WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 20, 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 : 476,507: 72,647 76,270 104,174 265,444 233,551 442,265 413,995: 34,242 62,512
Old : 400,063: 66,750 87,319 75,403 228,953 194,756 371,106 357,478: 28,957 42,585
Other: 76,444: 30,309 13,363 4,359 36,491 38,795 71,159 56,517: 5,285 19,927
: : :
: : Changes in Commitments from: June 13, 2006 :
: -14,470: -13,003 -4,820 2,619 169 -6,453 -10,215 -8,654: -4,255 -5,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.0 21.9 55.7 49.0 92.8 86.9: 7.2 13.1
Old : 100.0: 16.7 21.8 18.8 57.2 48.7 92.8 89.4: 7.2 10.6
Other: 100.0: 39.6 17.5 5.7 47.7 50.7 93.1 73.9: 6.9 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 90 118 128 63 85 252 263:
Old : 328: 88 127 107 58 78 225 249:
Other: 171: 51 45 21 23 62 85 120:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 22.8 36.2 30.9 24.0 16.6 34.3 21.4
Old : 28.5 25.7 40.8 35.0 28.4 22.1 40.8 29.3
Other: 36.6 18.3 52.5 29.1 32.1 17.0 48.0 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 20, 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 : 1,321,520: 298,563 111,399 253,333 597,213 680,013 1,149,109 1,044,745: 172,411 276,775
Old : 587,232: 139,510 186,967 32,257 349,717 298,833 521,484 518,057: 65,748 69,175
Other: 734,288: 307,408 72,787 72,721 247,496 381,180 627,625 526,688: 106,663 207,600
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,365: -22,484 17,986 21,341 10,230 -28,152 9,087 11,175: -7,722 -9,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 8.4 19.2 45.2 51.5 87.0 79.1: 13.0 20.9
Old : 100.0: 23.8 31.8 5.5 59.6 50.9 88.8 88.2: 11.2 11.8
Other: 100.0: 41.9 9.9 9.9 33.7 51.9 85.5 71.7: 14.5 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 189 130 197 235 299 533 563:
Old : 617: 119 167 79 166 243 348 430:
Other: 639: 192 106 85 149 279 373 446:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 15.7 26.1 21.4 17.2 14.9 25.5 18.6
Old : 30.9 25.6 43.5 33.8 30.9 25.6 43.4 32.9
Other: 16.9 12.3 25.7 17.8 16.3 12.1 25.0 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 20, 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 : 14,080: 5,678 252 1,297 4,019 10,485 10,994 12,034: 3,086 2,046
Old : 14,079: 5,679 252 1,296 4,018 10,485 10,993 12,033: 3,086 2,046
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 187: 435 -26 83 25 310 543 367: -356 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 1.8 9.2 28.5 74.5 78.1 85.5: 21.9 14.5
Old : 100.0: 40.3 1.8 9.2 28.5 74.5 78.1 85.5: 21.9 14.5
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 : 53: 26 3 13 14 15 48 29:
Old : 53: 26 3 13 14 15 48 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 : 26.3 42.4 41.7 61.0 22.7 41.9 36.4 55.6
Old : 26.3 42.4 41.7 61.0 22.7 41.9 36.4 55.6
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, June 20, 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 : 374,060: 62,316 74,388 72,758 180,339 134,051 315,413 281,197: 58,647 92,863
Old : 135,718: 46,271 39,462 14,310 43,300 50,672 103,881 104,444: 31,837 31,274
Other: 238,342: 46,297 65,178 28,196 137,039 83,379 211,532 176,753: 26,810 61,589
: : :
: : Changes in Commitments from: June 13, 2006 :
: -5,900: -6,855 1,988 -7,256 9,285 1,814 -4,826 -3,454: -1,074 -2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 19.9 19.5 48.2 35.8 84.3 75.2: 15.7 24.8
Old : 100.0: 34.1 29.1 10.5 31.9 37.3 76.5 77.0: 23.5 23.0
