WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 11, 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 : 387,061: 66,539 75,255 55,032 231,808 200,585 353,379 330,872: 33,682 56,189
Old : 97,564: 26,095 43,433 505 58,802 41,029 85,402 84,967: 12,162 12,597
Other: 289,497: 63,449 54,827 31,522 173,006 159,556 267,977 245,905: 21,520 43,592
: : :
: : Changes in Commitments from: April 4, 2006 :
: -323: 4,397 -3,483 -8,964 7,734 16,798 3,167 4,351: -3,490 -4,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.4 14.2 59.9 51.8 91.3 85.5: 8.7 14.5
Old : 100.0: 26.7 44.5 0.5 60.3 42.1 87.5 87.1: 12.5 12.9
Other: 100.0: 21.9 18.9 10.9 59.8 55.1 92.6 84.9: 7.4 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 94 116 111 48 70 226 232:
Old : 220: 69 89 4 21 42 93 132:
Other: 264: 84 94 86 41 68 182 198:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 26.5 44.4 33.4 30.9 22.2 44.2 27.2
Old : 40.8 25.3 57.9 36.2 40.8 25.3 57.9 36.1
Other: 31.8 28.8 43.4 36.4 31.6 23.3 42.8 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 11, 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 : 1,181,057: 276,282 94,313 178,562 557,517 627,642 1,012,361 900,517: 168,696 280,540
Old : 732,020: 188,428 153,299 55,967 371,964 382,394 616,359 591,660: 115,661 140,360
Other: 449,037: 186,785 39,945 23,664 185,553 245,248 396,002 308,857: 53,035 140,180
: : :
: : Changes in Commitments from: April 4, 2006 :
: 56,291: 32,041 -3,971 -1,891 10,361 45,083 40,511 39,221: 15,780 17,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.0 15.1 47.2 53.1 85.7 76.2: 14.3 23.8
Old : 100.0: 25.7 20.9 7.6 50.8 52.2 84.2 80.8: 15.8 19.2
Other: 100.0: 41.6 8.9 5.3 41.3 54.6 88.2 68.8: 11.8 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 203 126 158 207 280 495 502:
Old : 636: 167 148 114 163 253 401 448:
Other: 499: 118 91 41 100 250 240 363:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 15.6 29.3 21.5 19.1 15.0 29.1 19.5
Old : 26.4 19.3 36.8 25.7 26.4 19.0 36.6 25.5
Other: 23.7 13.6 36.4 20.1 23.7 13.3 35.8 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 11, 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 : 10,694: 3,782 582 614 2,992 7,351 7,388 8,547: 3,306 2,147
Old : 3,395: 1,141 626 0 898 1,865 2,039 2,491: 1,356 904
Other: 7,299: 2,807 122 448 2,094 5,486 5,349 6,056: 1,950 1,243
: : :
: : Changes in Commitments from: April 4, 2006 :
: -739: -86 71 60 302 -28 276 103: -1,015 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.4 5.7 28.0 68.7 69.1 79.9: 30.9 20.1
Old : 100.0: 33.6 18.4 0.0 26.5 54.9 60.1 73.4: 39.9 26.6
Other: 100.0: 38.5 1.7 6.1 28.7 75.2 73.3 83.0: 26.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 4 7 11 14 30 24:
Old : 24: 6 6 0 5 8 11 14:
Other: 30: 13 1 7 9 12 24 20:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 41.4 47.6 62.3 29.0 34.2 38.4 48.8
Old : 43.8 50.8 55.8 67.3 37.8 42.9 48.1 57.5
Other: 40.1 49.5 54.4 71.9 37.8 46.9 47.8 62.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 11, 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 : 385,414: 56,138 103,208 60,814 207,150 118,858 324,102 282,880: 61,312 102,534
Old : 291,545: 58,041 124,988 16,540 169,456 89,142 244,037 230,670: 47,508 60,875
Other: 93,869: 34,664 14,787 7,707 37,694 29,716 80,065 52,210: 13,804 41,659
: : :
: : Changes in Commitments from: April 4, 2006 :
: 7,680: 2,542 6,405 -228 1,374 2,550 3,688 8,727: 3,992 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 26.8 15.8 53.7 30.8 84.1 73.4: 15.9 26.6
Old : 100.0: 19.9 42.9 5.7 58.1 30.6 83.7 79.1: 16.3 20.9
Other: 100.0: 36.9 15.8 8.2 40.2 31.7 85.3 55.6: 14.7 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 106 136 126 96 98 292 307:
Old : 392: 115 151 71 86 86 243 272:
Other: 206: 60 53 34 47 66 130 137:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 10.2 30.7 16.3 19.6 9.6 29.0 15.7
Old : 27.0 11.6 38.1 19.5 27.0 11.1 37.7 18.9
Other: 23.5 12.9 36.1 18.9 20.7 12.1 32.7 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,254: 12,494 4,885 1,488 0 218 13,982 6,591: 4,272 11,663
Old : 11,120: 6,450 4,838 1,424 0 28 7,874 6,290: 3,246 4,830
Other: 7,134: 6,087 90 21 0 190 6,108 301: 1,026 6,833
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,722: 2,744 2,080 533 -610 -21 2,667 2,592: 55 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 26.8 8.2 0.0 1.2 76.6 36.1: 23.4 63.9
Old : 100.0: 58.0 43.5 12.8 0.0 0.3 70.8 56.6: 29.2 43.4
Other: 100.0: 85.3 1.3 0.3 0.0 2.7 85.6 4.2: 14.4 95.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 11 9 0 1 13 17:
Old : 21: 8 12 8 0 1 12 17:
Other: 8: 5 2 2 0 1 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 66.5 18.5 74.1 28.6 62.5 14.9 68.0 23.3
Old : 60.3 30.0 69.4 46.1 52.8 24.1 58.0 37.5
Other: 85.5 4.1 85.6 4.2 85.3 3.9 85.3 3.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 11, 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 : 191,906: 43,481 31,222 22,899 105,053 118,202 171,433 172,323: 20,473 19,583
Old : 155,925: 40,217 34,869 10,351 88,572 93,486 139,140 138,706: 16,785 17,219
Other: 35,981: 11,350 4,439 4,462 16,481 24,716 32,293 33,617: 3,688 2,364
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,972: 2,907 7,087 -4,769 5,648 3,569 3,786 5,887: -1,814 -3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 16.3 11.9 54.7 61.6 89.3 89.8: 10.7 10.2
Old : 100.0: 25.8 22.4 6.6 56.8 60.0 89.2 89.0: 10.8 11.0
Other: 100.0: 31.5 12.3 12.4 45.8 68.7 89.8 93.4: 10.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 51 39 36 48 45 116 110:
Old : 158: 47 44 29 43 39 104 99:
Other: 72: 25 12 16 18 24 50 46:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 35.9 37.7 46.8 24.4 33.0 33.1 40.9
Old : 30.0 34.1 40.6 46.5 30.0 33.7 40.4 43.4
Other: 47.6 43.8 66.2 58.5 41.6 37.0 51.1 49.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 11, 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 : 697,646: 78,209 192,594 11,409 488,774 311,263 578,392 515,266: 119,254 182,380
Old : 697,646: 78,209 192,594 11,409 488,774 311,263 578,392 515,266: 119,254 182,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 41,093: 2,222 28,150 2,286 33,805 7,481 38,313 37,917: 2,780 3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 27.6 1.6 70.1 44.6 82.9 73.9: 17.1 26.1
Old : 100.0: 11.2 27.6 1.6 70.1 44.6 82.9 73.9: 17.1 26.1
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 : 169: 30 49 23 64 64 106 124:
Old : 169: 30 49 23 64 64 106 124:
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 : 26.8 19.5 37.2 30.1 21.9 13.7 30.0 23.0
Old : 26.8 19.5 37.2 30.1 21.9 13.7 30.0 23.0
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 - Futures Only, April 11, 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 : 181,046: 25,211 52,301 31,238 97,910 68,538 154,359 152,077: 26,687 28,969
Old : 146,496: 26,339 48,858 20,665 76,738 53,072 123,742 122,595: 22,754 23,901
Other: 34,550: 3,464 8,035 5,981 21,172 15,466 30,617 29,482: 3,933 5,068
: : :
: : Changes in Commitments from: April 4, 2006 :
: 15,716: 2,429 11,056 2,740 11,015 1,123 16,184 14,919: -468 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 28.9 17.3 54.1 37.9 85.3 84.0: 14.7 16.0
Old : 100.0: 18.0 33.4 14.1 52.4 36.2 84.5 83.7: 15.5 16.3
Other: 100.0: 10.0 23.3 17.3 61.3 44.8 88.6 85.3: 11.4 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 64 47 59 50 133 147:
Old : 192: 43 63 44 56 45 129 139:
Other: 87: 16 24 16 34 26 64 56:
:----------------------------------------------------------------------------------------------------
: 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 19.2 35.8 28.0 23.5 18.3 32.3 25.9
Old : 23.1 18.8 32.3 28.9 19.9 18.2 28.8 27.3
Other: 43.5 30.2 56.7 46.4 43.0 28.0 52.2 39.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 11, 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 : 10,910: 3,412 214 738 3,969 8,474 8,119 9,426: 2,791 1,484
Old : 6,915: 2,978 404 96 2,208 5,576 5,282 6,076: 1,633 839
Other: 3,995: 692 68 384 1,761 2,898 2,837 3,350: 1,158 645
: : :
: : Changes in Commitments from: April 4, 2006 :
: -50: 90 -1 115 160 -28 365 86: -415 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 2.0 6.8 36.4 77.7 74.4 86.4: 25.6 13.6
Old : 100.0: 43.1 5.8 1.4 31.9 80.6 76.4 87.9: 23.6 12.1
Other: 100.0: 17.3 1.7 9.6 44.1 72.5 71.0 83.9: 29.0 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 6 9 17 20 40 31:
Old : 44: 16 6 2 10 18 26 26:
Other: 29: 8 4 6 10 13 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 56.4 42.8 67.7 22.2 43.4 33.4 52.3
Old : 35.0 59.7 52.8 71.2 31.8 51.3 48.1 59.7
Other: 38.9 56.7 51.2 71.3 27.3 39.9 34.3 50.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 11, 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 : 472,344: 153,396 151,559 3,549 220,863 203,170 377,808 358,278: 94,536 114,066
Old : 472,344: 153,396 151,559 3,549 220,863 203,170 377,808 358,278: 94,536 114,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -1,188: -7,273 17,257 1,676 -7,437 -14,595 -13,034 4,338: 11,846 -5,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 32.1 0.8 46.8 43.0 80.0 75.9: 20.0 24.1
Old : 100.0: 32.5 32.1 0.8 46.8 43.0 80.0 75.9: 20.0 24.1
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 : 147: 27 45 6 51 53 81 101:
Old : 147: 27 45 6 51 53 81 101:
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 16.2 35.3 25.6 21.2 15.1 35.0 24.3
Old : 21.3 16.2 35.3 25.6 21.2 15.1 35.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 11, 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 : 2,246,748: 678,685 506,005 71,417 1,284,450 1,254,627 2,034,552 1,832,049: 212,196 414,699
Old : 2,246,748: 678,685 506,005 71,417 1,284,450 1,254,627 2,034,552 1,832,049: 212,196 414,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 114,134: 43,240 21,781 8,442 64,896 98,446 116,578 128,669: -2,444 -14,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 22.5 3.2 57.2 55.8 90.6 81.5: 9.4 18.5
Old : 100.0: 30.2 22.5 3.2 57.2 55.8 90.6 81.5: 9.4 18.5
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 : 295: 73 75 39 100 108 187 208:
Old : 295: 73 75 39 100 108 187 208:
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 : 28.0 33.5 38.3 40.9 23.2 31.7 32.8 37.5
Old : 28.0 33.5 38.3 40.9 23.2 31.7 32.8 37.5
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 - Futures Only, April 11, 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 : 1,227,806: 264,165 268,405 37,792 745,692 616,215 1,047,649 922,412: 180,157 305,394
Old : 1,227,806: 264,165 268,405 37,792 745,692 616,215 1,047,649 922,412: 180,157 305,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 32,636: 6,798 -13,472 1,309 6,928 34,398 15,035 22,235: 17,601 10,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.9 3.1 60.7 50.2 85.3 75.1: 14.7 24.9
Old : 100.0: 21.5 21.9 3.1 60.7 50.2 85.3 75.1: 14.7 24.9
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 : 193: 43 50 25 63 74 114 141:
Old : 193: 43 50 25 63 74 114 141:
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 : 26.2 17.9 38.1 25.9 23.6 16.1 34.2 23.2
Old : 26.2 17.9 38.1 25.9 23.6 16.1 34.2 23.2
