WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 619,514: 108,036 72,700 178,043 288,324 291,692 574,404 542,435: 45,110 77,078
Old : 543,357: 105,951 85,459 147,335 250,335 253,402 503,621 486,196: 39,736 57,161
Other: 76,157: 27,548 12,705 5,245 37,990 38,290 70,783 56,239: 5,374 19,917
: : :
: : Changes in Commitments from: May 30, 2006 :
: -5,206: -13,913 -2,116 10,028 -3,328 -10,551 -7,214 -2,639: 2,008 -2,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.7 28.7 46.5 47.1 92.7 87.6: 7.3 12.4
Old : 100.0: 19.5 15.7 27.1 46.1 46.6 92.7 89.5: 7.3 10.5
Other: 100.0: 36.2 16.7 6.9 49.9 50.3 92.9 73.8: 7.1 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 132 116 156 75 93 319 288:
Old : 382: 137 124 140 72 90 301 279:
Other: 176: 56 47 36 22 61 97 128:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 22.9 29.1 30.8 19.6 17.8 28.0 22.7
Old : 22.2 25.0 32.1 33.7 22.1 22.6 31.8 28.1
Other: 38.4 19.1 53.1 30.1 33.6 17.5 48.3 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 1,670,601: 325,006 62,076 446,075 677,357 831,535 1,448,438 1,339,687: 222,162 330,914
Old : 834,647: 146,144 152,446 182,094 397,419 394,468 725,658 729,008: 108,989 105,639
Other: 835,953: 297,455 28,223 145,388 279,938 437,067 722,780 610,678: 113,173 225,275
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,618: -5,677 -657 -638 -5,887 -11,452 -12,201 -12,747: 8,583 9,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.7 26.7 40.5 49.8 86.7 80.2: 13.3 19.8
Old : 100.0: 17.5 18.3 21.8 47.6 47.3 86.9 87.3: 13.1 12.7
Other: 100.0: 35.6 3.4 17.4 33.5 52.3 86.5 73.1: 13.5 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 264 115 231 280 322 647 591:
Old : 707: 184 170 167 245 276 525 518:
Other: 635: 206 78 127 183 300 436 465:
:----------------------------------------------------------------------------------------------------
: 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 17.9 23.0 23.6 14.4 14.4 21.5 18.6
Old : 22.8 23.2 32.1 30.9 22.8 20.9 31.7 26.6
Other: 16.2 14.9 25.6 21.9 15.8 12.1 23.2 15.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 15,253: 5,082 304 2,006 4,538 10,718 11,626 13,028: 3,627 2,225
Old : 15,252: 5,082 303 2,006 4,537 10,718 11,625 13,027: 3,627 2,225
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 158: -59 -13 222 592 -43 755 166: -597 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 2.0 13.1 29.8 70.3 76.2 85.4: 23.8 14.6
Old : 100.0: 33.3 2.0 13.2 29.7 70.3 76.2 85.4: 23.8 14.6
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 : 54: 21 6 15 13 16 46 32:
Old : 54: 21 6 15 13 16 46 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 : 25.2 40.1 39.5 58.3 20.5 39.0 33.6 50.8
Old : 25.2 40.1 39.5 58.3 20.5 39.0 33.6 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, June 6, 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 : 480,847: 56,528 69,633 133,947 220,564 167,958 411,039 371,539: 69,807 109,308
Old : 285,421: 39,186 75,749 62,723 143,384 99,271 245,293 237,742: 40,128 47,679
Other: 195,425: 49,914 26,456 38,652 77,180 68,688 165,746 133,796: 29,679 61,629
: : :
: : Changes in Commitments from: May 30, 2006 :
: 11,084: 2,724 -15,070 15,426 -6,375 10,270 11,775 10,626: -692 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.5 27.9 45.9 34.9 85.5 77.3: 14.5 22.7
Old : 100.0: 13.7 26.5 22.0 50.2 34.8 85.9 83.3: 14.1 16.7
Other: 100.0: 25.5 13.5 19.8 39.5 35.1 84.8 68.5: 15.2 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 121 136 183 110 118 346 355:
Old : 395: 122 130 123 90 101 269 306:
