WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 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 : 384,109: 67,789 75,895 53,034 232,786 202,563 353,609 331,492: 30,500 52,617
Old : 35,737: 12,930 16,605 699 14,941 12,267 28,570 29,571: 7,167 6,166
Other: 348,372: 65,605 70,036 41,589 217,845 190,296 325,039 301,921: 23,333 46,451
: : :
: : Changes in Commitments from: April 11, 2006 :
: -2,952: 1,250 640 -1,998 978 1,978 230 620: -3,182 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.8 13.8 60.6 52.7 92.1 86.3: 7.9 13.7
Old : 100.0: 36.2 46.5 2.0 41.8 34.3 79.9 82.7: 20.1 17.3
Other: 100.0: 18.8 20.1 11.9 62.5 54.6 93.3 86.7: 6.7 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 92 115 106 51 73 223 234:
Old : 165: 49 58 5 22 37 73 98:
Other: 289: 83 116 91 42 72 193 218:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 26.7 44.7 34.0 31.1 21.7 44.4 26.7
Old : 38.0 19.2 49.1 30.5 36.7 19.2 47.8 30.5
Other: 33.3 28.6 47.1 36.2 33.1 23.4 46.9 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 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 : 1,196,857: 294,748 85,143 182,376 559,139 650,803 1,036,263 918,322: 160,594 278,535
Old : 724,547: 197,271 152,742 47,055 375,140 394,085 619,466 593,882: 105,081 130,665
Other: 472,310: 207,642 42,566 25,156 183,999 256,718 416,797 324,440: 55,513 147,870
: : :
: : Changes in Commitments from: April 11, 2006 :
: 15,800: 18,466 -9,170 3,814 1,622 23,161 23,902 17,805: -8,102 -2,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.1 15.2 46.7 54.4 86.6 76.7: 13.4 23.3
Old : 100.0: 27.2 21.1 6.5 51.8 54.4 85.5 82.0: 14.5 18.0
Other: 100.0: 44.0 9.0 5.3 39.0 54.4 88.2 68.7: 11.8 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 203 125 166 207 280 502 510:
Old : 644: 166 152 119 159 253 402 456:
Other: 514: 121 95 45 105 256 250 377:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 16.5 28.6 22.4 18.6 15.5 28.3 20.0
Old : 26.8 21.3 37.1 27.9 26.8 20.4 36.9 26.8
Other: 22.6 13.5 34.5 19.8 22.6 13.2 33.5 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 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 : 11,158: 4,076 851 662 2,969 7,602 7,707 9,115: 3,451 2,043
Old : 2,823: 994 666 0 783 1,544 1,777 2,210: 1,046 613
Other: 8,335: 3,242 345 502 2,186 6,058 5,930 6,905: 2,405 1,430
: : :
: : Changes in Commitments from: April 11, 2006 :
: 464: 294 269 48 -23 251 319 568: 145 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.6 5.9 26.6 68.1 69.1 81.7: 30.9 18.3
Old : 100.0: 35.2 23.6 0.0 27.7 54.7 62.9 78.3: 37.1 21.7
Other: 100.0: 38.9 4.1 6.0 26.2 72.7 71.1 82.8: 28.9 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 5 7 11 14 32 25:
Old : 24: 7 5 0 5 8 12 13:
Other: 36: 16 3 7 9 13 28 22:
:----------------------------------------------------------------------------------------------------
: 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 : 31.9 41.5 44.6 60.9 28.3 36.6 37.5 49.1
Old : 50.1 51.3 61.2 71.1 43.0 42.0 50.1 59.3
Other: 35.4 47.4 48.1 65.9 33.6 44.9 42.3 58.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 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 : 375,811: 53,521 93,543 64,978 199,015 120,940 317,514 279,461: 58,297 96,350
Old : 279,710: 56,329 116,025 19,056 159,900 90,079 235,285 225,160: 44,425 54,550
Other: 96,101: 35,440 15,766 7,674 39,115 30,861 82,229 54,301: 13,872 41,800
: : :
: : Changes in Commitments from: April 11, 2006 :
: -9,603: -2,617 -9,665 4,164 -8,135 2,082 -6,588 -3,419: -3,015 -6,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 24.9 17.3 53.0 32.2 84.5 74.4: 15.5 25.6
Old : 100.0: 20.1 41.5 6.8 57.2 32.2 84.1 80.5: 15.9 19.5
Other: 100.0: 36.9 16.4 8.0 40.7 32.1 85.6 56.5: 14.4 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 118 127 140 95 104 305 322:
Old : 399: 124 141 80 87 90 255 281:
Other: 214: 62 55 38 47 69 134 145:
:----------------------------------------------------------------------------------------------------
: 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 10.2 30.7 16.7 19.6 9.8 28.8 15.8
Old : 27.5 12.0 38.3 20.6 27.5 11.6 38.1 20.1
Other: 23.5 13.1 35.3 19.1 21.4 12.5 32.6 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 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 : 14,854: 9,081 2,601 537 270 207 9,888 3,345: 4,966 11,509
Old : 7,473: 3,018 2,650 372 270 13 3,660 3,035: 3,813 4,438
Other: 7,381: 6,162 50 66 0 194 6,228 310: 1,153 7,071
: : :
: : Changes in Commitments from: April 11, 2006 :
: -3,400: -3,413 -2,284 -951 270 -11 -4,094 -3,246: 694 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 17.5 3.6 1.8 1.4 66.6 22.5: 33.4 77.5
Old : 100.0: 40.4 35.5 5.0 3.6 0.2 49.0 40.6: 51.0 59.4
Other: 100.0: 83.5 0.7 0.9 0.0 2.6 84.4 4.2: 15.6 95.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 9 8 1 1 14 14:
Old : 20: 8 10 6 1 1 13 13:
Other: 7: 5 1 2 0 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 53.6 12.6 61.1 19.1 52.5 11.0 60.1 16.9
Old : 28.8 25.1 42.8 37.5 28.7 21.9 42.7 33.2
Other: 84.3 4.2 84.4 4.2 83.4 3.3 83.5 3.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 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 : 200,881: 45,719 30,067 24,080 106,319 124,790 176,118 178,937: 24,763 21,944
Old : 162,075: 42,072 34,689 10,662 88,668 97,413 141,402 142,764: 20,673 19,311
Other: 38,806: 13,114 4,845 3,951 17,651 27,377 34,716 36,173: 4,090 2,633
: : :
: : Changes in Commitments from: April 11, 2006 :
: 8,975: 2,238 -1,155 1,181 1,266 6,588 4,685 6,614: 4,290 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.0 12.0 52.9 62.1 87.7 89.1: 12.3 10.9
Old : 100.0: 26.0 21.4 6.6 54.7 60.1 87.2 88.1: 12.8 11.9
Other: 100.0: 33.8 12.5 10.2 45.5 70.5 89.5 93.2: 10.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 49 41 37 50 44 122 110:
Old : 161: 50 43 28 45 39 110 98:
Other: 74: 26 12 15 21 24 53 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 : 25.9 34.6 35.7 47.4 23.0 30.7 31.0 38.7
Old : 28.5 33.1 38.4 47.0 28.5 30.8 38.3 42.8
Other: 45.8 45.7 64.3 61.3 39.8 41.2 52.3 52.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 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 : 732,388: 81,622 209,973 13,653 513,496 308,448 608,771 532,074: 123,617 200,314
Old : 732,388: 81,622 209,973 13,653 513,496 308,448 608,771 532,074: 123,617 200,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 34,742: 3,413 17,379 2,244 24,722 -2,815 30,379 16,808: 4,363 17,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.7 1.9 70.1 42.1 83.1 72.6: 16.9 27.4
Old : 100.0: 11.1 28.7 1.9 70.1 42.1 83.1 72.6: 16.9 27.4
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 : 171: 30 53 28 64 62 109 128:
Old : 171: 30 53 28 64 62 109 128:
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 : 26.4 19.4 36.3 29.5 21.7 13.9 29.8 22.7
Old : 26.4 19.4 36.3 29.5 21.7 13.9 29.8 22.7
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 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 : 170,048: 25,994 43,720 27,369 89,982 72,615 143,345 143,704: 26,703 26,344
Old : 134,668: 26,828 40,393 17,343 67,648 55,249 111,819 112,985: 22,849 21,683
Other: 35,380: 3,182 7,343 6,010 22,334 17,366 31,526 30,719: 3,854 4,661
: : :
: : Changes in Commitments from: April 11, 2006 :
: -10,998: 783 -8,581 -3,869 -7,928 4,077 -11,014 -8,373: 16 -2,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.7 16.1 52.9 42.7 84.3 84.5: 15.7 15.5
Old : 100.0: 19.9 30.0 12.9 50.2 41.0 83.0 83.9: 17.0 16.1
Other: 100.0: 9.0 20.8 17.0 63.1 49.1 89.1 86.8: 10.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 42 55 49 61 54 135 144:
Old : 185: 50 50 42 58 45 130 128:
Other: 93: 14 29 18 32 28 62 63:
:----------------------------------------------------------------------------------------------------
: 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 21.7 34.4 30.8 22.2 20.7 30.8 28.8
Old : 20.0 21.6 29.8 31.6 17.3 20.9 26.5 30.8
Other: 45.1 30.4 58.2 44.6 44.7 27.2 53.8 37.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 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 : 11,100: 3,532 211 769 3,999 8,682 8,300 9,662: 2,800 1,438
Old : 7,008: 3,013 450 159 2,211 5,530 5,383 6,139: 1,625 869
Other: 4,092: 816 58 313 1,788 3,152 2,917 3,523: 1,175 569
: : :
: : Changes in Commitments from: April 11, 2006 :
: 190: 120 -3 31 30 208 181 236: 9 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 1.9 6.9 36.0 78.2 74.8 87.0: 25.2 13.0
Old : 100.0: 43.0 6.4 2.3 31.5 78.9 76.8 87.6: 23.2 12.4
Other: 100.0: 19.9 1.4 7.6 43.7 77.0 71.3 86.1: 28.7 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 20 6 9 17 19 41 30:
Old : 45: 16 7 7 10 17 30 27:
Other: 29: 10 2 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 : 30.4 56.2 42.5 67.8 21.4 43.4 32.5 52.7
Old : 34.8 57.1 52.4 69.3 31.7 48.8 48.0 57.2
Other: 38.6 61.6 51.0 74.9 27.4 45.1 35.4 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 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 : 487,287: 172,176 148,086 1,548 213,092 228,746 386,816 378,380: 100,471 108,907
Old : 487,287: 172,176 148,086 1,548 213,092 228,746 386,816 378,380: 100,471 108,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 14,943: 18,780 -3,473 -2,001 -7,771 25,576 9,008 20,102: 5,935 -5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 30.4 0.3 43.7 46.9 79.4 77.7: 20.6 22.3
Old : 100.0: 35.3 30.4 0.3 43.7 46.9 79.4 77.7: 20.6 22.3
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 : 156: 35 43 7 51 55 90 101:
Old : 156: 35 43 7 51 55 90 101:
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 : 20.8 13.3 33.6 22.3 20.6 12.4 33.3 21.2
Old : 20.8 13.3 33.6 22.3 20.6 12.4 33.3 21.2
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 - Futures Only, April 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 : 2,319,940: 705,614 529,132 78,893 1,313,185 1,292,773 2,097,692 1,900,798: 222,248 419,142
Old : 2,319,940: 705,614 529,132 78,893 1,313,185 1,292,773 2,097,692 1,900,798: 222,248 419,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 73,192: 26,929 23,127 7,476 28,735 38,146 63,140 68,749: 10,052 4,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 22.8 3.4 56.6 55.7 90.4 81.9: 9.6 18.1
Old : 100.0: 30.4 22.8 3.4 56.6 55.7 90.4 81.9: 9.6 18.1
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 : 301: 73 80 45 103 110 194 217:
Old : 301: 73 80 45 103 110 194 217:
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 33.0 38.3 40.6 23.2 31.4 32.7 37.4
Old : 28.0 33.0 38.3 40.6 23.2 31.4 32.7 37.4
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 - Futures Only, April 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 : 1,269,306: 277,321 271,625 35,603 754,979 657,432 1,067,903 964,660: 201,403 304,646
Old : 1,269,306: 277,321 271,625 35,603 754,979 657,432 1,067,903 964,660: 201,403 304,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 41,500: 13,156 3,220 -2,189 9,287 41,217 20,254 42,248: 21,246 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 21.4 2.8 59.5 51.8 84.1 76.0: 15.9 24.0
Old : 100.0: 21.8 21.4 2.8 59.5 51.8 84.1 76.0: 15.9 24.0
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 : 194: 48 45 25 64 75 118 139:
Old : 194: 48 45 25 64 75 118 139:
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 : 25.5 18.5 37.0 27.0 22.8 16.9 32.6 24.0
Old : 25.5 18.5 37.0 27.0 22.8 16.9 32.6 24.0
