WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 23, 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 : 522,295: 110,708 94,459 92,625 279,155 262,540 482,488 449,624: 39,807 72,671
Old : 453,590: 109,851 105,524 67,290 241,957 227,193 419,098 400,007: 34,492 53,583
Other: 68,705: 23,325 11,403 2,867 37,198 35,347 63,390 49,617: 5,315 19,088
: : :
: : Changes in Commitments from: May 16, 2006 :
: 45,238: 15,487 14,002 11,566 19,745 16,021 46,798 41,589: -1,560 3,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.1 17.7 53.4 50.3 92.4 86.1: 7.6 13.9
Old : 100.0: 24.2 23.3 14.8 53.3 50.1 92.4 88.2: 7.6 11.8
Other: 100.0: 33.9 16.6 4.2 54.1 51.4 92.3 72.2: 7.7 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 112 136 119 49 82 269 252:
Old : 362: 113 141 104 41 80 245 247:
Other: 152: 47 34 20 22 59 77 108:
:----------------------------------------------------------------------------------------------------
: 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 24.2 34.5 31.4 23.3 19.1 33.9 25.0
Old : 26.9 26.4 39.1 34.3 26.8 24.7 38.9 31.5
Other: 43.1 21.5 57.0 31.8 38.2 19.2 52.1 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 23, 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 : 1,350,711: 350,825 93,903 232,745 600,242 746,060 1,183,812 1,072,708: 166,899 278,003
Old : 714,678: 199,189 168,216 63,383 362,334 383,251 624,906 614,850: 89,772 99,828
Other: 636,033: 272,495 46,546 48,503 237,908 362,809 558,906 457,858: 77,127 178,175
: : :
: : Changes in Commitments from: May 16, 2006 :
: 36,389: 9,463 13,140 34,115 2,416 4,652 45,994 51,907: -9,605 -15,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.0 17.2 44.4 55.2 87.6 79.4: 12.4 20.6
Old : 100.0: 27.9 23.5 8.9 50.7 53.6 87.4 86.0: 12.6 14.0
Other: 100.0: 42.8 7.3 7.6 37.4 57.0 87.9 72.0: 12.1 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 240 111 166 213 299 533 524:
Old : 674: 176 154 63 144 263 366 436:
Other: 601: 167 93 71 144 281 344 418:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 17.0 26.5 23.2 17.5 16.4 26.2 20.8
Old : 27.0 24.3 37.3 32.9 27.0 24.3 37.3 31.6
Other: 19.4 14.4 29.7 21.0 19.4 14.3 28.5 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 23, 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 : 14,628: 6,065 306 1,349 3,321 10,907 10,735 12,562: 3,893 2,066
Old : 14,627: 6,065 305 1,349 3,320 10,907 10,734 12,561: 3,893 2,066
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 542: 286 43 349 111 588 746 980: -204 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 2.1 9.2 22.7 74.6 73.4 85.9: 26.6 14.1
Old : 100.0: 41.5 2.1 9.2 22.7 74.6 73.4 85.9: 26.6 14.1
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 : 53: 22 6 14 12 16 45 31:
Old : 53: 22 6 14 12 16 45 31:
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 : 21.7 43.8 36.9 61.8 21.2 41.7 35.2 55.4
Old : 21.7 43.8 36.9 61.8 21.2 41.7 35.2 55.4
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 23, 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 : 372,852: 59,890 72,265 65,277 188,548 137,057 313,715 274,599: 59,137 98,253
Old : 229,043: 51,618 85,866 8,535 131,493 87,502 191,646 181,903: 37,397 47,140
Other: 143,809: 47,697 25,824 17,317 57,055 49,555 122,069 92,696: 21,740 51,113
: : :
: : Changes in Commitments from: May 16, 2006 :
: -15,247: -9,438 9,038 -719 1,597 -16,423 -8,560 -8,104: -6,687 -7,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.4 17.5 50.6 36.8 84.1 73.6: 15.9 26.4
Old : 100.0: 22.5 37.5 3.7 57.4 38.2 83.7 79.4: 16.3 20.6
Other: 100.0: 33.2 18.0 12.0 39.7 34.5 84.9 64.5: 15.1 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 99 118 121 88 114 279 301:
Old : 376: 106 126 45 65 97 198 251:
Other: 264: 68 69 53 62 91 166 190:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 12.5 31.4 18.8 19.8 11.8 28.7 16.7
Old : 32.1 15.0 43.6 23.5 32.1 14.7 43.3 22.6
Other: 22.4 11.9 34.8 18.7 21.3 11.5 31.5 16.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,526: 13,020 3,355 340 605 548 13,965 4,243: 3,561 13,283
Old : 6,773: 3,712 2,941 36 550 131 4,298 3,108: 2,475 3,665
Other: 10,753: 9,553 659 59 55 417 9,667 1,135: 1,086 9,618
: : :
: : Changes in Commitments from: May 16, 2006 :
: -135: 201 326 4 245 10 450 340: -585 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 19.1 1.9 3.5 3.1 79.7 24.2: 20.3 75.8
Old : 100.0: 54.8 43.4 0.5 8.1 1.9 63.5 45.9: 36.5 54.1
Other: 100.0: 88.8 6.1 0.5 0.5 3.9 89.9 10.6: 10.1 89.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 8 1 2 16 16:
Old : 23: 11 9 3 1 2 13 13:
Other: 15: 7 5 2 1 2 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 63.3 12.0 72.4 19.7 62.7 12.0 71.1 19.7
Old : 36.7 26.9 53.6 42.6 36.5 26.9 53.4 42.6
Other: 88.8 8.3 89.9 10.4 88.2 8.3 89.4 10.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 23, 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 : 242,773: 73,232 11,120 37,246 105,285 179,373 215,763 227,739: 27,010 15,034
Old : 172,507: 62,741 26,686 8,573 80,396 126,510 151,710 161,769: 20,797 10,738
Other: 70,266: 28,602 2,545 10,562 24,889 52,863 64,053 65,970: 6,213 4,296
: : :
: : Changes in Commitments from: May 16, 2006 :
: -6,763: -7,160 -1,223 1,465 2,205 -5,171 -3,490 -4,929: -3,273 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 4.6 15.3 43.4 73.9 88.9 93.8: 11.1 6.2
Old : 100.0: 36.4 15.5 5.0 46.6 73.3 87.9 93.8: 12.1 6.2
Other: 100.0: 40.7 3.6 15.0 35.4 75.2 91.2 93.9: 8.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 81 29 45 49 53 158 113:
Old : 186: 74 39 32 39 45 134 98:
Other: 108: 43 14 22 31 36 80 66:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 42.1 29.3 56.4 19.6 39.4 26.7 50.6
Old : 26.5 46.6 35.7 60.3 26.4 43.8 34.8 57.5
Other: 23.3 41.1 40.7 56.2 19.1 36.7 32.3 48.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 23, 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 : 875,358: 111,914 227,728 51,157 574,786 392,878 737,857 671,763: 137,501 203,595
Old : 875,358: 111,914 227,728 51,157 574,786 392,878 737,857 671,763: 137,501 203,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -3,387: 4,046 -45,549 15,132 -33,929 38,628 -14,751 8,211: 11,364 -11,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.0 5.8 65.7 44.9 84.3 76.7: 15.7 23.3
Old : 100.0: 12.8 26.0 5.8 65.7 44.9 84.3 76.7: 15.7 23.3
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 : 201: 37 59 40 73 86 131 164:
Old : 201: 37 59 40 73 86 131 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 20.2 34.5 30.0 17.6 15.2 25.7 21.1
Old : 24.2 20.2 34.5 30.0 17.6 15.2 25.7 21.1
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 23, 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 : 189,648: 30,812 53,015 25,401 105,919 86,952 162,132 165,368: 27,516 24,280
Old : 135,375: 29,021 50,072 11,108 74,573 55,232 114,702 116,412: 20,673 18,963
Other: 54,273: 7,935 9,087 8,149 31,346 31,720 47,430 48,956: 6,843 5,317
: : :
: : Changes in Commitments from: May 16, 2006 :
: 13,868: 558 10,824 796 13,281 1,584 14,635 13,204: -767 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 28.0 13.4 55.9 45.8 85.5 87.2: 14.5 12.8
Old : 100.0: 21.4 37.0 8.2 55.1 40.8 84.7 86.0: 15.3 14.0
Other: 100.0: 14.6 16.7 15.0 57.8 58.4 87.4 90.2: 12.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 38 55 46 57 50 124 139:
Old : 175: 51 53 34 52 37 113 118:
Other: 101: 21 25 19 37 38 70 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 : 28.7 23.2 38.0 34.8 26.3 22.0 33.8 30.0
