WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 25, 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 : 382,536: 63,760 78,212 52,301 231,061 190,724 347,122 321,237: 35,414 61,299
Old : 16,238: 5,448 5,255 200 5,808 6,601 11,456 12,056: 4,782 4,182
Other: 366,298: 63,884 78,529 46,529 225,253 184,123 335,666 309,181: 30,632 57,117
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,573: -4,029 2,317 -733 -1,725 -11,839 -6,487 -10,255: 4,914 8,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.4 13.7 60.4 49.9 90.7 84.0: 9.3 16.0
Old : 100.0: 33.6 32.4 1.2 35.8 40.7 70.6 74.2: 29.4 25.8
Other: 100.0: 17.4 21.4 12.7 61.5 50.3 91.6 84.4: 8.4 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 79 119 96 49 72 209 228:
Old : 91: 25 25 1 11 31 36 57:
Other: 298: 83 121 89 43 71 197 221:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 26.6 44.7 34.1 31.2 22.4 44.4 27.5
Old : 38.8 26.0 51.1 39.7 38.8 26.0 51.1 39.7
Other: 32.7 27.2 46.2 34.9 32.6 23.0 46.0 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 25, 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 : 1,184,360: 292,595 85,409 175,047 561,947 649,955 1,029,589 910,411: 154,771 273,949
Old : 692,798: 194,288 156,719 33,162 366,808 382,487 594,258 572,368: 98,540 120,430
Other: 491,562: 214,721 45,104 25,471 195,139 267,468 435,331 338,043: 56,231 153,519
: : :
: : Changes in Commitments from: April 18, 2006 :
: -12,497: -2,153 266 -7,329 2,808 -848 -6,674 -7,911: -5,823 -4,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.2 14.8 47.4 54.9 86.9 76.9: 13.1 23.1
Old : 100.0: 28.0 22.6 4.8 52.9 55.2 85.8 82.6: 14.2 17.4
Other: 100.0: 43.7 9.2 5.2 39.7 54.4 88.6 68.8: 11.4 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 192 127 173 210 280 504 513:
Old : 634: 156 154 98 162 255 388 446:
Other: 532: 132 102 44 110 255 266 381:
:----------------------------------------------------------------------------------------------------
: 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 17.3 29.3 23.0 19.1 16.2 28.9 20.6
Old : 28.2 23.0 38.4 29.7 28.2 22.3 38.1 28.8
Other: 23.2 13.6 34.4 20.0 23.0 13.5 33.5 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 25, 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 : 11,124: 4,622 873 784 2,288 7,285 7,694 8,942: 3,430 2,182
Old : 672: 77 0 0 0 229 77 229: 595 443
Other: 10,452: 4,580 908 749 2,288 7,056 7,617 8,713: 2,835 1,739
: : :
: : Changes in Commitments from: April 18, 2006 :
: -34: 546 22 122 -681 -317 -13 -173: -21 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 7.8 7.0 20.6 65.5 69.2 80.4: 30.8 19.6
Old : 100.0: 11.5 0.0 0.0 0.0 34.1 11.5 34.1: 88.5 65.9
Other: 100.0: 43.8 8.7 7.2 21.9 67.5 72.9 83.4: 27.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 6 8 10 14 33 27:
Old : 9: 3 0 0 0 6 3 6:
Other: 44: 18 7 8 10 14 33 27:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 38.0 42.8 57.5 29.2 36.1 40.6 50.3
Old : 11.5 30.4 11.5 34.1 11.5 30.4 11.5 34.1
Other: 31.1 40.3 45.6 60.3 31.1 38.2 43.2 52.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 25, 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 : 365,777: 45,868 85,714 62,788 199,341 115,642 307,997 264,144: 57,780 101,633
Old : 261,925: 46,067 105,205 16,827 155,973 81,381 218,867 203,413: 43,058 58,512
Other: 103,852: 36,936 17,644 8,826 43,368 34,261 89,130 60,731: 14,722 43,121
: : :
: : Changes in Commitments from: April 18, 2006 :
: -10,034: -7,653 -7,829 -2,190 326 -5,298 -9,517 -15,317: -517 5,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 23.4 17.2 54.5 31.6 84.2 72.2: 15.8 27.8
Old : 100.0: 17.6 40.2 6.4 59.5 31.1 83.6 77.7: 16.4 22.3
