WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 530,072: 82,629 63,299 134,495 275,626 268,807 492,750 466,602: 37,322 63,471
Old : 432,266: 78,552 76,665 92,448 231,304 223,361 402,304 392,474: 29,962 39,792
Other: 97,806: 40,979 23,536 5,145 44,321 45,446 90,446 74,127: 7,360 23,678
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,430: 3,130 -1,685 -2,400 1,020 6,589 1,750 2,504: 679 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.9 25.4 52.0 50.7 93.0 88.0: 7.0 12.0
Old : 100.0: 18.2 17.7 21.4 53.5 51.7 93.1 90.8: 6.9 9.2
Other: 100.0: 41.9 24.1 5.3 45.3 46.5 92.5 75.8: 7.5 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 100 129 155 67 96 285 295:
Old : 358: 99 134 123 59 92 247 277:
Other: 209: 74 53 46 27 67 117 154:
:----------------------------------------------------------------------------------------------------
: 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 22.5 32.1 30.0 21.6 17.7 31.4 22.6
Old : 26.0 26.5 38.0 35.7 26.0 24.7 38.0 32.4
Other: 30.1 16.3 47.3 26.5 28.6 15.7 44.4 24.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,666,137: 291,812 80,085 476,659 692,755 793,931 1,461,225 1,350,674: 204,912 315,463
Old : 524,481: 74,952 162,943 77,403 316,750 228,571 469,105 468,917: 55,377 55,565
Other: 1,141,656: 368,669 68,951 247,446 376,005 565,360 992,121 881,757: 149,536 259,899
: : :
: : Changes in Commitments from: July 11, 2006 :
: -5,083: -7,371 -30,353 7,445 5,777 8,755 5,851 -14,152: -10,934 9,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.8 28.6 41.6 47.7 87.7 81.1: 12.3 18.9
Old : 100.0: 14.3 31.1 14.8 60.4 43.6 89.4 89.4: 10.6 10.6
Other: 100.0: 32.3 6.0 21.7 32.9 49.5 86.9 77.2: 13.1 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 218 125 252 278 328 612 629:
Old : 606: 100 163 103 203 247 362 454:
Other: 722: 234 116 176 212 319 504 559:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 16.3 24.1 21.8 14.6 11.9 21.7 15.3
Old : 30.4 18.0 43.2 27.0 30.4 15.6 43.2 22.9
Other: 15.3 16.7 23.5 22.8 13.7 14.0 19.3 17.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 16,095: 7,324 444 1,214 3,956 12,041 12,494 13,699: 3,601 2,396
Old : 16,072: 7,320 444 1,208 3,955 12,041 12,483 13,693: 3,589 2,379
Other: 23: 10 6 0 1 0 11 6: 12 17
: : :
: : Changes in Commitments from: July 11, 2006 :
: 394: 303 80 192 264 -84 759 188: -365 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 2.8 7.5 24.6 74.8 77.6 85.1: 22.4 14.9
Old : 100.0: 45.5 2.8 7.5 24.6 74.9 77.7 85.2: 22.3 14.8
Other: 100.0: 43.5 26.1 0.0 4.3 0.0 47.8 26.1: 52.2 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 5 8 11 17 43 26:
Old : 53: 27 5 8 11 17 43 26:
Other: 3: 1 1 0 1 0 2 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 : 24.3 39.5 39.1 60.1 20.9 38.4 34.6 55.4
Old : 24.4 39.6 39.1 60.2 20.9 38.5 34.7 55.5
Other: 47.8 26.1 47.8 26.1 47.8 26.1 47.8 26.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 416,774: 57,226 63,515 102,936 196,252 159,600 356,413 326,050: 60,361 90,723
Old : 73,610: 15,189 7,959 18,319 29,116 37,380 62,624 63,659: 10,985 9,951
Other: 343,164: 53,642 67,161 73,011 167,136 122,219 293,789 262,391: 49,375 80,773
: : :
: : Changes in Commitments from: July 11, 2006 :
: -10,787: -5,637 3,625 -11,968 8,950 -1,491 -8,655 -9,834: -2,132 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.2 24.7 47.1 38.3 85.5 78.2: 14.5 21.8
Old : 100.0: 20.6 10.8 24.9 39.6 50.8 85.1 86.5: 14.9 13.5
Other: 100.0: 15.6 19.6 21.3 48.7 35.6 85.6 76.5: 14.4 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 107 129 157 113 120 323 333:
Old : 221: 71 44 46 64 67 157 135:
Other: 392: 100 143 132 92 115 278 317:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 15.2 30.4 23.1 17.4 9.2 24.7 12.9
Old : 23.8 31.7 36.7 47.6 11.4 15.9 15.5 21.6
Other: 21.7 13.8 34.0 21.2 21.1 10.5 29.9 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,158: 13,792 4,852 172 0 441 13,964 5,465: 3,194 11,693
Old : 728: 447 30 0 0 9 447 39: 281 689
Other: 16,430: 13,390 4,867 127 0 432 13,517 5,426: 2,913 11,004
: : :
: : Changes in Commitments from: July 11, 2006 :
: 876: 754 623 -55 0 8 699 576: 177 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 28.3 1.0 0.0 2.6 81.4 31.9: 18.6 68.1
Old : 100.0: 61.4 4.1 0.0 0.0 1.2 61.4 5.4: 38.6 94.6
Other: 100.0: 81.5 29.6 0.8 0.0 2.6 82.3 33.0: 17.7 67.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 14 5 0 2 12 20:
Old : 7: 5 1 0 0 1 5 2:
Other: 27: 11 14 3 0 2 11 19:
:----------------------------------------------------------------------------------------------------
: 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 : 69.2 13.8 78.1 21.3 68.9 13.8 77.2 21.3
Old : 60.9 5.4 61.4 5.4 60.9 5.4 61.4 5.4
Other: 69.7 14.4 79.0 22.3 69.4 14.4 78.2 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 313,126: 94,087 20,865 50,853 139,893 225,215 284,833 296,933: 28,293 16,193
Old : 62,189: 15,107 9,314 11,575 27,690 36,317 54,372 57,206: 7,818 4,983
Other: 250,937: 84,349 16,919 33,910 112,203 188,898 230,461 239,726: 20,476 11,210
: : :
: : Changes in Commitments from: July 11, 2006 :
: 11,844: 4,776 2,012 -4,567 15,026 15,285 15,235 12,730: -3,391 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.7 16.2 44.7 71.9 91.0 94.8: 9.0 5.2
Old : 100.0: 24.3 15.0 18.6 44.5 58.4 87.4 92.0: 12.6 8.0
Other: 100.0: 33.6 6.7 13.5 44.7 75.3 91.8 95.5: 8.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 94 31 46 52 50 170 114:
Old : 105: 32 21 25 32 38 78 72:
Other: 186: 87 38 38 45 42 154 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 44.0 26.8 59.3 14.8 35.0 21.4 45.6
Old : 29.0 33.6 39.7 48.3 23.5 28.1 31.4 39.7
Other: 20.7 51.4 30.1 64.4 18.3 45.1 26.4 53.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,022,197: 81,938 172,914 183,030 619,700 465,279 884,668 821,223: 137,529 200,974
Old : 1,022,197: 81,938 172,914 183,030 619,700 465,279 884,668 821,223: 137,529 200,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 13,609: 5,494 6,164 11,175 9,829 -5,663 26,497 11,676: -12,888 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.9 17.9 60.6 45.5 86.5 80.3: 13.5 19.7
Old : 100.0: 8.0 16.9 17.9 60.6 45.5 86.5 80.3: 13.5 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 : 213: 32 59 54 92 101 156 182:
Old : 213: 32 59 54 92 101 156 182:
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 20.1 30.5 27.9 16.5 13.8 22.7 18.6
Old : 21.6 20.1 30.5 27.9 16.5 13.8 22.7 18.6
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, July 18, 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 : 224,584: 31,464 54,739 36,996 126,209 110,447 194,670 202,183: 29,914 22,401
Old : 70,797: 10,466 10,257 7,072 41,752 45,667 59,291 62,996: 11,507 7,801
Other: 153,787: 28,657 52,142 22,265 84,457 64,780 135,379 139,187: 18,408 14,600
: : :
: : Changes in Commitments from: July 11, 2006 :
: 22,629: 3,601 12,153 785 17,874 9,424 22,260 22,362: 368 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 24.4 16.5 56.2 49.2 86.7 90.0: 13.3 10.0
Old : 100.0: 14.8 14.5 10.0 59.0 64.5 83.7 89.0: 16.3 11.0
Other: 100.0: 18.6 33.9 14.5 54.9 42.1 88.0 90.5: 12.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 45 59 39 55 51 116 141:
Old : 113: 27 28 20 50 32 88 69:
Other: 165: 41 64 30 45 47 99 128:
:----------------------------------------------------------------------------------------------------
: 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 : 30.7 27.9 37.7 41.1 27.3 21.8 33.2 32.8
Old : 27.0 47.1 37.3 59.2 26.5 45.5 36.6 55.9
Other: 34.3 24.0 42.3 36.0 32.5 20.7 38.9 31.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,532: 4,491 411 1,157 4,690 11,256 10,337 12,823: 4,194 1,708
Old : 14,532: 4,491 411 1,157 4,690 11,256 10,337 12,823: 4,194 1,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 190: 21 -33 -222 56 259 -146 4: 336 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 2.8 8.0 32.3 77.5 71.1 88.2: 28.9 11.8
Old : 100.0: 30.9 2.8 8.0 32.3 77.5 71.1 88.2: 28.9 11.8
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 : 64: 26 7 7 21 23 50 34:
Old : 64: 26 7 7 21 23 50 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 58.8 28.5 70.0 15.3 53.7 26.0 63.6
Old : 17.1 58.8 28.5 70.0 15.3 53.7 26.0 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 593,417: 130,117 132,367 15,212 337,983 342,662 483,312 490,241: 110,105 103,176
Old : 593,417: 130,117 132,367 15,212 337,983 342,662 483,312 490,241: 110,105 103,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 11,885: -5,443 5,102 498 13,649 12,063 8,704 17,662: 3,181 -5,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.3 2.6 57.0 57.7 81.4 82.6: 18.6 17.4
Old : 100.0: 21.9 22.3 2.6 57.0 57.7 81.4 82.6: 18.6 17.4
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 : 158: 30 30 18 60 73 96 116:
Old : 158: 30 30 18 60 73 96 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 18.2 33.7 30.5 21.2 17.8 33.4 29.2
Old : 21.3 18.2 33.7 30.5 21.2 17.8 33.4 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 2,686,759: 546,251 408,621 309,740 1,550,487 1,557,886 2,406,478 2,276,247: 280,282 410,513
Old : 2,686,759: 546,251 408,621 309,740 1,550,487 1,557,886 2,406,478 2,276,247: 280,282 410,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 49,271: 26,600 34,654 5,341 23,947 9,751 55,888 49,746: -6,618 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.2 11.5 57.7 58.0 89.6 84.7: 10.4 15.3
Old : 100.0: 20.3 15.2 11.5 57.7 58.0 89.6 84.7: 10.4 15.3
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 : 308: 62 75 76 142 143 235 263:
Old : 308: 62 75 76 142 143 235 263:
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 : 21.7 23.6 32.2 31.9 18.2 22.2 28.0 29.4
Old : 21.7 23.6 32.2 31.9 18.2 22.2 28.0 29.4
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, July 18, 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 : 1,428,499: 263,241 267,221 153,598 827,754 718,931 1,244,594 1,139,751: 183,905 288,748
Old : 1,428,499: 263,241 267,221 153,598 827,754 718,931 1,244,594 1,139,751: 183,905 288,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 37,602: 8,293 57,552 28,932 15,685 -26,979 52,911 59,505: -15,308 -21,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.7 10.8 57.9 50.3 87.1 79.8: 12.9 20.2
Old : 100.0: 18.4 18.7 10.8 57.9 50.3 87.1 79.8: 12.9 20.2
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 : 218: 46 52 46 87 97 151 177:
Old : 218: 46 52 46 87 97 151 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 14.4 36.4 22.1 23.8 12.0 31.0 17.6
Old : 27.8 14.4 36.4 22.1 23.8 12.0 31.0 17.6
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, July 18, 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 : 806,934: 124,159 107,108 298,003 336,767 357,618 758,929 762,728: 48,005 44,206