Other: 297: 87 78 95 83 102 227 229:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 14.5 27.9 23.2 15.3 7.7 22.7 11.8
Old : 22.8 18.9 33.6 28.5 22.8 11.4 30.5 16.8
Other: 19.7 16.0 31.2 23.1 15.8 13.0 25.3 17.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,202: 13,300 5,401 1,129 665 575 15,094 7,105: 5,108 13,097
Old : 7,627: 3,966 4,312 17 610 144 4,593 4,473: 3,034 3,154
Other: 12,575: 10,376 2,131 70 55 431 10,501 2,632: 2,074 9,943
: : :
: : Changes in Commitments from: May 30, 2006 :
: 816: 423 1,598 -816 -45 20 -438 802: 1,254 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 26.7 5.6 3.3 2.8 74.7 35.2: 25.3 64.8
Old : 100.0: 52.0 56.5 0.2 8.0 1.9 60.2 58.6: 39.8 41.4
Other: 100.0: 82.5 16.9 0.6 0.4 3.4 83.5 20.9: 16.5 79.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 11 8 2 2 20 17:
Old : 27: 11 12 2 2 2 14 15:
Other: 17: 8 6 3 1 2 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 20.8 64.6 27.2 53.3 17.8 61.0 24.1
Old : 33.0 31.8 47.9 47.9 32.8 31.8 47.7 47.9
Other: 80.8 18.8 83.5 20.4 80.2 18.8 82.9 20.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 291,058: 69,974 15,714 66,846 124,116 192,892 260,936 275,452: 30,122 15,606
Old : 181,906: 57,829 33,038 21,849 80,132 115,973 159,810 170,861: 22,096 11,045
Other: 109,152: 33,053 3,583 24,090 43,984 76,919 101,126 104,591: 8,025 4,561
: : :
: : Changes in Commitments from: May 30, 2006 :
: 5,857: 743 2,640 4,909 -401 -2,064 5,251 5,485: 605 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.4 23.0 42.6 66.3 89.7 94.6: 10.3 5.4
Old : 100.0: 31.8 18.2 12.0 44.1 63.8 87.9 93.9: 12.1 6.1
Other: 100.0: 30.3 3.3 22.1 40.3 70.5 92.6 95.8: 7.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 81 37 61 52 56 172 132:
Old : 193: 74 52 44 44 50 147 117:
Other: 121: 43 20 38 35 41 95 84:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 37.2 26.6 50.9 16.3 31.6 22.9 40.8
Old : 23.0 36.5 31.9 50.7 21.7 33.3 29.9 44.6
Other: 21.3 38.6 35.3 53.4 16.8 34.3 27.6 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 998,450: 105,323 187,205 166,307 566,527 448,409 838,157 801,920: 160,293 196,529
Old : 998,450: 105,323 187,205 166,307 566,527 448,409 838,157 801,920: 160,293 196,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -12,477: 24,179 -6,968 4,359 -43,537 16,524 -14,999 13,915: 2,522 -26,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.7 16.7 56.7 44.9 83.9 80.3: 16.1 19.7
Old : 100.0: 10.5 18.7 16.7 56.7 44.9 83.9 80.3: 16.1 19.7
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 : 191: 36 50 54 75 91 140 166:
Old : 191: 36 50 54 75 91 140 166:
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 : 19.6 19.3 28.9 27.4 13.3 12.2 19.5 17.3
Old : 19.6 19.3 28.9 27.4 13.3 12.2 19.5 17.3
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, June 6, 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 : 206,317: 33,345 37,500 36,077 104,393 108,196 173,815 181,773: 32,502 24,544
Old : 132,706: 31,199 30,628 12,849 64,921 70,967 108,969 114,445: 23,737 18,261
Other: 73,611: 11,013 15,739 14,361 39,472 37,229 64,846 67,328: 8,765 6,283
: : :
: : Changes in Commitments from: May 30, 2006 :
: -16,396: 5,878 -23,675 -3,441 -21,917 11,633 -19,480 -15,482: 3,084 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.2 17.5 50.6 52.4 84.2 88.1: 15.8 11.9
Old : 100.0: 23.5 23.1 9.7 48.9 53.5 82.1 86.2: 17.9 13.8
Other: 100.0: 15.0 21.4 19.5 53.6 50.6 88.1 91.5: 11.9 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 45 52 46 57 56 131 135:
Old : 167: 48 52 41 54 45 123 119:
Other: 108: 27 25 27 41 42 83 80:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 29.5 33.3 41.9 23.6 25.4 29.5 36.6
