WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 448,619: 68,004 60,994 98,674 244,131 227,862 410,808 387,529: 37,811 61,089
Old : 111,230: 26,654 41,017 10,442 60,282 45,922 97,377 97,380: 13,853 13,850
Other: 337,389: 66,856 45,482 62,726 183,849 181,941 313,431 290,149: 23,958 47,239
: : :
: : Changes in Commitments from: April 4, 2006 :
: 4,501: 5,010 -6,074 -3,739 7,288 19,224 8,559 9,412: -4,058 -4,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.6 22.0 54.4 50.8 91.6 86.4: 8.4 13.6
Old : 100.0: 24.0 36.9 9.4 54.2 41.3 87.5 87.5: 12.5 12.5
Other: 100.0: 19.8 13.5 18.6 54.5 53.9 92.9 86.0: 7.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 110 111 133 58 82 255 256:
Old : 242: 69 100 51 34 57 139 172:
Other: 280: 104 85 106 49 75 209 216:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 25.8 38.7 32.6 26.8 21.7 38.3 26.2
Old : 36.0 25.3 51.1 34.8 35.5 24.9 50.6 34.4
Other: 27.6 27.9 38.1 34.7 27.4 22.3 37.0 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 1,456,767: 265,698 86,647 347,882 624,673 700,686 1,238,253 1,135,215: 218,514 321,553
Old : 905,013: 157,041 150,960 178,826 416,463 417,957 752,330 747,743: 152,683 157,270
Other: 551,754: 198,537 25,567 79,176 208,210 282,729 485,923 387,471: 65,832 164,283
: : :
: : Changes in Commitments from: April 4, 2006 :
: 81,273: 28,332 -11,404 20,598 13,740 52,956 62,671 62,151: 18,602 19,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.9 23.9 42.9 48.1 85.0 77.9: 15.0 22.1
Old : 100.0: 17.4 16.7 19.8 46.0 46.2 83.1 82.6: 16.9 17.4
Other: 100.0: 36.0 4.6 14.3 37.7 51.2 88.1 70.2: 11.9 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 225 128 206 272 300 592 555:
Old : 668: 182 154 179 251 270 529 510:
Other: 524: 147 77 90 136 268 319 401:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 15.7 24.9 21.5 15.8 13.0 23.9 17.0
Old : 21.6 17.7 30.3 23.6 21.6 15.3 29.9 20.5
Other: 20.5 14.4 31.4 21.4 19.7 12.0 29.8 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 11,626: 3,777 669 960 3,330 7,631 8,067 9,261: 3,558 2,365
Old : 3,521: 1,145 594 47 915 1,890 2,107 2,531: 1,415 990
Other: 8,105: 2,700 142 846 2,415 5,741 5,961 6,729: 2,144 1,375
: : :
: : Changes in Commitments from: April 4, 2006 :
: -753: -101 81 51 296 -44 246 88: -999 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 5.8 8.3 28.6 65.6 69.4 79.7: 30.6 20.3
Old : 100.0: 32.5 16.9 1.3 26.0 53.7 59.8 71.9: 40.2 28.1
Other: 100.0: 33.3 1.8 10.4 29.8 70.8 73.5 83.0: 26.5 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 7 7 11 15 32 25:
Old : 25: 8 4 3 6 10 15 16:
Other: 34: 11 5 7 9 14 26 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 39.4 46.6 59.4 26.7 31.1 35.3 45.0
Old : 42.6 49.0 54.2 64.9 36.4 41.3 46.4 55.0
Other: 37.6 46.1 52.6 67.4 34.1 41.3 42.9 55.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 469,437: 49,218 105,159 108,179 236,904 136,064 394,301 349,402: 75,136 120,035
Old : 361,363: 45,500 125,205 61,107 196,327 102,321 302,933 288,633: 58,430 72,730
Other: 108,074: 36,828 13,064 13,962 40,577 33,744 91,368 60,770: 16,706 47,305
: : :
: : Changes in Commitments from: April 4, 2006 :
: 10,267: 708 4,798 2,501 2,645 4,392 5,854 11,691: 4,413 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 22.4 23.0 50.5 29.0 84.0 74.4: 16.0 25.6
Old : 100.0: 12.6 34.6 16.9 54.3 28.3 83.8 79.9: 16.2 20.1
Other: 100.0: 34.1 12.1 12.9 37.5 31.2 84.5 56.2: 15.5 43.8
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 102 171 176 112 104 335 359:
Old : 419: 106 182 142 104 96 299 337:
Other: 221: 76 47 54 61 73 159 158:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 10.4 26.9 16.6 16.2 6.2 24.0 10.8
Old : 22.0 10.5 31.6 18.3 22.0 7.0 30.7 12.7
