WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,053 COMMITMENTS 118,023 96,496 102,591 278,980 267,454 499,594 466,541 38,459 71,512 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 15,758) 7,315 2,037 9,966 -175 4,914 17,106 16,917 -1,348 -1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 17.9 19.1 51.8 49.7 92.9 86.7 7.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 116 129 125 53 87 281 260 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,345,066 COMMITMENTS 351,261 84,868 230,867 600,844 753,723 1182972 1069458 162,094 275,608 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -5,645) 436 -9,035 -1,878 602 7,663 -840 -3,250 -4,805 -2,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 6.3 17.2 44.7 56.0 87.9 79.5 12.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730) 228 110 162 219 300 535 516 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,005 COMMITMENTS 5,131 255 1,320 3,575 10,372 10,026 11,947 3,979 2,058 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -623) -934 -51 -29 254 -535 -709 -615 86 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 1.8 9.4 25.5 74.1 71.6 85.3 28.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 20 3 12 14 16 42 29 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,517 COMMITMENTS 60,241 85,930 68,578 197,916 135,238 326,735 289,746 57,782 94,771 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 11,665) 351 13,665 3,301 9,368 -1,819 13,020 15,147 -1,355 -3,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 22.3 17.8 51.5 35.2 85.0 75.4 15.0 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 103 121 126 91 112 290 306 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 19,386 COMMITMENTS 12,877 3,803 1,945 710 555 15,532 6,303 3,854 13,083 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,860) -143 448 1,605 105 7 1,567 2,060 293 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.4 19.6 10.0 3.7 2.9 80.1 32.5 19.9 67.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 10 9 1 2 18 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 250,333 COMMITMENTS 77,654 12,777 40,068 104,473 183,378 222,195 236,223 28,138 14,110 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 7,560) 4,422 1,657 2,822 -812 4,005 6,432 8,484 1,128 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 5.1 16.0 41.7 73.3 88.8 94.4 11.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 82 31 47 51 51 165 115 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 796,130 COMMITMENTS 81,111 205,759 42,739 531,600 343,040 655,450 591,538 140,680 204,592 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -79,228) -30,803 -21,969 -8,418 -43,186 -49,838 -82,407 -80,225 3,179 997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 25.8 5.4 66.8 43.1 82.3 74.3 17.7 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 20 55 30 74 78 114 144 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 203,717 COMMITMENTS 33,748 61,136 26,145 116,486 91,988 176,379 179,269 27,338 24,448 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 14,069) 2,936 8,121 744 10,567 5,036 14,247 13,901 -178 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 30.0 12.8 57.2 45.2 86.6 88.0 13.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 43 57 47 55 49 125 143 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,808 COMMITMENTS 4,949 252 1,280 4,605 11,719 10,834 13,251 3,974 1,557 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,887) 862 70 348 334 1,519 1,544 1,937 343 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 1.7 8.6 31.1 79.1 73.2 89.5 26.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 33 5 11 19 23 56 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 592,306 COMMITMENTS 160,680 128,702 19,162 292,394 312,161 472,236 460,025 120,070 132,281 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -49,100) -14,031 -26,541 9,305 -31,898 -42,391 -36,624 -59,627 -12,476 10,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 21.7 3.2 49.4 52.7 79.7 77.7 20.3 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 31 35 14 59 66 96 109 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,088,911 COMMITMENTS 556,693 496,677 90,135 1169178 1095873 1816006 1682685 272,905 406,226 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -164,597) -81,353 -48,761 -10,766 -63,201 -62,653 -155,320 -122,180 -9,277 -42,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 23.8 4.3 56.0 52.5 86.9 80.6 13.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 59 73 50 108 117 195 213 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,254,963 COMMITMENTS 268,026 296,883 53,093 731,372 603,546 1052491 953,522 202,472 301,441 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -122,165) -21,369 8,027 -134 -69,182 -103,861 -90,685 -95,968 -31,480 -26,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 23.7 4.2 58.3 48.1 83.9 76.0 16.1 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 37 55 26 70 83 118 154 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 483,842 COMMITMENTS 141,580 176,903 71,846 233,418 211,193 446,844 459,942 36,998 23,900 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 24,348) 6,964 10,303 4,794 9,325 10,532 21,083 25,629 3,265 -1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 36.6 14.8 48.2 43.6 92.4 95.1 7.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 31 28 42 52 53 106 104 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,677 COMMITMENTS 4,865 490 598 3,392 13,255 8,855 14,343 10,822 5,334 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -4,523) -496 -2,701 251 562 2,934 317 484 -4,840 -5,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 2.5 3.0 17.2 67.4 45.0 72.9 55.0 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 3 4 4 8 16 12 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,807 COMMITMENTS 12,527 7,243 44 18,785 32,105 31,356 39,392 13,451 5,415 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -476) 433 -235 5 -465 -293 -27 -523 -449 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 16.2 0.1 41.9 71.7 70.0 87.9 30.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 20 11 4 16 11 38 24 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 88,390 COMMITMENTS 60,666 14,210 962 15,647 49,126 77,275 64,298 11,115 24,092 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,185) 5,505 -2,515 279 -2,702 4,840 3,082 2,604 -1,897 -1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 16.1 1.1 17.7 55.6 87.4 72.7 12.6 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 34 22 10 23 21 61 49 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,606 COMMITMENTS 2,989 2,778 459 7,945 7,827 11,393 11,064 213 542 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -196) 913 -118 89 -859 -217 143 -246 -339 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 23.9 4.0 68.5 67.4 98.2 95.3 1.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 13 5 11 9 19 25
Updated June 2, 2006