WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 27, 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 : 461,737: 69,134 68,995 103,646 256,983 228,228 429,763 400,869: 31,974 60,868
Old : 380,504: 66,231 83,159 68,181 219,854 188,682 354,266 340,022: 26,238 40,482
Other: 81,233: 33,837 16,770 4,531 37,129 39,546 75,497 60,847: 5,736 20,386
: : :
: : Changes in Commitments from: June 20, 2006 :
: -14,770: -3,513 -7,275 -528 -8,461 -5,323 -12,502 -13,126: -2,268 -1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.9 22.4 55.7 49.4 93.1 86.8: 6.9 13.2
Old : 100.0: 17.4 21.9 17.9 57.8 49.6 93.1 89.4: 6.9 10.6
Other: 100.0: 41.7 20.6 5.6 45.7 48.7 92.9 74.9: 7.1 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 90 118 124 59 83 248 258:
Old : 326: 89 126 95 54 77 215 242:
Other: 172: 52 46 26 20 62 88 121:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 22.1 35.4 30.4 24.7 17.9 35.3 22.7
Old : 29.9 25.5 42.7 35.1 29.8 24.4 42.7 32.0
Other: 34.5 17.9 50.5 28.2 30.6 16.8 46.4 25.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 27, 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 : 1,329,400: 282,220 128,437 268,593 607,819 668,178 1,158,632 1,065,208: 170,768 264,192
Old : 533,752: 112,432 184,788 20,027 341,424 267,457 473,883 472,272: 59,869 61,480
Other: 795,648: 336,970 110,831 81,384 266,395 400,721 684,749 592,936: 110,899 202,712
: : :
: : Changes in Commitments from: June 20, 2006 :
: 7,880: -16,343 17,038 15,260 10,606 -11,835 9,523 20,463: -1,643 -12,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.7 20.2 45.7 50.3 87.2 80.1: 12.8 19.9
Old : 100.0: 21.1 34.6 3.8 64.0 50.1 88.8 88.5: 11.2 11.5
Other: 100.0: 42.4 13.9 10.2 33.5 50.4 86.1 74.5: 13.9 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 194 122 198 226 282 524 552:
Old : 559: 97 145 62 163 227 311 390:
Other: 661: 204 120 102 149 272 389 467:
:----------------------------------------------------------------------------------------------------
: 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 15.5 25.9 20.8 17.3 14.4 25.3 18.4
Old : 33.1 25.5 46.4 34.2 33.1 25.4 46.4 33.9
Other: 16.4 12.4 25.6 18.4 15.7 12.3 24.2 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 27, 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 : 14,399: 6,826 178 514 3,691 11,364 11,031 12,056: 3,368 2,343
Old : 14,398: 6,826 178 514 3,690 11,364 11,030 12,056: 3,368 2,342
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: June 20, 2006 :
: 319: 1,148 -74 -783 -328 879 37 22: 282 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 1.2 3.6 25.6 78.9 76.6 83.7: 23.4 16.3
Old : 100.0: 47.4 1.2 3.6 25.6 78.9 76.6 83.7: 23.4 16.3
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 26 1 5 11 14 41 19:
Old : 47: 26 1 5 11 14 41 19:
Other: 1: 0 0 0 1 0 1 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 : 24.7 46.3 40.2 66.2 22.3 45.6 36.7 61.4
Old : 24.6 46.3 40.2 66.3 22.3 45.6 36.7 61.4
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 27, 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 : 351,200: 52,932 87,247 64,801 184,680 118,277 302,413 270,325: 48,787 80,875
Old : 88,640: 26,379 20,825 10,025 33,968 40,342 70,372 71,192: 18,268 17,448
Other: 262,560: 53,064 92,933 28,265 150,712 77,935 232,041 199,133: 30,519 63,427
: : :
: : Changes in Commitments from: June 20, 2006 :
: -22,860: -9,384 12,859 -7,957 4,341 -15,774 -13,000 -10,872: -9,860 -11,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.8 18.5 52.6 33.7 86.1 77.0: 13.9 23.0
