WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 11, 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 : 468,830: 77,181 75,488 95,715 262,647 238,523 435,543 409,726: 33,287 59,104
Old : 378,951: 74,138 88,348 57,631 220,866 195,632 352,635 341,611: 26,316 37,340
Other: 89,879: 37,194 21,291 3,933 41,781 42,891 82,908 68,115: 6,971 21,764
: : :
: : Changes in Commitments from: July 3, 2006 :
: 9,865: 6,975 -1,149 -2,562 4,713 14,583 9,126 10,872: 739 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.1 20.4 56.0 50.9 92.9 87.4: 7.1 12.6
Old : 100.0: 19.6 23.3 15.2 58.3 51.6 93.1 90.1: 6.9 9.9
Other: 100.0: 41.4 23.7 4.4 46.5 47.7 92.2 75.8: 7.8 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 98 122 122 56 88 252 262:
Old : 336: 95 126 92 45 81 214 241:
Other: 189: 56 53 27 25 65 96 133:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 22.3 35.8 30.4 24.4 17.7 35.4 22.6
Old : 29.8 26.5 43.4 36.4 29.8 25.1 43.4 33.6
Other: 31.3 16.9 47.1 27.8 29.3 16.3 43.8 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 11, 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 : 1,333,225: 302,555 120,230 268,867 601,772 685,032 1,173,194 1,074,129: 160,031 259,096
Old : 464,157: 105,603 177,699 7,270 312,785 232,915 425,658 417,884: 38,499 46,273
Other: 869,068: 350,367 95,946 108,182 288,987 452,117 747,536 656,245: 121,532 212,823
: : :
: : Changes in Commitments from: July 3, 2006 :
: 5,743: -817 -21,761 10,098 5,044 18,244 14,325 6,581: -8,582 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.0 20.2 45.1 51.4 88.0 80.6: 12.0 19.4
Old : 100.0: 22.8 38.3 1.6 67.4 50.2 91.7 90.0: 8.3 10.0
Other: 100.0: 40.3 11.0 12.4 33.3 52.0 86.0 75.5: 14.0 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 192 145 183 212 302 511 569:
Old : 561: 96 145 21 121 227 236 374:
Other: 701: 213 132 98 163 291 414 489:
:----------------------------------------------------------------------------------------------------
: 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 15.5 26.5 21.3 17.3 14.1 25.8 17.8
Old : 36.4 23.3 51.1 32.2 36.4 23.3 51.1 31.8
Other: 16.6 14.5 25.5 20.2 15.7 14.0 23.4 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 11, 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 : 14,346: 6,890 499 374 3,243 11,376 10,507 12,249: 3,839 2,097
Old : 14,334: 6,890 499 374 3,242 11,376 10,506 12,249: 3,828 2,085
Other: 12: 0 0 0 1 0 1 0: 11 12
: : :
: : Changes in Commitments from: July 3, 2006 :
: 520: 441 241 -146 -101 602 194 697: 326 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 3.5 2.6 22.6 79.3 73.2 85.4: 26.8 14.6
Old : 100.0: 48.1 3.5 2.6 22.6 79.4 73.3 85.5: 26.7 14.5
Other: 100.0: 0.0 0.0 0.0 8.3 0.0 8.3 0.0: 91.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 24 5 6 9 16 39 24:
Old : 51: 24 5 6 9 16 39 24:
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 : 22.9 42.8 38.4 63.9 22.9 42.3 37.6 59.4
Old : 22.9 42.9 38.5 64.0 22.9 42.3 37.6 59.5
Other: 8.3 0.0 8.3 0.0 8.3 0.0 8.3 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 11, 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 : 339,653: 64,866 68,796 60,487 165,698 133,185 291,051 262,468: 48,602 77,185
Old : 54,182: 23,963 12,536 645 19,271 29,475 43,879 42,656: 10,303 11,526
Other: 285,471: 60,619 75,976 40,126 146,427 103,710 247,172 219,812: 38,299 65,659
: : :
: : Changes in Commitments from: July 3, 2006 :
: 8,508: 6,208 -1,774 -2,471 3,085 17,110 6,822 12,865: 1,686 -4,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.3 17.8 48.8 39.2 85.7 77.3: 14.3 22.7
Old : 100.0: 44.2 23.1 1.2 35.6 54.4 81.0 78.7: 19.0 21.3
