WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 3, 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 : 458,965: 70,206 76,637 98,277 257,934 223,940 426,417 398,854: 32,548 60,111
Old : 375,512: 66,998 91,847 60,882 221,098 183,519 348,978 336,248: 26,534 39,264
Other: 83,453: 36,753 18,335 3,850 36,836 40,421 77,439 62,606: 6,014 20,847
: : :
: : Changes in Commitments from: June 27, 2006 :
: -2,772: 1,072 7,642 -5,369 951 -4,288 -3,346 -2,015: 574 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.7 21.4 56.2 48.8 92.9 86.9: 7.1 13.1
Old : 100.0: 17.8 24.5 16.2 58.9 48.9 92.9 89.5: 7.1 10.5
Other: 100.0: 44.0 22.0 4.6 44.1 48.4 92.8 75.0: 7.2 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 85 132 125 55 81 247 261:
Old : 327: 83 138 94 48 74 209 242:
Other: 182: 59 48 27 21 62 93 128:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 21.5 36.0 29.6 24.9 17.2 35.8 21.9
Old : 30.3 24.8 43.7 34.6 30.3 24.0 43.6 32.0
Other: 33.7 17.6 49.8 28.2 30.2 16.4 45.8 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 3, 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 : 1,327,482: 303,372 141,991 258,769 596,728 666,788 1,158,869 1,067,548: 168,613 259,934
Old : 499,670: 110,092 171,187 21,850 320,794 252,983 452,736 446,020: 46,934 53,650
Other: 827,812: 343,555 121,079 86,644 275,934 413,805 706,133 621,528: 121,679 206,284
: : :
: : Changes in Commitments from: June 27, 2006 :
: -1,918: 21,152 13,554 -9,824 -11,091 -1,390 237 2,340: -2,155 -4,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.7 19.5 45.0 50.2 87.3 80.4: 12.7 19.6
Old : 100.0: 22.0 34.3 4.4 64.2 50.6 90.6 89.3: 9.4 10.7
Other: 100.0: 41.5 14.6 10.5 33.3 50.0 85.3 75.1: 14.7 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 203 130 197 198 287 501 571:
Old : 556: 96 144 54 115 223 257 386:
Other: 678: 215 131 97 149 276 397 475:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 15.9 26.1 21.3 17.3 14.7 25.3 18.4
Old : 34.7 26.2 48.1 34.5 34.7 26.2 48.1 34.2
Other: 16.6 13.1 25.7 18.7 15.9 12.9 24.2 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 3, 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 : 13,826: 6,449 258 520 3,344 10,774 10,313 11,552: 3,513 2,274
Old : 13,825: 6,449 258 520 3,343 10,774 10,312 11,552: 3,513 2,273
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: June 27, 2006 :
: -573: -377 80 6 -347 -590 -718 -504: 145 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 1.9 3.8 24.2 77.9 74.6 83.6: 25.4 16.4
Old : 100.0: 46.6 1.9 3.8 24.2 77.9 74.6 83.6: 25.4 16.4
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 2 6 8 13 38 20:
Old : 47: 26 2 6 8 13 38 20:
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 : 23.3 43.1 39.5 64.2 22.9 42.6 37.8 60.3
Old : 23.3 43.1 39.5 64.2 22.9 42.6 37.8 60.3
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, July 3, 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 : 331,145: 58,658 70,570 62,958 162,613 116,075 284,229 249,603: 46,916 81,542
Old : 61,943: 23,346 14,173 7,396 20,234 26,860 50,976 48,429: 10,967 13,514
Other: 269,202: 56,818 77,903 34,056 142,379 89,215 233,253 201,174: 35,949 68,028
: : :
: : Changes in Commitments from: June 27, 2006 :
: -20,055: 5,726 -16,677 -1,843 -22,067 -2,202 -18,184 -20,722: -1,871 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.3 19.0 49.1 35.1 85.8 75.4: 14.2 24.6
Old : 100.0: 37.7 22.9 11.9 32.7 43.4 82.3 78.2: 17.7 21.8
Other: 100.0: 21.1 28.9 12.7 52.9 33.1 86.6 74.7: 13.4 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 88 123 117 86 105 263 287:
Old : 208: 75 35 28 45 69 128 127:
Other: 344: 77 129 70 63 97 193 261:
:----------------------------------------------------------------------------------------------------
: 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 11.7 31.9 17.9 21.6 11.3 31.2 16.6
Old : 24.0 22.4 31.8 35.4 22.7 22.2 29.7 32.3
Other: 26.6 13.2 37.9 19.1 26.6 13.0 37.8 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 3, 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 : 245,547: 73,635 16,883 35,267 109,935 177,973 218,837 230,123: 26,710 15,424
Old : 58,440: 22,865 11,421 4,712 22,492 35,995 50,069 52,128: 8,371 6,312
Other: 187,107: 64,781 19,473 16,544 87,443 141,978 168,768 177,995: 18,339 9,112
: : :
: : Changes in Commitments from: June 27, 2006 :
: 16,842: 14,006 -2,141 4,601 -3,320 17,898 15,287 20,358: 1,555 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.9 14.4 44.8 72.5 89.1 93.7: 10.9 6.3
Old : 100.0: 39.1 19.5 8.1 38.5 61.6 85.7 89.2: 14.3 10.8