Old : 100.0: 29.8 23.5 11.3 38.3 45.5 79.4 80.3: 20.6 19.7
Other: 100.0: 20.2 35.4 10.8 57.4 29.7 88.4 75.8: 11.6 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 92 113 118 91 100 269 289:
Old : 234: 76 45 33 66 64 157 135:
Other: 342: 85 130 75 61 94 196 263:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 11.9 33.1 17.9 20.3 9.8 29.9 15.4
Old : 18.7 25.2 29.3 37.5 18.5 24.5 26.2 32.8
Other: 28.2 12.6 41.6 19.3 27.8 12.5 41.2 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 27, 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 : 228,705: 59,629 19,024 30,666 113,255 160,075 203,550 209,765: 25,155 18,940
Old : 63,258: 18,774 15,813 4,768 28,896 34,108 52,438 54,689: 10,820 8,569
Other: 165,447: 51,395 13,751 15,358 84,359 125,967 151,112 155,076: 14,335 10,371
: : :
: : Changes in Commitments from: June 20, 2006 :
: -9,032: -6,055 -6,514 -2,004 -1,959 -1,075 -10,018 -9,593: 986 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.3 13.4 49.5 70.0 89.0 91.7: 11.0 8.3
Old : 100.0: 29.7 25.0 7.5 45.7 53.9 82.9 86.5: 17.1 13.5
Other: 100.0: 31.1 8.3 9.3 51.0 76.1 91.3 93.7: 8.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 57 31 39 47 45 125 103:
Old : 107: 36 20 23 32 35 76 71:
Other: 140: 54 26 27 35 38 102 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 : 21.8 41.5 31.8 55.8 19.9 35.1 27.2 43.5
Old : 25.4 34.0 36.4 45.7 22.6 29.8 31.1 38.8
Other: 27.6 50.2 39.5 63.7 27.0 47.8 37.5 55.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 27, 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 : 765,619: 104,921 222,719 9,898 531,191 342,042 646,010 574,659: 119,609 190,960
Old : 765,619: 104,921 222,719 9,898 531,191 342,042 646,010 574,659: 119,609 190,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 17,919: -6,262 19,896 -1,662 22,044 4,947 14,120 23,181: 3,799 -5,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 29.1 1.3 69.4 44.7 84.4 75.1: 15.6 24.9
Old : 100.0: 13.7 29.1 1.3 69.4 44.7 84.4 75.1: 15.6 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 34 49 22 71 67 116 127:
Old : 181: 34 49 22 71 67 116 127:
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 : 24.7 25.6 33.5 34.3 19.8 20.1 27.4 27.6
Old : 24.7 25.6 33.5 34.3 19.8 20.1 27.4 27.6
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 27, 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 : 182,761: 26,768 43,161 26,117 102,640 87,914 155,525 157,192: 27,236 25,569
Old : 82,604: 14,033 15,623 5,336 47,705 50,319 67,074 71,278: 15,530 11,326
Other: 100,157: 20,724 35,527 12,792 54,935 37,595 88,451 85,914: 11,706 14,243
: : :
: : Changes in Commitments from: June 20, 2006 :
: 8,343: -3,333 12,195 1,699 11,828 -5,983 10,194 7,911: -1,851 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.6 14.3 56.2 48.1 85.1 86.0: 14.9 14.0
Old : 100.0: 17.0 18.9 6.5 57.8 60.9 81.2 86.3: 18.8 13.7
Other: 100.0: 20.7 35.5 12.8 54.8 37.5 88.3 85.8: 11.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 40 49 39 51 43 111 123:
Old : 121: 33 32 25 47 30 94 76:
Other: 132: 38 45 24 36 35 83 96:
:----------------------------------------------------------------------------------------------------
: 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 : 31.7 29.1 39.4 41.7 28.0 22.5 33.7 32.9
Old : 27.6 44.8 36.3 56.0 27.6 41.7 35.4 52.0
Other: 38.3 22.4 47.4 36.4 37.5 20.3 44.7 34.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 27, 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 : 13,454: 4,047 222 1,138 4,692 10,521 9,877 11,881: 3,577 1,573