Other: 100.0: 21.2 26.6 14.1 51.3 36.3 86.6 77.0: 13.4 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 104 120 112 88 115 270 294:
Old : 207: 74 30 10 51 67 127 105:
Other: 367: 91 135 84 60 109 210 282:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 12.8 31.1 19.4 21.3 11.8 30.5 16.8
Old : 22.7 27.3 32.2 45.3 22.5 27.3 29.8 40.7
Other: 25.4 12.8 36.7 19.9 25.4 12.7 36.1 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,282: 13,038 4,229 227 0 433 13,265 4,889: 3,017 11,393
Old : 798: 413 30 0 0 9 413 39: 385 759
Other: 15,484: 12,655 4,229 197 0 424 12,852 4,850: 2,632 10,634
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 26.0 1.4 0.0 2.7 81.5 30.0: 18.5 70.0
Old : 100.0: 51.8 3.8 0.0 0.0 1.1 51.8 4.9: 48.2 95.1
Other: 100.0: 81.7 27.3 1.3 0.0 2.7 83.0 31.3: 17.0 68.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 4 0 2 10 14:
Old : 6: 4 1 0 0 1 4 2:
Other: 20: 10 8 3 0 2 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 70.9 20.0 79.3 26.7 69.7 20.0 78.1 26.7
Old : 51.8 4.9 51.8 4.9 51.8 4.9 51.8 4.9
Other: 72.1 21.0 80.7 28.0 70.8 21.0 79.4 28.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 11, 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 : 275,591: 95,880 18,594 39,977 110,454 201,668 246,311 260,239: 29,280 15,352
Old : 53,695: 25,669 10,383 2,981 16,538 35,763 45,188 49,127: 8,507 4,568
Other: 221,896: 84,454 22,454 22,753 93,916 165,905 201,123 211,112: 20,773 10,784
: : :
: : Changes in Commitments from: July 3, 2006 :
: 30,044: 22,245 1,711 4,710 519 23,695 27,474 30,116: 2,570 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 6.7 14.5 40.1 73.2 89.4 94.4: 10.6 5.6
Old : 100.0: 47.8 19.3 5.6 30.8 66.6 84.2 91.5: 15.8 8.5
Other: 100.0: 38.1 10.1 10.3 42.3 74.8 90.6 95.1: 9.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 89 30 43 48 50 164 111:
Old : 110: 42 15 15 30 37 77 64:
Other: 182: 83 37 31 42 43 145 92:
:----------------------------------------------------------------------------------------------------
: 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 43.7 25.2 58.3 16.7 38.1 23.4 51.2
Old : 19.7 39.9 31.7 55.2 19.7 36.8 30.0 49.4
Other: 21.1 50.0 30.4 62.0 20.4 45.1 28.5 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 11, 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 : 753,141: 86,138 176,395 10,902 527,745 393,480 624,785 580,777: 128,356 172,364
Old : 753,141: 86,138 176,395 10,902 527,745 393,480 624,785 580,777: 128,356 172,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 9,522: -13,676 -14,527 2,208 7,185 34,335 -4,283 22,016: 13,805 -12,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.4 1.4 70.1 52.2 83.0 77.1: 17.0 22.9
Old : 100.0: 11.4 23.4 1.4 70.1 52.2 83.0 77.1: 17.0 22.9
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 : 190: 32 45 20 67 87 111 140:
Old : 190: 32 45 20 67 87 111 140:
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 : 27.1 25.4 36.6 34.0 21.3 19.0 28.9 24.7
Old : 27.1 25.4 36.6 34.0 21.3 19.0 28.9 24.7
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, July 11, 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 : 184,842: 33,494 42,806 24,256 100,320 96,953 158,070 164,015: 26,772 20,827
Old : 67,486: 14,489 10,941 2,901 38,802 45,506 56,192 59,348: 11,294 8,138
Other: 117,356: 26,702 39,562 13,658 61,518 51,447 101,878 104,667: 15,478 12,689
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,293: 4,115 2,834 -2,649 -243 3,823 1,223 4,008: 1,070 -1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 23.2 13.1 54.3 52.5 85.5 88.7: 14.5 11.3
Old : 100.0: 21.5 16.2 4.3 57.5 67.4 83.3 87.9: 16.7 12.1
Other: 100.0: 22.8 33.7 11.6 52.4 43.8 86.8 89.2: 13.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 43 47 43 57 45 121 127:
Old : 114: 31 23 13 47 28 85 59:
Other: 153: 41 52 28 45 41 98 111:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 32.2 39.1 44.5 28.8 27.0 34.7 37.4
Old : 29.6 52.7 40.5 64.2 29.0 52.3 38.9 63.8
Other: 37.2 27.0 46.0 39.4 36.1 25.0 42.9 37.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 11, 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 : 13,063: 4,376 405 778 4,445 10,598 9,599 11,781: 3,464 1,282
Old : 13,063: 4,376 405 778 4,445 10,598 9,599 11,781: 3,464 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -536: -133 14 -326 -58 -256 -517 -568: -19 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 3.1 6.0 34.0 81.1 73.5 90.2: 26.5 9.8
Old : 100.0: 33.5 3.1 6.0 34.0 81.1 73.5 90.2: 26.5 9.8
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 : 64: 26 7 8 16 20 44 33:
Old : 64: 26 7 8 16 20 44 33:
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 : 18.5 62.9 31.4 73.0 16.7 57.3 29.0 67.5
Old : 18.5 62.9 31.4 73.0 16.7 57.3 29.0 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 11, 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 : 564,107: 134,859 126,687 9,273 316,765 324,149 460,897 460,109: 103,210 103,998
Old : 564,107: 134,859 126,687 9,273 316,765 324,149 460,897 460,109: 103,210 103,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 19,271: 16,624 -14,815 7,356 6,396 34,208 30,376 26,749: -11,105 -7,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.5 1.6 56.2 57.5 81.7 81.6: 18.3 18.4
Old : 100.0: 23.9 22.5 1.6 56.2 57.5 81.7 81.6: 18.3 18.4
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 : 168: 35 30 9 62 73 100 110:
Old : 168: 35 30 9 62 73 100 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 18.1 33.4 28.9 20.0 17.5 32.6 27.9
Old : 20.1 18.1 33.4 28.9 20.0 17.5 32.6 27.9
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, July 11, 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 : 2,112,145: 529,622 390,924 42,077 1,278,230 1,295,118 1,849,929 1,728,119: 262,216 384,026
Old : 2,112,145: 529,622 390,924 42,077 1,278,230 1,295,118 1,849,929 1,728,119: 262,216 384,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -24,314: -20,105 -10,579 6,496 -19,422 -12,982 -33,031 -17,065: 8,717 -7,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 18.5 2.0 60.5 61.3 87.6 81.8: 12.4 18.2
Old : 100.0: 25.1 18.5 2.0 60.5 61.3 87.6 81.8: 12.4 18.2
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 : 291: 58 67 45 112 117 192 207:
Old : 291: 58 67 45 112 117 192 207:
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 30.1 39.0 38.6 23.0 28.7 35.4 36.5
Old : 25.9 30.1 39.0 38.6 23.0 28.7 35.4 36.5
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, July 11, 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 : 1,224,620: 259,348 225,041 23,022 754,211 678,025 1,036,581 926,088: 188,039 298,532
Old : 1,224,620: 259,348 225,041 23,022 754,211 678,025 1,036,581 926,088: 188,039 298,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -12,558: -7,895 -8,789 7,346 -8,955 -4,772 -9,504 -6,215: -3,054 -6,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.4 1.9 61.6 55.4 84.6 75.6: 15.4 24.4
Old : 100.0: 21.2 18.4 1.9 61.6 55.4 84.6 75.6: 15.4 24.4
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 : 203: 36 52 19 71 90 111 157:
Old : 203: 36 52 19 71 90 111 157:
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 : 30.4 15.4 40.5 23.8 25.5 13.2 35.3 19.5
Old : 30.4 15.4 40.5 23.8 25.5 13.2 35.3 19.5
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, July 11, 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 : 501,860: 182,093 199,434 47,684 235,687 223,523 465,464 470,641: 36,396 31,219