Other: 100.0: 19.4 27.3 11.8 57.5 35.0 88.8 74.2: 11.2 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 104 120 135 86 106 283 307:
Old : 299: 102 72 47 66 76 191 182:
Other: 327: 78 129 71 54 94 179 256:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 13.5 29.4 20.2 19.0 12.7 27.6 17.9
Old : 15.2 22.7 23.5 31.3 14.7 21.7 22.7 29.1
Other: 29.0 13.0 42.7 19.4 29.0 13.0 42.1 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 20, 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 : 237,737: 65,684 25,538 32,670 115,214 161,150 213,568 219,358: 24,169 18,379
Old : 87,264: 35,413 23,156 7,369 31,655 46,551 74,437 77,076: 12,827 10,188
Other: 150,473: 40,543 12,654 15,029 83,559 114,599 139,131 142,282: 11,342 8,191
: : :
: : Changes in Commitments from: June 13, 2006 :
: -7,952: -13,853 6,923 -2,171 13,717 -12,798 -2,307 -8,046: -5,645 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.7 13.7 48.5 67.8 89.8 92.3: 10.2 7.7
Old : 100.0: 40.6 26.5 8.4 36.3 53.3 85.3 88.3: 14.7 11.7
Other: 100.0: 26.9 8.4 10.0 55.5 76.2 92.5 94.6: 7.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 56 45 43 48 44 133 114:
Old : 140: 48 32 30 34 36 96 88:
Other: 135: 48 30 26 35 36 97 79:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 40.7 31.3 52.9 19.0 35.5 26.5 44.2
Old : 18.9 31.4 28.9 46.0 14.0 29.2 24.0 42.0
Other: 30.1 48.4 43.4 62.1 29.4 46.4 41.2 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 20, 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 : 747,700: 111,183 202,823 11,560 509,147 337,095 631,890 551,478: 115,810 196,222
Old : 747,700: 111,183 202,823 11,560 509,147 337,095 631,890 551,478: 115,810 196,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -15,087: -16,941 10,747 -9,029 30,239 -42,148 4,269 -40,430: -19,356 25,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 27.1 1.5 68.1 45.1 84.5 73.8: 15.5 26.2
Old : 100.0: 14.9 27.1 1.5 68.1 45.1 84.5 73.8: 15.5 26.2
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 : 180: 35 44 18 70 70 116 121:
Old : 180: 35 44 18 70 70 116 121:
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 : 24.6 24.5 33.7 33.2 18.3 18.3 26.4 25.4
Old : 24.6 24.5 33.7 33.2 18.3 18.3 26.4 25.4
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, June 20, 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 : 174,418: 30,101 30,966 24,418 90,812 93,897 145,331 149,281: 29,087 25,137
Old : 96,946: 23,512 20,560 4,213 50,670 56,626 78,395 81,399: 18,551 15,547
Other: 77,472: 17,380 21,197 9,414 40,142 37,271 66,936 67,882: 10,536 9,590
: : :
: : Changes in Commitments from: June 13, 2006 :
: -6,878: -4,172 -2,653 -1,655 -487 -5,128 -6,314 -9,436: -564 2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 17.8 14.0 52.1 53.8 83.3 85.6: 16.7 14.4
Old : 100.0: 24.3 21.2 4.3 52.3 58.4 80.9 84.0: 19.1 16.0
Other: 100.0: 22.4 27.4 12.2 51.8 48.1 86.4 87.6: 13.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 44 37 38 51 50 116 117:
Old : 137: 44 33 24 44 39 95 90:
Other: 116: 33 30 25 36 37 83 80:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 32.7 36.1 45.8 25.9 26.9 32.0 39.0
Old : 27.5 41.4 35.1 52.5 27.3 40.5 34.3 50.7
Other: 33.8 28.9 43.9 45.3 32.2 26.5 41.3 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 20, 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 : 13,657: 4,016 298 1,323 4,582 10,337 9,921 11,958: 3,736 1,699
Old : 4,055: 2,848 224 0 203 3,328 3,051 3,552: 1,004 503
Other: 9,602: 1,961 867 530 4,379 7,009 6,870 8,406: 2,732 1,196
: : :
: : Changes in Commitments from: June 13, 2006 :
