WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 435,206: 69,159 67,588 87,942 250,879 224,473 407,979 380,002: 27,226 55,203
Old : 397,444: 67,454 70,192 78,088 228,231 205,713 373,773 353,993: 23,671 43,451
Other: 37,761: 10,997 6,688 562 22,648 18,760 34,206 26,009: 3,555 11,752
: : :
: : Changes in Commitments from: April 25, 2006 :
: 2,421: 3,056 2,077 140 10,571 10,564 13,767 12,781: -11,346 -10,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.5 20.2 57.6 51.6 93.7 87.3: 6.3 12.7
Old : 100.0: 17.0 17.7 19.6 57.4 51.8 94.0 89.1: 6.0 10.9
Other: 100.0: 29.1 17.7 1.5 60.0 49.7 90.6 68.9: 9.4 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 93 121 121 54 81 235 252:
Old : 319: 91 129 116 51 78 227 248:
Other: 112: 36 21 9 16 46 56 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 26.9 39.8 33.9 27.6 22.9 39.4 28.1
Old : 30.4 28.9 43.4 36.1 30.2 27.5 43.1 33.1
Other: 45.9 23.8 60.2 35.5 39.9 21.3 54.2 30.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 1,449,507: 284,168 76,579 356,970 638,199 734,432 1,279,337 1,167,982: 170,170 281,526
Old : 807,541: 166,011 155,560 146,002 397,518 406,592 709,532 708,155: 98,009 99,386
Other: 641,966: 228,402 31,263 100,723 240,681 327,840 569,806 459,827: 72,160 182,140
: : :
: : Changes in Commitments from: April 25, 2006 :
: 21,236: 8,213 5,198 25,574 11,084 20,749 44,872 51,521: -23,635 -30,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.3 24.6 44.0 50.7 88.3 80.6: 11.7 19.4
Old : 100.0: 20.6 19.3 18.1 49.2 50.3 87.9 87.7: 12.1 12.3
Other: 100.0: 35.6 4.9 15.7 37.5 51.1 88.8 71.6: 11.2 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 212 133 217 269 312 591 584:
Old : 683: 158 176 170 231 280 496 531:
Other: 572: 162 86 103 162 281 363 434:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.7 25.7 22.8 16.4 13.6 24.5 17.9
Old : 24.6 20.2 33.7 27.3 24.6 17.9 33.4 23.4
Other: 19.9 14.5 29.8 22.0 18.8 11.6 27.2 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 12,711: 4,659 193 1,383 3,223 9,022 9,264 10,597: 3,447 2,113
Old : 12,710: 4,659 192 1,383 3,222 9,022 9,263 10,596: 3,447 2,113
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 691: 5 -742 226 655 1,418 887 902: -195 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 1.5 10.9 25.4 71.0 72.9 83.4: 27.1 16.6
Old : 100.0: 36.7 1.5 10.9 25.3 71.0 72.9 83.4: 27.1 16.6
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 5 10 12 16 42 27:
Old : 50: 24 5 10 12 16 42 27:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 39.7 39.3 61.1 22.9 38.1 35.7 52.8
Old : 24.0 39.7 39.3 61.1 22.9 38.1 35.7 52.8
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 431,074: 56,917 65,701 104,822 210,253 159,148 371,992 329,671: 59,082 101,404
Old : 290,953: 50,444 85,660 46,623 153,161 109,846 250,228 242,129: 40,725 48,824
Other: 140,122: 45,843 19,411 18,829 57,092 49,302 121,764 87,542: 18,357 52,580
: : :
: : Changes in Commitments from: April 25, 2006 :
: 5,187: 8,602 -19,737 10,261 -3,558 28,259 15,305 18,783: -10,119 -13,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.2 24.3 48.8 36.9 86.3 76.5: 13.7 23.5
Old : 100.0: 17.3 29.4 16.0 52.6 37.8 86.0 83.2: 14.0 16.8
Other: 100.0: 32.7 13.9 13.4 40.7 35.2 86.9 62.5: 13.1 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 122 135 155 105 120 326 328:
Old : 403: 112 153 109 90 110 273 303:
Other: 254: 87 54 62 68 92 177 189:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 13.8 29.6 20.7 17.4 9.3 25.6 14.3
Old : 26.4 15.5 36.7 23.9 26.4 12.2 36.0 19.5
