WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 6, 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 : 534,155: 103,381 91,660 115,465 274,939 256,892 493,785 464,017: 40,370 70,138
Old : 458,969: 101,281 104,484 85,278 237,400 218,739 423,959 408,501: 35,010 50,468
Other: 75,186: 27,847 12,923 4,440 37,539 38,153 69,826 55,516: 5,360 19,670
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,898: -14,642 -4,836 12,874 -4,041 -10,562 -5,809 -2,524: 1,911 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.2 21.6 51.5 48.1 92.4 86.9: 7.6 13.1
Old : 100.0: 22.1 22.8 18.6 51.7 47.7 92.4 89.0: 7.6 11.0
Other: 100.0: 37.0 17.2 5.9 49.9 50.7 92.9 73.8: 7.1 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 108 127 134 60 82 285 265:
Old : 363: 114 135 115 52 79 258 256:
Other: 175: 53 49 23 22 61 87 124:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 22.5 32.8 30.2 22.4 17.4 32.2 22.7
Old : 26.0 24.8 37.8 33.4 26.0 22.8 37.4 28.8
Other: 38.9 19.4 53.8 30.5 34.4 17.8 49.2 27.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 6, 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 : 1,347,142: 347,964 87,099 230,116 594,824 744,573 1,172,904 1,061,788: 174,238 285,354
Old : 681,801: 183,968 166,485 54,892 358,373 365,343 597,233 586,720: 84,568 95,081
Other: 665,341: 285,390 42,008 53,830 236,451 379,230 575,671 475,068: 89,670 190,273
: : :
: : Changes in Commitments from: May 30, 2006 :
: 2,076: -3,297 2,231 -751 -6,020 -9,150 -10,068 -7,670: 12,144 9,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.5 17.1 44.2 55.3 87.1 78.8: 12.9 21.2
Old : 100.0: 27.0 24.4 8.1 52.6 53.6 87.6 86.1: 12.4 13.9
Other: 100.0: 42.9 6.3 8.1 35.5 57.0 86.5 71.4: 13.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 244 108 168 220 296 553 513:
Old : 671: 175 157 61 157 255 380 427:
Other: 599: 183 77 69 143 276 355 401:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 18.0 26.6 24.1 17.5 16.7 26.3 21.3
Old : 27.8 26.9 38.7 34.6 27.8 26.4 38.7 33.8
Other: 19.1 14.7 28.4 21.0 19.1 14.5 28.1 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 6, 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 : 14,023: 5,037 278 1,447 4,173 10,235 10,657 11,960: 3,366 2,063
Old : 14,022: 5,037 277 1,447 4,172 10,235 10,656 11,959: 3,366 2,063
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 18: -94 23 127 598 -137 631 13: -613 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.0 10.3 29.8 73.0 76.0 85.3: 24.0 14.7
Old : 100.0: 35.9 2.0 10.3 29.8 73.0 76.0 85.3: 24.0 14.7
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 : 51: 19 5 15 13 15 44 31:
Old : 51: 19 5 15 13 15 44 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 : 25.8 42.0 41.3 60.6 22.3 41.5 35.4 54.1
Old : 25.8 42.0 41.3 60.6 22.4 41.5 35.4 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, June 6, 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 : 383,302: 67,728 80,212 68,184 191,146 141,017 327,058 289,413: 56,244 93,889
Old : 219,883: 55,387 86,216 9,846 122,047 82,445 187,280 178,507: 32,603 41,376
Other: 163,419: 47,124 28,779 23,555 69,099 58,572 139,778 110,906: 23,641 52,513
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,215: 7,487 -5,718 -394 -6,770 5,779 323 -333: -1,538 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.9 17.8 49.9 36.8 85.3 75.5: 14.7 24.5
Old : 100.0: 25.2 39.2 4.5 55.5 37.5 85.2 81.2: 14.8 18.8
Other: 100.0: 28.8 17.6 14.4 42.3 35.8 85.5 67.9: 14.5 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 101 124 125 90 112 284 307:
Old : 371: 108 122 48 71 88 202 245:
Other: 274: 73 75 60 60 96 173 203:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 13.6 30.9 22.2 18.9 11.4 28.5 16.5
