WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 574,241: 88,720 63,976 161,618 280,578 274,246 530,916 499,840: 43,325 74,401
Old : 498,403: 85,538 77,591 130,572 244,545 236,490 460,655 444,653: 37,748 53,750
Other: 75,838: 28,978 12,182 5,250 36,032 37,755 70,261 55,188: 5,577 20,650
: : :
: : Changes in Commitments from: June 6, 2006 :
: -45,273: -19,316 -8,724 -16,425 -7,747 -17,446 -43,487 -42,595: -1,785 -2,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.1 28.1 48.9 47.8 92.5 87.0: 7.5 13.0
Old : 100.0: 17.2 15.6 26.2 49.1 47.4 92.4 89.2: 7.6 10.8
Other: 100.0: 38.2 16.1 6.9 47.5 49.8 92.6 72.8: 7.4 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 117 110 150 75 94 295 282:
Old : 351: 119 115 135 72 90 277 272:
Other: 167: 51 46 35 22 58 93 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 22.9 30.8 31.2 20.4 18.0 29.0 22.8
Old : 23.5 25.4 33.6 34.4 23.3 22.8 33.3 29.0
Other: 36.6 18.4 52.3 29.4 31.8 17.1 47.6 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,651,025: 294,504 68,790 451,396 674,914 796,074 1,420,815 1,316,260: 230,210 334,765
Old : 784,636: 130,524 170,436 157,820 390,405 356,108 678,749 684,363: 105,887 100,273
Other: 866,389: 302,339 36,713 155,217 284,509 439,966 742,065 631,897: 124,323 234,492
: : :
: : Changes in Commitments from: June 6, 2006 :
: -19,576: -30,501 6,713 5,321 -2,443 -35,461 -27,624 -23,427: 8,048 3,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.2 27.3 40.9 48.2 86.1 79.7: 13.9 20.3
Old : 100.0: 16.6 21.7 20.1 49.8 45.4 86.5 87.2: 13.5 12.8
Other: 100.0: 34.9 4.2 17.9 32.8 50.8 85.7 72.9: 14.3 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 251 117 249 286 318 648 607:
Old : 689: 164 175 184 244 273 517 529:
Other: 647: 205 92 132 190 293 443 475:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.2 22.6 23.0 14.0 13.2 20.9 17.3
Old : 23.5 22.3 33.3 30.2 23.5 20.2 32.7 25.9
Other: 15.2 14.6 24.7 21.3 14.7 11.4 22.5 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 15,379: 5,333 284 1,814 4,348 10,736 11,495 12,834: 3,884 2,545
Old : 15,378: 5,333 284 1,814 4,347 10,736 11,494 12,834: 3,884 2,544
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: June 6, 2006 :
: 126: 251 -20 -192 -190 17 -131 -195: 256 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 1.8 11.8 28.3 69.8 74.7 83.4: 25.3 16.6
Old : 100.0: 34.7 1.8 11.8 28.3 69.8 74.7 83.5: 25.3 16.5
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 24 3 13 12 16 44 30:
Old : 52: 24 3 13 12 16 44 30:
Other: 1: 0 0 0 1 0 1 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 : 25.7 39.1 39.2 57.4 20.3 38.1 33.3 51.5
Old : 25.7 39.1 39.2 57.4 20.3 38.1 33.3 51.5
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 484,407: 57,997 62,943 149,552 202,451 161,204 410,000 373,699: 74,407 110,708
Old : 240,866: 47,001 50,880 71,812 79,062 73,198 197,874 195,891: 42,992 44,976
Other: 243,540: 44,588 45,654 44,148 123,389 88,006 212,125 177,808: 31,415 65,732
: : :
: : Changes in Commitments from: June 6, 2006 :
: 3,560: 1,469 -6,691 15,605 -18,113 -6,754 -1,039 2,160: 4,599 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 13.0 30.9 41.8 33.3 84.6 77.1: 15.4 22.9
Old : 100.0: 19.5 21.1 29.8 32.8 30.4 82.2 81.3: 17.8 18.7
Other: 100.0: 18.3 18.7 18.1 50.7 36.1 87.1 73.0: 12.9 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 132 131 185 108 113 351 353:
Old : 379: 131 115 130 86 94 279 286:
Other: 307: 82 98 93 83 100 223 242:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 13.8 25.4 21.4 14.7 8.4 21.6 12.6
Old : 14.1 16.1 24.6 26.5 9.0 8.5 13.0 13.0
