WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,619 COMMITMENTS 68,004 60,994 98,674 244,131 227,862 410,808 387,529 37,811 61,089 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 4,501) 5,010 -6,074 -3,739 7,288 19,224 8,559 9,412 -4,058 -4,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 13.6 22.0 54.4 50.8 91.6 86.4 8.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 110 111 133 58 82 255 256 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,456,767 COMMITMENTS 265,698 86,647 347,882 624,673 700,686 1238253 1135215 218,514 321,553 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 81,273) 28,332 -11,404 20,598 13,740 52,956 62,671 62,151 18,602 19,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 5.9 23.9 42.9 48.1 85.0 77.9 15.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707) 225 128 206 272 300 592 555 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,626 COMMITMENTS 3,777 669 960 3,330 7,631 8,067 9,261 3,558 2,365 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -753) -101 81 51 296 -44 246 88 -999 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 5.8 8.3 28.6 65.6 69.4 79.7 30.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 7 7 11 15 32 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,437 COMMITMENTS 49,218 105,159 108,179 236,904 136,064 394,301 349,402 75,136 120,035 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 10,267) 708 4,798 2,501 2,645 4,392 5,854 11,691 4,413 -1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 22.4 23.0 50.5 29.0 84.0 74.4 16.0 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 102 171 176 112 104 335 359 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 18,254 COMMITMENTS 12,494 4,885 1,488 0 218 13,982 6,591 4,272 11,663 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,722) 2,744 2,080 533 -610 -21 2,667 2,592 55 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.4 26.8 8.2 0.0 1.2 76.6 36.1 23.4 63.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 11 9 0 1 13 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 216,113 COMMITMENTS 34,017 31,337 39,635 120,118 124,443 193,770 195,415 22,343 20,698 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 4,974) 295 6,821 -2,241 8,417 4,259 6,471 8,839 -1,496 -3,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 14.5 18.3 55.6 57.6 89.7 90.4 10.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 51 43 44 52 51 125 123 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 971,914 COMMITMENTS 61,432 178,417 186,430 574,656 400,640 822,517 765,487 149,396 206,427 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 86,284) 2,732 25,749 37,491 39,329 17,663 79,552 80,904 6,731 5,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 18.4 19.2 59.1 41.2 84.6 78.8 15.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 33 56 52 78 75 144 150 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 198,972 COMMITMENTS 22,147 51,179 42,372 105,409 74,858 169,928 168,408 29,045 30,564 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 16,368) 2,370 10,985 3,057 11,476 1,228 16,902 15,269 -534 1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 25.7 21.3 53.0 37.6 85.4 84.6 14.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 39 66 56 63 58 141 163 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,971 COMMITMENTS 3,420 318 1,298 4,235 8,720 8,953 10,335 3,019 1,636 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -73) 44 -7 148 166 -61 358 80 -431 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 2.7 10.8 35.4 72.8 74.8 86.3 25.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 7 11 20 20 45 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 498,128 COMMITMENTS 150,608 149,939 21,316 230,254 211,624 402,179 382,879 95,949 115,249 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,433) -7,355 17,162 3,745 -5,999 -12,980 -9,609 7,927 12,042 -5,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 30.1 4.3 46.2 42.5 80.7 76.9 19.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 28 45 21 53 54 95 106 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,917,055 COMMITMENTS 611,113 479,574 411,681 1655486 1567537 2678281 2458792 238,775 458,263 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 170,925) 11,573 14,926 55,449 104,112 111,261 171,134 181,636 -209 -10,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 16.4 14.1 56.8 53.7 91.8 84.3 8.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 72 80 91 129 133 243 262 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,443,833 COMMITMENTS 269,183 272,820 160,550 822,004 685,472 1251737 1118843 192,096 324,990 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 51,950) 9,442 -10,630 3,545 17,723 45,037 30,710 37,952 21,240 13,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 18.9 11.1 56.9 47.5 86.7 77.5 13.3 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 42 54 48 73 84 138 163 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 984,068 COMMITMENTS 174,150 194,264 416,674 326,516 329,682 917,341 940,621 66,727 43,447 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 58,301) 12,529 5,682 33,394 14,782 13,980 60,705 53,056 -2,404 5,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 19.7 42.3 33.2 33.5 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 39 35 54 54 52 119 115 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,955 COMMITMENTS 5,581 4,806 912 2,026 5,603 8,519 11,321 9,437 6,634 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 26.8 5.1 11.3 31.2 47.4 63.1 52.6 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 5 5 6 5 19 14 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,144 COMMITMENTS 10,125 6,890 880 20,880 29,998 31,885 37,768 13,259 7,376 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,821) 205 -563 165 4,483 4,978 4,853 4,580 -1,032 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 15.3 1.9 46.3 66.4 70.6 83.7 29.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 8 8 19 12 38 27 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 82,325 COMMITMENTS 50,097 23,664 6,133 15,600 27,572 71,830 57,368 10,495 24,957 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -452) -2,329 3,244 50 2,197 -2,965 -81 329 -370 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.9 28.7 7.4 18.9 33.5 87.3 69.7 12.7 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 33 25 17 15 21 56 55 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,331 COMMITMENTS 1,924 2,279 239 10,804 10,609 12,967 13,127 364 204 CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -511) 173 16 0 -693 -422 -520 -406 9 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 17.1 1.8 81.0 79.6 97.3 98.5 2.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 13 4 14 12 22 27
Updated April 14, 2006