Old : 25.8 34.0 33.2 44.5 25.3 33.1 31.6 43.1
Other: 31.2 29.7 41.4 44.2 28.4 27.2 36.6 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 15,916: 4,998 234 2,011 4,681 11,850 11,690 14,095: 4,226 1,821
Old : 6,479: 4,018 130 226 379 5,557 4,623 5,913: 1,856 566
Other: 9,437: 1,735 858 1,031 4,302 6,293 7,067 8,182: 2,369 1,255
: : :
: : Changes in Commitments from: May 30, 2006 :
: -567: -184 5 -95 -165 -452 -445 -543: -122 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 1.5 12.6 29.4 74.5 73.4 88.6: 26.6 11.4
Old : 100.0: 62.0 2.0 3.5 5.9 85.8 71.3 91.3: 28.7 8.7
Other: 100.0: 18.4 9.1 10.9 45.6 66.7 74.9 86.7: 25.1 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 35 6 12 23 25 63 38:
Old : 54: 28 3 4 7 21 35 28:
Other: 53: 17 7 10 21 19 44 31:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 51.8 29.6 64.0 11.4 45.1 20.6 52.7
Old : 31.3 51.4 47.0 73.0 31.3 51.3 45.8 72.8
Other: 26.3 55.9 40.0 69.9 22.2 46.9 33.3 56.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 537,632: 115,916 119,539 11,414 285,828 295,316 413,158 426,269: 124,474 111,363
Old : 537,632: 115,916 119,539 11,414 285,828 295,316 413,158 426,269: 124,474 111,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -62,611: -44,714 -10,369 -9,691 -11,325 -20,685 -65,730 -40,744: 3,119 -21,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.2 2.1 53.2 54.9 76.8 79.3: 23.2 20.7
Old : 100.0: 21.6 22.2 2.1 53.2 54.9 76.8 79.3: 23.2 20.7
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 : 145: 23 35 16 66 65 99 106:
Old : 145: 23 35 16 66 65 99 106:
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 : 21.5 13.3 33.5 24.3 21.4 12.5 32.8 22.3
Old : 21.5 13.3 33.5 24.3 21.4 12.5 32.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 2,554,192: 547,999 440,658 316,196 1,409,984 1,375,895 2,274,180 2,132,749: 280,012 421,443
Old : 2,554,192: 547,999 440,658 316,196 1,409,984 1,375,895 2,274,180 2,132,749: 280,012 421,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -24,580: -8,550 -41,125 -16,605 16,153 47,537 -9,002 -10,193: -15,578 -14,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.3 12.4 55.2 53.9 89.0 83.5: 11.0 16.5
Old : 100.0: 21.5 17.3 12.4 55.2 53.9 89.0 83.5: 11.0 16.5
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 : 312: 69 73 85 135 141 245 258:
Old : 312: 69 73 85 135 141 245 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 22.0 31.0 30.7 17.9 20.3 26.5 25.3
Old : 21.6 22.0 31.0 30.7 17.9 20.3 26.5 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 1,375,663: 267,915 261,846 129,541 779,928 711,936 1,177,384 1,103,324: 198,279 272,339
Old : 1,375,663: 267,915 261,846 129,541 779,928 711,936 1,177,384 1,103,324: 198,279 272,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 7,029: 2,053 -14,016 -5,651 21,903 63,384 18,305 43,716: -11,275 -36,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.0 9.4 56.7 51.8 85.6 80.2: 14.4 19.8
Old : 100.0: 19.5 19.0 9.4 56.7 51.8 85.6 80.2: 14.4 19.8
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 : 200: 37 53 44 77 92 140 163:
Old : 200: 37 53 44 77 92 140 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 16.1 36.0 25.9 20.3 14.4 30.5 19.9
Old : 25.0 16.1 36.0 25.9 20.3 14.4 30.5 19.9
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, June 6, 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 : 677,858: 128,418 119,380 242,910 266,754 287,418 638,083 649,708: 39,775 28,150
