WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, June 13, 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 : 490,977: 85,650 81,090 101,555 265,275 240,004 452,480 422,649: 38,497 68,328 Old : 416,043: 82,032 94,292 71,441 229,637 202,383 383,110 368,116: 32,933 47,927 Other: 74,934: 29,061 12,241 4,671 35,638 37,621 69,370 54,533: 5,564 20,401 : : : : : Changes in Commitments from: June 6, 2006 : : -43,178: -17,731 -10,570 -13,910 -9,664 -16,888 -41,305 -41,368: -1,873 -1,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 16.5 20.7 54.0 48.9 92.2 86.1: 7.8 13.9 Old : 100.0: 19.7 22.7 17.2 55.2 48.6 92.1 88.5: 7.9 11.5 Other: 100.0: 38.8 16.3 6.2 47.6 50.2 92.6 72.8: 7.4 27.2 : : : :# Traders : Number of Traders in Each Category : All : 341: 98 117 125 60 83 260 256: Old : 329: 100 121 107 54 77 235 243: Other: 165: 49 46 22 22 58 83 117: :---------------------------------------------------------------------------------------------------- : 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 : 23.8 22.4 35.1 30.7 23.6 17.7 33.8 22.9 Old : 28.0 25.0 40.1 34.6 27.8 23.1 39.7 30.0 Other: 37.1 18.6 53.0 29.8 32.5 17.3 48.4 26.7 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, June 13, 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 : 1,320,155: 321,047 93,413 231,992 586,983 708,165 1,140,022 1,033,570: 180,133 286,585 Old : 630,792: 169,708 180,916 33,836 347,621 328,528 551,165 543,280: 79,627 87,512 Other: 689,363: 289,114 50,272 60,381 239,362 379,637 588,857 490,290: 100,506 199,073 : : : : : Changes in Commitments from: June 6, 2006 : : -26,987: -26,917 6,314 1,876 -7,841 -36,408 -32,882 -28,218: 5,895 1,231 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 7.1 17.6 44.5 53.6 86.4 78.3: 13.6 21.7 Old : 100.0: 26.9 28.7 5.4 55.1 52.1 87.4 86.1: 12.6 13.9 Other: 100.0: 41.9 7.3 8.8 34.7 55.1 85.4 71.1: 14.6 28.9 : : : :# Traders : Number of Traders in Each Category : All : 731: 219 118 188 220 296 541 543: Old : 652: 152 166 84 151 253 368 444: Other: 609: 182 92 76 148 272 359 418: :---------------------------------------------------------------------------------------------------- : 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 : 17.3 17.2 26.3 23.1 17.3 15.8 25.8 20.4 Old : 29.1 26.4 40.8 33.9 29.1 26.4 40.7 33.9 Other: 17.9 14.0 27.7 20.1 17.7 13.8 27.3 18.3 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, June 13, 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 : 13,893: 5,243 278 1,214 3,994 10,175 10,451 11,667: 3,442 2,226 Old : 13,892: 5,243 278 1,214 3,993 10,175 10,450 11,667: 3,442 2,225 Other: 1: 0 0 0 1 0 1 0: 0 1 : : : : : Changes in Commitments from: June 6, 2006 : : -130: 206 0 -233 -179 -60 -206 -293: 76 163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 2.0 8.7 28.7 73.2 75.2 84.0: 24.8 16.0 Old : 100.0: 37.7 2.0 8.7 28.7 73.2 75.2 84.0: 24.8 16.0 Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 20 5 13 12 15 42 29: Old : 49: 20 5 13 12 15 42 29: Other: 1: 0 0 0 1 0 1 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 41.4 41.5 60.2 22.5 40.9 35.3 54.6 Old : 26.6 41.4 41.5 60.2 22.5 40.9 35.3 54.6 Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, June 13, 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 : 379,960: 69,171 72,400 80,014 171,054 132,237 320,239 284,651: 59,721 95,309 Old : 171,616: 63,669 59,950 17,128 56,085 55,698 136,882 132,776: 34,734 38,840 Other: 208,344: 41,322 48,270 27,066 114,969 76,539 183,357 151,875: 24,987 56,469 : : : : : Changes in Commitments from: June 6, 2006 : : -3,342: 1,443 -7,812 11,830 -20,092 -8,780 -6,819 -4,762: 3,477 1,420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 19.1 21.1 45.0 34.8 84.3 74.9: 15.7 25.1 Old : 100.0: 37.1 34.9 10.0 32.7 32.5 79.8 77.4: 20.2 22.6 Other: 100.0: 19.8 23.2 13.0 55.2 36.7 88.0 72.9: 12.0 27.1 : : : :# Traders : Number of Traders in