Other: 25.4 14.5 37.0 21.1 20.7 11.0 29.8 15.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,590: 10,727 2,840 484 330 460 11,541 3,784: 4,049 11,806
Old : 6,732: 3,119 2,886 380 275 87 3,774 3,353: 2,958 3,379
Other: 8,858: 7,654 0 58 55 373 7,767 431: 1,091 8,427
: : :
: : Changes in Commitments from: April 25, 2006 :
: 506: 776 -495 30 -200 50 606 -415: -100 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 18.2 3.1 2.1 3.0 74.0 24.3: 26.0 75.7
Old : 100.0: 46.3 42.9 5.6 4.1 1.3 56.1 49.8: 43.9 50.2
Other: 100.0: 86.4 0.0 0.7 0.6 4.2 87.7 4.9: 12.3 95.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 7 6 1 2 15 13:
Old : 22: 11 8 4 1 2 13 13:
Other: 8: 5 0 2 1 2 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 13.9 66.9 20.3 58.2 13.8 65.7 20.0
Old : 26.2 32.1 42.7 46.4 25.9 32.1 41.6 43.7
Other: 87.4 4.9 87.7 4.9 86.7 4.2 87.0 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 271,633: 74,528 11,773 49,185 117,521 191,240 241,233 252,198: 30,400 19,435
Old : 212,206: 68,135 21,759 26,514 92,225 148,138 186,874 196,410: 25,332 15,796
Other: 59,427: 19,184 2,806 9,880 25,296 43,102 54,360 55,788: 5,068 3,639
: : :
: : Changes in Commitments from: April 25, 2006 :
: 27,277: 19,114 -5,112 3,582 1,264 25,572 23,960 24,042: 3,317 3,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.3 18.1 43.3 70.4 88.8 92.8: 11.2 7.2
Old : 100.0: 32.1 10.3 12.5 43.5 69.8 88.1 92.6: 11.9 7.4
Other: 100.0: 32.3 4.7 16.6 42.6 72.5 91.5 93.9: 8.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 84 27 51 54 56 167 123:
Old : 196: 80 38 40 50 52 151 115:
Other: 94: 29 19 25 28 34 68 67:
:----------------------------------------------------------------------------------------------------
: 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 44.1 28.1 56.2 18.2 36.8 24.2 46.8
Old : 22.4 47.6 30.7 58.4 21.6 42.1 28.9 52.5
Other: 31.4 40.8 49.6 56.7 28.6 36.3 41.4 48.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 1,183,302: 81,630 253,639 247,292 705,687 450,602 1,034,609 951,534: 148,693 231,768
Old : 1,183,302: 81,630 253,639 247,292 705,687 450,602 1,034,609 951,534: 148,693 231,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 70,565: -3,264 19,471 28,205 45,448 31,747 70,389 79,424: 175 -8,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 21.4 20.9 59.6 38.1 87.4 80.4: 12.6 19.6
Old : 100.0: 6.9 21.4 20.9 59.6 38.1 87.4 80.4: 12.6 19.6
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 : 208: 36 66 68 84 88 161 181:
Old : 208: 36 66 68 84 88 161 181:
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 : 21.0 15.7 31.8 23.5 15.4 7.8 21.9 13.9
Old : 21.0 15.7 31.8 23.5 15.4 7.8 21.9 13.9
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 186,525: 30,007 42,258 34,707 92,634 86,077 157,348 163,042: 29,177 23,482
Old : 138,725: 29,915 37,422 20,532 64,946 63,378 115,392 121,331: 23,333 17,394
Other: 47,799: 4,810 9,555 9,457 27,689 22,700 41,956 41,711: 5,843 6,088
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,016: 4,406 -1,925 705 -2,948 5,270 2,162 4,049: -1,146 -3,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 22.7 18.6 49.7 46.1 84.4 87.4: 15.6 12.6
Old : 100.0: 21.6 27.0 14.8 46.8 45.7 83.2 87.5: 16.8 12.5
Other: 100.0: 10.1 20.0 19.8 57.9 47.5 87.8 87.3: 12.2 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 44 49 49 59 58 133 141:
Old : 177: 54 44 45 54 49 128 127:
Other: 96: 17 29 26 37 35 72 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 23.5 30.9 33.9 19.3 22.4 27.4 30.0
