WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 624,720: 121,949 74,817 168,016 291,653 302,242 581,617 545,075: 43,102 79,645
Old : 551,014: 120,768 87,677 138,947 253,032 264,237 512,747 490,861: 38,267 60,153
Other: 73,705: 25,442 11,401 4,808 38,621 38,005 68,870 54,213: 4,835 19,492
: : :
: : Changes in Commitments from: May 23, 2006 :
: 14,732: 7,078 1,142 10,259 -574 5,614 16,762 17,014: -2,030 -2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.0 26.9 46.7 48.4 93.1 87.3: 6.9 12.7
Old : 100.0: 21.9 15.9 25.2 45.9 48.0 93.1 89.1: 6.9 10.9
Other: 100.0: 34.5 15.5 6.5 52.4 51.6 93.4 73.6: 6.6 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 137 120 151 67 97 317 285:
Old : 389: 132 134 136 63 95 298 279:
Other: 169: 60 35 33 22 62 92 123:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 23.5 29.1 30.9 19.8 18.7 28.6 23.7
Old : 22.4 25.3 32.6 33.6 22.4 23.5 32.3 29.3
Other: 41.6 19.8 55.1 30.8 36.8 18.4 50.3 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,674,219: 330,683 62,733 446,713 683,244 842,987 1,460,640 1,352,433: 213,579 321,785
Old : 858,558: 157,819 150,467 190,558 401,144 412,067 749,520 753,091: 109,038 105,467
Other: 815,661: 288,790 28,192 140,229 282,100 430,920 711,119 599,342: 104,541 216,319
: : :
: : Changes in Commitments from: May 23, 2006 :
: -9,845: 1,364 -2,969 -5,578 2,109 4,404 -2,105 -4,143: -7,740 -5,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.7 26.7 40.8 50.4 87.2 80.8: 12.8 19.2
Old : 100.0: 18.4 17.5 22.2 46.7 48.0 87.3 87.7: 12.7 12.3
Other: 100.0: 35.4 3.5 17.2 34.6 52.8 87.2 73.5: 12.8 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 254 121 226 283 323 643 587:
Old : 696: 184 156 166 241 281 518 513:
Other: 629: 186 89 134 185 304 428 479:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 17.7 22.9 23.5 14.4 14.4 21.5 18.7
Old : 22.3 22.1 31.4 30.1 22.3 20.1 31.0 25.2
Other: 16.6 15.4 25.7 22.3 16.2 12.6 23.1 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 15,095: 5,142 318 1,784 3,946 10,762 10,871 12,863: 4,224 2,232
Old : 15,094: 5,142 317 1,784 3,945 10,762 10,870 12,862: 4,224 2,232
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -751: -1,014 15 -89 335 -659 -768 -734: 16 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 2.1 11.8 26.1 71.3 72.0 85.2: 28.0 14.8
Old : 100.0: 34.1 2.1 11.8 26.1 71.3 72.0 85.2: 28.0 14.8
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: 18 8 12 14 17 44 30:
Old : 52: 18 8 12 14 17 44 30:
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 : 22.1 40.3 37.0 58.9 20.3 38.9 33.3 50.8
Old : 22.1 40.3 37.0 58.9 20.3 38.9 33.3 50.8
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 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 469,763: 53,804 84,703 118,521 226,939 157,689 399,264 360,913: 70,499 108,850
Old : 290,075: 39,350 90,738 52,938 155,305 96,928 247,594 240,604: 42,481 49,471
Other: 179,688: 46,608 26,120 33,428 71,634 60,760 151,670 120,308: 28,018 59,380
: : :
: : Changes in Commitments from: May 23, 2006 :
: 4,831: -2,849 14,163 1,171 8,988 -4,841 7,310 10,494: -2,479 -5,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.0 25.2 48.3 33.6 85.0 76.8: 15.0 23.2
Old : 100.0: 13.6 31.3 18.2 53.5 33.4 85.4 82.9: 14.6 17.1
Other: 100.0: 25.9 14.5 18.6 39.9 33.8 84.4 67.0: 15.6 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 114 134 175 110 117 336 349:
Old : 397: 106 147 113 89 105 259 309:
Other: 286: 85 73 89 85 100 220 220:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 13.1 28.6 20.7 15.8 7.6 23.2 11.6
Old : 24.9 15.4 35.8 24.9 24.9 9.7 33.4 15.8
