WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 472,357: 78,828 66,801 97,859 259,733 245,443 436,420 410,103: 35,937 62,254
Old : 428,735: 76,970 69,317 86,662 233,204 224,152 396,836 380,131: 31,899 48,604
Other: 43,622: 10,884 6,511 2,171 26,529 21,291 39,584 29,972: 4,038 13,650
: : :
: : Changes in Commitments from: May 2, 2006 :
: 37,152: 9,669 -787 9,918 8,854 20,970 28,441 30,101: 8,711 7,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.1 20.7 55.0 52.0 92.4 86.8: 7.6 13.2
Old : 100.0: 18.0 16.2 20.2 54.4 52.3 92.6 88.7: 7.4 11.3
Other: 100.0: 25.0 14.9 5.0 60.8 48.8 90.7 68.7: 9.3 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 100 123 133 51 82 250 259:
Old : 332: 97 133 123 48 79 237 254:
Other: 121: 36 24 15 17 54 61 87:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 27.6 36.9 34.9 25.5 23.3 36.5 28.8
Old : 28.2 29.4 40.3 37.4 28.0 28.4 40.1 34.4
Other: 44.3 23.4 57.1 34.1 38.4 20.0 50.8 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 1,513,004: 283,719 95,414 373,167 656,330 734,580 1,313,216 1,203,161: 199,788 309,843
Old : 833,554: 159,740 173,035 150,476 406,331 388,488 716,547 711,999: 117,006 121,554
Other: 679,450: 233,449 31,849 113,221 249,999 346,092 596,669 491,162: 82,781 188,288
: : :
: : Changes in Commitments from: May 2, 2006 :
: 63,496: -449 18,836 16,197 18,131 147 33,879 35,179: 29,618 28,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.3 24.7 43.4 48.6 86.8 79.5: 13.2 20.5
Old : 100.0: 19.2 20.8 18.1 48.7 46.6 86.0 85.4: 14.0 14.6
Other: 100.0: 34.4 4.7 16.7 36.8 50.9 87.8 72.3: 12.2 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 214 139 213 272 306 590 575:
Old : 676: 161 177 161 238 267 493 511:
Other: 578: 161 92 105 162 281 373 433:
:----------------------------------------------------------------------------------------------------
: 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 16.3 24.6 22.2 15.7 13.5 23.5 17.0
Old : 23.5 19.3 32.4 26.4 23.5 16.9 32.3 21.8
Other: 18.8 15.1 28.5 22.5 18.2 12.5 26.1 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 13,800: 5,382 382 1,465 3,263 9,876 10,110 11,724: 3,690 2,077
Old : 13,799: 5,382 381 1,465 3,262 9,876 10,109 11,723: 3,690 2,077
Other: 1: 0 1 0 1 0 1 1: -0 -0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,089: 723 189 83 41 854 846 1,126: 243 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 2.8 10.6 23.6 71.6 73.3 85.0: 26.7 15.0
Old : 100.0: 39.0 2.8 10.6 23.6 71.6 73.3 85.0: 26.7 15.0
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 24 7 10 12 16 44 27:
Old : 52: 24 7 10 12 16 44 27:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 38.8 37.8 59.8 21.3 37.4 34.5 51.7
Old : 22.4 38.8 37.8 59.8 21.3 37.4 34.5 51.7
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 448,151: 62,905 59,254 109,323 205,083 166,183 377,312 334,760: 70,839 113,390
Old : 298,240: 51,253 79,432 48,327 149,525 113,868 249,105 241,627: 49,134 56,613
Other: 149,911: 52,044 20,214 20,604 55,558 52,315 128,206 93,133: 21,705 56,778
: : :
: : Changes in Commitments from: May 2, 2006 :
: 17,076: 5,988 -6,447 4,502 -5,170 7,035 5,320 5,089: 11,756 11,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.2 24.4 45.8 37.1 84.2 74.7: 15.8 25.3
Old : 100.0: 17.2 26.6 16.2 50.1 38.2 83.5 81.0: 16.5 19.0
Other: 100.0: 34.7 13.5 13.7 37.1 34.9 85.5 62.1: 14.5 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 125 129 154 106 120 333 325:
Old : 401: 115 150 102 88 110 268 298:
Other: 262: 83 58 67 71 93 187 193:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 14.4 28.6 21.9 16.9 10.5 24.8 15.3
