WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 444,216: 70,017 61,692 95,658 244,215 229,836 409,889 387,186: 34,327 57,030
Old : 48,404: 13,944 15,131 9,266 16,597 17,043 39,807 41,440: 8,598 6,965
Other: 395,812: 67,082 57,571 75,383 227,618 212,793 370,083 345,746: 25,729 50,065
: : :
: : Changes in Commitments from: April 11, 2006 :
: -4,403: 2,013 699 -3,016 84 1,974 -919 -343: -3,484 -4,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.9 21.5 55.0 51.7 92.3 87.2: 7.7 12.8
Old : 100.0: 28.8 31.3 19.1 34.3 35.2 82.2 85.6: 17.8 14.4
Other: 100.0: 16.9 14.5 19.0 57.5 53.8 93.5 87.4: 6.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 107 115 128 62 83 254 257:
Old : 189: 66 55 49 34 49 119 135:
Other: 305: 95 115 114 52 78 223 238:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 26.2 39.2 33.3 27.1 21.5 38.5 26.1
Old : 28.6 21.4 37.2 32.0 26.6 18.1 35.2 28.6
Other: 29.5 27.9 42.0 34.8 29.3 22.8 41.4 27.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 1,473,792: 281,124 72,482 360,910 624,914 722,450 1,266,947 1,155,841: 206,845 317,951
Old : 890,888: 165,550 147,982 169,384 417,217 428,310 752,151 745,676: 138,737 145,212
Other: 582,904: 219,947 28,873 87,153 207,696 294,139 514,796 410,165: 68,109 172,740
: : :
: : Changes in Commitments from: April 11, 2006 :
: 17,025: 15,426 -14,166 13,028 240 21,764 28,694 20,626: -11,669 -3,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.9 24.5 42.4 49.0 86.0 78.4: 14.0 21.6
Old : 100.0: 18.6 16.6 19.0 46.8 48.1 84.4 83.7: 15.6 16.3
Other: 100.0: 37.7 5.0 15.0 35.6 50.5 88.3 70.4: 11.7 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 715: 227 125 211 271 303 596 564:
Old : 676: 175 163 182 244 272 525 519:
Other: 540: 149 83 96 140 274 330 416:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 16.4 24.3 22.5 15.3 13.4 23.3 17.5
Old : 22.0 19.3 30.6 25.3 22.0 16.4 30.2 21.6
Other: 19.4 14.0 29.6 21.6 18.7 11.7 27.9 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 12,103: 4,084 893 1,056 3,283 7,906 8,424 9,856: 3,679 2,247
Old : 2,938: 997 636 50 798 1,572 1,845 2,258: 1,093 680
Other: 9,165: 3,182 351 912 2,485 6,335 6,579 7,598: 2,586 1,567
: : :
: : Changes in Commitments from: April 11, 2006 :
: 477: 308 224 96 -48 275 356 595: 121 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 7.4 8.7 27.1 65.3 69.6 81.4: 30.4 18.6
Old : 100.0: 33.9 21.7 1.7 27.2 53.5 62.8 76.9: 37.2 23.1
Other: 100.0: 34.7 3.8 10.0 27.1 69.1 71.8 82.9: 28.2 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 7 7 11 15 34 26:
Old : 25: 8 4 3 6 10 15 16:
Other: 41: 17 5 7 9 15 31 24:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 38.7 43.6 58.2 26.1 33.8 34.5 45.7
Old : 48.5 49.3 59.1 68.3 41.3 40.2 48.1 56.5
Other: 33.5 44.4 46.7 62.4 30.6 40.5 38.4 52.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 456,610: 51,598 94,211 110,908 221,585 138,877 384,092 343,997: 72,518 112,613
Old : 343,409: 45,687 112,510 63,586 179,295 102,992 288,568 279,088: 54,841 64,321
Other: 113,201: 37,991 13,781 15,242 42,290 35,885 95,524 64,908: 17,678 48,293
: : :
: : Changes in Commitments from: April 11, 2006 :
: -12,827: 2,380 -10,948 2,729 -15,319 2,813 -10,210 -5,406: -2,618 -7,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.6 24.3 48.5 30.4 84.1 75.3: 15.9 24.7
Old : 100.0: 13.3 32.8 18.5 52.2 30.0 84.0 81.3: 16.0 18.7
Other: 100.0: 33.6 12.2 13.5 37.4 31.7 84.4 57.3: 15.6 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 111 168 184 110 109 343 370:
Old : 428: 113 178 149 105 102 308 350:
Other: 230: 77 50 60 65 75 169 165:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 10.9 27.1 17.4 16.3 6.7 23.9 11.7
