WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 555,313: 72,569 59,677 163,421 280,716 265,620 516,706 488,717: 38,607 66,596
Old : 478,034: 69,526 73,491 131,365 243,836 226,739 444,727 431,595: 33,307 46,439
Other: 77,278: 30,222 13,365 4,877 36,880 38,881 71,979 57,122: 5,300 20,156
: : :
: : Changes in Commitments from: June 13, 2006 :
: -18,928: -16,151 -4,300 1,802 138 -8,626 -14,210 -11,123: -4,718 -7,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.7 29.4 50.6 47.8 93.0 88.0: 7.0 12.0
Old : 100.0: 14.5 15.4 27.5 51.0 47.4 93.0 90.3: 7.0 9.7
Other: 100.0: 39.1 17.3 6.3 47.7 50.3 93.1 73.9: 6.9 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 105 112 148 78 96 282 285:
Old : 344: 106 117 131 75 91 262 273:
Other: 173: 54 44 34 23 62 95 125:
:----------------------------------------------------------------------------------------------------
: 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 23.1 31.6 31.4 20.7 16.8 29.5 21.2
Old : 23.9 25.7 34.2 35.1 23.9 21.9 34.0 28.2
Other: 36.2 18.1 52.0 28.8 31.6 16.8 47.4 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,660,431: 260,893 89,436 484,321 696,804 761,953 1,442,018 1,335,710: 218,413 324,721
Old : 743,272: 95,278 177,336 162,279 398,380 324,031 655,936 663,646: 87,336 79,627
Other: 917,158: 315,218 61,702 172,440 298,424 437,922 786,082 672,064: 131,076 245,094
: : :
: : Changes in Commitments from: June 13, 2006 :
: 9,406: -33,612 20,646 32,926 21,889 -34,121 21,203 19,450: -11,798 -10,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.4 29.2 42.0 45.9 86.8 80.4: 13.2 19.6
Old : 100.0: 12.8 23.9 21.8 53.6 43.6 88.2 89.3: 11.8 10.7
Other: 100.0: 34.4 6.7 18.8 32.5 47.7 85.7 73.3: 14.3 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 221 130 259 295 322 634 628:
Old : 658: 125 182 178 252 267 495 513:
Other: 671: 214 103 146 195 301 454 512:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.7 22.5 21.4 14.0 11.3 20.6 14.8
Old : 24.5 21.2 35.7 30.2 24.5 18.7 33.9 24.4
Other: 14.5 12.6 23.4 19.0 13.7 9.6 20.9 13.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 15,409: 5,790 278 1,887 4,427 11,103 12,103 13,267: 3,305 2,141
Old : 15,408: 5,791 278 1,886 4,426 11,103 12,102 13,266: 3,305 2,141
Other: 1: 0 1 0 1 0 1 1: -0 -0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 30: 457 -7 73 78 367 608 434: -578 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 1.8 12.2 28.7 72.1 78.5 86.1: 21.5 13.9
Old : 100.0: 37.6 1.8 12.2 28.7 72.1 78.5 86.1: 21.5 13.9
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 26 5 13 15 16 51 30:
Old : 56: 26 5 13 15 16 51 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 : 25.8 40.6 39.9 58.9 20.7 39.5 34.0 52.9
Old : 25.8 40.6 39.9 58.9 20.7 39.6 34.0 52.9
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 20, 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 : 470,526: 54,517 71,796 132,069 213,536 159,630 400,122 363,495: 70,403 107,030
Old : 196,698: 30,576 34,313 61,272 67,228 64,953 159,076 160,538: 37,622 36,160
Other: 273,828: 47,935 61,476 46,804 146,308 94,677 241,047 202,957: 32,781 70,871
: : :
: : Changes in Commitments from: June 13, 2006 :
: -13,881: -3,480 8,853 -17,483 11,086 -1,574 -9,877 -10,204: -4,004 -3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.3 28.1 45.4 33.9 85.0 77.3: 15.0 22.7
Old : 100.0: 15.5 17.4 31.2 34.2 33.0 80.9 81.6: 19.1 18.4