Old : 25.7 16.0 35.7 24.7 25.7 12.7 34.9 19.4
Other: 22.2 14.5 33.4 21.2 18.3 10.8 26.2 15.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,829: 12,165 3,098 324 330 491 12,819 3,913: 4,010 12,916
Old : 7,446: 4,189 3,148 86 275 104 4,550 3,338: 2,896 4,108
Other: 9,383: 8,156 130 58 55 387 8,269 575: 1,114 8,808
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,239: 1,438 258 -160 0 31 1,278 129: -39 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 18.4 1.9 2.0 2.9 76.2 23.3: 23.8 76.7
Old : 100.0: 56.3 42.3 1.2 3.7 1.4 61.1 44.8: 38.9 55.2
Other: 100.0: 86.9 1.4 0.6 0.6 4.1 88.1 6.1: 11.9 93.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 8 8 1 2 19 15:
Old : 26: 14 9 3 1 2 16 13:
Other: 12: 7 2 2 1 2 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 12.6 65.9 18.8 57.7 12.6 64.4 18.6
Old : 26.3 28.5 41.4 42.0 26.1 28.5 40.8 42.0
Other: 87.5 5.5 88.1 6.1 86.9 5.5 87.5 5.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 270,599: 75,225 13,252 47,908 117,123 189,599 240,256 250,759: 30,343 19,840
Old : 207,330: 69,595 24,452 22,743 90,734 144,880 183,072 192,075: 24,258 15,255
Other: 63,269: 20,084 3,254 10,711 26,389 44,719 57,184 58,684: 6,085 4,585
: : :
: : Changes in Commitments from: May 2, 2006 :
: -1,034: 697 1,478 -1,277 -397 -1,640 -978 -1,439: -56 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.9 17.7 43.3 70.1 88.8 92.7: 11.2 7.3
Old : 100.0: 33.6 11.8 11.0 43.8 69.9 88.3 92.6: 11.7 7.4
Other: 100.0: 31.7 5.1 16.9 41.7 70.7 90.4 92.8: 9.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 83 32 51 55 59 170 123:
Old : 197: 82 41 38 49 55 152 114:
Other: 98: 33 17 30 30 38 75 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 : 19.1 42.7 27.6 54.9 17.9 36.2 24.3 46.2
Old : 22.9 47.3 31.1 58.2 22.1 42.1 29.7 52.6
Other: 28.9 37.8 46.8 54.0 25.6 32.5 38.6 44.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 1,196,046: 90,077 243,795 254,803 691,693 457,792 1,036,573 956,390: 159,472 239,656
Old : 1,196,046: 90,077 243,795 254,803 691,693 457,792 1,036,573 956,390: 159,472 239,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 12,744: 8,448 -9,845 7,511 -13,994 7,190 1,965 4,856: 10,779 7,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.4 21.3 57.8 38.3 86.7 80.0: 13.3 20.0
Old : 100.0: 7.5 20.4 21.3 57.8 38.3 86.7 80.0: 13.3 20.0
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 : 211: 38 65 70 89 88 167 183:
Old : 211: 38 65 70 89 88 167 183:
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 : 20.4 16.0 30.7 23.5 13.9 8.3 20.8 13.7
Old : 20.4 16.0 30.7 23.5 13.9 8.3 20.8 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 188,899: 28,383 41,004 35,117 94,584 90,134 158,084 166,255: 30,815 22,644
Old : 138,435: 28,714 36,819 19,116 65,455 65,607 113,284 121,541: 25,151 16,893
Other: 50,464: 5,960 10,475 9,711 29,129 24,528 44,800 44,714: 5,665 5,751
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,375: -1,624 -1,254 410 1,950 4,057 736 3,213: 1,639 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.7 18.6 50.1 47.7 83.7 88.0: 16.3 12.0
Old : 100.0: 20.7 26.6 13.8 47.3 47.4 81.8 87.8: 18.2 12.2
Other: 100.0: 11.8 20.8 19.2 57.7 48.6 88.8 88.6: 11.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 44 51 52 60 60 136 147:
Old : 180: 52 49 46 55 49 128 132:
Other: 101: 18 28 26 41 40 77 77:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 24.1 32.0 35.8 21.3 21.7 28.7 30.3
Old : 22.1 26.5 30.0 39.1 21.9 26.2 28.9 38.0