Other: 100.0: 34.6 10.4 8.8 46.7 75.9 90.2 95.1: 9.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 76 25 42 45 46 144 104:
Old : 106: 41 13 20 30 37 78 66:
Other: 159: 68 31 28 36 39 120 83:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 41.7 28.6 58.0 18.6 35.6 25.2 47.8
Old : 21.8 36.9 34.2 53.1 16.2 34.1 26.2 45.7
Other: 24.4 49.6 35.4 63.0 23.9 45.7 33.3 55.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 3, 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 : 743,619: 99,814 190,922 8,694 520,560 359,145 629,068 558,761: 114,551 184,858
Old : 743,619: 99,814 190,922 8,694 520,560 359,145 629,068 558,761: 114,551 184,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -22,000: -5,107 -31,797 -1,204 -10,631 17,103 -16,942 -15,898: -5,058 -6,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 25.7 1.2 70.0 48.3 84.6 75.1: 15.4 24.9
Old : 100.0: 13.4 25.7 1.2 70.0 48.3 84.6 75.1: 15.4 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 : 178: 30 45 22 69 75 112 129:
Old : 178: 30 45 22 69 75 112 129:
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 : 26.1 25.3 35.7 34.6 20.6 19.6 28.9 26.4
Old : 26.1 25.3 35.7 34.6 20.6 19.6 28.9 26.4
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, July 3, 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 : 182,549: 29,379 39,972 26,905 100,563 93,130 156,847 160,007: 25,702 22,542
Old : 73,432: 14,774 11,094 5,335 41,288 47,403 61,397 63,832: 12,035 9,600
Other: 109,117: 23,413 37,686 12,762 59,275 45,727 95,450 96,175: 13,667 12,942
: : :
: : Changes in Commitments from: June 27, 2006 :
: -212: 2,611 -3,189 788 -2,077 5,216 1,322 2,815: -1,534 -3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.9 14.7 55.1 51.0 85.9 87.7: 14.1 12.3
Old : 100.0: 20.1 15.1 7.3 56.2 64.6 83.6 86.9: 16.4 13.1
Other: 100.0: 21.5 34.5 11.7 54.3 41.9 87.5 88.1: 12.5 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 35 44 43 55 51 117 130:
Old : 119: 34 21 21 49 37 95 73:
Other: 140: 35 48 22 40 44 87 103:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 30.5 38.8 42.9 27.7 24.8 33.5 34.2
Old : 25.2 48.5 36.5 59.6 24.4 45.1 33.2 55.9
Other: 39.5 24.8 47.7 38.3 38.3 23.0 44.6 36.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 3, 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 : 13,599: 4,509 391 1,104 4,503 10,854 10,116 12,349: 3,483 1,250
Old : 13,599: 4,509 391 1,104 4,503 10,854 10,116 12,349: 3,483 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 145: 462 169 -34 -189 333 239 468: -94 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 2.9 8.1 33.1 79.8 74.4 90.8: 25.6 9.2
Old : 100.0: 33.2 2.9 8.1 33.1 79.8 74.4 90.8: 25.6 9.2
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 : 62: 26 7 9 16 18 44 32:
Old : 62: 26 7 9 16 18 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 62.5 32.4 73.0 18.5 57.2 29.9 66.8
Old : 19.9 62.5 32.4 73.0 18.5 57.2 29.9 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 3, 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 : 544,836: 118,235 141,502 1,917 310,369 289,941 430,521 433,360: 114,315 111,476
Old : 544,836: 118,235 141,502 1,917 310,369 289,941 430,521 433,360: 114,315 111,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,531: -22,940 -6,612 -232 9,155 6,280 -14,017 -564: 15,548 2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.0 0.4 57.0 53.2 79.0 79.5: 21.0 20.5
Old : 100.0: 21.7 26.0 0.4 57.0 53.2 79.0 79.5: 21.0 20.5
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 : 153: 27 35 5 61 64 89 103:
Old : 153: 27 35 5 61 64 89 103:
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 : 20.9 18.6 34.9 29.4 20.8 17.8 34.4 28.2
Old : 20.9 18.6 34.9 29.4 20.8 17.8 34.4 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 3, 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 : 2,136,459: 549,727 401,503 35,581 1,297,652 1,308,100 1,882,960 1,745,184: 253,499 391,275
Old : 2,136,459: 549,727 401,503 35,581 1,297,652 1,308,100 1,882,960 1,745,184: 253,499 391,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -57,905: -26,461 -85,645 474 -18,718 26,161 -44,705 -59,010: -13,200 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 18.8 1.7 60.7 61.2 88.1 81.7: 11.9 18.3
Old : 100.0: 25.7 18.8 1.7 60.7 61.2 88.1 81.7: 11.9 18.3
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 : 290: 61 70 41 108 108 186 203:
Old : 290: 61 70 41 108 108 186 203:
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 : 26.0 34.2 38.8 43.2 24.0 32.6 35.4 40.6
Old : 26.0 34.2 38.8 43.2 24.0 32.6 35.4 40.6