Old : 29.3 20.2 40.3 29.8 29.3 19.0 39.9 27.7
Other: 21.2 15.4 33.8 22.0 20.1 15.3 31.8 20.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,202: 13,300 5,401 1,129 665 575 15,094 7,105: 5,108 13,097
Old : 7,627: 3,966 4,312 17 610 144 4,593 4,473: 3,034 3,154
Other: 12,575: 10,376 2,131 70 55 431 10,501 2,632: 2,074 9,943
: : :
: : Changes in Commitments from: May 30, 2006 :
: 816: 423 1,598 -816 -45 20 -438 802: 1,254 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 26.7 5.6 3.3 2.8 74.7 35.2: 25.3 64.8
Old : 100.0: 52.0 56.5 0.2 8.0 1.9 60.2 58.6: 39.8 41.4
Other: 100.0: 82.5 16.9 0.6 0.4 3.4 83.5 20.9: 16.5 79.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 11 8 2 2 20 17:
Old : 27: 11 12 2 2 2 14 15:
Other: 17: 8 6 3 1 2 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 55.6 20.8 64.6 27.2 53.3 17.8 61.0 24.1
Old : 33.0 31.8 47.9 47.9 32.8 31.8 47.7 47.9
Other: 80.8 18.8 83.5 20.4 80.2 18.8 82.9 20.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 6, 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 : 253,948: 82,337 14,938 42,561 100,520 181,924 225,418 239,423: 28,530 14,525
Old : 156,727: 64,541 32,056 6,241 64,742 108,148 135,524 146,445: 21,203 10,282
Other: 97,221: 38,794 3,880 15,322 35,778 73,776 89,894 92,978: 7,327 4,243
: : :
: : Changes in Commitments from: May 30, 2006 :
: 3,615: 4,683 2,161 2,493 -3,953 -1,454 3,223 3,200: 392 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.9 16.8 39.6 71.6 88.8 94.3: 11.2 5.7
Old : 100.0: 41.2 20.5 4.0 41.3 69.0 86.5 93.4: 13.5 6.6
Other: 100.0: 39.9 4.0 15.8 36.8 75.9 92.5 95.6: 7.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 85 31 48 47 51 162 117:
Old : 190: 79 45 27 34 43 131 97:
Other: 119: 49 14 28 33 37 90 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 : 18.9 40.5 27.6 55.1 18.4 38.5 25.4 49.6
Old : 25.2 39.4 34.5 55.7 25.2 39.3 34.5 54.4
Other: 20.6 42.5 35.5 57.9 17.7 40.0 29.3 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 6, 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 : 763,828: 104,827 198,863 31,703 487,102 359,816 623,632 590,382: 140,196 173,446
Old : 763,828: 104,827 198,863 31,703 487,102 359,816 623,632 590,382: 140,196 173,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -32,302: 23,716 -6,896 -11,036 -44,498 16,776 -31,818 -1,156: -484 -31,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 26.0 4.2 63.8 47.1 81.6 77.3: 18.4 22.7
Old : 100.0: 13.7 26.0 4.2 63.8 47.1 81.6 77.3: 18.4 22.7
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 : 180: 33 46 24 68 77 114 134:
Old : 180: 33 46 24 68 77 114 134:
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 : 24.0 23.0 34.1 31.3 17.4 16.7 25.7 23.6
Old : 24.0 23.0 34.1 31.3 17.4 16.7 25.7 23.6
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, June 6, 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 : 187,685: 37,564 37,436 24,331 95,729 102,597 157,624 164,364: 30,061 23,321
Old : 121,978: 34,037 31,062 5,617 60,107 67,935 99,761 104,614: 22,217 17,364
Other: 65,707: 12,475 15,322 9,766 35,622 34,662 57,863 59,750: 7,844 5,957
: : :
: : Changes in Commitments from: May 30, 2006 :
: -16,032: 3,816 -23,700 -1,814 -20,757 10,609 -18,755 -14,905: 2,723 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 19.9 13.0 51.0 54.7 84.0 87.6: 16.0 12.4
Old : 100.0: 27.9 25.5 4.6 49.3 55.7 81.8 85.8: 18.2 14.2
Other: 100.0: 19.0 23.3 14.9 54.2 52.8 88.1 90.9: 11.9 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 45 50 40 53 51 124 125:
Old : 163: 49 50 30 48 37 112 104:
Other: 102: 27 21 25 36 38 77 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 : 26.7 31.2 34.2 44.8 24.8 27.7 30.8 39.9