Old : 22.7 11.1 32.0 19.4 22.7 7.9 31.3 14.2
Other: 20.8 13.7 32.1 20.8 17.8 11.0 27.0 15.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,854: 9,081 2,601 537 270 207 9,888 3,345: 4,966 11,509
Old : 7,473: 3,018 2,650 372 270 13 3,660 3,035: 3,813 4,438
Other: 7,381: 6,162 50 66 0 194 6,228 310: 1,153 7,071
: : :
: : Changes in Commitments from: April 11, 2006 :
: -3,400: -3,413 -2,284 -951 270 -11 -4,094 -3,246: 694 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 17.5 3.6 1.8 1.4 66.6 22.5: 33.4 77.5
Old : 100.0: 40.4 35.5 5.0 3.6 0.2 49.0 40.6: 51.0 59.4
Other: 100.0: 83.5 0.7 0.9 0.0 2.6 84.4 4.2: 15.6 95.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 9 8 1 1 14 14:
Old : 20: 8 10 6 1 1 13 13:
Other: 7: 5 1 2 0 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 53.6 12.6 61.1 19.1 52.5 11.0 60.1 16.9
Old : 28.8 25.1 42.8 37.5 28.7 21.9 42.7 33.2
Other: 84.3 4.2 84.4 4.2 83.4 3.3 83.5 3.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 226,804: 35,972 30,170 41,848 122,318 131,782 200,138 203,800: 26,666 23,004
Old : 184,642: 33,336 34,859 26,202 102,705 103,290 162,242 164,351: 22,399 20,291
Other: 42,163: 12,403 5,079 5,879 19,614 28,492 37,896 39,449: 4,267 2,713
: : :
: : Changes in Commitments from: April 11, 2006 :
: 10,691: 1,955 -1,167 2,213 2,200 7,339 6,368 8,385: 4,323 2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.3 18.5 53.9 58.1 88.2 89.9: 11.8 10.1
Old : 100.0: 18.1 18.9 14.2 55.6 55.9 87.9 89.0: 12.1 11.0
Other: 100.0: 29.4 12.0 13.9 46.5 67.6 89.9 93.6: 10.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 48 45 45 54 51 130 124:
Old : 165: 50 46 38 50 47 119 115:
Other: 77: 20 19 19 23 27 56 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 : 23.8 31.9 33.5 44.1 20.4 24.4 27.5 31.3
Old : 26.0 30.9 36.1 43.4 25.0 24.9 33.6 34.3
Other: 42.4 43.1 59.5 57.5 36.9 37.3 48.1 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 1,043,742: 63,135 193,291 218,948 607,938 405,196 890,021 817,435: 153,721 226,307
Old : 1,043,742: 63,135 193,291 218,948 607,938 405,196 890,021 817,435: 153,721 226,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 71,828: 1,704 14,874 32,518 33,282 4,556 67,504 51,948: 4,325 19,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 18.5 21.0 58.2 38.8 85.3 78.3: 14.7 21.7
Old : 100.0: 6.0 18.5 21.0 58.2 38.8 85.3 78.3: 14.7 21.7
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 : 186: 39 54 56 77 72 146 152:
Old : 186: 39 54 56 77 72 146 152:
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 : 20.9 17.3 31.6 25.3 14.8 8.4 20.3 14.8
Old : 20.9 17.3 31.6 25.3 14.8 8.4 20.3 14.8
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 18, 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 : 186,574: 23,273 42,556 37,801 96,556 78,642 157,630 158,998: 28,945 27,576
Old : 147,691: 24,647 38,948 25,545 72,659 60,443 122,851 124,936: 24,840 22,755
Other: 38,883: 2,792 7,773 8,090 23,896 18,199 34,778 34,062: 4,105 4,821
: : :
: : Changes in Commitments from: April 11, 2006 :
: -12,398: 1,126 -8,624 -4,571 -8,853 3,784 -12,298 -9,410: -100 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.8 20.3 51.8 42.2 84.5 85.2: 15.5 14.8
Old : 100.0: 16.7 26.4 17.3 49.2 40.9 83.2 84.6: 16.8 15.4
Other: 100.0: 7.2 20.0 20.8 61.5 46.8 89.4 87.6: 10.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 41 59 57 66 62 143 159:
Old : 190: 48 54 51 63 54 138 145:
Other: 100: 15 30 27 37 34 71 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 : 23.5 20.2 32.8 28.5 20.7 19.1 28.8 26.4
Old : 19.7 20.0 28.7 29.1 16.9 19.2 24.7 28.1