: -781: -706 120 154 34 -756 -518 -482: -263 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 2.2 9.7 33.6 75.7 72.6 87.6: 27.4 12.4
Old : 100.0: 70.2 5.5 0.0 5.0 82.1 75.2 87.6: 24.8 12.4
Other: 100.0: 20.4 9.0 5.5 45.6 73.0 71.5 87.5: 28.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 27 6 12 19 20 51 35:
Old : 40: 18 4 0 4 14 22 18:
Other: 56: 17 9 8 19 17 41 30:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 56.9 33.1 67.2 13.8 50.0 24.7 58.1
Old : 47.3 57.4 61.1 74.1 47.3 57.4 61.1 74.1
Other: 25.7 60.1 39.5 69.8 21.9 51.6 34.4 60.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 20, 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 : 542,065: 128,070 150,784 3,797 312,087 275,885 443,954 430,466: 98,111 111,599
Old : 542,065: 128,070 150,784 3,797 312,087 275,885 443,954 430,466: 98,111 111,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 10,266: 10,973 20,832 -4,351 12,876 -18,728 19,498 -2,247: -9,232 12,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 27.8 0.7 57.6 50.9 81.9 79.4: 18.1 20.6
Old : 100.0: 23.6 27.8 0.7 57.6 50.9 81.9 79.4: 18.1 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 25 38 9 61 66 89 110:
Old : 153: 25 38 9 61 66 89 110:
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 : 21.5 14.7 37.9 25.4 21.4 14.2 37.5 24.6
Old : 21.5 14.7 37.9 25.4 21.4 14.2 37.5 24.6
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, June 20, 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 : 2,097,072: 569,159 506,906 34,675 1,217,789 1,160,299 1,821,623 1,701,880: 275,449 395,192
Old : 2,097,072: 569,159 506,906 34,675 1,217,789 1,160,299 1,821,623 1,701,880: 275,449 395,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 184,793: 93,778 74,118 -4,144 84,571 99,631 174,205 169,605: 10,588 15,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 24.2 1.7 58.1 55.3 86.9 81.2: 13.1 18.8
Old : 100.0: 27.1 24.2 1.7 58.1 55.3 86.9 81.2: 13.1 18.8
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 : 296: 63 77 42 110 103 196 199:
Old : 296: 63 77 42 110 103 196 199:
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 : 25.9 34.4 37.0 42.4 23.4 33.3 33.6 39.9
Old : 25.9 34.4 37.0 42.4 23.4 33.3 33.6 39.9
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, June 20, 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 : 1,293,545: 293,122 288,574 27,873 781,329 679,979 1,102,324 996,426: 191,221 297,119
Old : 1,293,545: 293,122 288,574 27,873 781,329 679,979 1,102,324 996,426: 191,221 297,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 49,044: 24,915 17,435 -5,871 44,018 4,726 63,062 16,290: -14,018 32,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 22.3 2.2 60.4 52.6 85.2 77.0: 14.8 23.0
Old : 100.0: 22.7 22.3 2.2 60.4 52.6 85.2 77.0: 14.8 23.0
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 : 211: 36 64 17 67 85 107 162:
Old : 211: 36 64 17 67 85 107 162:
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 : 27.3 17.3 38.4 25.8 22.7 13.9 32.3 19.7
Old : 27.3 17.3 38.4 25.8 22.7 13.9 32.3 19.7
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, June 20, 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 : 528,891: 171,050 228,153 68,118 241,251 205,513 480,419 501,784: 48,472 27,107
Old : 528,891: 171,050 228,153 68,118 241,251 205,513 480,419 501,784: 48,472 27,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 48,690: -17,896 16,817 14,217 48,996 20,843 45,317 51,877: 3,373 -3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 43.1 12.9 45.6 38.9 90.8 94.9: 9.2 5.1