Old : 19.2 24.1 28.6 36.5 19.0 23.3 27.5 35.1
Other: 35.2 26.6 48.7 40.7 33.9 23.5 45.1 35.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 11,539: 3,111 426 1,382 4,314 7,942 8,808 9,751: 2,731 1,788
Old : 6,002: 2,963 607 179 1,772 4,201 4,915 4,987: 1,087 1,015
Other: 5,537: 622 294 728 2,542 3,741 3,893 4,764: 1,644 774
: : :
: : Changes in Commitments from: April 25, 2006 :
: -425: -376 -5 42 105 -514 -229 -477: -196 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.7 12.0 37.4 68.8 76.3 84.5: 23.7 15.5
Old : 100.0: 49.4 10.1 3.0 29.5 70.0 81.9 83.1: 18.1 16.9
Other: 100.0: 11.2 5.3 13.2 45.9 67.6 70.3 86.0: 29.7 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 20 7 9 19 20 42 33:
Old : 50: 15 9 4 13 20 31 30:
Other: 32: 9 3 8 13 15 25 23:
:----------------------------------------------------------------------------------------------------
: 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 48.2 38.7 60.0 18.3 35.8 30.2 41.9
Old : 33.3 45.5 54.7 60.3 33.3 38.6 54.6 52.6
Other: 34.8 59.0 46.8 72.5 23.5 41.7 30.8 49.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 553,414: 182,316 161,999 8,835 251,161 260,698 442,312 431,532: 111,102 121,882
Old : 553,414: 182,316 161,999 8,835 251,161 260,698 442,312 431,532: 111,102 121,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 31,496: 9,337 9,687 -2,357 19,032 23,679 26,011 31,009: 5,485 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 29.3 1.6 45.4 47.1 79.9 78.0: 20.1 22.0
Old : 100.0: 32.9 29.3 1.6 45.4 47.1 79.9 78.0: 20.1 22.0
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 : 168: 40 42 17 61 58 109 109:
Old : 168: 40 42 17 61 58 109 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 13.5 32.8 23.0 20.1 12.5 32.6 21.3
Old : 20.2 13.5 32.8 23.0 20.1 12.5 32.6 21.3
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 3,046,987: 615,805 611,932 475,890 1,737,808 1,534,882 2,829,503 2,622,703: 217,484 424,284
Old : 3,046,987: 615,805 611,932 475,890 1,737,808 1,534,882 2,829,503 2,622,703: 217,484 424,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -15,214: 41,157 14,718 34,921 -35,606 -24,579 40,472 25,060: -55,686 -40,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 20.1 15.6 57.0 50.4 92.9 86.1: 7.1 13.9
Old : 100.0: 20.2 20.1 15.6 57.0 50.4 92.9 86.1: 7.1 13.9
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 : 306: 65 86 89 121 129 232 258:
Old : 306: 65 86 89 121 129 232 258:
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 : 26.8 23.9 35.9 32.7 20.6 22.7 27.9 27.8
Old : 26.8 23.9 35.9 32.7 20.6 22.7 27.9 27.8
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 1,534,100: 298,617 284,598 170,364 853,731 730,256 1,322,712 1,185,218: 211,389 348,883
Old : 1,534,100: 298,617 284,598 170,364 853,731 730,256 1,322,712 1,185,218: 211,389 348,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 18,650: -12,997 -23,664 9,753 20,006 34,726 16,761 20,815: 1,888 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.6 11.1 55.7 47.6 86.2 77.3: 13.8 22.7
Old : 100.0: 19.5 18.6 11.1 55.7 47.6 86.2 77.3: 13.8 22.7
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 : 199: 45 51 42 73 85 140 156:
Old : 199: 45 51 42 73 85 140 156:
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 : 21.7 13.6 32.3 22.0 17.2 10.6 26.4 17.5
Old : 21.7 13.6 32.3 22.0 17.2 10.6 26.4 17.5
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 845,354: 163,264 112,080 371,234 273,904 328,343 808,402 811,656: 36,952 33,697
