WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 30, 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 : 538,053: 118,023 96,496 102,591 278,980 267,454 499,594 466,541: 38,459 71,512
Old : 465,067: 116,877 109,241 74,193 240,362 229,478 431,432 412,912: 33,635 52,155
Other: 72,986: 25,653 11,762 3,891 38,618 37,976 68,162 53,629: 4,824 19,357
: : :
: : Changes in Commitments from: May 23, 2006 :
: 15,758: 7,315 2,037 9,966 -175 4,914 17,106 16,917: -1,348 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.9 19.1 51.8 49.7 92.9 86.7: 7.1 13.3
Old : 100.0: 25.1 23.5 16.0 51.7 49.3 92.8 88.8: 7.2 11.2
Other: 100.0: 35.1 16.1 5.3 52.9 52.0 93.4 73.5: 6.6 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 116 129 125 53 87 281 260:
Old : 370: 115 138 107 44 84 254 252:
Other: 167: 51 42 21 22 62 82 119:
:----------------------------------------------------------------------------------------------------
: 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 23.9 33.3 30.8 22.7 18.5 32.9 24.0
Old : 26.2 26.1 38.2 33.8 26.1 24.1 38.0 30.5
Other: 42.0 20.0 55.7 31.1 37.3 18.6 51.0 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 30, 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 : 1,345,066: 351,261 84,868 230,867 600,844 753,723 1,182,972 1,069,458: 162,094 275,608
Old : 697,484: 195,195 163,741 60,475 360,476 380,457 616,146 604,673: 81,338 92,811
Other: 647,582: 276,608 41,669 49,850 240,368 373,266 566,826 464,785: 80,756 182,797
: : :
: : Changes in Commitments from: May 23, 2006 :
: -5,645: 436 -9,035 -1,878 602 7,663 -840 -3,250: -4,805 -2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.3 17.2 44.7 56.0 87.9 79.5: 12.1 20.5
Old : 100.0: 28.0 23.5 8.7 51.7 54.5 88.3 86.7: 11.7 13.3
Other: 100.0: 42.7 6.4 7.7 37.1 57.6 87.5 71.8: 12.5 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 228 110 162 219 300 535 516:
Old : 660: 169 149 65 148 263 366 432:
Other: 595: 167 83 73 147 281 348 412:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 17.5 26.8 23.9 17.6 16.9 26.4 21.4
Old : 27.3 25.5 38.0 33.9 27.3 25.4 38.0 32.3
Other: 19.5 15.1 28.8 21.5 19.5 14.9 28.3 19.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 30, 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 : 14,005: 5,131 255 1,320 3,575 10,372 10,026 11,947: 3,979 2,058
Old : 14,004: 5,131 254 1,320 3,574 10,372 10,025 11,946: 3,979 2,058
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -623: -934 -51 -29 254 -535 -709 -615: 86 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 1.8 9.4 25.5 74.1 71.6 85.3: 28.4 14.7
Old : 100.0: 36.6 1.8 9.4 25.5 74.1 71.6 85.3: 28.4 14.7
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 3 12 14 16 42 29:
Old : 49: 20 3 12 14 16 42 29:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 43.0 38.4 61.3 21.9 41.7 35.9 53.9
Old : 22.4 43.1 38.4 61.3 21.9 41.7 35.9 53.9
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 30, 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 : 384,517: 60,241 85,930 68,578 197,916 135,238 326,735 289,746: 57,782 94,771
Old : 232,219: 54,630 95,738 8,775 133,497 82,899 196,902 187,412: 35,317 44,807
Other: 152,298: 45,181 29,762 20,233 64,419 52,339 129,833 102,334: 22,465 49,964
: : :
: : Changes in Commitments from: May 23, 2006 :
: 11,665: 351 13,665 3,301 9,368 -1,819 13,020 15,147: -1,355 -3,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.3 17.8 51.5 35.2 85.0 75.4: 15.0 24.6
Old : 100.0: 23.5 41.2 3.8 57.5 35.7 84.8 80.7: 15.2 19.3
Other: 100.0: 29.7 19.5 13.3 42.3 34.4 85.2 67.2: 14.8 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 103 121 126 91 112 290 306:
Old : 382: 109 132 45 67 94 202 253:
Other: 268: 72 71 56 64 92 173 193:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 12.0 31.6 19.8 19.2 11.0 28.1 16.3
Old : 30.8 16.4 42.2 25.6 30.8 15.1 41.9 24.3
Other: 23.5 13.9 35.4 20.8 22.3 11.9 32.5 16.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,386: 12,877 3,803 1,945 710 555 15,532 6,303: 3,854 13,083
Old : 7,489: 4,459 3,922 33 655 136 5,147 4,091: 2,342 3,398
Other: 11,897: 10,250 1,713 80 55 419 10,385 2,212: 1,512 9,685
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,860: -143 448 1,605 105 7 1,567 2,060: 293 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 19.6 10.0 3.7 2.9 80.1 32.5: 19.9 67.5
Old : 100.0: 59.5 52.4 0.4 8.7 1.8 68.7 54.6: 31.3 45.4
Other: 100.0: 86.2 14.4 0.7 0.5 3.5 87.3 18.6: 12.7 81.4
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 10 9 1 2 18 18:
Old : 26: 12 11 3 1 2 14 15:
Other: 16: 9 4 3 1 2 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 59.0 16.5 69.5 24.7 56.0 10.6 63.1 18.0
Old : 40.0 29.1 56.6 46.3 39.8 29.1 56.4 46.3
Other: 84.1 16.8 87.2 18.6 83.4 16.8 86.5 17.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 30, 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 : 250,333: 77,654 12,777 40,068 104,473 183,378 222,195 236,223: 28,138 14,110
Old : 170,746: 63,751 28,825 8,889 76,790 123,157 149,430 160,871: 21,316 9,875
Other: 79,587: 32,871 2,920 12,211 27,683 60,221 72,765 75,352: 6,822 4,235
: : :
: : Changes in Commitments from: May 23, 2006 :
: 7,560: 4,422 1,657 2,822 -812 4,005 6,432 8,484: 1,128 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 5.1 16.0 41.7 73.3 88.8 94.4: 11.2 5.6
Old : 100.0: 37.3 16.9 5.2 45.0 72.1 87.5 94.2: 12.5 5.8
Other: 100.0: 41.3 3.7 15.3 34.8 75.7 91.4 94.7: 8.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 82 31 47 51 51 165 115:
Old : 194: 78 44 34 38 43 138 101:
Other: 116: 46 14 25 35 38 87 72:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 41.5 28.9 55.6 19.0 39.6 26.3 49.9
Old : 26.4 44.3 35.5 58.6 26.1 42.2 34.5 55.6
Other: 20.7 40.0 36.0 56.0 17.0 37.6 28.7 49.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 30, 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 : 796,130: 81,111 205,759 42,739 531,600 343,040 655,450 591,538: 140,680 204,592
Old : 796,130: 81,111 205,759 42,739 531,600 343,040 655,450 591,538: 140,680 204,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -79,228: -30,803 -21,969 -8,418 -43,186 -49,838 -82,407 -80,225: 3,179 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 25.8 5.4 66.8 43.1 82.3 74.3: 17.7 25.7
Old : 100.0: 10.2 25.8 5.4 66.8 43.1 82.3 74.3: 17.7 25.7
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 : 177: 20 55 30 74 78 114 144:
Old : 177: 20 55 30 74 78 114 144:
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 : 23.9 22.6 34.8 30.2 18.3 16.5 26.2 23.2
Old : 23.9 22.6 34.8 30.2 18.3 16.5 26.2 23.2
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, May 30, 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 : 203,717: 33,748 61,136 26,145 116,486 91,988 176,379 179,269: 27,338 24,448
Old : 143,962: 31,530 55,882 9,888 82,463 59,334 123,881 125,104: 20,081 18,858
Other: 59,755: 9,062 12,098 9,413 34,023 32,654 52,498 54,165: 7,257 5,590
: : :
: : Changes in Commitments from: May 23, 2006 :
: 14,069: 2,936 8,121 744 10,567 5,036 14,247 13,901: -178 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 30.0 12.8 57.2 45.2 86.6 88.0: 13.4 12.0
Old : 100.0: 21.9 38.8 6.9 57.3 41.2 86.1 86.9: 13.9 13.1
Other: 100.0: 15.2 20.2 15.8 56.9 54.6 87.9 90.6: 12.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 43 57 47 55 49 125 143:
Old : 182: 53 59 36 50 35 117 120:
Other: 101: 21 27 21 37 38 71 75:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 23.9 40.5 35.8 29.3 21.8 36.7 30.4
Old : 33.3 25.5 41.4 38.2 33.3 25.4 41.2 37.7
Other: 35.3 30.6 47.8 46.3 32.4 28.3 42.6 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,808: 4,949 252 1,280 4,605 11,719 10,834 13,251: 3,974 1,557
Old : 7,902: 4,213 870 113 1,592 6,244 5,918 7,227: 1,984 675
Other: 6,906: 1,644 290 259 3,013 5,475 4,916 6,024: 1,990 882
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,887: 862 70 348 334 1,519 1,544 1,937: 343 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 1.7 8.6 31.1 79.1 73.2 89.5: 26.8 10.5
Old : 100.0: 53.3 11.0 1.4 20.1 79.0 74.9 91.5: 25.1 8.5
Other: 100.0: 23.8 4.2 3.8 43.6 79.3 71.2 87.2: 28.8 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 33 5 11 19 23 56 36:
Old : 61: 25 9 1 7 20 32 30:
Other: 47: 19 3 6 16 15 35 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 52.6 29.2 65.6 12.2 45.3 22.0 54.3
Old : 23.4 43.9 41.1 65.0 23.4 43.9 41.1 65.0
Other: 31.5 69.1 44.0 77.8 23.3 56.9 33.4 64.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 30, 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 : 592,306: 160,680 128,702 19,162 292,394 312,161 472,236 460,025: 120,070 132,281
Old : 592,306: 160,680 128,702 19,162 292,394 312,161 472,236 460,025: 120,070 132,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -49,100: -14,031 -26,541 9,305 -31,898 -42,391 -36,624 -59,627: -12,476 10,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 21.7 3.2 49.4 52.7 79.7 77.7: 20.3 22.3
Old : 100.0: 27.1 21.7 3.2 49.4 52.7 79.7 77.7: 20.3 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 : 153: 31 35 14 59 66 96 109:
Old : 153: 31 35 14 59 66 96 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 12.3 33.3 22.1 21.5 10.5 32.3 19.5
Old : 21.6 12.3 33.3 22.1 21.5 10.5 32.3 19.5
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, May 30, 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 : 2,088,911: 556,693 496,677 90,135 1,169,178 1,095,873 1,816,006 1,682,685: 272,905 406,226
Old : 2,088,911: 556,693 496,677 90,135 1,169,178 1,095,873 1,816,006 1,682,685: 272,905 406,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -164,597: -81,353 -48,761 -10,766 -63,201 -62,653 -155,320 -122,180: -9,277 -42,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 23.8 4.3 56.0 52.5 86.9 80.6: 13.1 19.4
Old : 100.0: 26.6 23.8 4.3 56.0 52.5 86.9 80.6: 13.1 19.4
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 : 283: 59 73 50 108 117 195 213:
Old : 283: 59 73 50 108 117 195 213:
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 : 27.6 26.4 39.5 35.3 24.1 25.4 33.3 32.3
Old : 27.6 26.4 39.5 35.3 24.1 25.4 33.3 32.3
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, May 30, 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 : 1,254,963: 268,026 296,883 53,093 731,372 603,546 1,052,491 953,522: 202,472 301,441
Old : 1,254,963: 268,026 296,883 53,093 731,372 603,546 1,052,491 953,522: 202,472 301,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -122,165: -21,369 8,027 -134 -69,182 -103,861 -90,685 -95,968: -31,480 -26,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 23.7 4.2 58.3 48.1 83.9 76.0: 16.1 24.0
Old : 100.0: 21.4 23.7 4.2 58.3 48.1 83.9 76.0: 16.1 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 : 196: 37 55 26 70 83 118 154:
Old : 196: 37 55 26 70 83 118 154:
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 14.6 37.5 23.7 21.1 12.2 32.0 17.3
Old : 25.5 14.6 37.5 23.7 21.1 12.2 32.0 17.3
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, May 30, 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 : 483,842: 141,580 176,903 71,846 233,418 211,193 446,844 459,942: 36,998 23,900