Each Category : All : 397: 105 123 128 91 105 294 298: Old : 350: 126 94 58 71 80 220 218: Other: 284: 66 98 63 60 92 174 214: :---------------------------------------------------------------------------------------------------- : 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 : 18.6 13.2 28.6 19.7 18.6 12.3 27.3 17.4 Old : 14.7 18.6 22.9 27.5 14.7 18.3 22.3 26.0 Other: 29.2 14.5 41.9 21.9 29.2 14.4 41.7 19.6 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (THOUSAND BUSHELS) : : : : All : 20,820: 15,421 6,580 582 175 583 16,178 7,745: 4,642 13,075 Old : 8,161: 5,418 4,831 7 175 148 5,600 4,986: 2,561 3,175 Other: 12,659: 10,501 2,247 77 0 435 10,578 2,759: 2,081 9,900 : : : : : Changes in Commitments from: June 6, 2006 : : 618: 2,121 1,179 -547 -490 8 1,084 640: -466 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 31.6 2.8 0.8 2.8 77.7 37.2: 22.3 62.8 Old : 100.0: 66.4 59.2 0.1 2.1 1.8 68.6 61.1: 31.4 38.9 Other: 100.0: 83.0 17.8 0.6 0.0 3.4 83.6 21.8: 16.4 78.2 : : : :# Traders : Number of Traders in Each Category : All : 26: 14 9 6 1 2 16 16: Old : 24: 10 11 2 1 2 12 14: Other: 16: 7 7 3 0 2 8 11: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 24.6 69.4 31.1 58.3 24.6 67.4 31.1 Old : 45.3 39.5 61.4 54.7 45.2 39.5 61.4 54.7 Other: 79.9 18.0 83.6 20.9 79.3 17.9 83.0 20.9 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, June 13, 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 : 245,689: 79,537 18,615 34,841 101,497 173,948 215,875 227,404: 29,814 18,285 Old : 111,634: 58,657 26,493 4,651 26,475 68,446 89,783 99,590: 21,851 12,044 Other: 134,055: 34,364 5,606 16,706 75,022 105,502 126,092 127,814: 7,963 6,241 : : : : : Changes in Commitments from: June 6, 2006 : : -8,259: -2,800 3,677 -7,720 977 -7,976 -9,543 -12,019: 1,284 3,760 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 7.6 14.2 41.3 70.8 87.9 92.6: 12.1 7.4 Old : 100.0: 52.5 23.7 4.2 23.7 61.3 80.4 89.2: 19.6 10.8 Other: 100.0: 25.6 4.2 12.5 56.0 78.7 94.1 95.3: 5.9 4.7 : : : :# Traders : Number of Traders in Each Category : All : 194: 79 36 45 46 47 152 114: Old : 178: 75 38 24 34 40 120 93: Other: 121: 41 23 27 35 36 89 75: :---------------------------------------------------------------------------------------------------- : 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 : 19.4 40.7 28.6 53.6 18.7 38.4 25.7 47.7 Old : 11.9 31.4 19.6 45.6 11.9 31.4 19.5 43.8 Other: 32.4 48.9 45.7 63.7 30.8 47.0 43.3 55.5 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, June 13, 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 : 762,787: 128,124 192,076 20,589 478,908 379,243 627,621 591,908: 135,166 170,879 Old : 762,787: 128,124 192,076 20,589 478,908 379,243 627,621 591,908: 135,166 170,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -1,041: 23,297 -6,787 -11,114 -8,194 19,427 3,989 1,526: -5,030 -2,567 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 25.2 2.7 62.8 49.7 82.3 77.6: 17.7 22.4 Old : 100.0: 16.8 25.2 2.7 62.8 49.7 82.3 77.6: 17.7 22.4 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 : 189: 38 48 16 67 81 114 136: Old : 189: 38 48 16 67 81 114 136: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.1 24.2 34.0 33.2 18.2 18.3 26.7 25.7 Old : 24.1 24.2 34.0 33.2 18.2 18.3 26.7 25.7 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 13, 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 : 181,296: 34,273 33,619 26,073 91,299 99,025 151,645 158,717: 29,651 22,579 Old : 111,406: 32,318 26,488 5,807 52,127 63,134 90,252 95,429: 21,154 15,977 Other: 69,890: 12,665 17,841 9,556 39,172 35,891 61,393 63,288: 8,497 6,602 : : : : : Changes in Commitments from: June 6, 2006 : : -6,389: -3,291 -3,817 1,742 -4,430 -3,572 -5,979 -5,647: -410 -742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 18.5 14.4 50.4 54.6 83.6 87.5: 16.4 12.5 Old : 100.0: 29.0 23.8 5.2 46.8 56.7 81.0 85.7: 19.0 14.3 Other: 100.0: 18.1 25.5 13.7 56.0 51.4 87.8 90.6: 12.2 9.4 : : : :# Traders : Number of Traders in Each Category : All : 169: 47 45 42 52 53 125 127: Old : 161: 58 41 27 46 40 111 101: Other: 109: 28 29 23 37 37 78 76: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.1 32.0 34.9 45.2 24.8 27.4 30.5 39.6 Old : 24.1 37.3 31.3 48.4 24.1 37.3 31.0 48.0 Other: 36.6 32.1 47.5 48.9 34.6 29.5 43.8 45.