WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 609,988: 114,872 73,675 157,757 292,227 296,629 564,856 528,061: 45,133 81,928
Old : 541,148: 113,951 84,775 132,364 255,026 261,251 501,341 478,391: 39,807 62,757
Other: 68,841: 23,424 11,403 2,890 37,201 35,378 63,515 49,670: 5,326 19,170
: : :
: : Changes in Commitments from: May 16, 2006 :
: 66,601: 16,263 9,706 28,689 22,264 22,627 67,216 61,022: -614 5,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.1 25.9 47.9 48.6 92.6 86.6: 7.4 13.4
Old : 100.0: 21.1 15.7 24.5 47.1 48.3 92.6 88.4: 7.4 11.6
Other: 100.0: 34.0 16.6 4.2 54.0 51.4 92.3 72.2: 7.7 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 134 125 146 64 93 305 280:
Old : 381: 133 132 136 60 92 289 277:
Other: 158: 53 34 24 22 59 84 111:
:----------------------------------------------------------------------------------------------------
: 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 23.5 30.0 31.0 20.2 19.0 29.3 24.3
Old : 22.9 25.2 33.0 33.4 22.7 23.7 32.9 29.7
Other: 43.0 21.4 56.9 31.8 38.2 19.1 52.0 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,684,064: 329,319 65,702 452,291 681,135 838,583 1,462,745 1,356,577: 221,319 327,487
Old : 886,881: 158,880 147,318 204,136 404,208 420,271 767,224 771,726: 119,657 115,155
Other: 797,183: 283,362 31,306 135,232 276,927 418,312 695,521 584,851: 101,662 212,332
: : :
: : Changes in Commitments from: May 16, 2006 :
: 36,030: -10,746 -3,640 57,134 8,483 4,261 54,871 57,754: -18,841 -21,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.9 26.9 40.4 49.8 86.9 80.6: 13.1 19.4
Old : 100.0: 17.9 16.6 23.0 45.6 47.4 86.5 87.0: 13.5 13.0
Other: 100.0: 35.5 3.9 17.0 34.7 52.5 87.2 73.4: 12.8 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 770: 262 118 233 277 322 642 592:
Old : 709: 192 158 171 232 286 516 525:
Other: 629: 186 94 127 178 303 420 474:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 17.1 22.5 22.8 14.2 13.9 21.3 18.2
Old : 21.8 21.2 30.5 28.9 21.8 19.0 30.2 24.1
Other: 16.5 14.9 26.4 22.0 16.2 12.3 23.5 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 15,847: 6,155 302 1,873 3,610 11,421 11,639 13,596: 4,208 2,250
Old : 15,846: 6,155 301 1,873 3,609 11,421 11,638 13,595: 4,208 2,250
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 617: 284 17 397 155 627 836 1,041: -218 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 1.9 11.8 22.8 72.1 73.4 85.8: 26.6 14.2
Old : 100.0: 38.8 1.9 11.8 22.8 72.1 73.4 85.8: 26.6 14.2
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 : 56: 23 8 14 12 17 47 32:
Old : 56: 23 8 14 12 17 47 32:
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 : 21.3 40.9 35.3 59.7 19.6 39.5 32.5 52.4
Old : 21.3 40.9 35.3 59.7 19.6 39.5 32.5 52.4
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 23, 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 : 464,932: 56,653 70,540 117,350 217,951 162,529 391,954 350,419: 72,978 114,513
Old : 296,527: 42,222 83,695 53,167 154,923 104,934 250,312 241,796: 46,215 54,731
Other: 168,405: 49,071 21,486 29,542 63,028 57,595 141,642 108,623: 26,763 59,782
: : :
: : Changes in Commitments from: May 16, 2006 :
: -11,665: -11,767 12,410 1,556 7,025 -16,653 -3,186 -2,687: -8,478 -8,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.2 25.2 46.9 35.0 84.3 75.4: 15.7 24.6
Old : 100.0: 14.2 28.2 17.9 52.2 35.4 84.4 81.5: 15.6 18.5
Other: 100.0: 29.1 12.8 17.5 37.4 34.2 84.1 64.5: 15.9 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 114 126 170 109 118 333 337:
Old : 395: 113 135 119 89 108 268 306:
Other: 278: 79 68 80 81 98 206 211:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 13.3 28.5 20.8 16.0 7.9 23.8 11.8
Old : 25.0 14.9 35.3 24.2 25.0 9.4 33.6 15.4
Other: 20.7 13.5 32.2 20.2 17.0 10.2 25.6 13.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,526: 13,020 3,355 340 605 548 13,965 4,243: 3,561 13,283
Old : 6,773: 3,712 2,941 36 550 131 4,298 3,108: 2,475 3,665
Other: 10,753: 9,553 659 59 55 417 9,667 1,135: 1,086 9,618
: : :
: : Changes in Commitments from: May 16, 2006 :
: -135: 201 326 4 245 10 450 340: -585 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 19.1 1.9 3.5 3.1 79.7 24.2: 20.3 75.8
Old : 100.0: 54.8 43.4 0.5 8.1 1.9 63.5 45.9: 36.5 54.1
Other: 100.0: 88.8 6.1 0.5 0.5 3.9 89.9 10.6: 10.1 89.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 8 1 2 16 16:
Old : 23: 11 9 3 1 2 13 13:
Other: 15: 7 5 2 1 2 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 63.3 12.0 72.4 19.7 62.7 12.0 71.1 19.7
Old : 36.7 26.9 53.6 42.6 36.5 26.9 53.4 42.6
Other: 88.8 8.3 89.9 10.4 88.2 8.3 89.4 10.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 278,136: 66,096 11,368 58,999 124,347 191,259 249,441 261,625: 28,695 16,511
Old : 197,817: 59,498 26,923 23,412 92,810 135,524 175,719 185,858: 22,097 11,958
Other: 80,319: 24,580 2,427 17,605 31,537 55,734 73,722 75,766: 6,597 4,553
: : :
: : Changes in Commitments from: May 16, 2006 :
: -4,256: -12,143 -1,340 5,064 6,293 -5,620 -786 -1,896: -3,470 -2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.1 21.2 44.7 68.8 89.7 94.1: 10.3 5.9
Old : 100.0: 30.1 13.6 11.8 46.9 68.5 88.8 94.0: 11.2 6.0
Other: 100.0: 30.6 3.0 21.9 39.3 69.4 91.8 94.3: 8.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 79 32 57 54 56 168 124:
Old : 190: 75 41 46 48 51 149 115:
Other: 110: 36 21 31 33 40 85 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 : 19.0 39.2 27.7 52.4 17.1 32.9 23.4 42.4
Old : 23.8 43.3 32.6 55.7 23.0 36.9 30.3 49.0
Other: 22.6 36.6 37.8 50.4 17.8 30.6 30.1 41.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 1,235,286: 108,974 206,304 264,128 693,480 529,954 1,066,583 1,000,386: 168,703 234,900
Old : 1,235,286: 108,974 206,304 264,128 693,480 529,954 1,066,583 1,000,386: 168,703 234,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 3,304: 13,698 -36,897 7,093 -26,360 47,308 -5,569 17,504: 8,873 -14,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.7 21.4 56.1 42.9 86.3 81.0: 13.7 19.0
Old : 100.0: 8.8 16.7 21.4 56.1 42.9 86.3 81.0: 13.7 19.0
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 : 216: 45 60 72 89 100 172 194:
Old : 216: 45 60 72 89 100 172 194:
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 : 19.0 17.1 28.9 25.1 12.1 9.8 17.8 14.0
Old : 19.0 17.1 28.9 25.1 12.1 9.8 17.8 14.0
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 23, 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 : 207,628: 25,867 53,297 37,272 114,453 92,126 177,593 182,694: 30,035 24,934
Old : 147,433: 24,836 50,109 19,539 80,666 58,505 125,041 128,153: 22,392 19,280
Other: 60,195: 7,323 9,479 11,441 33,788 33,621 52,552 54,541: 7,644 5,654
: : :
: : Changes in Commitments from: May 16, 2006 :
: 15,944: -812 11,422 3,292 14,290 1,149 16,770 15,863: -826 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 25.7 18.0 55.1 44.4 85.5 88.0: 14.5 12.0
Old : 100.0: 16.8 34.0 13.3 54.7 39.7 84.8 86.9: 15.2 13.1
Other: 100.0: 12.2 15.7 19.0 56.1 55.9 87.3 90.6: 12.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 35 61 52 60 57 130 152:
Old : 180: 47 59 45 56 47 121 137:
Other: 108: 23 26 28 40 42 79 83:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 22.0 36.9 32.5 25.4 20.2 33.0 27.4