Old : 2,312: 1,593 112 17 303 1,838 1,913 1,967: 399 345
Other: 11,142: 2,838 494 737 4,389 8,683 7,964 9,914: 3,178 1,228
: : :
: : Changes in Commitments from: June 20, 2006 :
: -203: 31 -76 -185 110 184 -44 -77: -159 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 1.7 8.5 34.9 78.2 73.4 88.3: 26.6 11.7
Old : 100.0: 68.9 4.8 0.7 13.1 79.5 82.7 85.1: 17.3 14.9
Other: 100.0: 25.5 4.4 6.6 39.4 77.9 71.5 89.0: 28.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 26 4 9 19 21 47 33:
Old : 30: 11 2 1 3 14 14 17:
Other: 58: 22 7 7 19 17 44 28:
:----------------------------------------------------------------------------------------------------
: 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 59.1 32.3 68.7 16.8 53.3 28.9 62.0
Old : 51.5 49.2 70.6 69.3 51.5 49.2 69.9 69.3
Other: 21.3 62.1 34.0 73.6 18.8 55.1 30.7 64.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 27, 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 : 543,305: 141,175 148,114 2,149 301,214 283,661 444,538 433,924: 98,767 109,381
Old : 543,305: 141,175 148,114 2,149 301,214 283,661 444,538 433,924: 98,767 109,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,240: 13,105 -2,670 -1,648 -10,873 7,776 584 3,458: 656 -2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.3 0.4 55.4 52.2 81.8 79.9: 18.2 20.1
Old : 100.0: 26.0 27.3 0.4 55.4 52.2 81.8 79.9: 18.2 20.1
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 : 156: 33 36 6 58 63 93 103:
Old : 156: 33 36 6 58 63 93 103:
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 17.1 37.2 27.9 21.4 16.7 36.9 26.9
Old : 21.5 17.1 37.2 27.9 21.4 16.7 36.9 26.9
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 27, 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 : 2,194,364: 576,188 487,148 35,107 1,316,370 1,281,939 1,927,665 1,804,194: 266,699 390,170
Old : 2,194,364: 576,188 487,148 35,107 1,316,370 1,281,939 1,927,665 1,804,194: 266,699 390,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 97,292: 7,029 -19,758 432 98,581 121,640 106,042 102,314: -8,750 -5,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 22.2 1.6 60.0 58.4 87.8 82.2: 12.2 17.8
Old : 100.0: 26.3 22.2 1.6 60.0 58.4 87.8 82.2: 12.2 17.8
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 : 293: 66 69 43 110 103 193 199:
Old : 293: 66 69 43 110 103 193 199:
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 : 25.0 35.5 37.2 44.0 22.9 34.5 33.9 41.5
Old : 25.0 35.5 37.2 44.0 22.9 34.5 33.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 27, 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 : 1,287,215: 295,011 268,709 19,449 775,843 684,391 1,090,303 972,549: 196,912 314,666
Old : 1,287,215: 295,011 268,709 19,449 775,843 684,391 1,090,303 972,549: 196,912 314,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -6,330: 1,889 -19,865 -8,424 -5,486 4,412 -12,021 -23,877: 5,691 17,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 20.9 1.5 60.3 53.2 84.7 75.6: 15.3 24.4
Old : 100.0: 22.9 20.9 1.5 60.3 53.2 84.7 75.6: 15.3 24.4
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 : 203: 39 56 15 63 82 106 149:
Old : 203: 39 56 15 63 82 106 149:
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 16.2 39.4 24.3 24.2 13.8 33.6 19.9
Old : 28.7 16.2 39.4 24.3 24.2 13.8 33.6 19.9
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 27, 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 : 579,794: 171,927 222,344 83,366 275,044 243,089 530,337 548,799: 49,457 30,995