Other: 100.0: 35.6 17.0 8.5 41.8 33.0 85.8 58.5: 14.2 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 93 119 116 96 104 274 292:
Old : 362: 101 131 59 86 90 221 255:
Other: 222: 60 58 40 50 74 140 153:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 10.8 32.8 17.2 20.8 10.0 31.1 15.4
Old : 29.3 12.6 42.3 20.8 29.3 11.9 41.8 19.7
Other: 25.5 12.7 36.7 18.8 23.5 12.3 33.5 17.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,084: 9,951 3,335 454 530 410 10,935 4,199: 4,149 10,885
Old : 7,307: 3,498 3,377 350 475 61 4,323 3,788: 2,984 3,519
Other: 7,777: 6,495 0 62 55 349 6,612 411: 1,165 7,366
: : :
: : Changes in Commitments from: April 18, 2006 :
: 230: 870 734 -83 260 203 1,047 854: -817 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 22.1 3.0 3.5 2.7 72.5 27.8: 27.5 72.2
Old : 100.0: 47.9 46.2 4.8 6.5 0.8 59.2 51.8: 40.8 48.2
Other: 100.0: 83.5 0.0 0.8 0.7 4.5 85.0 5.3: 15.0 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 9 1 2 16 15:
Old : 22: 9 10 8 1 2 15 15:
Other: 8: 5 0 2 1 2 6 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 : 55.7 15.7 65.6 23.1 55.2 14.6 65.0 20.9
Old : 33.4 32.5 50.5 47.6 33.2 30.6 50.3 43.4
Other: 84.6 5.3 85.0 5.3 83.8 4.5 84.2 4.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 25, 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 : 218,725: 60,416 16,480 30,153 102,100 156,859 192,669 203,492: 26,056 15,233
Old : 171,797: 54,749 25,171 13,279 82,110 120,878 150,138 159,328: 21,659 12,469
Other: 46,928: 16,793 2,435 5,748 19,990 35,981 42,531 44,164: 4,397 2,764
: : :
: : Changes in Commitments from: April 18, 2006 :
: 17,844: 14,697 -13,587 6,073 -4,219 32,069 16,551 24,555: 1,293 -6,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.5 13.8 46.7 71.7 88.1 93.0: 11.9 7.0
Old : 100.0: 31.9 14.7 7.7 47.8 70.4 87.4 92.7: 12.6 7.3
Other: 100.0: 35.8 5.2 12.2 42.6 76.7 90.6 94.1: 9.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 66 35 44 53 48 149 114:
Old : 186: 69 41 35 46 45 135 106:
Other: 81: 29 12 18 24 25 59 50:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 43.1 32.9 56.7 21.7 38.8 29.3 47.9
Old : 26.8 43.8 36.0 56.4 26.8 41.5 35.8 54.1
Other: 39.0 46.8 59.6 64.5 34.2 43.3 50.1 56.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 25, 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 : 815,907: 98,653 252,622 21,532 573,028 326,378 693,213 600,532: 122,694 215,375
Old : 815,907: 98,653 252,622 21,532 573,028 326,378 693,213 600,532: 122,694 215,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 83,519: 17,031 42,649 7,879 59,532 17,930 84,442 68,458: -923 15,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 31.0 2.6 70.2 40.0 85.0 73.6: 15.0 26.4
Old : 100.0: 12.1 31.0 2.6 70.2 40.0 85.0 73.6: 15.0 26.4
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 : 179: 29 59 26 67 68 109 140:
Old : 179: 29 59 26 67 68 109 140:
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 : 27.9 17.5 37.5 27.0 23.1 12.1 31.2 20.7
Old : 27.9 17.5 37.5 27.0 23.1 12.1 31.2 20.7
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 25, 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 : 171,766: 27,376 44,119 26,724 89,239 75,642 143,339 146,485: 28,427 25,281
Old : 132,869: 27,637 40,149 15,745 65,681 56,685 109,063 112,579: 23,806 20,290
Other: 38,897: 4,095 8,326 6,623 23,558 18,957 34,276 33,906: 4,621 4,991
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,718: 1,382 399 -645 -743 3,027 -6 2,781: 1,724 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 25.7 15.6 52.0 44.0 83.5 85.3: 16.5 14.7
Old : 100.0: 20.8 30.2 11.9 49.4 42.7 82.1 84.7: 17.9 15.3
Other: 100.0: 10.5 21.4 17.0 60.6 48.7 88.1 87.2: 11.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 41 47 44 57 54 126 137:
Old : 176: 49 46 40 53 46 122 124:
Other: 91: 16 25 17 34 32 65 62:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 22.2 32.4 30.5 20.8 20.7 28.5 27.9
Old : 20.8 22.6 30.1 32.2 20.3 21.3 28.3 31.0
Other: 38.3 28.5 52.7 44.0 37.7 25.3 47.5 37.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 25, 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 : 10,979: 3,507 349 804 3,935 8,266 8,246 9,419: 2,733 1,560
Old : 6,298: 3,102 488 125 1,791 4,739 5,018 5,352: 1,280 946
Other: 4,681: 727 183 357 2,144 3,527 3,228 4,067: 1,453 614
: : :
: : Changes in Commitments from: April 18, 2006 :
: -121: -25 138 35 -64 -416 -54 -243: -67 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 3.2 7.3 35.8 75.3 75.1 85.8: 24.9 14.2
Old : 100.0: 49.3 7.7 2.0 28.4 75.2 79.7 85.0: 20.3 15.0
Other: 100.0: 15.5 3.9 7.6 45.8 75.3 69.0 86.9: 31.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 19 8 9 17 19 40 32:
Old : 46: 16 9 4 9 16 28 26:
Other: 30: 7 5 7 11 13 22 21:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 55.0 43.6 65.0 21.7 41.2 33.3 48.1
Old : 37.6 54.0 57.8 67.0 35.6 45.3 53.2 57.3
Other: 39.9 64.2 52.0 76.7 28.0 45.7 36.9 57.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 25, 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 : 501,149: 174,695 152,811 1,303 221,082 226,747 397,080 380,861: 104,069 120,288
Old : 501,149: 174,695 152,811 1,303 221,082 226,747 397,080 380,861: 104,069 120,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 13,862: 2,519 4,725 -245 7,990 -1,999 10,264 2,481: 3,598 11,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 30.5 0.3 44.1 45.2 79.2 76.0: 20.8 24.0
Old : 100.0: 34.9 30.5 0.3 44.1 45.2 79.2 76.0: 20.8 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 : 160: 33 42 6 55 61 92 105:
Old : 160: 33 42 6 55 61 92 105:
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 : 21.4 14.2 35.3 22.9 21.3 13.1 35.1 21.8
Old : 21.4 14.2 35.3 22.9 21.3 13.1 35.1 21.8
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 25, 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 : 2,361,982: 616,933 617,420 84,949 1,417,712 1,240,920 2,119,594 1,943,289: 242,388 418,693
Old : 2,361,982: 616,933 617,420 84,949 1,417,712 1,240,920 2,119,594 1,943,289: 242,388 418,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 42,042: -88,681 88,288 6,056 104,527 -51,853 21,902 42,491: 20,140 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 26.1 3.6 60.0 52.5 89.7 82.3: 10.3 17.7
Old : 100.0: 26.1 26.1 3.6 60.0 52.5 89.7 82.3: 10.3 17.7
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 : 293: 67 83 45 102 104 190 211:
Old : 293: 67 83 45 102 104 190 211:
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 : 29.7 32.6 39.5 40.1 25.2 31.0 34.3 37.2
Old : 29.7 32.6 39.5 40.1 25.2 31.0 34.3 37.2
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 25, 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 : 1,310,882: 311,934 303,922 38,814 764,759 637,756 1,115,507 980,492: 195,375 330,390
Old : 1,310,882: 311,934 303,922 38,814 764,759 637,756 1,115,507 980,492: 195,375 330,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 41,576: 34,613 32,297 3,211 9,780 -19,676 47,604 15,832: -6,028 25,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 23.2 3.0 58.3 48.7 85.1 74.8: 14.9 25.2
Old : 100.0: 23.8 23.2 3.0 58.3 48.7 85.1 74.8: 14.9 25.2
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 : 197: 49 44 21 67 78 120 139:
Old : 197: 49 44 21 67 78 120 139:
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 : 23.5 16.3 34.5 25.1 21.1 15.3 30.0 22.1
Old : 23.5 16.3 34.5 25.1 21.1 15.3 30.0 22.1