Other: 25.0 16.5 36.5 24.2 25.0 12.8 35.7 17.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,820: 15,421 6,580 582 175 583 16,178 7,745: 4,642 13,075
Old : 8,161: 5,418 4,831 7 175 148 5,600 4,986: 2,561 3,175
Other: 12,659: 10,501 2,247 77 0 435 10,578 2,759: 2,081 9,900
: : :
: : Changes in Commitments from: June 6, 2006 :
: 618: 2,121 1,179 -547 -490 8 1,084 640: -466 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 31.6 2.8 0.8 2.8 77.7 37.2: 22.3 62.8
Old : 100.0: 66.4 59.2 0.1 2.1 1.8 68.6 61.1: 31.4 38.9
Other: 100.0: 83.0 17.8 0.6 0.0 3.4 83.6 21.8: 16.4 78.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 14 9 6 1 2 16 16:
Old : 24: 10 11 2 1 2 12 14:
Other: 16: 7 7 3 0 2 8 11:
:----------------------------------------------------------------------------------------------------
: 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 : 59.2 24.6 69.4 31.1 58.3 24.6 67.4 31.1
Old : 45.3 39.5 61.4 54.7 45.2 39.5 61.4 54.7
Other: 79.9 18.0 83.6 20.9 79.3 17.9 83.0 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 283,576: 65,570 19,186 59,951 126,596 185,062 252,117 264,199: 31,459 19,377
Old : 136,723: 50,745 27,053 20,800 42,442 76,151 113,987 124,004: 22,736 12,719
Other: 146,854: 28,192 5,500 25,784 84,154 108,911 138,130 140,195: 8,724 6,658
: : :
: : Changes in Commitments from: June 6, 2006 :
: -7,482: -4,405 3,472 -6,895 2,481 -7,830 -8,819 -11,253: 1,337 3,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.8 21.1 44.6 65.3 88.9 93.2: 11.1 6.8
Old : 100.0: 37.1 19.8 15.2 31.0 55.7 83.4 90.7: 16.6 9.3
Other: 100.0: 19.2 3.7 17.6 57.3 74.2 94.1 95.5: 5.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 74 42 56 53 53 162 129:
Old : 182: 73 42 39 44 47 134 113:
Other: 123: 33 31 37 38 39 95 85:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 37.0 27.6 49.0 16.6 31.1 23.1 38.8
Old : 13.7 28.5 22.8 41.4 10.4 22.5 16.7 32.1
Other: 31.4 46.0 44.9 59.6 29.1 42.0 41.0 49.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,029,967: 126,211 172,317 184,292 562,916 477,553 873,418 834,162: 156,549 195,805
Old : 1,029,967: 126,211 172,317 184,292 562,916 477,553 873,418 834,162: 156,549 195,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 31,517: 20,887 -14,888 17,985 -3,611 29,144 35,261 32,241: -3,744 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.7 17.9 54.7 46.4 84.8 81.0: 15.2 19.0
Old : 100.0: 12.3 16.7 17.9 54.7 46.4 84.8 81.0: 15.2 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 : 202: 41 52 54 82 95 150 174:
Old : 202: 41 52 54 82 95 150 174:
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 : 19.2 20.1 28.1 28.2 13.3 12.8 19.6 18.4
Old : 19.2 20.1 28.1 28.2 13.3 12.8 19.6 18.4
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 13, 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 : 201,077: 29,965 33,657 38,321 100,324 105,004 168,611 176,982: 32,467 24,095
Old : 122,332: 29,315 25,901 13,180 57,057 66,233 99,552 105,314: 22,780 17,018
Other: 78,745: 11,304 18,410 14,487 43,267 38,770 69,058 71,667: 9,686 7,077
: : :
: : Changes in Commitments from: June 6, 2006 :
: -5,240: -3,380 -3,843 2,244 -4,068 -3,192 -5,205 -4,791: -35 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.7 19.1 49.9 52.2 83.9 88.0: 16.1 12.0
Old : 100.0: 24.0 21.2 10.8 46.6 54.1 81.4 86.1: 18.6 13.9
Other: 100.0: 14.4 23.4 18.4 54.9 49.2 87.7 91.0: 12.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 44 50 47 56 57 131 135:
Old : 165: 55 45 38 53 47 122 116:
Other: 114: 25 33 27 42 41 86 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 : 26.3 30.0 33.6 42.0 23.5 25.0 29.4 36.2
