WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 480,324: 81,330 68,138 99,571 264,680 250,811 445,581 418,520: 34,743 61,804
Old : 377,921: 78,069 84,825 53,973 218,572 201,212 350,614 340,010: 27,307 37,911
Other: 102,403: 45,388 25,440 3,471 46,108 49,599 94,967 78,510: 7,436 23,893
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,959: 931 -5,436 3,798 -247 4,503 4,482 2,865: 477 2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.2 20.7 55.1 52.2 92.8 87.1: 7.2 12.9
Old : 100.0: 20.7 22.4 14.3 57.8 53.2 92.8 90.0: 7.2 10.0
Other: 100.0: 44.3 24.8 3.4 45.0 48.4 92.7 76.7: 7.3 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 87 121 141 60 94 275 275:
Old : 349: 95 132 101 49 88 229 252:
Other: 216: 68 60 27 25 73 109 147:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 21.3 35.1 29.1 23.6 16.4 34.3 21.7
Old : 29.5 25.9 43.1 35.6 29.5 24.5 43.1 33.6
Other: 28.2 15.4 46.3 26.0 27.9 15.2 45.4 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,393,192: 297,914 101,641 313,293 614,710 702,348 1,225,917 1,117,282: 167,275 275,910
Old : 416,993: 98,212 190,083 68 280,928 183,352 379,208 373,503: 37,785 43,490
Other: 976,199: 381,947 93,803 130,980 333,782 518,996 846,709 743,779: 129,490 232,420
: : :
: : Changes in Commitments from: July 18, 2006 :
: 37,668: 6,692 7,379 22,322 3,873 987 32,887 30,688: 4,781 6,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.3 22.5 44.1 50.4 88.0 80.2: 12.0 19.8
Old : 100.0: 23.6 45.6 0.0 67.4 44.0 90.9 89.6: 9.1 10.4
Other: 100.0: 39.1 9.6 13.4 34.2 53.2 86.7 76.2: 13.3 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 745: 194 133 196 227 298 535 568:
Old : 559: 97 145 2 125 209 224 355:
Other: 713: 223 128 115 182 285 448 493:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 15.8 25.6 21.5 16.7 14.4 25.0 17.8
Old : 37.0 17.0 52.1 27.0 37.0 17.0 52.1 27.0
Other: 15.8 18.0 24.1 23.0 15.0 17.1 22.0 20.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,679: 6,485 334 299 3,326 11,127 10,110 11,760: 3,569 1,919
Old : 13,643: 6,470 334 299 3,325 11,127 10,094 11,760: 3,549 1,883
Other: 36: 15 0 0 1 0 16 0: 20 36
: : :
: : Changes in Commitments from: July 18, 2006 :
: -756: -871 -8 -122 149 -252 -844 -382: 88 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 2.4 2.2 24.3 81.3 73.9 86.0: 26.1 14.0
Old : 100.0: 47.4 2.4 2.2 24.4 81.6 74.0 86.2: 26.0 13.8
Other: 100.0: 41.7 0.0 0.0 2.8 0.0 44.4 0.0: 55.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 28 2 4 10 16 40 21:
Old : 50: 28 2 4 10 16 40 21:
Other: 2: 1 0 0 1 0 2 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 : 24.2 43.4 40.6 65.9 24.2 42.9 39.1 60.5
Old : 24.3 43.5 40.7 66.0 24.3 43.0 39.2 60.6
Other: 44.4 0.0 44.4 0.0 44.4 0.0 44.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 329,423: 58,961 76,970 49,932 170,110 126,281 279,003 253,183: 50,420 76,240
Old : 28,390: 9,159 3,383 56 11,082 18,825 20,297 22,264: 8,093 6,126
Other: 301,033: 58,125 81,910 41,553 159,028 107,456 258,706 230,919: 42,327 70,114
: : :
: : Changes in Commitments from: July 18, 2006 :
: -2,731: -1,037 9,656 -4,400 386 -7,764 -5,051 -2,508: 2,320 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.4 15.2 51.6 38.3 84.7 76.9: 15.3 23.1
Old : 100.0: 32.3 11.9 0.2 39.0 66.3 71.5 78.4: 28.5 21.6
Other: 100.0: 19.3 27.2 13.8 52.8 35.7 85.9 76.7: 14.1 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 84 123 110 94 112 254 304:
Old : 153: 41 18 2 51 55 93 74:
Other: 368: 79 142 92 70 105 210 296:
:----------------------------------------------------------------------------------------------------
: 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 13.8 33.4 20.8 22.1 12.4 31.4 17.1
Old : 15.8 42.1 25.3 51.0 15.8 41.0 24.8 49.0
Other: 24.2 13.7 36.5 20.6 24.2 13.4 34.8 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,379: 11,541 4,322 145 0 460 11,686 4,927: 3,693 10,452
Old : 663: 435 30 0 0 9 435 39: 228 624
Other: 14,716: 11,136 4,322 115 0 451 11,251 4,888: 3,465 9,828
: : :
: : Changes in Commitments from: July 18, 2006 :
: -1,779: -2,251 -530 -27 0 19 -2,278 -538: 499 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 28.1 0.9 0.0 3.0 76.0 32.0: 24.0 68.0
Old : 100.0: 65.6 4.5 0.0 0.0 1.4 65.6 5.9: 34.4 94.1
Other: 100.0: 75.7 29.4 0.8 0.0 3.1 76.5 33.2: 23.5 66.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 11 4 0 2 8 17:
Old : 5: 3 1 0 0 1 3 2:
Other: 21: 8 11 3 0 2 8 16:
:----------------------------------------------------------------------------------------------------
: 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 : 68.3 17.5 76.0 25.1 67.7 17.5 75.0 25.1
Old : 65.6 5.9 65.6 5.9 65.6 5.9 65.6 5.9
Other: 68.4 18.3 76.5 26.2 67.8 18.3 75.7 26.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 283,028: 90,775 16,356 33,428 129,243 215,742 253,446 265,526: 29,582 17,502
Old : 43,362: 12,139 9,419 2,856 21,789 26,425 36,784 38,700: 6,578 4,662
Other: 239,666: 85,090 13,391 24,118 107,454 189,317 216,662 226,826: 23,004 12,840
: : :
: : Changes in Commitments from: July 18, 2006 :
: -4,390: -8,279 -1,936 -2,536 3,482 -2,359 -7,333 -6,831: 2,943 2,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.8 11.8 45.7 76.2 89.5 93.8: 10.5 6.2
Old : 100.0: 28.0 21.7 6.6 50.2 60.9 84.8 89.2: 15.2 10.8
Other: 100.0: 35.5 5.6 10.1 44.8 79.0 90.4 94.6: 9.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 88 29 38 51 45 162 102:
Old : 99: 24 26 13 31 36 65 67:
Other: 183: 93 28 28 45 38 149 86:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 48.4 28.2 63.0 16.5 40.2 23.9 53.2
Old : 36.4 30.1 47.0 45.0 34.3 24.9 43.1 36.7
Other: 20.6 54.2 29.9 67.6 20.0 49.1 28.3 60.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 765,362: 120,458 156,858 13,082 510,265 426,402 643,805 596,342: 121,557 169,020
Old : 765,362: 120,458 156,858 13,082 510,265 426,402 643,805 596,342: 121,557 169,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 13,849: 25,098 -27,413 636 -19,324 49,106 6,410 22,329: 7,439 -8,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.5 1.7 66.7 55.7 84.1 77.9: 15.9 22.1
Old : 100.0: 15.7 20.5 1.7 66.7 55.7 84.1 77.9: 15.9 22.1
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 : 194: 36 45 28 69 87 120 145:
Old : 194: 36 45 28 69 87 120 145:
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 : 25.4 26.5 36.0 35.4 20.7 20.6 29.4 26.7
Old : 25.4 26.5 36.0 35.4 20.7 20.6 29.4 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 205,789: 37,976 57,587 22,372 116,060 103,093 176,408 183,052: 29,381 22,737
Old : 59,412: 13,307 8,286 942 33,990 42,811 48,239 52,039: 11,173 7,373
Other: 146,377: 30,758 55,390 15,341 82,070 60,282 128,169 131,013: 18,208 15,364
: : :
: : Changes in Commitments from: July 18, 2006 :
: 666: 451 2,966 -1,324 -354 -2,778 -1,227 -1,136: 1,893 1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 28.0 10.9 56.4 50.1 85.7 89.0: 14.3 11.0
Old : 100.0: 22.4 13.9 1.6 57.2 72.1 81.2 87.6: 18.8 12.4