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 25, 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 : 548,978: 206,792 211,854 85,087 211,943 222,245 503,822 519,186: 45,156 29,792
Old : 548,978: 206,792 211,854 85,087 211,943 222,245 503,822 519,186: 45,156 29,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,216: 1,148 14,673 -10,237 14,272 -4,161 5,183 275: -6,399 -1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 38.6 15.5 38.6 40.5 91.8 94.6: 8.2 5.4
Old : 100.0: 37.7 38.6 15.5 38.6 40.5 91.8 94.6: 8.2 5.4
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 : 131: 38 28 38 52 44 107 95:
Old : 131: 38 28 38 52 44 107 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 33.7 33.1 49.5 16.2 33.3 26.2 43.8
Old : 19.9 33.7 33.1 49.5 16.2 33.3 26.2 43.8
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 25, 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 : 18,863: 5,349 5,263 325 4,481 8,239 10,155 13,827: 8,708 5,036
Old : 18,863: 5,349 5,263 325 4,481 8,239 10,155 13,827: 8,708 5,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,786: -317 36 104 2,087 2,780 1,874 2,920: -88 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 27.9 1.7 23.8 43.7 53.8 73.3: 46.2 26.7
Old : 100.0: 28.4 27.9 1.7 23.8 43.7 53.8 73.3: 46.2 26.7
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 : 25: 9 6 2 6 7 16 14:
Old : 25: 9 6 2 6 7 16 14:
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 : 32.4 54.0 45.9 67.4 32.4 52.3 45.6 65.6
Old : 32.4 54.0 45.9 67.4 32.4 52.3 45.6 65.6
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 25, 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 : 45,502: 11,819 7,590 25 21,364 30,290 33,208 37,905: 12,294 7,597
Old : 45,502: 11,819 7,590 25 21,364 30,290 33,208 37,905: 12,294 7,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,114: 784 416 22 875 552 1,681 990: -567 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.7 0.1 47.0 66.6 73.0 83.3: 27.0 16.7
Old : 100.0: 26.0 16.7 0.1 47.0 66.6 73.0 83.3: 27.0 16.7
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 : 54: 19 8 3 19 10 40 19:
Old : 54: 19 8 3 19 10 40 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 42.0 45.5 67.4 28.7 38.4 44.8 63.8
Old : 28.7 42.0 45.5 67.4 28.7 38.4 44.8 63.8
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 25, 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 : 76,986: 52,976 18,881 312 13,784 34,488 67,072 53,681: 9,914 23,305
Old : 76,986: 52,976 18,881 312 13,784 34,488 67,072 53,681: 9,914 23,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 502: 1,333 2,829 -243 -914 616 176 3,202: 326 -2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 24.5 0.4 17.9 44.8 87.1 69.7: 12.9 30.3
Old : 100.0: 68.8 24.5 0.4 17.9 44.8 87.1 69.7: 12.9 30.3
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 : 89: 28 28 4 17 22 46 53:
Old : 89: 28 28 4 17 22 46 53:
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 : 51.1 31.7 64.8 40.5 51.1 31.7 64.8 40.5
Old : 51.1 31.7 64.8 40.5 51.1 31.7 64.8 40.5
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 25, 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 : 13,837: 2,951 2,732 239 10,257 10,689 13,447 13,660: 390 177
Old : 13,837: 2,951 2,732 239 10,257 10,689 13,447 13,660: 390 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 81: 0 23 0 92 60 92 83: -11 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.7 1.7 74.1 77.2 97.2 98.7: 2.8 1.3
Old : 100.0: 21.3 19.7 1.7 74.1 77.2 97.2 98.7: 2.8 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 : 41: 6 14 4 13 11 21 27:
Old : 41: 6 14 4 13 11 21 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 : 41.3 62.1 70.1 80.2 41.3 57.4 69.0 74.1
Old : 41.3 62.1 70.1 80.2 41.3 57.4 69.0 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2006