Old : 845,354: 163,264 112,080 371,234 273,904 328,343 808,402 811,656: 36,952 33,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -194,689: -56,937 -94,757 -54,272 -66,261 -41,613 -177,470 -190,642: -17,219 -4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 13.3 43.9 32.4 38.8 95.6 96.0: 4.4 4.0
Old : 100.0: 19.3 13.3 43.9 32.4 38.8 95.6 96.0: 4.4 4.0
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 : 128: 33 29 50 57 53 117 109:
Old : 128: 33 29 50 57 53 117 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 31.0 41.8 44.5 9.2 10.6 14.6 15.4
Old : 29.6 31.0 41.8 44.5 9.2 10.6 14.6 15.4
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 with Delta-adjusted Options and Futures Combined, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 19,970: 4,908 4,584 1,467 4,922 7,717 11,297 13,768: 8,673 6,202
Old : 19,970: 4,908 4,584 1,467 4,922 7,717 11,297 13,768: 8,673 6,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -384: -298 -532 308 231 -776 241 -1,000: -625 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 23.0 7.3 24.6 38.6 56.6 68.9: 43.4 31.1
Old : 100.0: 24.6 23.0 7.3 24.6 38.6 56.6 68.9: 43.4 31.1
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 : 28: 9 10 7 7 6 21 18:
Old : 28: 9 10 7 7 6 21 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 : 31.5 44.1 43.2 57.4 31.5 42.2 39.8 53.0
Old : 31.5 44.1 43.2 57.4 31.5 42.2 39.8 53.0
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 47,494: 13,005 7,292 609 21,764 30,495 35,377 38,396: 12,116 9,098
Old : 47,494: 13,005 7,292 609 21,764 30,495 35,377 38,396: 12,116 9,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 537: 948 -341 -4 131 52 1,076 -292: -539 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.4 1.3 45.8 64.2 74.5 80.8: 25.5 19.2
Old : 100.0: 27.4 15.4 1.3 45.8 64.2 74.5 80.8: 25.5 19.2
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 : 60: 20 13 7 20 10 43 27:
Old : 60: 20 13 7 20 10 43 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 : 29.1 40.2 45.9 64.1 29.1 36.8 45.2 60.6
Old : 29.1 40.2 45.9 64.1 29.1 36.8 45.2 60.6
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 91,904: 56,051 20,647 5,255 19,041 38,920 80,347 64,822: 11,557 27,083
Old : 91,904: 56,051 20,647 5,255 19,041 38,920 80,347 64,822: 11,557 27,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 5,914: 2,900 329 600 1,573 2,170 5,072 3,099: 842 2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 22.5 5.7 20.7 42.3 87.4 70.5: 12.6 29.5
Old : 100.0: 61.0 22.5 5.7 20.7 42.3 87.4 70.5: 12.6 29.5
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 : 100: 33 33 20 20 21 66 61:
Old : 100: 33 33 20 20 21 66 61:
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 : 44.3 29.7 56.1 39.3 44.3 28.0 54.2 37.1
Old : 44.3 29.7 56.1 39.3 44.3 28.0 54.2 37.1
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 12,825: 1,838 2,878 259 10,379 9,505 12,476 12,642: 349 183
Old : 12,825: 1,838 2,878 259 10,379 9,505 12,476 12,642: 349 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,012: -1,113 146 20 122 -1,184 -971 -1,018: -41 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 22.4 2.0 80.9 74.1 97.3 98.6: 2.7 1.4
Old : 100.0: 14.3 22.4 2.0 80.9 74.1 97.3 98.6: 2.7 1.4
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 : 40: 5 15 5 13 10 21 27:
Old : 40: 5 15 5 13 10 21 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 : 45.3 67.0 73.2 79.7 45.3 61.9 72.0 72.9
Old : 45.3 67.0 73.2 79.7 45.3 61.9 72.0 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006