Other: 100.0: 17.5 22.5 17.1 53.4 34.6 88.0 74.1: 12.0 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 132 130 189 105 116 346 360:
Old : 337: 117 89 119 81 94 252 258:
Other: 353: 94 129 105 82 104 235 288:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 13.4 26.4 21.7 15.1 8.1 21.9 11.9
Old : 16.2 19.6 26.2 30.9 8.2 8.5 12.7 13.1
Other: 25.3 14.7 37.7 21.7 25.3 11.6 36.8 16.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 274,033: 49,162 26,819 57,760 141,435 170,027 248,356 254,605: 25,677 19,428
Old : 110,889: 25,487 24,570 23,261 48,461 52,232 97,209 100,063: 13,680 10,826
Other: 163,144: 34,124 12,698 24,050 92,974 117,794 151,147 154,542: 11,997 8,602
: : :
: : Changes in Commitments from: June 13, 2006 :
: -9,543: -16,408 7,633 -2,192 14,839 -15,035 -3,761 -9,594: -5,782 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 9.8 21.1 51.6 62.0 90.6 92.9: 9.4 7.1
Old : 100.0: 23.0 22.2 21.0 43.7 47.1 87.7 90.2: 12.3 9.8
Other: 100.0: 20.9 7.8 14.7 57.0 72.2 92.6 94.7: 7.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 55 48 53 53 52 141 131:
Old : 146: 48 36 45 40 45 108 110:
Other: 137: 42 37 36 37 40 102 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 36.5 31.3 47.7 16.9 27.5 24.2 35.0
Old : 22.2 26.6 33.8 40.0 13.3 21.1 21.4 29.4
Other: 29.9 45.8 43.1 58.5 28.1 42.0 39.0 49.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 987,549: 95,010 187,315 163,840 592,171 423,141 851,021 774,297: 136,528 213,252
Old : 987,549: 95,010 187,315 163,840 592,171 423,141 851,021 774,297: 136,528 213,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -42,418: -31,201 14,999 -20,451 29,255 -54,412 -22,397 -59,864: -20,021 17,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 19.0 16.6 60.0 42.8 86.2 78.4: 13.8 21.6
Old : 100.0: 9.6 19.0 16.6 60.0 42.8 86.2 78.4: 13.8 21.6
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 : 194: 37 51 56 82 91 148 169:
Old : 194: 37 51 56 82 91 148 169:
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 : 19.9 19.6 28.6 27.1 13.9 13.6 20.0 19.0
Old : 19.9 19.6 28.6 27.1 13.9 13.6 20.0 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 191,263: 26,639 30,957 35,224 97,897 98,855 159,760 165,036: 31,503 26,227
Old : 105,705: 21,108 20,383 10,351 54,415 58,719 85,875 89,454: 19,830 16,251
Other: 85,558: 16,237 21,280 14,166 43,481 40,136 73,885 75,582: 11,673 9,976
: : :
: : Changes in Commitments from: June 13, 2006 :
: -9,814: -3,326 -2,700 -3,097 -2,428 -6,149 -8,851 -11,946: -963 2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.2 18.4 51.2 51.7 83.5 86.3: 16.5 13.7
Old : 100.0: 20.0 19.3 9.8 51.5 55.6 81.2 84.6: 18.8 15.4
Other: 100.0: 19.0 24.9 16.6 50.8 46.9 86.4 88.3: 13.6 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 41 42 42 57 55 124 126:
Old : 143: 41 38 33 52 46 107 104:
Other: 122: 29 35 27 42 41 90 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 30.7 34.8 42.7 24.6 24.7 30.3 35.7
Old : 26.3 38.8 33.4 49.1 25.8 37.2 32.3 46.5
Other: 32.6 26.7 41.8 41.5 30.3 24.4 38.6 38.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 15,514: 4,253 386 2,228 4,826 10,898 11,306 13,511: 4,208 2,003
Old : 4,692: 3,036 254 296 207 3,555 3,540 4,106: 1,152 586
Other: 10,822: 1,991 907 1,156 4,619 7,342 7,766 9,405: 3,056 1,417
: : :
: : Changes in Commitments from: June 13, 2006 :
: -386: -603 120 404 -26 -628 -224 -103: -161 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 2.5 14.4 31.1 70.2 72.9 87.1: 27.1 12.9