Other: 100.0: 21.0 37.8 10.5 56.1 41.2 87.6 89.5: 12.4 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 44 58 33 54 43 112 130:
Old : 109: 31 23 7 45 26 79 53:
Other: 164: 42 61 23 45 41 97 118:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 28.5 38.2 40.6 28.2 23.6 34.5 34.1
Old : 26.1 52.4 36.4 65.2 23.8 52.4 33.4 64.5
Other: 35.2 23.3 43.7 35.5 32.5 22.4 39.9 34.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,336: 4,267 396 641 4,720 10,883 9,628 11,920: 3,708 1,416
Old : 13,336: 4,267 396 641 4,720 10,883 9,628 11,920: 3,708 1,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 139: -116 7 82 200 103 166 192: -27 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 3.0 4.8 35.4 81.6 72.2 89.4: 27.8 10.6
Old : 100.0: 32.0 3.0 4.8 35.4 81.6 72.2 89.4: 27.8 10.6
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 : 60: 23 7 7 18 19 44 30:
Old : 60: 23 7 7 18 19 44 30:
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 : 18.6 62.3 31.5 73.2 17.2 57.0 29.1 67.9
Old : 18.6 62.3 31.5 73.2 17.2 57.0 29.1 67.9
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 632,421: 135,748 133,059 14,712 369,078 375,783 519,538 523,554: 112,883 108,867
Old : 632,421: 135,748 133,059 14,712 369,078 375,783 519,538 523,554: 112,883 108,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 59,887: 6,324 2,208 6,608 39,165 40,200 52,097 49,016: 7,790 10,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.0 2.3 58.4 59.4 82.2 82.8: 17.8 17.2
Old : 100.0: 21.5 21.0 2.3 58.4 59.4 82.2 82.8: 17.8 17.2
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 : 171: 32 37 19 67 75 108 122:
Old : 171: 32 37 19 67 75 108 122:
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 18.6 33.2 30.2 20.4 18.0 32.6 28.4
Old : 20.5 18.6 33.2 30.2 20.4 18.0 32.6 28.4
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,023,096: 493,464 340,571 50,426 1,212,489 1,250,278 1,756,379 1,641,275: 266,717 381,821
Old : 2,023,096: 493,464 340,571 50,426 1,212,489 1,250,278 1,756,379 1,641,275: 266,717 381,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -78,715: -52,851 -86,484 9,782 -48,355 -9,825 -91,424 -86,527: 12,709 7,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.8 2.5 59.9 61.8 86.8 81.1: 13.2 18.9
Old : 100.0: 24.4 16.8 2.5 59.9 61.8 86.8 81.1: 13.2 18.9
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 : 278: 56 67 37 109 115 180 204:
Old : 278: 56 67 37 109 115 180 204:
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 : 24.2 30.3 37.0 38.9 21.9 28.8 34.0 36.0
Old : 24.2 30.3 37.0 38.9 21.9 28.8 34.0 36.0
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,249,464: 257,530 236,768 41,544 742,336 698,384 1,041,410 976,696: 208,054 272,768
Old : 1,249,464: 257,530 236,768 41,544 742,336 698,384 1,041,410 976,696: 208,054 272,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 26,863: -13,273 -36,521 6,799 -3,447 57,127 -9,921 27,405: 36,784 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.9 3.3 59.4 55.9 83.3 78.2: 16.7 21.8
Old : 100.0: 20.6 18.9 3.3 59.4 55.9 83.3 78.2: 16.7 21.8
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 : 203: 40 41 27 82 89 132 147:
Old : 203: 40 41 27 82 89 132 147:
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 15.8 38.5 24.7 25.5 14.5 33.2 22.3
Old : 29.5 15.8 38.5 24.7 25.5 14.5 33.2 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 534,385: 141,945 193,913 80,846 273,639 223,856 496,430 498,615: 37,955 35,770