Other: 21.8 14.0 32.8 21.7 18.0 10.5 26.5 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,386: 12,877 3,803 1,945 710 555 15,532 6,303: 3,854 13,083
Old : 7,489: 4,459 3,922 33 655 136 5,147 4,091: 2,342 3,398
Other: 11,897: 10,250 1,713 80 55 419 10,385 2,212: 1,512 9,685
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,860: -143 448 1,605 105 7 1,567 2,060: 293 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 19.6 10.0 3.7 2.9 80.1 32.5: 19.9 67.5
Old : 100.0: 59.5 52.4 0.4 8.7 1.8 68.7 54.6: 31.3 45.4
Other: 100.0: 86.2 14.4 0.7 0.5 3.5 87.3 18.6: 12.7 81.4
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 10 9 1 2 18 18:
Old : 26: 12 11 3 1 2 14 15:
Other: 16: 9 4 3 1 2 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 59.0 16.5 69.5 24.7 56.0 10.6 63.1 18.0
Old : 40.0 29.1 56.6 46.3 39.8 29.1 56.4 46.3
Other: 84.1 16.8 87.2 18.6 83.4 16.8 86.5 17.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 285,202: 69,231 13,074 61,937 124,517 194,956 255,685 269,967: 29,517 15,235
Old : 194,919: 59,920 29,333 23,071 89,634 131,778 172,625 184,182: 22,294 10,737
Other: 90,283: 28,323 2,753 19,855 34,883 63,177 83,060 85,785: 7,222 4,498
: : :
: : Changes in Commitments from: May 23, 2006 :
: 7,066: 3,135 1,707 2,938 170 3,697 6,244 8,342: 822 -1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.6 21.7 43.7 68.4 89.7 94.7: 10.3 5.3
Old : 100.0: 30.7 15.0 11.8 46.0 67.6 88.6 94.5: 11.4 5.5
Other: 100.0: 31.4 3.0 22.0 38.6 70.0 92.0 95.0: 8.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 80 35 59 56 55 174 129:
Old : 198: 78 47 49 47 50 152 121:
Other: 118: 41 19 34 37 42 92 82:
:----------------------------------------------------------------------------------------------------
: 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 38.8 27.3 51.7 16.7 33.1 23.4 41.8
Old : 23.7 41.4 32.6 54.1 22.9 35.3 30.2 47.2
Other: 20.3 36.1 34.3 51.0 15.3 31.8 27.8 42.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,010,927: 81,144 194,173 161,948 610,064 431,885 853,156 788,006: 157,771 222,921
Old : 1,010,927: 81,144 194,173 161,948 610,064 431,885 853,156 788,006: 157,771 222,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -224,359: -27,830 -12,131 -102,181 -83,416 -98,069 -213,427 -212,380: -10,932 -11,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 19.2 16.0 60.3 42.7 84.4 77.9: 15.6 22.1
Old : 100.0: 8.0 19.2 16.0 60.3 42.7 84.4 77.9: 15.6 22.1
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 : 189: 32 51 58 84 92 149 169:
Old : 189: 32 51 58 84 92 149 169:
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 : 20.0 18.9 29.9 26.7 14.4 12.7 20.6 17.9
Old : 20.0 18.9 29.9 26.7 14.4 12.7 20.6 17.9
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 30, 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 : 222,713: 27,468 61,175 39,518 126,309 96,562 193,295 197,255: 29,418 25,458
Old : 155,959: 26,404 55,630 19,080 89,047 61,579 134,532 136,289: 21,427 19,670
Other: 66,754: 8,053 12,534 13,448 37,262 34,984 58,763 60,967: 7,991 5,788
: : :
: : Changes in Commitments from: May 23, 2006 :
: 15,085: 1,600 7,878 2,246 11,856 4,437 15,703 14,561: -617 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 27.5 17.7 56.7 43.4 86.8 88.6: 13.2 11.4
Old : 100.0: 16.9 35.7 12.2 57.1 39.5 86.3 87.4: 13.7 12.6
Other: 100.0: 12.1 18.8 20.1 55.8 52.4 88.0 91.3: 12.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 36 66 54 59 55 131 156:
Old : 186: 48 65 49 55 42 124 139:
Other: 108: 23 28 27 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 : 30.8 22.2 39.4 33.3 28.3 19.9 35.8 27.8