Other: 41.3 28.4 53.6 41.6 40.9 25.3 50.0 35.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 12,130: 3,514 325 1,317 4,280 8,898 9,111 10,541: 3,018 1,589
Old : 7,491: 3,049 605 343 2,357 5,642 5,749 6,589: 1,742 902
Other: 4,638: 791 47 648 1,923 3,256 3,362 3,952: 1,276 687
: : :
: : Changes in Commitments from: April 11, 2006 :
: 158: 94 8 20 45 178 159 206: -0 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 2.7 10.9 35.3 73.4 75.1 86.9: 24.9 13.1
Old : 100.0: 40.7 8.1 4.6 31.5 75.3 76.7 88.0: 23.3 12.0
Other: 100.0: 17.1 1.0 14.0 41.5 70.2 72.5 85.2: 27.5 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 6 11 20 19 46 31:
Old : 48: 15 8 7 15 18 35 28:
Other: 32: 12 2 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 : 29.6 52.0 40.7 64.7 20.5 39.7 30.7 48.0
Old : 34.4 53.4 50.9 65.5 30.6 44.7 45.8 52.8
Other: 35.8 56.4 49.3 69.7 25.1 41.4 31.9 50.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 509,433: 170,591 147,177 13,812 222,821 238,144 407,225 399,133: 102,208 110,300
Old : 509,433: 170,591 147,177 13,812 222,821 238,144 407,225 399,133: 102,208 110,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 11,305: 19,983 -2,762 -7,504 -7,433 26,520 5,046 16,254: 6,259 -4,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 28.9 2.7 43.7 46.7 79.9 78.3: 20.1 21.7
Old : 100.0: 33.5 28.9 2.7 43.7 46.7 79.9 78.3: 20.1 21.7
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 : 156: 34 44 20 53 57 100 108:
Old : 156: 34 44 20 53 57 100 108:
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 : 19.9 12.8 32.2 21.3 19.8 11.8 31.9 20.3
Old : 19.9 12.8 32.2 21.3 19.8 11.8 31.9 20.3
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 18, 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 : 3,057,236: 627,172 504,341 457,901 1,718,793 1,630,722 2,803,866 2,592,963: 253,370 464,272
Old : 3,057,236: 627,172 504,341 457,901 1,718,793 1,630,722 2,803,866 2,592,963: 253,370 464,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 140,181: 16,058 24,766 46,219 63,307 63,185 125,585 134,171: 14,596 6,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.5 15.0 56.2 53.3 91.7 84.8: 8.3 15.2
Old : 100.0: 20.5 16.5 15.0 56.2 53.3 91.7 84.8: 8.3 15.2
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 : 317: 63 93 98 129 136 248 271:
Old : 317: 63 93 98 129 136 248 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 25.9 34.7 33.0 19.0 23.9 26.7 28.3
Old : 26.2 25.9 34.7 33.0 19.0 23.9 26.7 28.3
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 18, 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 : 1,491,300: 278,989 269,813 168,541 830,756 730,749 1,278,287 1,169,103: 213,014 322,197
Old : 1,491,300: 278,989 269,813 168,541 830,756 730,749 1,278,287 1,169,103: 213,014 322,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 47,467: 9,805 -3,008 7,992 8,752 45,276 26,549 50,260: 20,918 -2,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.1 11.3 55.7 49.0 85.7 78.4: 14.3 21.6
Old : 100.0: 18.7 18.1 11.3 55.7 49.0 85.7 78.4: 14.3 21.6
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 : 201: 45 50 51 74 85 142 163:
Old : 201: 45 50 51 74 85 142 163:
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 : 22.9 15.7 32.8 23.1 19.0 14.4 27.7 20.2
Old : 22.9 15.7 32.8 23.1 19.0 14.4 27.7 20.2
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 18, 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 : 1,003,158: 202,163 192,809 423,661 313,797 345,060 939,621 961,530: 63,537 41,628