Old : 27.1 36.3 34.9 47.2 26.9 36.2 33.6 46.8
Other: 32.7 32.6 44.0 48.8 30.9 29.9 39.5 45.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 6, 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 : 14,355: 4,811 196 1,308 4,405 11,313 10,524 12,817: 3,831 1,538
Old : 5,930: 3,849 163 0 369 5,268 4,218 5,431: 1,712 499
Other: 8,425: 1,770 841 500 4,036 6,045 6,306 7,386: 2,119 1,039
: : :
: : Changes in Commitments from: May 30, 2006 :
: -453: -138 -56 28 -200 -406 -310 -434: -143 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 1.4 9.1 30.7 78.8 73.3 89.3: 26.7 10.7
Old : 100.0: 64.9 2.7 0.0 6.2 88.8 71.1 91.6: 28.9 8.4
Other: 100.0: 21.0 10.0 5.9 47.9 71.8 74.8 87.7: 25.2 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 33 5 11 19 22 57 34:
Old : 49: 25 4 0 3 17 28 21:
Other: 50: 15 7 9 18 17 39 28:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 55.4 30.7 67.1 12.0 48.1 22.0 57.3
Old : 32.1 52.9 48.6 76.1 32.1 52.9 48.6 76.1
Other: 29.0 59.9 44.1 72.0 24.6 50.2 37.1 60.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 6, 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 : 529,334: 115,881 117,545 9,745 280,913 291,856 406,539 419,146: 122,795 110,188
Old : 529,334: 115,881 117,545 9,745 280,913 291,856 406,539 419,146: 122,795 110,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -62,972: -44,799 -11,157 -9,417 -11,481 -20,305 -65,697 -40,879: 2,725 -22,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.2 1.8 53.1 55.1 76.8 79.2: 23.2 20.8
Old : 100.0: 21.9 22.2 1.8 53.1 55.1 76.8 79.2: 23.2 20.8
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 : 142: 22 33 12 64 65 94 102:
Old : 142: 22 33 12 64 65 94 102:
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 : 21.8 13.5 34.0 24.6 21.7 12.7 33.3 22.6
Old : 21.8 13.5 34.0 24.6 21.7 12.7 33.3 22.6
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, June 6, 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 : 2,017,563: 548,436 477,682 46,071 1,165,145 1,100,565 1,759,652 1,624,318: 257,911 393,245
Old : 2,017,563: 548,436 477,682 46,071 1,165,145 1,100,565 1,759,652 1,624,318: 257,911 393,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -71,348: -8,257 -18,995 -44,064 -4,033 4,692 -56,354 -58,367: -14,994 -12,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.7 2.3 57.8 54.5 87.2 80.5: 12.8 19.5
Old : 100.0: 27.2 23.7 2.3 57.8 54.5 87.2 80.5: 12.8 19.5
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 : 298: 62 76 41 112 119 196 214:
Old : 298: 62 76 41 112 119 196 214:
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 : 26.2 27.6 36.8 34.5 23.7 25.6 33.4 31.9
Old : 26.2 27.6 36.8 34.5 23.7 25.6 33.4 31.9
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, June 6, 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 : 1,246,977: 269,481 283,033 39,225 748,739 659,503 1,057,445 981,761: 189,532 265,216
Old : 1,246,977: 269,481 283,033 39,225 748,739 659,503 1,057,445 981,761: 189,532 265,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -7,986: 1,455 -13,850 -13,868 17,367 55,957 4,954 28,239: -12,940 -36,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.7 3.1 60.0 52.9 84.8 78.7: 15.2 21.3
Old : 100.0: 21.6 22.7 3.1 60.0 52.9 84.8 78.7: 15.2 21.3
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 : 194: 33 53 21 71 83 112 149:
Old : 194: 33 53 21 71 83 112 149:
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 : 27.3 17.6 39.4 27.2 22.3 15.9 33.8 21.9
Old : 27.3 17.6 39.4 27.2 22.3 15.9 33.8 21.9
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, June 6, 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 : 454,366: 126,574 157,022 70,667 219,165 201,537 416,406 429,226: 37,960 25,140