Other: 20.5 12.9 32.5 20.0 17.8 10.7 27.7 15.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 18,254: 12,494 4,885 1,488 0 218 13,982 6,591: 4,272 11,663
Old : 11,120: 6,450 4,838 1,424 0 28 7,874 6,290: 3,246 4,830
Other: 7,134: 6,087 90 21 0 190 6,108 301: 1,026 6,833
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,722: 2,744 2,080 533 -610 -21 2,667 2,592: 55 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 26.8 8.2 0.0 1.2 76.6 36.1: 23.4 63.9
Old : 100.0: 58.0 43.5 12.8 0.0 0.3 70.8 56.6: 29.2 43.4
Other: 100.0: 85.3 1.3 0.3 0.0 2.7 85.6 4.2: 14.4 95.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 11 9 0 1 13 17:
Old : 21: 8 12 8 0 1 12 17:
Other: 8: 5 2 2 0 1 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 66.5 18.5 74.1 28.6 62.5 14.9 68.0 23.3
Old : 60.3 30.0 69.4 46.1 52.8 24.1 58.0 37.5
Other: 85.5 4.1 85.6 4.2 85.3 3.9 85.3 3.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 216,113: 34,017 31,337 39,635 120,118 124,443 193,770 195,415: 22,343 20,698
Old : 177,055: 31,742 35,059 24,987 101,825 98,738 158,555 158,785: 18,500 18,270
Other: 39,058: 10,622 4,626 6,300 18,293 25,704 35,215 36,630: 3,843 2,428
: : :
: : Changes in Commitments from: April 4, 2006 :
: 4,974: 295 6,821 -2,241 8,417 4,259 6,471 8,839: -1,496 -3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.5 18.3 55.6 57.6 89.7 90.4: 10.3 9.6
Old : 100.0: 17.9 19.8 14.1 57.5 55.8 89.6 89.7: 10.4 10.3
Other: 100.0: 27.2 11.8 16.1 46.8 65.8 90.2 93.8: 9.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 51 43 44 52 51 125 123:
Old : 163: 47 48 39 49 46 115 115:
Other: 75: 19 19 20 20 27 53 53:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 32.9 35.1 43.5 21.6 26.5 29.5 33.5
Old : 27.1 31.1 37.8 42.9 26.4 26.4 35.6 34.8
Other: 44.1 41.2 61.5 54.8 38.6 33.4 47.4 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 971,914: 61,432 178,417 186,430 574,656 400,640 822,517 765,487: 149,396 206,427
Old : 971,914: 61,432 178,417 186,430 574,656 400,640 822,517 765,487: 149,396 206,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 86,284: 2,732 25,749 37,491 39,329 17,663 79,552 80,904: 6,731 5,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 18.4 19.2 59.1 41.2 84.6 78.8: 15.4 21.2
Old : 100.0: 6.3 18.4 19.2 59.1 41.2 84.6 78.8: 15.4 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 : 186: 33 56 52 78 75 144 150:
Old : 186: 33 56 52 78 75 144 150:
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 : 21.2 17.4 32.5 25.9 15.3 8.7 20.8 15.2
Old : 21.2 17.4 32.5 25.9 15.3 8.7 20.8 15.2
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 with Delta-adjusted Options and Futures Combined, April 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 : 198,972: 22,147 51,179 42,372 105,409 74,858 169,928 168,408: 29,045 30,564
Old : 160,852: 23,820 47,338 29,521 82,607 58,701 135,949 135,561: 24,903 25,291
Other: 38,121: 3,118 8,632 8,059 22,802 16,156 33,979 32,847: 4,142 5,273
: : :
: : Changes in Commitments from: April 4, 2006 :
: 16,368: 2,370 10,985 3,057 11,476 1,228 16,902 15,269: -534 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 25.7 21.3 53.0 37.6 85.4 84.6: 14.6 15.4
Old : 100.0: 14.8 29.4 18.4 51.4 36.5 84.5 84.3: 15.5 15.7
Other: 100.0: 8.2 22.6 21.1 59.8 42.4 89.1 86.2: 10.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 39 66 56 63 58 141 163:
Old : 199: 47 62 53 60 52 137 154:
Other: 93: 13 29 24 38 31 71 68:
:----------------------------------------------------------------------------------------------------
: 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 18.0 34.3 26.3 22.4 16.9 30.6 23.7
Old : 22.6 17.7 31.3 27.1 19.5 16.8 27.6 25.1