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, June 13, 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 : 14,438: 4,722 178 1,169 4,548 11,093 10,439 12,440: 3,999 1,998 Old : 5,479: 3,681 276 0 390 4,616 4,071 4,892: 1,408 587 Other: 8,959: 1,875 736 335 4,158 6,477 6,368 7,548: 2,591 1,411 : : : : : Changes in Commitments from: June 6, 2006 : : 83: -89 -18 -139 143 -220 -85 -377: 168 460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 1.2 8.1 31.5 76.8 72.3 86.2: 27.7 13.8 Old : 100.0: 67.2 5.0 0.0 7.1 84.2 74.3 89.3: 25.7 10.7 Other: 100.0: 20.9 8.2 3.7 46.4 72.3 71.1 84.3: 28.9 15.7 : : : :# Traders : Number of Traders in Each Category : All : 67: 32 4 9 19 22 54 33: Old : 46: 23 4 0 4 15 27 19: Other: 52: 16 6 7 19 18 40 27: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 54.9 30.9 65.7 11.9 47.6 22.2 56.0 Old : 34.9 55.4 51.4 74.0 34.9 55.4 51.4 74.0 Other: 27.2 57.6 41.3 67.6 23.1 48.5 34.7 57.4 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, June 13, 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 : 531,799: 117,097 129,952 8,148 299,211 294,613 424,456 432,713: 107,343 99,086 Old : 531,799: 117,097 129,952 8,148 299,211 294,613 424,456 432,713: 107,343 99,086 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,465: 1,216 12,407 -1,597 18,298 2,757 17,917 13,567: -15,452 -11,102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 24.4 1.5 56.3 55.4 79.8 81.4: 20.2 18.6 Old : 100.0: 22.0 24.4 1.5 56.3 55.4 79.8 81.4: 20.2 18.6 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 : 157: 27 39 12 62 69 95 114: Old : 157: 27 39 12 62 69 95 114: 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 : 21.4 14.5 35.4 25.6 21.1 13.4 34.9 23.5 Old : 21.4 14.5 35.4 25.6 21.1 13.4 34.9 23.5 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, June 13, 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 : 1,912,279: 475,381 432,788 38,819 1,133,218 1,060,668 1,647,418 1,532,275: 264,861 380,004 Old : 1,912,279: 475,381 432,788 38,819 1,133,218 1,060,668 1,647,418 1,532,275: 264,861 380,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -105,284: -73,055 -44,894 -7,252 -31,927 -39,897 -112,234 -92,043: 6,950 -13,241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 22.6 2.0 59.3 55.5 86.1 80.1: 13.9 19.9 Old : 100.0: 24.9 22.6 2.0 59.3 55.5 86.1 80.1: 13.9 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 : 293: 56 78 39 110 116 186 213: Old : 293: 56 78 39 110 116 186 213: 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 : 25.0 28.4 36.1 36.1 22.5 25.9 32.5 32.2 Old : 25.0 28.4 36.1 36.1 22.5 25.9 32.5 32.2 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 13, 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 : 1,244,501: 268,207 271,139 33,744 737,311 675,253 1,039,262 980,136: 205,239 264,365 Old : 1,244,501: 268,207 271,139 33,744 737,311 675,253 1,039,262 980,136: 205,239 264,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -2,476: -1,274 -11,894 -5,481 -11,428 15,750 -18,183 -1,625: 15,707 -851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 21.8 2.7 59.2 54.3 83.5 78.8: 16.5 21.2 Old : 100.0: 21.6 21.8 2.7 59.2 54.3 83.5 78.8: 16.5 21.2 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 : 200: 33 61 21 68 83 109 157: Old : 200: 33 61 21 68 83 109 157: 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 : 26.8 17.2 38.4 27.3 21.6 14.9 32.7 21.7 Old : 26.8 17.2 38.4 27.3 21.6 14.9 32.7 21.7 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 