Old : 100.0: 64.7 5.4 6.3 4.4 75.8 75.4 87.5: 24.6 12.5
Other: 100.0: 18.4 8.4 10.7 42.7 67.8 71.8 86.9: 28.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 29 9 13 25 23 59 41:
Old : 46: 18 7 6 8 18 27 30:
Other: 61: 18 11 10 24 19 49 34:
:----------------------------------------------------------------------------------------------------
: 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 51.8 30.9 63.0 12.3 45.6 21.8 52.6
Old : 44.3 52.6 57.3 67.4 44.3 52.5 55.0 67.2
Other: 23.1 55.7 35.3 67.0 19.6 48.1 30.6 56.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 562,365: 128,483 153,035 11,052 322,219 285,238 461,755 449,325: 100,611 113,040
Old : 562,365: 128,483 153,035 11,052 322,219 285,238 461,755 449,325: 100,611 113,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 12,886: 10,982 20,303 -874 14,724 -13,752 24,832 5,677: -11,946 7,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 27.2 2.0 57.3 50.7 82.1 79.9: 17.9 20.1
Old : 100.0: 22.8 27.2 2.0 57.3 50.7 82.1 79.9: 17.9 20.1
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 : 155: 28 37 14 64 67 96 114:
Old : 155: 28 37 14 64 67 96 114:
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 14.2 36.7 24.5 20.6 13.7 36.3 23.7
Old : 20.7 14.2 36.7 24.5 20.6 13.7 36.3 23.7
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 20, 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 : 2,677,931: 542,973 484,175 329,008 1,496,371 1,419,596 2,368,352 2,232,779: 309,579 445,152
Old : 2,677,931: 542,973 484,175 329,008 1,496,371 1,419,596 2,368,352 2,232,779: 309,579 445,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 164,558: 59,517 97,428 410 91,039 35,468 150,965 133,306: 13,593 31,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.1 12.3 55.9 53.0 88.4 83.4: 11.6 16.6
Old : 100.0: 20.3 18.1 12.3 55.9 53.0 88.4 83.4: 11.6 16.6
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 : 312: 68 77 90 137 134 249 257:
Old : 312: 68 77 90 137 134 249 257:
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 : 22.6 27.0 31.9 34.6 19.1 26.1 27.6 31.3
Old : 22.6 27.0 31.9 34.6 19.1 26.1 27.6 31.3
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 20, 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 : 1,466,695: 287,614 270,828 138,259 838,031 744,357 1,263,903 1,153,443: 202,792 313,252
Old : 1,466,695: 287,614 270,828 138,259 838,031 744,357 1,263,903 1,153,443: 202,792 313,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 85,481: 16,980 22,195 9,282 69,910 14,934 96,172 46,411: -10,691 39,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.5 9.4 57.1 50.8 86.2 78.6: 13.8 21.4
Old : 100.0: 19.6 18.5 9.4 57.1 50.8 86.2 78.6: 13.8 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 38 67 46 76 95 141 181:
Old : 218: 38 67 46 76 95 141 181:
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 15.7 34.3 23.6 20.1 12.0 28.5 17.2
Old : 24.4 15.7 34.3 23.6 20.1 12.0 28.5 17.2
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 20, 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 : 865,653: 172,434 174,044 319,348 322,259 337,853 814,041 831,245: 51,613 34,408
Old : 865,653: 172,434 174,044 319,348 322,259 337,853 814,041 831,245: 51,613 34,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 135,949: -18,616 -663 77,985 73,284 58,138 132,654 135,459: 3,296 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.1 36.9 37.2 39.0 94.0 96.0: 6.0 4.0