Other: 39.7 27.7 52.6 42.5 39.3 25.7 48.6 36.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 11,971: 3,420 318 1,298 4,235 8,720 8,953 10,335: 3,019 1,636
Old : 7,464: 2,996 532 334 2,360 5,716 5,691 6,582: 1,773 883
Other: 4,507: 707 70 680 1,875 3,004 3,262 3,754: 1,245 753
: : :
: : Changes in Commitments from: April 4, 2006 :
: -73: 44 -7 148 166 -61 358 80: -431 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.7 10.8 35.4 72.8 74.8 86.3: 25.2 13.7
Old : 100.0: 40.1 7.1 4.5 31.6 76.6 76.2 88.2: 23.8 11.8
Other: 100.0: 15.7 1.5 15.1 41.6 66.7 72.4 83.3: 27.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 7 11 20 20 45 32:
Old : 47: 14 8 6 15 19 33 29:
Other: 32: 10 4 8 12 14 26 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 52.1 40.7 64.3 21.1 39.6 31.3 47.5
Old : 34.3 55.3 50.8 66.8 30.5 46.6 45.6 54.1
Other: 36.0 52.6 49.7 67.1 25.2 37.0 31.4 46.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 498,128: 150,608 149,939 21,316 230,254 211,624 402,179 382,879: 95,949 115,249
Old : 498,128: 150,608 149,939 21,316 230,254 211,624 402,179 382,879: 95,949 115,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,433: -7,355 17,162 3,745 -5,999 -12,980 -9,609 7,927: 12,042 -5,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 30.1 4.3 46.2 42.5 80.7 76.9: 19.3 23.1
Old : 100.0: 30.2 30.1 4.3 46.2 42.5 80.7 76.9: 19.3 23.1
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 : 148: 28 45 21 53 54 95 106:
Old : 148: 28 45 21 53 54 95 106:
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 : 20.2 15.3 33.5 24.2 20.1 14.3 33.2 23.0
Old : 20.2 15.3 33.5 24.2 20.1 14.3 33.2 23.0
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 with Delta-adjusted Options and Futures Combined, April 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 : 2,917,055: 611,113 479,574 411,681 1,655,486 1,567,537 2,678,281 2,458,792: 238,775 458,263
Old : 2,917,055: 611,113 479,574 411,681 1,655,486 1,567,537 2,678,281 2,458,792: 238,775 458,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 170,925: 11,573 14,926 55,449 104,112 111,261 171,134 181,636: -209 -10,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.4 14.1 56.8 53.7 91.8 84.3: 8.2 15.7
Old : 100.0: 20.9 16.4 14.1 56.8 53.7 91.8 84.3: 8.2 15.7
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 : 311: 72 80 91 129 133 243 262:
Old : 311: 72 80 91 129 133 243 262:
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 : 26.7 26.7 35.3 34.0 19.7 24.4 27.3 28.8
Old : 26.7 26.7 35.3 34.0 19.7 24.4 27.3 28.8
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 with Delta-adjusted Options and Futures Combined, April 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 : 1,443,833: 269,183 272,820 160,550 822,004 685,472 1,251,737 1,118,843: 192,096 324,990
Old : 1,443,833: 269,183 272,820 160,550 822,004 685,472 1,251,737 1,118,843: 192,096 324,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 51,950: 9,442 -10,630 3,545 17,723 45,037 30,710 37,952: 21,240 13,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.9 11.1 56.9 47.5 86.7 77.5: 13.3 22.5
Old : 100.0: 18.6 18.9 11.1 56.9 47.5 86.7 77.5: 13.3 22.5
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 : 201: 42 54 48 73 84 138 163:
Old : 201: 42 54 48 73 84 138 163:
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 : 23.4 15.2 33.6 22.1 19.7 13.6 28.9 19.5
Old : 23.4 15.2 33.6 22.1 19.7 13.6 28.9 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 with Delta-adjusted Options and Futures Combined, April 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 : 984,068: 174,150 194,264 416,674 326,516 329,682 917,341 940,621: 66,727 43,447
