,166 926 -29,782 18,505 10,434 29,597: 2,662 -16,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 23.3 3.7 56.6 50.0 83.5 77.0: 16.5 23.0
Old : 100.0: 23.2 23.3 3.7 56.6 50.0 83.5 77.0: 16.5 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 45 53 33 70 83 130 154:
Old : 209: 45 53 33 70 83 130 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 14.8 34.2 24.9 19.0 12.6 28.6 19.6
Old : 22.8 14.8 34.2 24.9 19.0 12.6 28.6 19.6
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 16, 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 : 423,673: 144,603 144,808 55,520 189,901 190,735 390,024 391,063: 33,649 32,610
Old : 423,673: 144,603 144,808 55,520 189,901 190,735 390,024 391,063: 33,649 32,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,992: -3,924 813 -14,052 15,556 7,613 -2,420 -5,626: 6,412 9,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 34.2 13.1 44.8 45.0 92.1 92.3: 7.9 7.7
Old : 100.0: 34.1 34.2 13.1 44.8 45.0 92.1 92.3: 7.9 7.7
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 : 127: 34 27 37 52 55 103 104:
Old : 127: 34 27 37 52 55 103 104:
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 : 17.1 26.9 29.4 41.3 15.8 25.0 25.4 34.2
Old : 17.1 26.9 29.4 41.3 15.8 25.0 25.4 34.2
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 16, 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 : 32,955: 5,941 4,923 2 5,693 12,169 11,636 17,094: 21,319 15,861
Old : 32,955: 5,941 4,923 2 5,693 12,169 11,636 17,094: 21,319 15,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 11,936: 984 1,855 -199 1,132 4,792 1,917 6,448: 10,019 5,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.9 0.0 17.3 36.9 35.3 51.9: 64.7 48.1
Old : 100.0: 18.0 14.9 0.0 17.3 36.9 35.3 51.9: 64.7 48.1
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 : 30: 9 11 1 5 7 14 19:
Old : 30: 9 11 1 5 7 14 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 : 18.9 31.3 29.7 45.0 15.5 29.6 23.4 39.0
Old : 18.9 31.3 29.7 45.0 15.5 29.6 23.4 39.0
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 16, 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 : 47,752: 14,434 6,389 3 19,538 31,514 33,975 37,906: 13,777 9,846
Old : 47,752: 14,434 6,389 3 19,538 31,514 33,975 37,906: 13,777 9,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,085: 2,344 -467 -34 -1,696 990 614 489: 1,471 1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.4 0.0 40.9 66.0 71.1 79.4: 28.9 20.6
Old : 100.0: 30.2 13.4 0.0 40.9 66.0 71.1 79.4: 28.9 20.6
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 : 60: 23 10 2 18 12 42 23:
Old : 60: 23 10 2 18 12 42 23:
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 : 27.8 40.6 44.0 64.4 27.8 36.9 42.9 60.7
Old : 27.8 40.6 44.0 64.4 27.8 36.9 42.9 60.7
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 16, 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 : 91,419: 59,628 13,617 996 12,175 46,695 72,799 61,308: 18,620 30,111
Old : 91,419: 59,628 13,617 996 12,175 46,695 72,799 61,308: 18,620 30,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,520: -4,358 -2,720 -28 -449 5,945 -4,835 3,197: 8,355 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 14.9 1.1 13.3 51.1 79.6 67.1: 20.4 32.9
Old : 100.0: 65.2 14.9 1.1 13.3 51.1 79.6 67.1: 20.4 32.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 37 22 7 19 24 57 52:
Old : 97: 37 22 7 19 24 57 52:
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 : 44.8 35.4 53.2 44.2 44.8 35.4 53.2 44.1
Old : 44.8 35.4 53.2 44.2 44.8 35.4 53.2 44.1
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, May 16, 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 : 12,666: 2,340 2,647 370 9,781 9,101 12,491 12,118: 175 548
Old : 12,666: 2,340 2,647 370 9,781 9,101 12,491 12,118: 175 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -8: 458 -391 111 -577 -48 -8 -328: 0 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.9 2.9 77.2 71.9 98.6 95.7: 1.4 4.3
Old : 100.0: 18.5 20.9 2.9 77.2 71.9 98.6 95.7: 1.4 4.3
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 : 38: 6 14 5 13 9 21 26:
Old : 38: 6 14 5 13 9 21 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 : 42.0 65.9 69.8 78.5 41.9 60.7 68.6 71.6
Old : 42.0 65.9 69.8 78.5 41.9 60.7 68.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006