WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 432,784: 66,103 65,510 87,802 240,308 213,909 394,212 367,221: 38,572 65,563
Old : 16,238: 5,448 5,255 200 5,808 6,601 11,456 12,056: 4,782 4,182
Other: 416,546: 66,224 65,824 82,033 234,500 207,308 382,756 355,165: 33,790 61,381
: : :
: : Changes in Commitments from: April 18, 2006 :
: -11,432: -3,914 3,818 -7,856 -3,907 -15,927 -15,677 -19,965: 4,245 8,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.1 20.3 55.5 49.4 91.1 84.9: 8.9 15.1
Old : 100.0: 33.6 32.4 1.2 35.8 40.7 70.6 74.2: 29.4 25.8
Other: 100.0: 15.9 15.8 19.7 56.3 49.8 91.9 85.3: 8.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 95 114 113 57 79 232 244:
Old : 91: 25 25 1 11 31 36 57:
Other: 311: 98 115 108 52 78 222 239:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 25.9 39.9 32.9 27.7 21.8 39.4 26.7
Old : 38.8 26.0 51.1 39.7 38.8 26.0 51.1 39.7
Other: 28.9 26.4 41.1 33.5 28.8 22.3 40.6 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 1,428,271: 275,955 71,381 331,396 627,115 713,684 1,234,466 1,116,461: 193,805 311,810
Old : 818,416: 161,936 151,744 129,293 403,270 406,332 694,499 687,370: 123,917 131,047
Other: 609,855: 223,492 29,110 92,629 223,845 307,351 539,966 429,091: 69,888 180,764
: : :
: : Changes in Commitments from: April 18, 2006 :
: -45,521: -5,169 -1,101 -29,514 2,201 -8,766 -32,481 -39,380: -13,040 -6,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.0 23.2 43.9 50.0 86.4 78.2: 13.6 21.8
Old : 100.0: 19.8 18.5 15.8 49.3 49.6 84.9 84.0: 15.1 16.0
Other: 100.0: 36.6 4.8 15.2 36.7 50.4 88.5 70.4: 11.5 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 210 129 212 267 302 585 561:
Old : 660: 150 175 160 237 272 493 509:
Other: 554: 165 82 93 144 274 340 421:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 17.1 25.2 22.9 16.0 13.7 24.1 18.0
Old : 24.0 20.5 32.7 26.9 24.0 17.8 32.4 23.1
Other: 19.7 14.2 29.6 21.7 18.9 11.4 27.5 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 12,019: 4,653 935 1,157 2,567 7,604 8,377 9,695: 3,642 2,324
Old : 672: 77 0 0 0 229 77 229: 595 443
Other: 11,347: 4,611 970 1,122 2,567 7,375 8,300 9,466: 3,047 1,881
: : :
: : Changes in Commitments from: April 18, 2006 :
: -83: 569 42 100 -715 -303 -47 -160: -37 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.8 9.6 21.4 63.3 69.7 80.7: 30.3 19.3
Old : 100.0: 11.5 0.0 0.0 0.0 34.1 11.5 34.1: 88.5 65.9
Other: 100.0: 40.6 8.5 9.9 22.6 65.0 73.1 83.4: 26.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 20 9 8 10 15 36 28:
Old : 9: 3 0 0 0 6 3 6:
Other: 48: 19 10 8 10 15 36 28:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 36.4 41.7 55.4 27.0 33.4 37.6 47.2
Old : 11.5 30.4 11.5 34.1 11.5 30.4 11.5 34.1
Other: 29.1 38.3 44.1 57.9 28.6 35.2 39.8 49.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 425,888: 48,315 85,438 94,561 213,811 130,889 356,687 310,888: 69,201 115,000
Old : 303,038: 41,330 102,597 45,011 166,524 90,729 252,865 238,337: 50,173 64,701
Other: 122,850: 39,477 15,332 17,058 47,286 40,160 103,822 72,551: 19,028 50,299
: : :
: : Changes in Commitments from: April 18, 2006 :
: -30,722: -3,283 -8,773 -16,348 -7,774 -7,988 -27,405 -33,109: -3,317 2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.1 22.2 50.2 30.7 83.8 73.0: 16.2 27.0
Old : 100.0: 13.6 33.9 14.9 55.0 29.9 83.4 78.6: 16.6 21.4
Other: 100.0: 32.1 12.5 13.9 38.5 32.7 84.5 59.1: 15.5 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 98 133 141 111 109 305 318:
Old : 380: 97 148 101 103 98 263 291:
Other: 238: 74 52 60 70 79 174 172:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 11.5 29.3 17.9 18.1 8.3 27.0 12.9