Old : 32.2 23.9 40.2 35.7 32.2 23.1 39.6 34.4
Other: 33.7 27.9 45.6 42.1 30.1 25.6 40.4 37.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 16,483: 5,182 229 2,106 4,847 12,302 12,135 14,638: 4,348 1,846
Old : 8,584: 4,476 857 362 1,602 6,591 6,440 7,810: 2,144 775
Other: 7,899: 1,586 252 865 3,244 5,711 5,695 6,828: 2,204 1,071
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,013: 995 50 367 292 1,634 1,654 2,051: 358 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 1.4 12.8 29.4 74.6 73.6 88.8: 26.4 11.2
Old : 100.0: 52.1 10.0 4.2 18.7 76.8 75.0 91.0: 25.0 9.0
Other: 100.0: 20.1 3.2 10.9 41.1 72.3 72.1 86.4: 27.9 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 36 5 13 22 26 62 40:
Old : 64: 25 10 5 10 23 40 33:
Other: 50: 21 3 8 18 17 40 27:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 49.1 28.4 62.5 11.7 42.5 20.7 50.1
Old : 23.4 43.0 39.7 63.2 23.4 43.0 39.7 62.9
Other: 29.3 62.9 41.2 73.8 19.7 52.1 28.5 58.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 600,243: 160,630 129,908 21,105 297,153 316,000 478,888 467,013: 121,355 133,230
Old : 600,243: 160,630 129,908 21,105 297,153 316,000 478,888 467,013: 121,355 133,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -57,781: -12,475 -26,063 4,612 -36,390 -46,086 -44,253 -67,537: -13,528 9,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 21.6 3.5 49.5 52.6 79.8 77.8: 20.2 22.2
Old : 100.0: 26.8 21.6 3.5 49.5 52.6 79.8 77.8: 20.2 22.2
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 : 156: 30 39 17 61 66 100 113:
Old : 156: 30 39 17 61 66 100 113:
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 : 21.3 12.1 32.8 21.8 21.2 10.4 31.9 19.2
Old : 21.3 12.1 32.8 21.8 21.2 10.4 31.9 19.2
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 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,578,772: 556,549 481,783 332,802 1,393,831 1,328,358 2,283,182 2,142,942: 295,590 435,829
Old : 2,578,772: 556,549 481,783 332,802 1,393,831 1,328,358 2,283,182 2,142,942: 295,590 435,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -471,045: -70,072 -36,855 -148,024 -230,752 -221,000 -448,848 -405,880: -22,197 -65,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.7 12.9 54.1 51.5 88.5 83.1: 11.5 16.9
Old : 100.0: 21.6 18.7 12.9 54.1 51.5 88.5 83.1: 11.5 16.9
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 : 298: 64 75 83 122 131 229 247:
Old : 298: 64 75 83 122 131 229 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 21.5 34.2 31.2 19.0 20.6 27.3 26.5
Old : 23.2 21.5 34.2 31.2 19.0 20.6 27.3 26.5
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 30, 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 : 1,368,634: 265,861 275,862 135,193 758,025 648,553 1,159,079 1,059,608: 209,555 309,026
Old : 1,368,634: 265,861 275,862 135,193 758,025 648,553 1,159,079 1,059,608: 209,555 309,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -242,373: -29,774 -8,466 -58,614 -115,620 -139,794 -204,008 -206,874: -38,365 -35,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 20.2 9.9 55.4 47.4 84.7 77.4: 15.3 22.6
Old : 100.0: 19.4 20.2 9.9 55.4 47.4 84.7 77.4: 15.3 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 38 57 45 74 90 140 165:
Old : 201: 38 57 45 74 90 140 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 13.8 34.5 22.5 19.4 11.2 29.4 15.9
Old : 23.4 13.8 34.5 22.5 19.4 11.2 29.4 15.9
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 30, 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 : 866,745: 146,128 143,445 335,333 345,788 354,870 827,250 833,649: 39,495 33,096