Old : 100.0: 19.9 20.1 36.9 37.2 39.0 94.0 96.0: 6.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 48 43 60 74 67 152 141:
Old : 173: 48 43 60 74 67 152 141:
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 31.4 37.7 43.4 10.7 11.9 16.5 17.7
Old : 25.6 31.4 37.7 43.4 10.7 11.9 16.5 17.7
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 20, 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 : 25,966: 6,690 2,020 2,112 3,692 14,839 12,493 18,970: 13,473 6,996
Old : 25,966: 6,690 2,020 2,112 3,692 14,839 12,493 18,970: 13,473 6,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,756: -1,655 -2,417 748 1,439 485 533 -1,184: -3,289 -1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.8 8.1 14.2 57.1 48.1 73.1: 51.9 26.9
Old : 100.0: 25.8 7.8 8.1 14.2 57.1 48.1 73.1: 51.9 26.9
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 : 30: 11 7 8 9 10 26 19:
Old : 30: 11 7 8 9 10 26 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 : 20.5 50.2 31.7 63.1 20.3 49.1 30.3 60.1
Old : 20.5 50.2 31.7 63.1 20.3 49.1 30.3 60.1
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 20, 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 : 56,064: 13,535 3,953 781 15,383 45,536 29,698 50,270: 26,366 5,795
Old : 56,064: 13,535 3,953 781 15,383 45,536 29,698 50,270: 26,366 5,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -11,292: 2,357 -2,810 -10,381 -11,034 5,062 -19,057 -8,129: 7,765 -3,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 7.1 1.4 27.4 81.2 53.0 89.7: 47.0 10.3
Old : 100.0: 24.1 7.1 1.4 27.4 81.2 53.0 89.7: 47.0 10.3
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 : 59: 16 12 7 17 16 38 30:
Old : 59: 16 12 7 17 16 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 49.8 32.3 73.0 21.6 49.8 32.3 73.0
Old : 21.6 49.8 32.3 73.0 21.6 49.8 32.3 73.0
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, June 20, 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 : 92,295: 46,544 24,900 4,343 31,910 10,222 82,797 39,465: 9,499 52,831
Old : 92,295: 46,544 24,900 4,343 31,910 10,222 82,797 39,465: 9,499 52,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -39,652: -16,127 9,428 -28,939 10,522 -46,976 -34,544 -66,487: -5,108 26,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 27.0 4.7 34.6 11.1 89.7 42.8: 10.3 57.2
Old : 100.0: 50.4 27.0 4.7 34.6 11.1 89.7 42.8: 10.3 57.2
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 : 73: 21 25 12 18 15 45 46:
Old : 73: 21 25 12 18 15 45 46:
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 : 62.9 15.4 73.5 23.4 62.3 14.4 68.8 20.8
Old : 62.9 15.4 73.5 23.4 62.3 14.4 68.8 20.8
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 20, 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 : 10,422: 2,347 2,195 238 7,663 7,767 10,248 10,200: 174 222
Old : 10,422: 2,347 2,195 238 7,663 7,767 10,248 10,200: 174 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,526: -1,001 -189 -1,593 93 -393 -2,501 -2,175: -25 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.1 2.3 73.5 74.5 98.3 97.9: 1.7 2.1
Old : 100.0: 22.5 21.1 2.3 73.5 74.5 98.3 97.9: 1.7 2.1
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 : 36: 6 12 3 14 9 21 23:
Old : 36: 6 12 3 14 9 21 23:
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 : 47.5 69.3 77.5 84.6 47.4 63.1 75.1 76.3
Old : 47.5 69.3 77.5 84.6 47.4 63.1 75.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006