Old : 25.7 12.1 37.0 20.2 25.7 9.6 36.6 16.2
Other: 22.7 14.1 33.8 20.7 17.7 10.8 26.2 15.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,084: 9,951 3,335 454 530 410 10,935 4,199: 4,149 10,885
Old : 7,307: 3,498 3,377 350 475 61 4,323 3,788: 2,984 3,519
Other: 7,777: 6,495 0 62 55 349 6,612 411: 1,165 7,366
: : :
: : Changes in Commitments from: April 18, 2006 :
: 230: 870 734 -83 260 203 1,047 854: -817 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 22.1 3.0 3.5 2.7 72.5 27.8: 27.5 72.2
Old : 100.0: 47.9 46.2 4.8 6.5 0.8 59.2 51.8: 40.8 48.2
Other: 100.0: 83.5 0.0 0.8 0.7 4.5 85.0 5.3: 15.0 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 9 1 2 16 15:
Old : 22: 9 10 8 1 2 15 15:
Other: 8: 5 0 2 1 2 6 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 : 55.7 15.7 65.6 23.1 55.2 14.6 65.0 20.9
Old : 33.4 32.5 50.5 47.6 33.2 30.6 50.3 43.4
Other: 84.6 5.3 85.0 5.3 83.8 4.5 84.2 4.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 244,356: 55,414 16,886 45,603 116,257 165,668 217,274 228,156: 27,083 16,200
Old : 193,372: 51,103 25,588 25,999 93,836 128,451 170,938 180,038: 22,434 13,333
Other: 50,985: 15,752 2,738 8,164 22,421 37,216 46,336 48,118: 4,648 2,867
: : :
: : Changes in Commitments from: April 18, 2006 :
: 17,552: 19,442 -13,285 3,755 -6,062 33,886 17,136 24,356: 417 -6,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.9 18.7 47.6 67.8 88.9 93.4: 11.1 6.6
Old : 100.0: 26.4 13.2 13.4 48.5 66.4 88.4 93.1: 11.6 6.9
Other: 100.0: 30.9 5.4 16.0 44.0 73.0 90.9 94.4: 9.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 60 45 52 56 56 157 129:
Old : 191: 67 47 43 52 54 145 123:
Other: 83: 22 20 23 26 29 62 59:
:----------------------------------------------------------------------------------------------------
: 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 40.4 30.5 52.7 19.5 33.1 26.2 41.1
Old : 24.4 41.0 33.3 52.6 23.8 35.6 31.8 46.5
Other: 36.1 44.0 55.1 60.3 31.7 39.0 46.4 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 1,112,737: 84,894 234,168 219,087 660,239 418,855 964,220 872,110: 148,518 240,628
Old : 1,112,737: 84,894 234,168 219,087 660,239 418,855 964,220 872,110: 148,518 240,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 68,995: 21,758 40,877 139 52,302 13,659 74,199 54,675: -5,203 14,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 21.0 19.7 59.3 37.6 86.7 78.4: 13.3 21.6
Old : 100.0: 7.6 21.0 19.7 59.3 37.6 86.7 78.4: 13.3 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 : 191: 37 59 55 78 75 146 158:
Old : 191: 37 59 55 78 75 146 158:
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 : 22.0 15.7 32.0 23.8 16.5 8.1 22.4 14.8
Old : 22.0 15.7 32.0 23.8 16.5 8.1 22.4 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 25, 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 : 185,508: 25,601 44,183 34,002 95,583 80,808 155,186 158,993: 30,323 26,515
Old : 142,844: 26,666 39,875 20,576 70,327 61,152 117,569 121,603: 25,276 21,242
Other: 42,664: 3,524 8,897 8,837 25,256 19,656 37,617 37,390: 5,047 5,274
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,066: 2,328 1,628 -3,799 -973 2,166 -2,444 -5: 1,378 -1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 23.8 18.3 51.5 43.6 83.7 85.7: 16.3 14.3
Old : 100.0: 18.7 27.9 14.4 49.2 42.8 82.3 85.1: 17.7 14.9
Other: 100.0: 8.3 20.9 20.7 59.2 46.1 88.2 87.6: 11.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 40 51 49 63 61 133 150:
Old : 181: 48 49 45 59 52 129 136:
Other: 96: 15 27 25 38 37 72 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 21.1 32.1 29.2 20.3 19.5 28.2 26.1
Old : 20.8 21.4 29.6 30.9 20.2 20.0 27.8 29.4