Old : 501,860: 182,093 199,434 47,684 235,687 223,523 465,464 470,641: 36,396 31,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -56,781: 14,979 -4,167 -21,186 -27,857 -9,668 -34,064 -35,021: -22,717 -21,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 39.7 9.5 47.0 44.5 92.7 93.8: 7.3 6.2
Old : 100.0: 36.3 39.7 9.5 47.0 44.5 92.7 93.8: 7.3 6.2
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 : 148: 35 28 37 69 58 120 111:
Old : 148: 35 28 37 69 58 120 111:
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 : 25.3 34.0 35.6 44.0 22.3 30.4 31.8 38.7
Old : 25.3 34.0 35.6 44.0 22.3 30.4 31.8 38.7
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, July 11, 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 : 25,432: 8,156 1,525 239 4,334 15,435 12,729 17,199: 12,703 8,233
Old : 25,432: 8,156 1,525 239 4,334 15,435 12,729 17,199: 12,703 8,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,418: -28 -1,030 -428 956 2,625 500 1,167: 1,918 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.0 0.9 17.0 60.7 50.1 67.6: 49.9 32.4
Old : 100.0: 32.1 6.0 0.9 17.0 60.7 50.1 67.6: 49.9 32.4
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 : 32: 14 6 2 6 10 21 17:
Old : 32: 14 6 2 6 10 21 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 : 19.7 52.7 32.9 64.0 19.6 52.7 32.3 64.0
Old : 19.7 52.7 32.9 64.0 19.6 52.7 32.3 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, July 11, 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 : 55,304: 14,232 3,666 5 14,969 45,624 29,206 49,295: 26,098 6,009
Old : 55,304: 14,232 3,666 5 14,969 45,624 29,206 49,295: 26,098 6,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,028: 496 213 0 -430 205 66 418: 962 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.6 0.0 27.1 82.5 52.8 89.1: 47.2 10.9
Old : 100.0: 25.7 6.6 0.0 27.1 82.5 52.8 89.1: 47.2 10.9
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 : 55: 17 10 1 14 15 31 26:
Old : 55: 17 10 1 14 15 31 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 : 21.4 51.5 32.3 75.2 21.4 51.5 32.3 75.2
Old : 21.4 51.5 32.3 75.2 21.4 51.5 32.3 75.2
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, July 11, 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 : 87,912: 55,183 20,264 443 22,956 14,761 78,582 35,468: 9,330 52,444
Old : 87,912: 55,183 20,264 443 22,956 14,761 78,582 35,468: 9,330 52,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,155: 2,459 414 -147 -2,761 -852 -449 -585: 1,604 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 23.1 0.5 26.1 16.8 89.4 40.3: 10.6 59.7
Old : 100.0: 62.8 23.1 0.5 26.1 16.8 89.4 40.3: 10.6 59.7
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 : 80: 27 24 3 17 16 46 41:
Old : 80: 27 24 3 17 16 46 41:
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 : 63.0 18.0 69.3 25.7 63.0 18.0 69.3 25.7
Old : 63.0 18.0 69.3 25.7 63.0 18.0 69.3 25.7
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, July 11, 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 : 14,576: 5,534 2,521 238 8,732 11,694 14,504 14,453: 72 123
Old : 14,576: 5,534 2,521 238 8,732 11,694 14,504 14,453: 72 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,033: 2,668 -249 0 -359 2,361 2,309 2,112: -276 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.3 1.6 59.9 80.2 99.5 99.2: 0.5 0.8
Old : 100.0: 38.0 17.3 1.6 59.9 80.2 99.5 99.2: 0.5 0.8
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 : 37: 5 13 3 13 11 19 26:
Old : 37: 5 13 3 13 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 : 62.1 72.8 83.8 87.2 62.1 68.4 82.8 81.3
Old : 62.1 72.8 83.8 87.2 62.1 68.4 82.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006