Old : 806,934: 124,159 107,108 298,003 336,767 357,618 758,929 762,728: 48,005 44,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 34,233: -32,004 -16,847 19,023 38,202 23,305 25,221 25,481: 9,011 8,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.3 36.9 41.7 44.3 94.1 94.5: 5.9 5.5
Old : 100.0: 15.4 13.3 36.9 41.7 44.3 94.1 94.5: 5.9 5.5
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 : 182: 40 48 62 74 79 142 165:
Old : 182: 40 48 62 74 79 142 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 25.9 37.6 36.9 8.3 8.9 13.9 12.7
Old : 28.8 25.9 37.6 36.9 8.3 8.9 13.9 12.7
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, July 18, 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 : 30,870: 5,828 2,394 2,209 7,284 16,796 15,321 21,398: 15,549 9,471
Old : 30,870: 5,828 2,394 2,209 7,284 16,796 15,321 21,398: 15,549 9,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,209: -2,453 1,054 1,034 2,641 883 1,221 2,971: 1,987 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.8 7.2 23.6 54.4 49.6 69.3: 50.4 30.7
Old : 100.0: 18.9 7.8 7.2 23.6 54.4 49.6 69.3: 50.4 30.7
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 : 32: 12 8 8 9 9 26 20:
Old : 32: 12 8 8 9 9 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 41.2 32.0 55.0 18.8 40.7 28.2 47.8
Old : 18.8 41.2 32.0 55.0 18.8 40.7 28.2 47.8
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, July 18, 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 : 58,536: 13,929 4,463 1,025 17,057 48,641 32,011 54,130: 26,525 4,406
Old : 58,536: 13,929 4,463 1,025 17,057 48,641 32,011 54,130: 26,525 4,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,621: -410 771 331 1,831 2,799 1,751 3,901: -130 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 7.6 1.8 29.1 83.1 54.7 92.5: 45.3 7.5
Old : 100.0: 23.8 7.6 1.8 29.1 83.1 54.7 92.5: 45.3 7.5
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 : 61: 17 14 8 17 15 38 33:
Old : 61: 17 14 8 17 15 38 33:
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 53.0 31.4 75.5 20.5 53.0 31.4 75.5
Old : 20.5 53.0 31.4 75.5 20.5 53.0 31.4 75.5
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, July 18, 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 : 104,279: 56,456 25,634 4,734 30,934 21,668 92,124 52,036: 12,155 52,243
Old : 104,279: 56,456 25,634 4,734 30,934 21,668 92,124 52,036: 12,155 52,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 7,894: 1,580 4,904 333 3,625 3,478 5,538 8,715: 2,357 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 24.6 4.5 29.7 20.8 88.3 49.9: 11.7 50.1
Old : 100.0: 54.1 24.6 4.5 29.7 20.8 88.3 49.9: 11.7 50.1
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 : 89: 31 23 16 24 19 63 50:
Old : 89: 31 23 16 24 19 63 50:
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 : 55.4 17.7 63.0 29.2 54.4 17.4 60.6 25.2
Old : 55.4 17.7 63.0 29.2 54.4 17.4 60.6 25.2
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, July 18, 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 : 14,671: 5,534 2,235 238 8,658 12,056 14,430 14,529: 241 142
Old : 14,671: 5,534 2,235 238 8,658 12,056 14,430 14,529: 241 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 95: 0 -286 0 -74 362 -74 76: 169 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 15.2 1.6 59.0 82.2 98.4 99.0: 1.6 1.0
Old : 100.0: 37.7 15.2 1.6 59.0 82.2 98.4 99.0: 1.6 1.0
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 : 36: 5 11 3 13 12 19 25:
Old : 36: 5 11 3 13 12 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 74.4 82.5 86.6 61.0 70.0 81.4 80.7
Old : 61.0 74.4 82.5 86.6 61.0 70.0 81.4 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006