Old : 28.5 22.8 36.8 33.9 28.3 22.4 36.2 32.8
Other: 33.7 29.3 45.9 43.2 31.1 27.1 41.2 38.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 14,471: 4,187 180 1,739 4,555 10,668 10,481 12,587: 3,990 1,884
Old : 7,428: 3,382 436 350 1,767 5,810 5,499 6,597: 1,929 831
Other: 7,043: 1,212 150 982 2,788 4,858 4,982 5,990: 2,061 1,053
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,750: 453 29 76 639 1,526 1,168 1,631: 582 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 1.2 12.0 31.5 73.7 72.4 87.0: 27.6 13.0
Old : 100.0: 45.5 5.9 4.7 23.8 78.2 74.0 88.8: 26.0 11.2
Other: 100.0: 17.2 2.1 13.9 39.6 69.0 70.7 85.1: 29.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 31 4 13 22 22 56 36:
Old : 58: 19 11 5 12 20 36 31:
Other: 40: 17 1 8 15 15 32 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 : 18.0 49.2 29.9 62.6 12.8 42.3 22.2 49.5
Old : 26.9 46.0 45.2 65.1 26.9 46.0 45.2 64.7
Other: 29.5 59.6 42.7 71.9 21.7 48.7 29.2 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 658,024: 173,105 155,971 16,492 333,544 362,087 523,141 534,550: 134,883 123,473
Old : 658,024: 173,105 155,971 16,492 333,544 362,087 523,141 534,550: 134,883 123,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -32,541: -36,014 -10,644 2,260 7,833 -33,573 -25,922 -41,957: -6,620 9,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 23.7 2.5 50.7 55.0 79.5 81.2: 20.5 18.8
Old : 100.0: 26.3 23.7 2.5 50.7 55.0 79.5 81.2: 20.5 18.8
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 : 181: 42 45 23 66 72 120 128:
Old : 181: 42 45 23 66 72 120 128:
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 : 17.5 14.6 29.2 23.6 17.4 11.4 28.3 19.4
Old : 17.5 14.6 29.2 23.6 17.4 11.4 28.3 19.4
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 23, 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 : 3,049,816: 626,621 518,638 480,826 1,624,583 1,549,358 2,732,030 2,548,822: 317,787 500,994
Old : 3,049,816: 626,621 518,638 480,826 1,624,583 1,549,358 2,732,030 2,548,822: 317,787 500,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -137,459: -21,029 -44,901 -21,213 -109,527 -61,448 -151,769 -127,562: 14,311 -9,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 17.0 15.8 53.3 50.8 89.6 83.6: 10.4 16.4
Old : 100.0: 20.5 17.0 15.8 53.3 50.8 89.6 83.6: 10.4 16.4
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 : 321: 72 82 90 128 144 245 271:
Old : 321: 72 82 90 128 144 245 271:
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 : 22.7 18.6 32.7 27.5 17.9 16.8 25.2 22.0
Old : 22.7 18.6 32.7 27.5 17.9 16.8 25.2 22.0
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 23, 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 : 1,611,007: 295,635 284,328 193,807 873,645 788,347 1,363,087 1,266,482: 247,920 344,525
Old : 1,611,007: 295,635 284,328 193,807 873,645 788,347 1,363,087 1,266,482: 247,920 344,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 29,199: -22,284 -20,366 -4,422 43,096 35,990 16,390 11,202: 12,809 17,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.6 12.0 54.2 48.9 84.6 78.6: 15.4 21.4
Old : 100.0: 18.4 17.6 12.0 54.2 48.9 84.6 78.6: 15.4 21.4
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 : 211: 42 59 54 78 94 150 177:
Old : 211: 42 59 54 78 94 150 177:
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 : 20.3 13.3 31.9 22.5 16.2 10.1 26.1 14.5
Old : 20.3 13.3 31.9 22.5 16.2 10.1 26.1 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 843,346: 139,940 129,657 329,569 336,862 349,348 806,372 808,574: 36,975 34,773