Other: 35.8 26.7 50.0 41.5 34.9 23.8 45.9 35.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 11,964: 3,487 431 1,340 4,209 8,456 9,037 10,228: 2,927 1,736
Old : 6,636: 3,179 600 236 1,854 4,824 5,269 5,660: 1,367 976
Other: 5,328: 712 235 701 2,355 3,632 3,767 4,568: 1,560 760
: : :
: : Changes in Commitments from: April 18, 2006 :
: -166: -26 105 23 -71 -442 -75 -314: -91 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.6 11.2 35.2 70.7 75.5 85.5: 24.5 14.5
Old : 100.0: 47.9 9.0 3.6 27.9 72.7 79.4 85.3: 20.6 14.7
Other: 100.0: 13.4 4.4 13.2 44.2 68.2 70.7 85.7: 29.3 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 19 9 11 20 19 45 33:
Old : 49: 15 10 5 12 18 31 29:
Other: 33: 10 4 9 13 15 27 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 : 30.0 51.1 41.4 62.2 20.9 38.2 31.6 44.1
Old : 36.9 51.2 56.0 64.7 34.9 42.9 51.7 54.2
Other: 36.3 57.8 49.7 71.6 25.1 40.9 32.2 49.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 521,918: 172,979 152,312 11,192 232,129 237,019 416,300 400,523: 105,617 121,395
Old : 521,918: 172,979 152,312 11,192 232,129 237,019 416,300 400,523: 105,617 121,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 12,485: 2,388 5,134 -2,620 9,308 -1,125 9,076 1,389: 3,409 11,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 29.2 2.1 44.5 45.4 79.8 76.7: 20.2 23.3
Old : 100.0: 33.1 29.2 2.1 44.5 45.4 79.8 76.7: 20.2 23.3
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 : 160: 35 40 15 57 63 99 111:
Old : 160: 35 40 15 57 63 99 111:
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 : 20.6 13.6 33.9 22.0 20.5 12.6 33.7 20.9
Old : 20.6 13.6 33.9 22.0 20.5 12.6 33.7 20.9
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 with Delta-adjusted Options and Futures Combined, April 25, 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 : 3,062,201: 574,648 597,214 440,969 1,773,414 1,559,461 2,789,031 2,597,644: 273,170 464,557
Old : 3,062,201: 574,648 597,214 440,969 1,773,414 1,559,461 2,789,031 2,597,644: 273,170 464,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 4,966: -52,523 92,873 -16,932 54,621 -71,261 -14,834 4,681: 19,800 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 19.5 14.4 57.9 50.9 91.1 84.8: 8.9 15.2
Old : 100.0: 18.8 19.5 14.4 57.9 50.9 91.1 84.8: 8.9 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 : 309: 63 91 86 124 127 233 258:
Old : 309: 63 91 86 124 127 233 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 26.2 35.1 32.7 20.9 24.0 28.1 28.7
Old : 26.8 26.2 35.1 32.7 20.9 24.0 28.1 28.7
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 25, 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 : 1,515,451: 311,614 308,262 160,611 833,725 695,530 1,305,950 1,164,403: 209,500 351,048
Old : 1,515,451: 311,614 308,262 160,611 833,725 695,530 1,305,950 1,164,403: 209,500 351,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 24,151: 32,626 38,449 -7,930 2,969 -35,219 27,664 -4,700: -3,513 28,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.3 10.6 55.0 45.9 86.2 76.8: 13.8 23.2
Old : 100.0: 20.6 20.3 10.6 55.0 45.9 86.2 76.8: 13.8 23.2
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 : 204: 42 56 40 74 87 139 160:
Old : 204: 42 56 40 74 87 139 160:
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 : 21.8 14.1 32.1 21.8 18.8 13.2 27.5 19.0
Old : 21.8 14.1 32.1 21.8 18.8 13.2 27.5 19.0
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 25, 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 : 1,040,042: 220,201 206,837 425,506 340,165 369,956 985,872 1,002,298: 54,171 37,744