Old : 984,068: 174,150 194,264 416,674 326,516 329,682 917,341 940,621: 66,727 43,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 58,301: 12,529 5,682 33,394 14,782 13,980 60,705 53,056: -2,404 5,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.7 42.3 33.2 33.5 93.2 95.6: 6.8 4.4
Old : 100.0: 17.7 19.7 42.3 33.2 33.5 93.2 95.6: 6.8 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 : 135: 39 35 54 54 52 119 115:
Old : 135: 39 35 54 54 52 119 115:
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 : 31.3 37.2 44.1 50.2 9.7 15.8 14.3 20.5
Old : 31.3 37.2 44.1 50.2 9.7 15.8 14.3 20.5
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 with Delta-adjusted Options and Futures Combined, April 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 : 17,955: 5,581 4,806 912 2,026 5,603 8,519 11,321: 9,437 6,634
Old : 17,955: 5,581 4,806 912 2,026 5,603 8,519 11,321: 9,437 6,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 26.8 5.1 11.3 31.2 47.4 63.1: 52.6 36.9
Old : 100.0: 31.1 26.8 5.1 11.3 31.2 47.4 63.1: 52.6 36.9
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 : 24: 12 5 5 6 5 19 14:
Old : 24: 12 5 5 6 5 19 14:
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 : 30.9 43.1 38.5 56.8 30.9 42.7 38.0 55.3
Old : 30.9 43.1 38.5 56.8 30.9 42.7 38.0 55.3
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 with Delta-adjusted Options and Futures Combined, April 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 : 45,144: 10,125 6,890 880 20,880 29,998 31,885 37,768: 13,259 7,376
Old : 45,144: 10,125 6,890 880 20,880 29,998 31,885 37,768: 13,259 7,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,821: 205 -563 165 4,483 4,978 4,853 4,580: -1,032 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.3 1.9 46.3 66.4 70.6 83.7: 29.4 16.3
Old : 100.0: 22.4 15.3 1.9 46.3 66.4 70.6 83.7: 29.4 16.3
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 : 54: 18 8 8 19 12 38 27:
Old : 54: 18 8 8 19 12 38 27:
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 : 29.2 40.2 46.4 64.9 29.2 36.6 45.7 61.3
Old : 29.2 40.2 46.4 64.9 29.2 36.6 45.7 61.3
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 with Delta-adjusted Options and Futures Combined, April 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 : 82,325: 50,097 23,664 6,133 15,600 27,572 71,830 57,368: 10,495 24,957
Old : 82,325: 50,097 23,664 6,133 15,600 27,572 71,830 57,368: 10,495 24,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -452: -2,329 3,244 50 2,197 -2,965 -81 329: -370 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 28.7 7.4 18.9 33.5 87.3 69.7: 12.7 30.3
Old : 100.0: 60.9 28.7 7.4 18.9 33.5 87.3 69.7: 12.7 30.3
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 : 88: 33 25 17 15 21 56 55:
Old : 88: 33 25 17 15 21 56 55:
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 : 44.0 31.9 56.1 42.3 42.5 30.2 53.6 39.2
Old : 44.0 31.9 56.1 42.3 42.5 30.2 53.6 39.2
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 with Delta-adjusted Options and Futures Combined, April 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 : 13,331: 1,924 2,279 239 10,804 10,609 12,967 13,127: 364 204
Old : 13,331: 1,924 2,279 239 10,804 10,609 12,967 13,127: 364 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -511: 173 16 0 -693 -422 -520 -406: 9 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.1 1.8 81.0 79.6 97.3 98.5: 2.7 1.5
Old : 100.0: 14.4 17.1 1.8 81.0 79.6 97.3 98.5: 2.7 1.5
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 : 42: 6 13 4 14 12 22 27:
Old : 42: 6 13 4 14 12 22 27:
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 : 44.4 62.8 72.4 79.5 44.4 57.8 71.2 73.0
Old : 44.4 62.8 72.4 79.5 44.4 57.8 71.2 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006