Old : 100.0: 32.3 43.1 12.9 45.6 38.9 90.8 94.9: 9.2 5.1
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 : 157: 46 31 42 67 56 135 111:
Old : 157: 46 31 42 67 56 135 111:
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 : 16.5 35.0 26.6 44.8 14.5 32.0 23.3 39.3
Old : 16.5 35.0 26.6 44.8 14.5 32.0 23.3 39.3
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, June 20, 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 : 22,685: 6,742 2,233 238 3,183 13,811 10,163 16,282: 12,522 6,403
Old : 22,685: 6,742 2,233 238 3,183 13,811 10,163 16,282: 12,522 6,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -3,197: -1,528 -2,440 238 1,331 479 41 -1,723: -3,238 -1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.8 1.0 14.0 60.9 44.8 71.8: 55.2 28.2
Old : 100.0: 29.7 9.8 1.0 14.0 60.9 44.8 71.8: 55.2 28.2
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 : 28: 11 5 2 7 10 19 16:
Old : 28: 11 5 2 7 10 19 16:
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 : 23.4 54.3 34.9 67.5 23.3 53.3 34.7 65.8
Old : 23.4 54.3 34.9 67.5 23.3 53.3 34.7 65.8
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, June 20, 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 : 54,218: 13,573 3,855 3 15,163 45,231 28,739 49,089: 25,479 5,129
Old : 54,218: 13,573 3,855 3 15,163 45,231 28,739 49,089: 25,479 5,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -10,084: 2,375 -2,616 -10,158 -11,032 5,265 -18,815 -7,509: 8,731 -2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.1 0.0 28.0 83.4 53.0 90.5: 47.0 9.5
Old : 100.0: 25.0 7.1 0.0 28.0 83.4 53.0 90.5: 47.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 16 10 2 17 15 34 26:
Old : 56: 16 10 2 17 15 34 26:
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 : 22.3 51.5 33.4 75.5 22.3 51.5 33.4 75.5
Old : 22.3 51.5 33.4 75.5 22.3 51.5 33.4 75.5
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, June 20, 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 : 84,651: 46,970 24,720 426 28,274 7,120 75,670 32,266: 8,981 52,385
Old : 84,651: 46,970 24,720 426 28,274 7,120 75,670 32,266: 8,981 52,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -35,088: -14,221 11,583 -28,341 11,902 -45,229 -30,660 -61,987: -4,428 26,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 29.2 0.5 33.4 8.4 89.4 38.1: 10.6 61.9
Old : 100.0: 55.5 29.2 0.5 33.4 8.4 89.4 38.1: 10.6 61.9
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 : 67: 16 24 2 16 13 32 39:
Old : 67: 16 24 2 16 13 32 39:
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 : 67.9 15.7 76.4 22.7 67.9 15.7 76.4 22.7
Old : 67.9 15.7 76.4 22.7 67.9 15.7 76.4 22.7
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, June 20, 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 : 10,422: 2,347 2,195 238 7,663 7,767 10,248 10,200: 174 222
Old : 10,422: 2,347 2,195 238 7,663 7,767 10,248 10,200: 174 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,526: -1,001 -189 -1,593 93 -393 -2,501 -2,175: -25 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.1 2.3 73.5 74.5 98.3 97.9: 1.7 2.1
Old : 100.0: 22.5 21.1 2.3 73.5 74.5 98.3 97.9: 1.7 2.1
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 : 36: 6 12 3 14 9 21 23:
Old : 36: 6 12 3 14 9 21 23:
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 : 47.5 69.3 77.5 84.6 47.4 63.1 75.1 76.3
Old : 47.5 69.3 77.5 84.6 47.4 63.1 75.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006