Old : 677,858: 128,418 119,380 242,910 266,754 287,418 638,083 649,708: 39,775 28,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -188,886: -17,710 -24,066 -92,422 -79,035 -67,452 -189,167 -183,940: 280 -4,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 17.6 35.8 39.4 42.4 94.1 95.8: 5.9 4.2
Old : 100.0: 18.9 17.6 35.8 39.4 42.4 94.1 95.8: 5.9 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 : 138: 36 26 45 66 55 124 108:
Old : 138: 36 26 45 66 55 124 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 30.5 36.6 42.9 12.8 11.6 19.1 17.3
Old : 24.6 30.5 36.6 42.9 12.8 11.6 19.1 17.3
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, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 20,877: 5,964 1,440 889 2,578 10,058 9,431 12,387: 11,445 8,489
Old : 20,877: 5,964 1,440 889 2,578 10,058 9,431 12,387: 11,445 8,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -208: 1,096 1,127 -534 -814 -3,256 -252 -2,663: 44 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.9 4.3 12.3 48.2 45.2 59.3: 54.8 40.7
Old : 100.0: 28.6 6.9 4.3 12.3 48.2 45.2 59.3: 54.8 40.7
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 : 26: 13 3 3 6 7 20 12:
Old : 26: 13 3 3 6 7 20 12:
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 : 20.8 44.9 29.9 54.8 20.2 44.9 27.5 50.9
Old : 20.8 44.9 29.9 54.8 20.2 44.9 27.5 50.9
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, June 6, 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 : 48,689: 11,591 7,930 1,336 19,819 33,767 32,746 43,033: 15,943 5,656
Old : 48,689: 11,591 7,930 1,336 19,819 33,767 32,746 43,033: 15,943 5,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,997: -1,030 542 639 809 1,416 418 2,597: 1,579 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.3 2.7 40.7 69.4 67.3 88.4: 32.7 11.6
Old : 100.0: 23.8 16.3 2.7 40.7 69.4 67.3 88.4: 32.7 11.6
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 : 58: 16 15 9 17 13 39 31:
Old : 58: 16 15 9 17 13 39 31:
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 : 24.7 41.7 38.9 65.2 24.7 38.2 38.2 61.6
Old : 24.7 41.7 38.9 65.2 24.7 38.2 38.2 61.6
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, June 6, 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 : 99,814: 63,418 14,382 4,813 18,241 53,841 86,472 73,035: 13,342 26,778
Old : 99,814: 63,418 14,382 4,813 18,241 53,841 86,472 73,035: 13,342 26,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 2,468: 2,228 -1,769 815 -1,632 1,509 1,410 556: 1,058 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 14.4 4.8 18.3 53.9 86.6 73.2: 13.4 26.8
Old : 100.0: 63.5 14.4 4.8 18.3 53.9 86.6 73.2: 13.4 26.8
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 : 91: 40 16 22 22 23 70 53:
Old : 91: 40 16 22 22 23 70 53:
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 44.2 54.5 53.8 44.4 42.2 52.3 50.3
Old : 45.0 44.2 54.5 53.8 44.4 42.2 52.3 50.3
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, June 6, 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 : 12,619: 3,201 2,427 1,570 7,628 8,095 12,399 12,092: 220 527
Old : 12,619: 3,201 2,427 1,570 7,628 8,095 12,399 12,092: 220 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 1,013: 212 -351 1,111 -317 268 1,006 1,028: 7 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.2 12.4 60.4 64.1 98.3 95.8: 1.7 4.2
Old : 100.0: 25.4 19.2 12.4 60.4 64.1 98.3 95.8: 1.7 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 : 35: 6 12 4 11 11 18 26:
Old : 35: 6 12 4 11 11 18 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 : 50.2 62.0 77.7 78.1 39.7 51.5 65.9 62.8
Old : 50.2 62.0 77.7 78.1 39.7 51.5 65.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006