Old : 1,040,042: 220,201 206,837 425,506 340,165 369,956 985,872 1,002,298: 54,171 37,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 36,884: 18,038 14,027 1,845 26,368 24,896 46,250 40,768: -9,366 -3,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.9 40.9 32.7 35.6 94.8 96.4: 5.2 3.6
Old : 100.0: 21.2 19.9 40.9 32.7 35.6 94.8 96.4: 5.2 3.6
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 : 140: 39 33 53 60 54 124 116:
Old : 140: 39 33 53 60 54 124 116:
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 : 30.0 35.5 42.0 49.5 8.8 18.5 14.7 24.3
Old : 30.0 35.5 42.0 49.5 8.8 18.5 14.7 24.3
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 25, 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 : 20,354: 5,206 5,116 1,159 4,691 8,493 11,056 14,768: 9,298 5,587
Old : 20,354: 5,206 5,116 1,159 4,691 8,493 11,056 14,768: 9,298 5,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,633: -273 122 -61 1,886 2,684 1,552 2,745: 81 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.1 5.7 23.0 41.7 54.3 72.6: 45.7 27.4
Old : 100.0: 25.6 25.1 5.7 23.0 41.7 54.3 72.6: 45.7 27.4
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 : 26: 10 6 5 6 7 19 15:
Old : 26: 10 6 5 6 7 19 15:
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 : 30.0 50.6 42.9 63.1 30.0 48.9 42.3 61.3
Old : 30.0 50.6 42.9 63.1 30.0 48.9 42.3 61.3
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 25, 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 : 46,957: 12,056 7,633 612 21,633 30,442 34,301 38,688: 12,656 8,269
Old : 46,957: 12,056 7,633 612 21,633 30,442 34,301 38,688: 12,656 8,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 908: 677 388 -39 892 506 1,531 855: -623 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 16.3 1.3 46.1 64.8 73.0 82.4: 27.0 17.6
Old : 100.0: 25.7 16.3 1.3 46.1 64.8 73.0 82.4: 27.0 17.6
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 : 55: 19 9 9 19 10 41 25:
Old : 55: 19 9 9 19 10 41 25:
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 : 27.8 40.7 44.1 65.3 27.8 37.2 43.4 61.8
Old : 27.8 40.7 44.1 65.3 27.8 37.2 43.4 61.8
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 25, 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 : 85,990: 53,151 20,318 4,656 17,468 36,750 75,275 61,723: 10,715 24,267
Old : 85,990: 53,151 20,318 4,656 17,468 36,750 75,275 61,723: 10,715 24,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -541: 1,798 1,396 -591 -1,935 864 -728 1,669: 187 -2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 23.6 5.4 20.3 42.7 87.5 71.8: 12.5 28.2
Old : 100.0: 61.8 23.6 5.4 20.3 42.7 87.5 71.8: 12.5 28.2
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 : 95: 32 30 18 18 23 60 61:
Old : 95: 32 30 18 18 23 60 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 31.4 59.0 39.4 45.7 29.8 58.0 37.7
Old : 45.7 31.4 59.0 39.4 45.7 29.8 58.0 37.7
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 with Delta-adjusted Options and Futures Combined, April 25, 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 : 13,837: 2,951 2,732 239 10,257 10,689 13,447 13,660: 390 177
Old : 13,837: 2,951 2,732 239 10,257 10,689 13,447 13,660: 390 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 81: 0 23 0 92 60 92 83: -11 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.7 1.7 74.1 77.2 97.2 98.7: 2.8 1.3
Old : 100.0: 21.3 19.7 1.7 74.1 77.2 97.2 98.7: 2.8 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 : 41: 6 14 4 13 11 21 27:
Old : 41: 6 14 4 13 11 21 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 : 41.3 62.1 70.1 80.2 41.3 57.4 69.0 74.1
Old : 41.3 62.1 70.1 80.2 41.3 57.4 69.0 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2006