Old : 23.2 34.6 29.8 45.5 22.6 34.0 29.1 43.9
Other: 34.6 29.0 44.4 44.0 31.7 26.6 40.3 40.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 15,900: 4,855 265 1,823 4,852 11,525 11,530 13,614: 4,369 2,286
Old : 5,844: 3,777 255 158 397 4,801 4,333 5,215: 1,512 629
Other: 10,055: 1,844 776 899 4,455 6,724 7,198 8,399: 2,858 1,656
: : :
: : Changes in Commitments from: June 6, 2006 :
: -16: -143 31 -188 170 -324 -160 -481: 144 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 1.7 11.5 30.5 72.5 72.5 85.6: 27.5 14.4
Old : 100.0: 64.6 4.4 2.7 6.8 82.2 74.1 89.2: 25.9 10.8
Other: 100.0: 18.3 7.7 8.9 44.3 66.9 71.6 83.5: 28.4 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 31 9 10 25 24 62 37:
Old : 51: 24 5 4 8 18 33 26:
Other: 57: 17 8 8 24 20 47 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 : 18.7 51.3 29.0 62.1 11.1 44.6 20.4 51.5
Old : 34.0 53.8 49.8 71.5 34.0 53.7 48.9 71.4
Other: 24.7 53.2 37.3 64.9 20.9 44.9 31.4 53.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 549,479: 117,501 132,732 11,926 307,495 298,990 436,922 443,648: 112,557 105,831
Old : 549,479: 117,501 132,732 11,926 307,495 298,990 436,922 443,648: 112,557 105,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 11,848: 1,585 13,193 512 21,667 3,674 23,764 17,379: -11,917 -5,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 24.2 2.2 56.0 54.4 79.5 80.7: 20.5 19.3
Old : 100.0: 21.4 24.2 2.2 56.0 54.4 79.5 80.7: 20.5 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 29 39 19 64 70 102 119:
Old : 159: 29 39 19 64 70 102 119:
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 : 20.7 14.1 34.2 24.8 20.4 13.0 33.7 22.8
Old : 20.7 14.1 34.2 24.8 20.4 13.0 33.7 22.8
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 13, 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 : 2,513,373: 483,456 386,747 328,598 1,405,332 1,384,128 2,217,387 2,099,473: 295,986 413,900
Old : 2,513,373: 483,456 386,747 328,598 1,405,332 1,384,128 2,217,387 2,099,473: 295,986 413,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -40,819: -64,543 -53,911 12,402 -4,652 8,233 -56,794 -33,276: 15,974 -7,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.4 13.1 55.9 55.1 88.2 83.5: 11.8 16.5
Old : 100.0: 19.2 15.4 13.1 55.9 55.1 88.2 83.5: 11.8 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 : 309: 66 74 88 134 139 239 262:
Old : 309: 66 74 88 134 139 239 262:
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 22.0 29.9 31.4 15.7 19.7 24.5 25.3
Old : 20.3 22.0 29.9 31.4 15.7 19.7 24.5 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 13, 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 : 1,381,214: 270,633 248,633 128,977 768,122 729,423 1,167,732 1,107,032: 213,483 274,182
Old : 1,381,214: 270,633 248,633 128,977 768,122 729,423 1,167,732 1,107,032: 213,483 274,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 5,551: 2,719 -13,213 -565 -11,806 17,487 -9,652 3,708: 15,203 1,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.0 9.3 55.6 52.8 84.5 80.1: 15.5 19.9
Old : 100.0: 19.6 18.0 9.3 55.6 52.8 84.5 80.1: 15.5 19.9
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 : 208: 38 61 47 77 91 142 172:
Old : 208: 38 61 47 77 91 142 172:
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 : 24.3 16.1 34.9 25.9 19.5 13.4 29.2 19.8
Old : 24.3 16.1 34.9 25.9 19.5 13.4 29.2 19.8
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 13, 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 : 729,704: 191,050 174,708 241,363 248,974 279,715 681,387 695,786: 48,317 33,918