Old : 29.1 24.4 37.8 36.2 29.1 24.4 37.5 35.8
Other: 35.9 32.0 48.0 47.1 34.1 29.8 43.6 42.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 23, 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 : 12,921: 4,087 182 932 4,271 10,200 9,290 11,314: 3,631 1,607
Old : 6,805: 3,144 435 134 1,752 5,504 5,030 6,073: 1,775 732
Other: 6,116: 1,379 183 362 2,519 4,696 4,260 5,241: 1,856 875
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,508: 222 10 78 716 1,353 1,016 1,441: 492 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 1.4 7.2 33.1 78.9 71.9 87.6: 28.1 12.4
Old : 100.0: 46.2 6.4 2.0 25.7 80.9 73.9 89.2: 26.1 10.8
Other: 100.0: 22.5 3.0 5.9 41.2 76.8 69.7 85.7: 30.3 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 29 3 11 18 21 49 34:
Old : 56: 20 9 1 8 19 28 29:
Other: 37: 14 2 6 12 14 26 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 53.2 31.0 65.7 13.2 45.6 24.1 54.4
Old : 27.2 47.8 47.2 67.1 27.2 47.8 47.2 67.1
Other: 32.1 66.2 45.8 75.8 24.9 53.8 35.6 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 23, 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 : 641,406: 174,711 155,243 9,857 324,292 354,552 508,860 519,652: 132,546 121,754
Old : 641,406: 174,711 155,243 9,857 324,292 354,552 508,860 519,652: 132,546 121,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -24,508: -34,923 -10,449 4,651 12,380 -27,785 -17,892 -33,583: -6,616 9,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 24.2 1.5 50.6 55.3 79.3 81.0: 20.7 19.0
Old : 100.0: 27.2 24.2 1.5 50.6 55.3 79.3 81.0: 20.7 19.0
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 : 180: 44 42 14 63 72 112 123:
Old : 180: 44 42 14 63 72 112 123:
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 : 18.0 15.0 29.9 24.2 17.8 11.7 29.0 19.9
Old : 18.0 15.0 29.9 24.2 17.8 11.7 29.0 19.9
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 23, 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 : 2,253,508: 638,046 545,438 100,901 1,232,379 1,158,526 1,971,326 1,804,865: 282,182 448,643
Old : 2,253,508: 638,046 545,438 100,901 1,232,379 1,158,526 1,971,326 1,804,865: 282,182 448,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -138,253: -56,032 -42,069 -10,064 -87,954 -74,082 -154,050 -126,215: 15,797 -12,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 24.2 4.5 54.7 51.4 87.5 80.1: 12.5 19.9
Old : 100.0: 28.3 24.2 4.5 54.7 51.4 87.5 80.1: 12.5 19.9
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 : 304: 68 80 55 101 123 197 230:
Old : 304: 68 80 55 101 123 197 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 24.1 37.3 32.4 22.9 22.5 31.3 29.5
Old : 25.9 24.1 37.3 32.4 22.9 22.5 31.3 29.5
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 23, 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 : 1,377,128: 289,395 288,856 53,227 800,554 707,407 1,143,176 1,049,490: 233,952 327,638
Old : 1,377,128: 289,395 288,856 53,227 800,554 707,407 1,143,176 1,049,490: 233,952 327,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 35,530: -21,922 -23,949 3,653 40,843 36,908 22,574 16,612: 12,956 18,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 21.0 3.9 58.1 51.4 83.0 76.2: 17.0 23.8
Old : 100.0: 21.0 21.0 3.9 58.1 51.4 83.0 76.2: 17.0 23.8
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 : 203: 40 55 37 68 86 126 160:
Old : 203: 40 55 37 68 86 126 160:
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 14.9 33.9 24.8 18.0 11.7 28.8 17.2
Old : 21.6 14.9 33.9 24.8 18.0 11.7 28.8 17.2
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 23, 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 : 459,494: 134,616 166,600 67,052 224,093 200,661 425,761 434,313: 33,733 25,181