Old : 843,346: 139,940 129,657 329,569 336,862 349,348 806,372 808,574: 36,975 34,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 61,259: -28,453 -7,824 49,907 39,558 26,156 61,011 68,239: 247 -6,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.4 39.1 39.9 41.4 95.6 95.9: 4.4 4.1
Old : 100.0: 16.6 15.4 39.1 39.9 41.4 95.6 95.9: 4.4 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 : 136: 41 26 50 61 60 122 117:
Old : 136: 41 26 50 61 60 122 117:
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 : 26.9 31.6 38.2 44.4 9.5 12.4 14.6 17.1
Old : 26.9 31.6 38.2 44.4 9.5 12.4 14.6 17.1
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 23, 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 : 28,302: 5,544 2,518 2,730 3,232 11,392 11,506 16,640: 16,796 11,662
Old : 28,302: 5,544 2,518 2,730 3,232 11,392 11,506 16,640: 16,796 11,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -9,158: -529 -2,044 569 -3,266 -1,853 -3,227 -3,328: -5,931 -5,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.9 9.6 11.4 40.3 40.7 58.8: 59.3 41.2
Old : 100.0: 19.6 8.9 9.6 11.4 40.3 40.7 58.8: 59.3 41.2
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 : 29: 13 9 9 6 6 23 20:
Old : 29: 13 9 9 6 6 23 20:
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 : 19.0 35.9 29.1 45.6 16.1 34.7 21.4 40.9
Old : 19.0 35.9 29.1 45.6 16.1 34.7 21.4 40.9
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 23, 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 : 47,110: 12,177 7,585 678 19,459 32,645 32,315 40,908: 14,795 6,202
Old : 47,110: 12,177 7,585 678 19,459 32,645 32,315 40,908: 14,795 6,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,559: -2,575 1,098 -73 -419 934 -3,067 1,959: 508 -4,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 16.1 1.4 41.3 69.3 68.6 86.8: 31.4 13.2
Old : 100.0: 25.8 16.1 1.4 41.3 69.3 68.6 86.8: 31.4 13.2
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 : 60: 20 13 8 17 12 41 29:
Old : 60: 20 13 8 17 12 41 29:
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 : 25.5 42.9 41.6 66.8 25.5 39.0 40.5 62.9
Old : 25.5 42.9 41.6 66.8 25.5 39.0 40.5 62.9
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 23, 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 : 95,298: 55,795 18,770 3,346 21,891 47,016 81,032 69,132: 14,266 26,167
Old : 95,298: 55,795 18,770 3,346 21,891 47,016 81,032 69,132: 14,266 26,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -7,009: -4,097 3,034 -2,030 4,550 -2,845 -1,576 -1,841: -5,433 -5,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 19.7 3.5 23.0 49.3 85.0 72.5: 15.0 27.5
Old : 100.0: 58.5 19.7 3.5 23.0 49.3 85.0 72.5: 15.0 27.5
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 : 94: 35 25 18 23 21 65 57:
Old : 94: 35 25 18 23 21 65 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 39.1 54.4 48.9 44.4 38.1 53.3 46.7
Old : 44.4 39.1 54.4 48.9 44.4 38.1 53.3 46.7
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, May 23, 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 : 11,802: 2,076 2,896 370 8,804 8,044 11,250 11,310: 552 492
Old : 11,802: 2,076 2,896 370 8,804 8,044 11,250 11,310: 552 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -864: -264 249 0 -977 -1,057 -1,241 -808: 377 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 24.5 3.1 74.6 68.2 95.3 95.8: 4.7 4.2
Old : 100.0: 17.6 24.5 3.1 74.6 68.2 95.3 95.8: 4.7 4.2
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 : 37: 5 14 5 13 9 21 25:
Old : 37: 5 14 5 13 9 21 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 : 45.0 62.3 71.7 76.7 45.0 56.8 70.4 68.9
Old : 45.0 62.3 71.7 76.7 45.0 56.8 70.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006