Other: 33.4 25.7 46.4 40.2 31.8 22.0 42.9 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 11,818: 3,131 385 1,634 4,366 7,895 9,131 9,914: 2,687 1,904
Old : 6,041: 3,039 532 255 1,701 4,143 4,995 4,931: 1,046 1,109
Other: 5,777: 644 404 827 2,665 3,752 4,136 4,983: 1,642 794
: : :
: : Changes in Commitments from: May 2, 2006 :
: 279: 20 -41 251 51 -47 323 164: -44 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.3 13.8 36.9 66.8 77.3 83.9: 22.7 16.1
Old : 100.0: 50.3 8.8 4.2 28.2 68.6 82.7 81.6: 17.3 18.4
Other: 100.0: 11.1 7.0 14.3 46.1 64.9 71.6 86.3: 28.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 21 7 11 20 20 44 35:
Old : 51: 17 8 4 13 18 32 28:
Other: 33: 10 4 9 13 13 26 23:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 47.4 38.4 59.7 18.1 36.4 29.6 42.4
Old : 35.0 45.3 55.7 60.3 35.0 40.6 55.7 54.5
Other: 33.6 57.1 47.7 71.6 22.6 40.4 30.0 49.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 611,284: 209,497 179,447 10,644 278,683 302,298 498,823 492,388: 112,461 118,896
Old : 611,284: 209,497 179,447 10,644 278,683 302,298 498,823 492,388: 112,461 118,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 57,870: 27,181 17,448 1,809 27,522 41,599 56,511 60,856: 1,359 -2,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 29.4 1.7 45.6 49.5 81.6 80.5: 18.4 19.5
Old : 100.0: 34.3 29.4 1.7 45.6 49.5 81.6 80.5: 18.4 19.5
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 : 178: 43 44 17 69 62 120 115:
Old : 178: 43 44 17 69 62 120 115:
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 : 18.4 13.0 30.0 22.3 18.3 12.0 29.8 21.1
Old : 18.4 13.0 30.0 22.3 18.3 12.0 29.8 21.1
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, May 9, 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 : 3,210,326: 640,361 630,391 471,453 1,811,976 1,593,068 2,923,789 2,694,912: 286,537 515,414
Old : 3,210,326: 640,361 630,391 471,453 1,811,976 1,593,068 2,923,789 2,694,912: 286,537 515,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 163,338: 24,555 18,460 -4,437 74,168 58,186 94,286 72,209: 69,052 91,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.6 14.7 56.4 49.6 91.1 83.9: 8.9 16.1
Old : 100.0: 19.9 19.6 14.7 56.4 49.6 91.1 83.9: 8.9 16.1
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 : 317: 64 87 91 132 134 245 263:
Old : 317: 64 87 91 132 134 245 263:
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 : 26.1 21.8 35.8 31.1 19.6 20.7 27.2 26.2
Old : 26.1 21.8 35.8 31.1 19.6 20.7 27.2 26.2
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, May 9, 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 : 1,562,056: 276,553 299,530 192,731 861,446 726,933 1,330,731 1,219,194: 231,325 342,862
Old : 1,562,056: 276,553 299,530 192,731 861,446 726,933 1,330,731 1,219,194: 231,325 342,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 27,955: -22,064 14,932 22,367 7,715 -3,323 8,019 33,976: 19,937 -6,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.2 12.3 55.1 46.5 85.2 78.1: 14.8 21.9
Old : 100.0: 17.7 19.2 12.3 55.1 46.5 85.2 78.1: 14.8 21.9
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 : 207: 45 55 47 74 85 142 164:
Old : 207: 45 55 47 74 85 142 164:
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 : 20.5 13.2 31.2 21.1 15.9 11.2 25.1 17.0
Old : 20.5 13.2 31.2 21.1 15.9 11.2 25.1 17.0
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, May 9, 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 : 787,874: 157,290 119,210 317,232 283,713 319,841 758,235 756,283: 29,639 31,590