Old : 483,842: 141,580 176,903 71,846 233,418 211,193 446,844 459,942: 36,998 23,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 24,348: 6,964 10,303 4,794 9,325 10,532 21,083 25,629: 3,265 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 36.6 14.8 48.2 43.6 92.4 95.1: 7.6 4.9
Old : 100.0: 29.3 36.6 14.8 48.2 43.6 92.4 95.1: 7.6 4.9
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 : 128: 31 28 42 52 53 106 104:
Old : 128: 31 28 42 52 53 106 104:
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 : 19.7 30.6 31.7 43.4 18.6 26.7 27.7 36.2
Old : 19.7 30.6 31.7 43.4 18.6 26.7 27.7 36.2
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, May 30, 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 : 19,677: 4,865 490 598 3,392 13,255 8,855 14,343: 10,822 5,334
Old : 19,677: 4,865 490 598 3,392 13,255 8,855 14,343: 10,822 5,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -4,523: -496 -2,701 251 562 2,934 317 484: -4,840 -5,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.5 3.0 17.2 67.4 45.0 72.9: 55.0 27.1
Old : 100.0: 24.7 2.5 3.0 17.2 67.4 45.0 72.9: 55.0 27.1
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 : 20: 9 3 4 4 8 16 12:
Old : 20: 9 3 4 4 8 16 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 : 23.7 60.9 35.3 69.3 17.7 52.4 23.7 55.8
Old : 23.7 60.9 35.3 69.3 17.7 52.4 23.7 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, May 30, 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 : 44,807: 12,527 7,243 44 18,785 32,105 31,356 39,392: 13,451 5,415
Old : 44,807: 12,527 7,243 44 18,785 32,105 31,356 39,392: 13,451 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -476: 433 -235 5 -465 -293 -27 -523: -449 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 16.2 0.1 41.9 71.7 70.0 87.9: 30.0 12.1
Old : 100.0: 28.0 16.2 0.1 41.9 71.7 70.0 87.9: 30.0 12.1
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 : 56: 20 11 4 16 11 38 24:
Old : 56: 20 11 4 16 11 38 24:
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 : 26.7 45.2 42.7 70.4 26.7 41.6 42.0 66.7
Old : 26.7 45.2 42.7 70.4 26.7 41.6 42.0 66.7
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, May 30, 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 : 88,390: 60,666 14,210 962 15,647 49,126 77,275 64,298: 11,115 24,092
Old : 88,390: 60,666 14,210 962 15,647 49,126 77,275 64,298: 11,115 24,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,185: 5,505 -2,515 279 -2,702 4,840 3,082 2,604: -1,897 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 16.1 1.1 17.7 55.6 87.4 72.7: 12.6 27.3
Old : 100.0: 68.6 16.1 1.1 17.7 55.6 87.4 72.7: 12.6 27.3
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 : 93: 34 22 10 23 21 61 49:
Old : 93: 34 22 10 23 21 61 49:
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 : 48.9 43.7 58.7 52.4 48.9 43.4 58.7 52.1
Old : 48.9 43.7 58.7 52.4 48.9 43.4 58.7 52.1
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, May 30, 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 : 11,606: 2,989 2,778 459 7,945 7,827 11,393 11,064: 213 542
Old : 11,606: 2,989 2,778 459 7,945 7,827 11,393 11,064: 213 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -196: 913 -118 89 -859 -217 143 -246: -339 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.9 4.0 68.5 67.4 98.2 95.3: 1.8 4.7
Old : 100.0: 25.8 23.9 4.0 68.5 67.4 98.2 95.3: 1.8 4.7
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 : 34: 6 13 5 11 9 19 25:
Old : 34: 6 13 5 11 9 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 62.6 76.3 76.8 45.8 56.5 73.1 68.9
Old : 45.8 62.6 76.3 76.8 45.8 56.5 73.1 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006