Old : 454,366: 126,574 157,022 70,667 219,165 201,537 416,406 429,226: 37,960 25,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -29,476: -15,006 -19,881 -1,179 -14,253 -9,656 -30,438 -30,716: 962 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 34.6 15.6 48.2 44.4 91.6 94.5: 8.4 5.5
Old : 100.0: 27.9 34.6 15.6 48.2 44.4 91.6 94.5: 8.4 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 : 132: 35 24 36 56 48 108 96:
Old : 132: 35 24 36 56 48 108 96:
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 : 19.0 30.8 31.5 44.1 17.1 24.0 26.1 32.5
Old : 19.0 30.8 31.5 44.1 17.1 24.0 26.1 32.5
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, June 6, 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 : 19,220: 6,128 1,647 1 2,355 9,758 8,484 11,406: 10,736 7,814
Old : 19,220: 6,128 1,647 1 2,355 9,758 8,484 11,406: 10,736 7,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -457: 1,263 1,157 -597 -1,037 -3,497 -371 -2,937: -86 2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 8.6 0.0 12.3 50.8 44.1 59.3: 55.9 40.7
Old : 100.0: 31.9 8.6 0.0 12.3 50.8 44.1 59.3: 55.9 40.7
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: 13 3 1 6 7 20 10:
Old : 26: 13 3 1 6 7 20 10:
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 : 22.6 48.2 31.8 57.3 22.0 48.2 29.9 55.8
Old : 22.6 48.2 31.8 57.3 22.0 48.2 29.9 55.8
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, June 6, 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 : 46,634: 11,526 7,746 609 19,542 33,438 31,677 41,793: 14,957 4,841
Old : 46,634: 11,526 7,746 609 19,542 33,438 31,677 41,793: 14,957 4,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,827: -1,001 503 565 757 1,333 321 2,401: 1,506 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 16.6 1.3 41.9 71.7 67.9 89.6: 32.1 10.4
Old : 100.0: 24.7 16.6 1.3 41.9 71.7 67.9 89.6: 32.1 10.4
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 : 57: 15 15 5 17 13 37 28:
Old : 57: 15 15 5 17 13 37 28:
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 43.5 40.7 68.0 25.8 39.8 39.8 64.4
Old : 25.8 43.5 40.7 68.0 25.8 39.8 39.8 64.4
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, June 6, 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 : 89,749: 63,020 12,421 993 13,537 50,239 77,550 63,653: 12,199 26,096
Old : 89,749: 63,020 12,421 993 13,537 50,239 77,550 63,653: 12,199 26,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,359: 2,354 -1,789 31 -2,110 1,113 275 -645: 1,084 2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.8 1.1 15.1 56.0 86.4 70.9: 13.6 29.1
Old : 100.0: 70.2 13.8 1.1 15.1 56.0 86.4 70.9: 13.6 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 37 15 9 21 21 60 43:
Old : 87: 37 15 9 21 21 60 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 44.8 57.9 53.8 49.3 44.8 57.8 53.8
Old : 49.3 44.8 57.9 53.8 49.3 44.8 57.8 53.8
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, June 6, 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 : 12,619: 3,201 2,427 1,570 7,628 8,095 12,399 12,092: 220 527
Old : 12,619: 3,201 2,427 1,570 7,628 8,095 12,399 12,092: 220 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,013: 212 -351 1,111 -317 268 1,006 1,028: 7 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.2 12.4 60.4 64.1 98.3 95.8: 1.7 4.2
Old : 100.0: 25.4 19.2 12.4 60.4 64.1 98.3 95.8: 1.7 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 : 35: 6 12 4 11 11 18 26:
Old : 35: 6 12 4 11 11 18 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 : 50.2 62.0 77.7 78.1 39.7 51.5 65.9 62.8
Old : 50.2 62.0 77.7 78.1 39.7 51.5 65.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006