Old : 459,494: 134,616 166,600 67,052 224,093 200,661 425,761 434,313: 33,733 25,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 35,821: -9,987 21,792 11,532 34,192 9,926 35,737 43,250: 84 -7,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 36.3 14.6 48.8 43.7 92.7 94.5: 7.3 5.5
Old : 100.0: 29.3 36.3 14.6 48.8 43.7 92.7 94.5: 7.3 5.5
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 : 127: 33 27 39 51 53 103 102:
Old : 127: 33 27 39 51 53 103 102:
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 : 18.1 28.7 30.6 41.7 17.1 24.8 27.2 34.8
Old : 18.1 28.7 30.6 41.7 17.1 24.8 27.2 34.8
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 23, 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 : 24,200: 5,361 3,191 347 2,830 10,321 8,538 13,859: 15,662 10,341
Old : 24,200: 5,361 3,191 347 2,830 10,321 8,538 13,859: 15,662 10,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -8,755: -580 -1,732 345 -2,863 -1,848 -3,098 -3,235: -5,657 -5,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.2 1.4 11.7 42.6 35.3 57.3: 64.7 42.7
Old : 100.0: 22.2 13.2 1.4 11.7 42.6 35.3 57.3: 64.7 42.7
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: 9 10 3 4 6 15 17:
Old : 26: 9 10 3 4 6 15 17:
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 40.5 29.7 50.6 18.9 40.5 26.5 48.1
Old : 21.6 40.5 29.7 50.6 18.9 40.5 26.5 48.1
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 23, 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 : 45,283: 12,094 7,478 39 19,250 32,398 31,383 39,915: 13,900 5,368
Old : 45,283: 12,094 7,478 39 19,250 32,398 31,383 39,915: 13,900 5,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,469: -2,340 1,089 36 -288 884 -2,592 2,009: 123 -4,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 16.5 0.1 42.5 71.5 69.3 88.1: 30.7 11.9
Old : 100.0: 26.7 16.5 0.1 42.5 71.5 69.3 88.1: 30.7 11.9
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 : 59: 20 12 4 17 12 39 26:
Old : 59: 20 12 4 17 12 39 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 : 26.5 44.6 43.3 69.5 26.5 40.6 42.2 65.4
Old : 26.5 44.6 43.3 69.5 26.5 40.6 42.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 23, 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 : 87,205: 55,161 16,725 683 18,349 44,286 74,193 61,694: 13,012 25,511
Old : 87,205: 55,161 16,725 683 18,349 44,286 74,193 61,694: 13,012 25,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -4,214: -4,467 3,108 -313 6,174 -2,409 1,394 386: -5,608 -4,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 19.2 0.8 21.0 50.8 85.1 70.7: 14.9 29.3
Old : 100.0: 63.3 19.2 0.8 21.0 50.8 85.1 70.7: 14.9 29.3
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 : 91: 31 26 7 22 18 54 50:
Old : 91: 31 26 7 22 18 54 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 : 48.5 39.4 58.2 49.0 48.5 39.4 58.2 48.7
Old : 48.5 39.4 58.2 49.0 48.5 39.4 58.2 48.7
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 23, 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 : 11,802: 2,076 2,896 370 8,804 8,044 11,250 11,310: 552 492
Old : 11,802: 2,076 2,896 370 8,804 8,044 11,250 11,310: 552 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -864: -264 249 0 -977 -1,057 -1,241 -808: 377 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 24.5 3.1 74.6 68.2 95.3 95.8: 4.7 4.2
Old : 100.0: 17.6 24.5 3.1 74.6 68.2 95.3 95.8: 4.7 4.2
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 : 37: 5 14 5 13 9 21 25:
Old : 37: 5 14 5 13 9 21 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 : 45.0 62.3 71.7 76.7 45.0 56.8 70.4 68.9
Old : 45.0 62.3 71.7 76.7 45.0 56.8 70.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006