Old : 534,385: 141,945 193,913 80,846 273,639 223,856 496,430 498,615: 37,955 35,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -166: 2,796 18,721 2,957 1,517 -18,220 7,270 3,458: -7,436 -3,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 36.3 15.1 51.2 41.9 92.9 93.3: 7.1 6.7
Old : 100.0: 26.6 36.3 15.1 51.2 41.9 92.9 93.3: 7.1 6.7
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 : 160: 37 33 46 68 63 128 128:
Old : 160: 37 33 46 68 63 128 128:
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 : 19.3 32.8 29.8 42.8 18.2 26.4 27.5 33.4
Old : 19.3 32.8 29.8 42.8 18.2 26.4 27.5 33.4
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 26,254: 4,635 2,304 681 6,660 15,158 11,976 18,143: 14,278 8,111
Old : 26,254: 4,635 2,304 681 6,660 15,158 11,976 18,143: 14,278 8,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -2,219: -1,326 -351 -262 -333 -1,082 -1,921 -1,695: -298 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.8 2.6 25.4 57.7 45.6 69.1: 54.4 30.9
Old : 100.0: 17.7 8.8 2.6 25.4 57.7 45.6 69.1: 54.4 30.9
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 : 29: 10 6 3 8 10 19 18:
Old : 29: 10 6 3 8 10 19 18:
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 : 24.9 41.0 36.3 57.6 20.7 41.0 30.4 53.8
Old : 24.9 41.0 36.3 57.6 20.7 41.0 30.4 53.8
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, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 57,547: 11,969 3,381 25 19,243 47,814 31,237 51,220: 26,310 6,327
Old : 57,547: 11,969 3,381 25 19,243 47,814 31,237 51,220: 26,310 6,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 904: -2,026 -1,178 2 2,359 -489 335 -1,665: 569 2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 5.9 0.0 33.4 83.1 54.3 89.0: 45.7 11.0
Old : 100.0: 20.8 5.9 0.0 33.4 83.1 54.3 89.0: 45.7 11.0
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 : 57: 18 8 2 18 14 36 24:
Old : 57: 18 8 2 18 14 36 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 : 20.1 53.9 31.1 76.8 20.1 53.9 31.1 76.8
Old : 20.1 53.9 31.1 76.8 20.1 53.9 31.1 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 95,148: 61,488 24,518 428 24,480 16,869 86,396 41,815: 8,752 53,333
Old : 95,148: 61,488 24,518 428 24,480 16,869 86,396 41,815: 8,752 53,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 552: 6,163 -1,107 -457 -2,509 503 3,197 -1,061: -2,645 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 25.8 0.4 25.7 17.7 90.8 43.9: 9.2 56.1
Old : 100.0: 64.6 25.8 0.4 25.7 17.7 90.8 43.9: 9.2 56.1
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 : 90: 28 27 4 19 21 48 51:
Old : 90: 28 27 4 19 21 48 51:
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 : 63.5 15.3 71.9 22.5 63.5 14.9 71.9 22.1
Old : 63.5 15.3 71.9 22.5 63.5 14.9 71.9 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 17,171: 8,190 2,591 338 8,467 14,057 16,995 16,986: 176 185
Old : 17,171: 8,190 2,591 338 8,467 14,057 16,995 16,986: 176 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,500: 2,656 356 100 -191 2,001 2,565 2,457: -65 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 15.1 2.0 49.3 81.9 99.0 98.9: 1.0 1.1
Old : 100.0: 47.7 15.1 2.0 49.3 81.9 99.0 98.9: 1.0 1.1
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 : 38: 6 12 4 13 12 21 26:
Old : 38: 6 12 4 13 12 21 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 : 63.6 74.9 83.6 88.7 63.6 71.2 82.8 83.1
Old : 63.6 74.9 83.6 88.7 63.6 71.2 82.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006