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, July 3, 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 : 1,237,178: 267,243 233,830 15,676 763,166 682,797 1,046,085 932,303: 191,093 304,875
Old : 1,237,178: 267,243 233,830 15,676 763,166 682,797 1,046,085 932,303: 191,093 304,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -50,037: -27,768 -34,879 -3,773 -12,677 -1,594 -44,218 -40,246: -5,819 -9,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.9 1.3 61.7 55.2 84.6 75.4: 15.4 24.6
Old : 100.0: 21.6 18.9 1.3 61.7 55.2 84.6 75.4: 15.4 24.6
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 : 197: 40 49 17 66 80 108 144:
Old : 197: 40 49 17 66 80 108 144:
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 : 29.5 17.6 39.9 26.9 24.6 15.5 34.3 22.0
Old : 29.5 17.6 39.9 26.9 24.6 15.5 34.3 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 3, 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 : 558,641: 167,114 203,601 68,870 263,544 233,191 499,528 505,662: 59,113 52,979
Old : 558,641: 167,114 203,601 68,870 263,544 233,191 499,528 505,662: 59,113 52,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -21,153: -4,813 -18,743 -14,496 -11,500 -9,898 -30,809 -43,137: 9,656 21,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 36.4 12.3 47.2 41.7 89.4 90.5: 10.6 9.5
Old : 100.0: 29.9 36.4 12.3 47.2 41.7 89.4 90.5: 10.6 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 : 147: 43 27 39 65 52 125 104:
Old : 147: 43 27 39 65 52 125 104:
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 : 18.4 32.6 29.4 42.1 15.4 28.9 24.7 36.3
Old : 18.4 32.6 29.4 42.1 15.4 28.9 24.7 36.3
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, July 3, 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 : 23,014: 8,184 2,555 667 3,378 12,810 12,229 16,032: 10,785 6,982
Old : 23,014: 8,184 2,555 667 3,378 12,810 12,229 16,032: 10,785 6,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 599: 1,757 345 335 425 943 2,517 1,623: -1,918 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.1 2.9 14.7 55.7 53.1 69.7: 46.9 30.3
Old : 100.0: 35.6 11.1 2.9 14.7 55.7 53.1 69.7: 46.9 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 7 3 4 8 21 16:
Old : 31: 15 7 3 4 8 21 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 : 22.0 52.3 36.6 65.0 22.0 51.7 36.6 62.7
Old : 22.0 52.3 36.6 65.0 22.0 51.7 36.6 62.7
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, July 3, 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 : 54,276: 13,736 3,453 5 15,399 45,419 29,140 48,877: 25,136 5,399
Old : 54,276: 13,736 3,453 5 15,399 45,419 29,140 48,877: 25,136 5,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 618: 301 0 -7 551 88 845 81: -227 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.4 0.0 28.4 83.7 53.7 90.1: 46.3 9.9
Old : 100.0: 25.3 6.4 0.0 28.4 83.7 53.7 90.1: 46.3 9.9
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 : 57: 16 9 1 17 16 33 26:
Old : 57: 16 9 1 17 16 33 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 : 21.8 51.7 32.3 75.5 21.8 51.7 32.3 75.5
Old : 21.8 51.7 32.3 75.5 21.8 51.7 32.3 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, July 3, 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 : 86,757: 52,724 19,850 590 25,717 15,613 79,031 36,053: 7,726 50,704
Old : 86,757: 52,724 19,850 590 25,717 15,613 79,031 36,053: 7,726 50,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,451: 4,802 -3,416 155 -16 6,678 4,941 3,417: -2,490 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 22.9 0.7 29.6 18.0 91.1 41.6: 8.9 58.4
Old : 100.0: 60.8 22.9 0.7 29.6 18.0 91.1 41.6: 8.9 58.4
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 : 73: 19 23 3 18 18 38 43:
Old : 73: 19 23 3 18 18 38 43:
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 : 63.8 18.7 72.7 27.6 63.8 18.7 72.7 27.6
Old : 63.8 18.7 72.7 27.6 63.8 18.7 72.7 27.6
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, July 3, 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 : 12,543: 2,866 2,770 238 9,091 9,333 12,195 12,341: 348 202
Old : 12,543: 2,866 2,770 238 9,091 9,333 12,195 12,341: 348 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,321: -17 1 0 1,459 1,637 1,442 1,638: -121 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 22.1 1.9 72.5 74.4 97.2 98.4: 2.8 1.6
Old : 100.0: 22.8 22.1 1.9 72.5 74.4 97.2 98.4: 2.8 1.6
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 11 20 25:
Old : 36: 6 12 3 13 11 20 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 : 45.6 66.8 72.9 84.5 45.6 61.7 71.6 74.3
Old : 45.6 66.8 72.9 84.5 45.6 61.7 71.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006