Old : 579,794: 171,927 222,344 83,366 275,044 243,089 530,337 548,799: 49,457 30,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 50,903: 877 -5,809 15,248 33,793 37,576 49,918 47,015: 985 3,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 38.3 14.4 47.4 41.9 91.5 94.7: 8.5 5.3
Old : 100.0: 29.7 38.3 14.4 47.4 41.9 91.5 94.7: 8.5 5.3
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 : 157: 46 32 43 66 58 132 117:
Old : 157: 46 32 43 66 58 132 117:
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 : 16.4 32.7 26.7 42.1 13.5 29.6 22.3 35.7
Old : 16.4 32.7 26.7 42.1 13.5 29.6 22.3 35.7
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 27, 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 : 22,415: 6,427 2,210 332 2,953 11,867 9,712 14,409: 12,703 8,006
Old : 22,415: 6,427 2,210 332 2,953 11,867 9,712 14,409: 12,703 8,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -270: -315 -23 94 -230 -1,944 -451 -1,873: 181 1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.9 1.5 13.2 52.9 43.3 64.3: 56.7 35.7
Old : 100.0: 28.7 9.9 1.5 13.2 52.9 43.3 64.3: 56.7 35.7
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 : 29: 14 5 3 4 10 19 17:
Old : 29: 14 5 3 4 10 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 47.6 31.4 60.2 20.3 47.1 31.2 59.1
Old : 20.5 47.6 31.4 60.2 20.3 47.1 31.2 59.1
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 27, 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 : 53,658: 13,435 3,453 12 14,848 45,331 28,295 48,796: 25,363 4,862
Old : 53,658: 13,435 3,453 12 14,848 45,331 28,295 48,796: 25,363 4,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -560: -138 -402 9 -315 100 -444 -293: -116 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.4 0.0 27.7 84.5 52.7 90.9: 47.3 9.1
Old : 100.0: 25.0 6.4 0.0 27.7 84.5 52.7 90.9: 47.3 9.1
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 : 54: 15 9 3 15 16 31 27:
Old : 54: 15 9 3 15 16 31 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 : 22.1 52.1 33.2 76.0 22.1 52.1 33.2 76.0
Old : 22.1 52.1 33.2 76.0 22.1 52.1 33.2 76.0
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 27, 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 : 84,306: 47,922 23,266 435 25,733 8,935 74,090 32,636: 10,216 51,670
Old : 84,306: 47,922 23,266 435 25,733 8,935 74,090 32,636: 10,216 51,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -345: 952 -1,454 9 -2,541 1,815 -1,580 370: 1,235 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 27.6 0.5 30.5 10.6 87.9 38.7: 12.1 61.3
Old : 100.0: 56.8 27.6 0.5 30.5 10.6 87.9 38.7: 12.1 61.3
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 : 71: 16 26 2 18 17 35 44:
Old : 71: 16 26 2 18 17 35 44:
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 : 65.9 16.0 73.5 22.9 65.9 16.0 73.5 22.9
Old : 65.9 16.0 73.5 22.9 65.9 16.0 73.5 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 27, 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 : 11,222: 2,883 2,769 238 7,632 7,696 10,753 10,703: 469 519
Old : 11,222: 2,883 2,769 238 7,632 7,696 10,753 10,703: 469 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 800: 536 574 0 -31 -71 505 503: 295 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 24.7 2.1 68.0 68.6 95.8 95.4: 4.2 4.6
Old : 100.0: 25.7 24.7 2.1 68.0 68.6 95.8 95.4: 4.2 4.6
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 : 36: 6 12 3 13 10 20 24:
Old : 36: 6 12 3 13 10 20 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 : 44.2 68.7 74.3 82.0 44.1 62.9 72.9 74.4
Old : 44.2 68.7 74.3 82.0 44.1 62.9 72.9 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2006