Old : 787,874: 157,290 119,210 317,232 283,713 319,841 758,235 756,283: 29,639 31,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -57,480: -5,974 7,131 -54,001 9,809 -8,502 -50,167 -55,373: -7,313 -2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 15.1 40.3 36.0 40.6 96.2 96.0: 3.8 4.0
Old : 100.0: 20.0 15.1 40.3 36.0 40.6 96.2 96.0: 3.8 4.0
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 : 134: 39 29 50 57 56 119 115:
Old : 134: 39 29 50 57 56 119 115:
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 : 29.2 31.0 41.4 43.6 7.7 10.9 12.9 15.3
Old : 29.2 31.0 41.4 43.6 7.7 10.9 12.9 15.3
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, May 9, 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 : 24,893: 4,934 2,812 2,119 5,385 8,244 12,438 13,175: 12,455 11,718
Old : 24,893: 4,934 2,812 2,119 5,385 8,244 12,438 13,175: 12,455 11,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,922: 26 -1,771 652 463 527 1,141 -593: 3,782 5,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 11.3 8.5 21.6 33.1 50.0 52.9: 50.0 47.1
Old : 100.0: 19.8 11.3 8.5 21.6 33.1 50.0 52.9: 50.0 47.1
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 : 24: 10 6 7 6 7 19 17:
Old : 24: 10 6 7 6 7 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 31.9 37.5 42.4 23.2 28.7 29.6 33.8
Old : 24.9 31.9 37.5 42.4 23.2 28.7 29.6 33.8
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, May 9, 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 : 47,631: 12,585 7,021 726 21,616 30,695 34,927 38,442: 12,705 9,189
Old : 47,631: 12,585 7,021 726 21,616 30,695 34,927 38,442: 12,705 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 138: -420 -271 117 -148 200 -451 47: 588 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.7 1.5 45.4 64.4 73.3 80.7: 26.7 19.3
Old : 100.0: 26.4 14.7 1.5 45.4 64.4 73.3 80.7: 26.7 19.3
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 : 61: 19 15 8 20 10 42 30:
Old : 61: 19 15 8 20 10 42 30:
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 : 27.6 40.3 43.9 64.1 27.6 36.9 43.2 60.7
Old : 27.6 40.3 43.9 64.1 27.6 36.9 43.2 60.7
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, May 9, 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 : 98,305: 64,138 18,629 5,387 17,853 43,168 87,377 67,184: 10,928 31,121
Old : 98,305: 64,138 18,629 5,387 17,853 43,168 87,377 67,184: 10,928 31,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 6,401: 8,087 -2,018 131 -1,187 4,248 7,031 2,362: -630 4,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 19.0 5.5 18.2 43.9 88.9 68.3: 11.1 31.7
Old : 100.0: 65.2 19.0 5.5 18.2 43.9 88.9 68.3: 11.1 31.7
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 : 99: 33 30 22 21 23 68 61:
Old : 99: 33 30 22 21 23 68 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 : 46.3 29.9 57.2 40.3 45.1 27.8 55.7 38.1
Old : 46.3 29.9 57.2 40.3 45.1 27.8 55.7 38.1
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, May 9, 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 : 12,674: 1,882 3,038 259 10,358 9,149 12,499 12,446: 175 228
Old : 12,674: 1,882 3,038 259 10,358 9,149 12,499 12,446: 175 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -151: 44 160 0 -21 -356 23 -196: -174 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.0 2.0 81.7 72.2 98.6 98.2: 1.4 1.8
Old : 100.0: 14.8 24.0 2.0 81.7 72.2 98.6 98.2: 1.4 1.8
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 : 39: 5 14 5 13 10 21 26:
Old : 39: 5 14 5 13 10 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 65.1 73.7 78.4 45.4 59.9 72.5 71.5
Old : 45.4 65.1 73.7 78.4 45.4 59.9 72.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006