Old : 866,745: 146,128 143,445 335,333 345,788 354,870 827,250 833,649: 39,495 33,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 23,398: 6,189 13,789 5,763 8,926 5,523 20,878 25,075: 2,520 -1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.5 38.7 39.9 40.9 95.4 96.2: 4.6 3.8
Old : 100.0: 16.9 16.5 38.7 39.9 40.9 95.4 96.2: 4.6 3.8
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 : 137: 39 28 53 61 60 124 119:
Old : 137: 39 28 53 61 60 124 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 32.2 39.2 45.3 10.5 14.0 15.2 18.8
Old : 26.8 32.2 39.2 45.3 10.5 14.0 15.2 18.8
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 30, 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 : 21,085: 4,868 313 1,424 3,392 13,313 9,683 15,050: 11,402 6,035
Old : 21,085: 4,868 313 1,424 3,392 13,313 9,683 15,050: 11,402 6,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -7,217: -676 -2,205 -1,306 160 1,921 -1,823 -1,590: -5,395 -5,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.5 6.8 16.1 63.1 45.9 71.4: 54.1 28.6
Old : 100.0: 23.1 1.5 6.8 16.1 63.1 45.9 71.4: 54.1 28.6
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 : 21: 9 4 6 4 8 17 14:
Old : 21: 9 4 6 4 8 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 57.2 33.3 65.9 16.5 49.1 22.1 51.5
Old : 22.1 57.2 33.3 65.9 16.5 49.1 22.1 51.5
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 30, 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 : 46,692: 12,620 7,388 697 19,011 32,351 32,328 40,435: 14,364 6,257
Old : 46,692: 12,620 7,388 697 19,011 32,351 32,328 40,435: 14,364 6,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -418: 443 -197 19 -449 -294 13 -473: -431 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.8 1.5 40.7 69.3 69.2 86.6: 30.8 13.4
Old : 100.0: 27.0 15.8 1.5 40.7 69.3 69.2 86.6: 30.8 13.4
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 : 57: 20 12 8 16 11 40 27:
Old : 57: 20 12 8 16 11 40 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 : 25.6 43.4 41.0 67.5 25.6 39.9 40.3 64.0
Old : 25.6 43.4 41.0 67.5 25.6 39.9 40.3 64.0
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 30, 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 : 97,346: 61,190 16,150 3,998 19,874 52,331 85,062 72,480: 12,284 24,866
Old : 97,346: 61,190 16,150 3,998 19,874 52,331 85,062 72,480: 12,284 24,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,047: 5,395 -2,620 653 -2,018 5,315 4,030 3,348: -1,983 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 16.6 4.1 20.4 53.8 87.4 74.5: 12.6 25.5
Old : 100.0: 62.9 16.6 4.1 20.4 53.8 87.4 74.5: 12.6 25.5
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 : 96: 35 24 22 24 23 70 58:
Old : 96: 35 24 22 24 23 70 58:
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 : 44.6 43.4 54.3 52.4 44.4 41.4 53.3 49.3
Old : 44.6 43.4 54.3 52.4 44.4 41.4 53.3 49.3
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 30, 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 : 11,606: 2,989 2,778 459 7,945 7,827 11,393 11,064: 213 542
Old : 11,606: 2,989 2,778 459 7,945 7,827 11,393 11,064: 213 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -196: 913 -118 89 -859 -217 143 -246: -339 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.9 4.0 68.5 67.4 98.2 95.3: 1.8 4.7
Old : 100.0: 25.8 23.9 4.0 68.5 67.4 98.2 95.3: 1.8 4.7
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 : 34: 6 13 5 11 9 19 25:
Old : 34: 6 13 5 11 9 19 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 : 45.8 62.6 76.3 76.8 45.8 56.5 73.1 68.9
Old : 45.8 62.6 76.3 76.8 45.8 56.5 73.1 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006