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 - Futures Only, April 11, 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 : 536,956: 174,563 192,646 93,441 211,995 218,013 479,999 504,100: 56,957 32,856
Old : 536,956: 174,563 192,646 93,441 211,995 218,013 479,999 504,100: 56,957 32,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 26,238: 16,014 19,861 1,625 9,913 1,791 27,552 23,277: -1,314 2,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 35.9 17.4 39.5 40.6 89.4 93.9: 10.6 6.1
Old : 100.0: 32.5 35.9 17.4 39.5 40.6 89.4 93.9: 10.6 6.1
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 : 126: 41 27 40 49 45 106 96:
Old : 126: 41 27 40 49 45 106 96:
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 : 23.2 33.2 35.3 47.8 18.6 31.5 25.4 41.6
Old : 23.2 33.2 35.3 47.8 18.6 31.5 25.4 41.6
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 - Futures Only, April 11, 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 : 16,832: 5,784 5,004 0 1,892 5,572 7,676 10,576: 9,156 6,256
Old : 16,832: 5,784 5,004 0 1,892 5,572 7,676 10,576: 9,156 6,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 29.7 0.0 11.2 33.1 45.6 62.8: 54.4 37.2
Old : 100.0: 34.4 29.7 0.0 11.2 33.1 45.6 62.8: 54.4 37.2
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 : 24: 10 7 0 4 5 14 12:
Old : 24: 10 7 0 4 5 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 45.9 40.6 60.4 32.9 45.5 40.6 59.6
Old : 32.9 45.9 40.6 60.4 32.9 45.5 40.6 59.6
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 - Futures Only, April 11, 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 : 43,498: 10,129 6,931 2 20,687 29,765 30,818 36,698: 12,680 6,800
Old : 43,498: 10,129 6,931 2 20,687 29,765 30,818 36,698: 12,680 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,816: 443 -512 -1 4,530 4,937 4,972 4,424: -1,156 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.9 0.0 47.6 68.4 70.8 84.4: 29.2 15.6
Old : 100.0: 23.3 15.9 0.0 47.6 68.4 70.8 84.4: 29.2 15.6
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 : 53: 16 9 1 19 12 35 22:
Old : 53: 16 9 1 19 12 35 22:
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 : 30.3 41.7 48.1 67.4 30.3 37.9 47.4 63.6
Old : 30.3 41.7 48.1 67.4 30.3 37.9 47.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 11, 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 : 71,542: 50,267 21,858 439 11,595 25,499 62,301 47,796: 9,241 23,746
Old : 71,542: 50,267 21,858 439 11,595 25,499 62,301 47,796: 9,241 23,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -609: -2,343 3,463 -127 2,384 -3,254 -86 82: -523 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 30.6 0.6 16.2 35.6 87.1 66.8: 12.9 33.2
Old : 100.0: 70.3 30.6 0.6 16.2 35.6 87.1 66.8: 12.9 33.2
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 : 83: 30 23 4 14 20 46 45:
Old : 83: 30 23 4 14 20 46 45:
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 : 49.0 32.6 61.7 42.9 49.0 32.6 61.7 42.9
Old : 49.0 32.6 61.7 42.9 49.0 32.6 61.7 42.9
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 - Futures Only, April 11, 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 : 13,331: 1,924 2,279 239 10,804 10,609 12,967 13,127: 364 204
Old : 13,331: 1,924 2,279 239 10,804 10,609 12,967 13,127: 364 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -511: 173 16 0 -693 -422 -520 -406: 9 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.1 1.8 81.0 79.6 97.3 98.5: 2.7 1.5
Old : 100.0: 14.4 17.1 1.8 81.0 79.6 97.3 98.5: 2.7 1.5
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 : 42: 6 13 4 14 12 22 27:
Old : 42: 6 13 4 14 12 22 27:
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 : 44.4 62.8 72.4 79.5 44.4 57.8 71.2 73.0
Old : 44.4 62.8 72.4 79.5 44.4 57.8 71.2 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006