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 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 : 550,194: 205,644 197,181 95,324 197,671 226,406 498,639 518,911: 51,555 31,283
Old : 550,194: 205,644 197,181 95,324 197,671 226,406 498,639 518,911: 51,555 31,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 13,238: 31,081 4,535 1,883 -14,324 8,393 18,640 14,811: -5,402 -1,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 35.8 17.3 35.9 41.2 90.6 94.3: 9.4 5.7
Old : 100.0: 37.4 35.8 17.3 35.9 41.2 90.6 94.3: 9.4 5.7
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 : 132: 41 29 41 51 46 111 98:
Old : 132: 41 29 41 51 46 111 98:
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 : 22.7 33.7 34.2 48.6 18.0 31.4 26.3 42.0
Old : 22.7 33.7 34.2 48.6 18.0 31.4 26.3 42.0
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 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 : 17,077: 5,666 5,227 221 2,394 5,459 8,281 10,907: 8,796 6,170
Old : 17,077: 5,666 5,227 221 2,394 5,459 8,281 10,907: 8,796 6,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 245: -118 223 221 502 -113 605 331: -360 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 30.6 1.3 14.0 32.0 48.5 63.9: 51.5 36.1
Old : 100.0: 33.2 30.6 1.3 14.0 32.0 48.5 63.9: 51.5 36.1
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 : 23: 10 6 1 4 5 14 12:
Old : 23: 10 6 1 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 : 32.3 45.8 41.4 61.0 32.3 45.7 41.4 59.2
Old : 32.3 45.8 41.4 61.0 32.3 45.7 41.4 59.2
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 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 : 44,388: 11,035 7,174 3 20,489 29,738 31,527 36,915: 12,861 7,473
Old : 44,388: 11,035 7,174 3 20,489 29,738 31,527 36,915: 12,861 7,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 890: 906 243 1 -198 -27 709 217: 181 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 16.2 0.0 46.2 67.0 71.0 83.2: 29.0 16.8
Old : 100.0: 24.9 16.2 0.0 46.2 67.0 71.0 83.2: 29.0 16.8
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 : 55: 19 9 2 18 12 38 22:
Old : 55: 19 9 2 18 12 38 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 : 29.9 40.9 47.3 66.2 29.9 37.2 46.5 62.5
Old : 29.9 40.9 47.3 66.2 29.9 37.2 46.5 62.5
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 - Futures Only, April 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 : 76,484: 51,643 16,052 555 14,698 33,872 66,896 50,479: 9,588 26,005
Old : 76,484: 51,643 16,052 555 14,698 33,872 66,896 50,479: 9,588 26,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 4,942: 1,376 -5,806 116 3,103 8,373 4,595 2,683: 347 2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 21.0 0.7 19.2 44.3 87.5 66.0: 12.5 34.0
Old : 100.0: 67.5 21.0 0.7 19.2 44.3 87.5 66.0: 12.5 34.0
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 : 89: 30 23 5 17 24 49 50:
Old : 89: 30 23 5 17 24 49 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 : 47.6 27.9 62.8 36.4 47.6 27.9 62.8 36.4
Old : 47.6 27.9 62.8 36.4 47.6 27.9 62.8 36.4
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 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 : 13,756: 2,951 2,709 239 10,165 10,629 13,355 13,577: 401 179
Old : 13,756: 2,951 2,709 239 10,165 10,629 13,355 13,577: 401 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 425: 1,027 430 0 -639 20 388 450: 37 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 19.7 1.7 73.9 77.3 97.1 98.7: 2.9 1.3
Old : 100.0: 21.5 19.7 1.7 73.9 77.3 97.1 98.7: 2.9 1.3
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 : 42: 6 14 4 13 12 21 28:
Old : 42: 6 14 4 13 12 21 28:
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 : 41.2 61.0 70.2 79.2 41.2 56.2 69.1 73.0
Old : 41.2 61.0 70.2 79.2 41.2 56.2 69.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2006