Old : 729,704: 191,050 174,708 241,363 248,974 279,715 681,387 695,786: 48,317 33,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 51,846: 62,632 55,328 -1,547 -17,780 -7,703 43,304 46,078: 8,541 5,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 23.9 33.1 34.1 38.3 93.4 95.4: 6.6 4.6
Old : 100.0: 26.2 23.9 33.1 34.1 38.3 93.4 95.4: 6.6 4.6
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 : 152: 50 30 52 66 55 137 119:
Old : 152: 50 30 52 66 55 137 119:
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 : 24.4 32.6 35.4 44.2 12.3 16.6 18.2 22.3
Old : 24.4 32.6 35.4 44.2 12.3 16.6 18.2 22.3
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 13, 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 : 28,723: 8,345 4,437 1,363 2,252 14,353 11,960 20,154: 16,762 8,569
Old : 28,723: 8,345 4,437 1,363 2,252 14,353 11,960 20,154: 16,762 8,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 7,846: 2,381 2,997 474 -326 4,296 2,529 7,767: 5,317 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.4 4.7 7.8 50.0 41.6 70.2: 58.4 29.8
Old : 100.0: 29.1 15.4 4.7 7.8 50.0 41.6 70.2: 58.4 29.8
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 : 33: 17 6 3 5 10 22 19:
Old : 33: 17 6 3 5 10 22 19:
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 : 19.5 44.4 27.7 58.5 19.4 44.4 25.7 58.3
Old : 19.5 44.4 27.7 58.5 19.4 44.4 25.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 67,357: 11,177 6,763 11,162 26,417 40,473 48,755 58,398: 18,601 8,959
Old : 67,357: 11,177 6,763 11,162 26,417 40,473 48,755 58,398: 18,601 8,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 18,668: -414 -1,166 9,825 6,598 6,707 16,009 15,366: 2,658 3,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.0 16.6 39.2 60.1 72.4 86.7: 27.6 13.3
Old : 100.0: 16.6 10.0 16.6 39.2 60.1 72.4 86.7: 27.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 16 14 17 24 19 52 39:
Old : 61: 16 14 17 24 19 52 39:
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 : 21.2 31.8 36.4 55.2 17.6 27.4 27.2 44.2
Old : 21.2 31.8 36.4 55.2 17.6 27.4 27.2 44.2
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 13, 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 : 131,947: 62,670 15,472 33,282 21,388 57,197 117,341 105,952: 14,607 25,996
Old : 131,947: 62,670 15,472 33,282 21,388 57,197 117,341 105,952: 14,607 25,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 32,134: -748 1,091 28,469 3,147 3,357 30,869 32,916: 1,265 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 11.7 25.2 16.2 43.3 88.9 80.3: 11.1 19.7
Old : 100.0: 47.5 11.7 25.2 16.2 43.3 88.9 80.3: 11.1 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 : 96: 39 22 34 28 26 82 68:
Old : 96: 39 22 34 28 26 82 68:
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 : 42.3 37.6 52.6 50.0 33.8 27.8 39.1 34.0
Old : 42.3 37.6 52.6 50.0 33.8 27.8 39.1 34.0
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 13, 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 : 12,948: 3,348 2,384 1,831 7,570 8,160 12,749 12,375: 199 573
Old : 12,948: 3,348 2,384 1,831 7,570 8,160 12,749 12,375: 199 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 329: 147 -43 261 -58 65 350 283: -21 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.4 14.1 58.5 63.0 98.5 95.6: 1.5 4.4
Old : 100.0: 25.9 18.4 14.1 58.5 63.0 98.5 95.6: 1.5 4.4
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 : 36: 6 12 4 12 11 19 26:
Old : 36: 6 12 4 12 11 19 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 : 52.5 63.0 79.0 78.7 40.2 50.8 65.5 61.8
Old : 52.5 63.0 79.0 78.7 40.2 50.8 65.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006