13, 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 : 480,201: 188,946 211,336 53,901 192,255 184,670 435,102 449,907: 45,099 30,294 Old : 480,201: 188,946 211,336 53,901 192,255 184,670 435,102 449,907: 45,099 30,294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 25,835: 62,372 54,314 -16,766 -26,910 -16,867 18,696 20,681: 7,139 5,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 44.0 11.2 40.0 38.5 90.6 93.7: 9.4 6.3 Old : 100.0: 39.3 44.0 11.2 40.0 38.5 90.6 93.7: 9.4 6.3 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 : 142: 49 26 37 59 43 123 94: Old : 142: 49 26 37 59 43 123 94: 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 : 17.0 34.7 26.4 46.4 16.1 32.8 24.7 40.9 Old : 17.0 34.7 26.4 46.4 16.1 32.8 24.7 40.9 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 13, 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 : 25,882: 8,270 4,673 0 1,852 13,332 10,122 18,005: 15,760 7,877 Old : 25,882: 8,270 4,673 0 1,852 13,332 10,122 18,005: 15,760 7,877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 6,662: 2,142 3,026 -1 -503 3,574 1,638 6,599: 5,024 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 18.1 0.0 7.2 51.5 39.1 69.6: 60.9 30.4 Old : 100.0: 32.0 18.1 0.0 7.2 51.5 39.1 69.6: 60.9 30.4 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 : 31: 14 7 0 4 10 18 17: Old : 31: 14 7 0 4 10 18 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 : 21.7 46.6 28.8 61.9 21.5 46.6 28.5 61.9 Old : 21.7 46.6 28.8 61.9 21.5 46.6 28.5 61.9 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 13, 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 : 64,302: 11,198 6,471 10,161 26,195 39,966 47,554 56,598: 16,748 7,704 Old : 64,302: 11,198 6,471 10,161 26,195 39,966 47,554 56,598: 16,748 7,704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 17,668: -328 -1,275 9,552 6,653 6,528 15,877 14,805: 1,791 2,863 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 10.1 15.8 40.7 62.2 74.0 88.0: 26.0 12.0 Old : 100.0: 17.4 10.1 15.8 40.7 62.2 74.0 88.0: 26.0 12.0 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 : 61: 16 14 14 24 19 51 37: Old : 61: 16 14 14 24 19 51 37: 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 : 22.2 33.3 38.2 57.9 18.4 28.7 28.4 46.3 Old : 22.2 33.3 38.2 57.9 18.4 28.7 28.4 46.3 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 13, 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 : 119,739: 61,191 13,137 28,767 16,372 52,349 106,330 94,253: 13,409 25,486 Old : 119,739: 61,191 13,137 28,767 16,372 52,349 106,330 94,253: 13,409 25,486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 29,990: -1,829 716 27,774 2,835 2,110 28,780 30,600: 1,210 -610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 11.0 24.0 13.7 43.7 88.8 78.7: 11.2 21.3 Old : 100.0: 51.1 11.0 24.0 13.7 43.7 88.8 78.7: 11.2 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 : 93: 36 22 26 26 25 75 61: Old : 93: 36 22 26 26 25 75 61: 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 : 46.7 39.0 56.2 50.8 37.3 29.9 43.2 35.6 Old : 46.7 39.0 56.2 50.8 37.3 29.9 43.2 35.6 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 13, 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 : 12,948: 3,348 2,384 1,831 7,570 8,160 12,749 12,375: 199 573 Old : 12,948: 3,348 2,384 1,831 7,570 8,160 12,749 12,375: 199 573 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 329: 147 -43 261 -58 65 350 283: -21 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 18.4 14.1 58.5 63.0 98.5 95.6: 1.5 4.4 Old : 100.0: 25.9 18.4 14.1 58.5 63.0 98.5 95.6: 1.5 4.4 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 : 36: 6 12 4 12 11 19 26: Old : 36: 6 12 4 12 11 19 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 : 52.5 63.0 79.0 78.7 40.2 50.8 65.5 61.8 Old : 52.5 63.0 79.0 78.7 40.2 50.8 65.5 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006