Old : 1,003,158: 202,163 192,809 423,661 313,797 345,060 939,621 961,530: 63,537 41,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 19,090: 28,013 -1,454 6,986 -12,719 15,377 22,281 20,909: -3,190 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.2 42.2 31.3 34.4 93.7 95.9: 6.3 4.1
Old : 100.0: 20.2 19.2 42.2 31.3 34.4 93.7 95.9: 6.3 4.1
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 : 143: 42 36 56 58 54 127 119:
Old : 143: 42 36 56 58 54 127 119:
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 : 30.7 36.2 43.1 49.4 9.6 16.0 14.9 20.9
Old : 30.7 36.2 43.1 49.4 9.6 16.0 14.9 20.9
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 with Delta-adjusted Options and Futures Combined, April 18, 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 : 18,721: 5,479 4,994 1,220 2,805 5,809 9,504 12,023: 9,217 6,699
Old : 18,721: 5,479 4,994 1,220 2,805 5,809 9,504 12,023: 9,217 6,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 766: -102 188 308 779 205 986 701: -220 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.7 6.5 15.0 31.0 50.8 64.2: 49.2 35.8
Old : 100.0: 29.3 26.7 6.5 15.0 31.0 50.8 64.2: 49.2 35.8
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 : 24: 12 5 6 6 5 20 14:
Old : 24: 12 5 6 6 5 20 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 : 29.5 42.6 38.5 56.6 29.5 42.2 37.4 53.8
Old : 29.5 42.6 38.5 56.6 29.5 42.2 37.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,049: 11,379 7,245 651 20,740 29,936 32,770 37,833: 13,279 8,216
Old : 46,049: 11,379 7,245 651 20,740 29,936 32,770 37,833: 13,279 8,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 905: 1,253 355 -229 -140 -61 885 64: 20 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 15.7 1.4 45.0 65.0 71.2 82.2: 28.8 17.8
Old : 100.0: 24.7 15.7 1.4 45.0 65.0 71.2 82.2: 28.8 17.8
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 : 56: 19 10 9 18 12 41 27:
Old : 56: 19 10 9 18 12 41 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 : 28.8 39.4 45.5 63.8 28.8 35.8 44.9 60.2
Old : 28.8 39.4 45.5 63.8 28.8 35.8 44.9 60.2
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 with Delta-adjusted Options and Futures Combined, April 18, 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 : 86,531: 51,354 18,922 5,246 19,403 35,886 76,003 60,054: 10,528 26,477
Old : 86,531: 51,354 18,922 5,246 19,403 35,886 76,003 60,054: 10,528 26,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 4,206: 1,257 -4,742 -886 3,803 8,314 4,173 2,685: 33 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 21.9 6.1 22.4 41.5 87.8 69.4: 12.2 30.6
Old : 100.0: 59.3 21.9 6.1 22.4 41.5 87.8 69.4: 12.2 30.6
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 : 93: 29 28 18 19 25 60 59:
Old : 93: 29 28 18 19 25 60 59:
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 : 42.2 27.9 56.5 36.0 42.1 26.1 55.5 33.6
Old : 42.2 27.9 56.5 36.0 42.1 26.1 55.5 33.6
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 with Delta-adjusted Options and Futures Combined, April 18, 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 : 13,756: 2,951 2,709 239 10,165 10,629 13,355 13,577: 401 179
Old : 13,756: 2,951 2,709 239 10,165 10,629 13,355 13,577: 401 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 425: 1,027 430 0 -639 20 388 450: 37 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 19.7 1.7 73.9 77.3 97.1 98.7: 2.9 1.3
Old : 100.0: 21.5 19.7 1.7 73.9 77.3 97.1 98.7: 2.9 1.3
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 : 42: 6 14 4 13 12 21 28:
Old : 42: 6 14 4 13 12 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 61.0 70.2 79.2 41.2 56.2 69.1 73.0
Old : 41.2 61.0 70.2 79.2 41.2 56.2 69.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2006