WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 543,387: 98,609 63,969 129,068 269,963 274,002 497,640 467,039: 45,747 76,348
Old : 490,556: 97,997 73,500 109,951 241,928 246,924 449,877 430,375: 40,679 60,181
Other: 52,831: 16,994 6,850 2,735 28,035 27,078 47,763 36,663: 5,067 16,167
: : :
: : Changes in Commitments from: May 9, 2006 :
: 71,030: 19,781 -2,832 31,209 10,230 28,559 61,220 56,935: 9,810 14,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.8 23.8 49.7 50.4 91.6 85.9: 8.4 14.1
Old : 100.0: 20.0 15.0 22.4 49.3 50.3 91.7 87.7: 8.3 12.3
Other: 100.0: 32.2 13.0 5.2 53.1 51.3 90.4 69.4: 9.6 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 125 119 144 56 91 286 274:
Old : 365: 122 130 136 53 88 274 270:
Other: 141: 45 28 20 19 58 74 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 26.5 32.2 33.6 22.2 21.9 31.7 27.4
Old : 24.6 28.3 35.2 36.0 24.5 26.9 35.0 33.1
Other: 44.7 23.4 58.7 33.6 39.0 20.2 52.9 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 1,648,034: 340,065 69,342 395,158 672,652 834,323 1,407,874 1,298,823: 240,159 349,211
Old : 878,380: 161,868 134,467 178,771 400,038 429,016 740,677 742,255: 137,703 136,125
Other: 769,654: 275,151 31,828 119,433 272,614 405,306 667,198 556,568: 102,457 213,086
: : :
: : Changes in Commitments from: May 9, 2006 :
: 135,030: 56,345 -26,072 21,991 16,322 99,743 94,658 95,662: 40,372 39,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.2 24.0 40.8 50.6 85.4 78.8: 14.6 21.2
Old : 100.0: 18.4 15.3 20.4 45.5 48.8 84.3 84.5: 15.7 15.5
Other: 100.0: 35.7 4.1 15.5 35.4 52.7 86.7 72.3: 13.3 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 243 128 210 272 320 617 575:
Old : 696: 177 167 150 229 282 497 509:
Other: 610: 185 84 114 172 298 398 458:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 17.1 23.4 22.9 14.9 14.1 22.2 18.4
Old : 22.0 20.6 30.8 27.9 22.0 18.3 30.6 23.3
Other: 17.9 15.3 27.7 22.3 17.6 12.7 25.4 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 15,229: 5,871 285 1,476 3,456 10,794 10,803 12,555: 4,426 2,674
Old : 15,228: 5,872 285 1,475 3,455 10,794 10,802 12,554: 4,426 2,674
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,429: 489 -97 11 193 918 693 832: 736 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 1.9 9.7 22.7 70.9 70.9 82.4: 29.1 17.6
Old : 100.0: 38.6 1.9 9.7 22.7 70.9 70.9 82.4: 29.1 17.6
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 : 51: 22 6 10 12 16 43 27:
Old : 51: 22 6 10 12 16 43 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 : 21.3 39.5 35.9 59.3 20.0 38.3 33.9 51.5
Old : 21.3 39.5 35.9 59.3 20.0 38.3 33.9 51.5
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 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 476,597: 68,420 58,130 115,794 210,926 179,182 395,140 353,106: 81,457 123,490
Old : 307,996: 53,868 73,368 50,719 149,113 123,139 253,700 247,226: 54,296 60,770
Other: 168,601: 53,014 23,225 26,613 61,813 56,043 141,439 105,881: 27,161 62,720
: : :
: : Changes in Commitments from: May 9, 2006 :
: 28,446: 5,515 -1,123 6,470 5,843 12,999 17,828 18,346: 10,618 10,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.2 24.3 44.3 37.6 82.9 74.1: 17.1 25.9
Old : 100.0: 17.5 23.8 16.5 48.4 40.0 82.4 80.3: 17.6 19.7
Other: 100.0: 31.4 13.8 15.8 36.7 33.2 83.9 62.8: 16.1 37.2
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 136 117 164 108 123 344 331:
Old : 407: 135 127 111 86 113 276 302:
Other: 275: 83 67 75 77 99 202 206:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 14.2 27.8 22.2 15.7 9.7 23.3 14.0
Old : 24.4 16.6 34.4 25.8 24.4 12.6 33.2 19.5
Other: 21.8 13.0 32.4 20.0 16.9 9.5 25.6 13.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,661: 12,819 3,029 336 360 538 13,515 3,903: 4,146 13,758
Old : 7,286: 4,048 3,129 50 305 122 4,403 3,301: 2,883 3,985
Other: 10,375: 9,001 130 56 55 416 9,112 602: 1,263 9,773
: : :
: : Changes in Commitments from: May 9, 2006 :
: 832: 654 -69 12 30 47 696 -10: 136 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 17.2 1.9 2.0 3.0 76.5 22.1: 23.5 77.9
Old : 100.0: 55.6 42.9 0.7 4.2 1.7 60.4 45.3: 39.6 54.7
Other: 100.0: 86.8 1.3 0.5 0.5 4.0 87.8 5.8: 12.2 94.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 1 2 17 16:
Old : 24: 12 9 4 1 2 14 14:
Other: 12: 7 2 2 1 2 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 61.4 11.7 68.9 18.6 61.0 11.6 67.7 18.6
Old : 29.2 28.3 46.6 42.5 29.0 28.3 46.2 42.5
Other: 87.0 5.3 87.8 5.8 86.5 5.3 87.3 5.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 282,392: 78,239 12,708 53,934 118,054 196,879 250,227 263,521: 32,165 18,871
Old : 211,667: 72,547 26,514 23,029 90,253 147,632 185,829 197,176: 25,837 14,491
Other: 70,725: 22,667 3,169 13,930 27,801 49,247 64,398 66,345: 6,327 4,380
: : :
: : Changes in Commitments from: May 9, 2006 :
: 11,793: 3,014 -544 6,027 931 7,279 9,972 12,762: 1,821 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.5 19.1 41.8 69.7 88.6 93.3: 11.4 6.7
Old : 100.0: 34.3 12.5 10.9 42.6 69.7 87.8 93.2: 12.2 6.8
Other: 100.0: 32.0 4.5 19.7 39.3 69.6 91.1 93.8: 8.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 87 35 55 55 59 178 127:
Old : 204: 85 45 40 48 54 159 115:
Other: 106: 35 18 32 33 39 82 76:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 41.1 26.3 53.8 17.2 35.3 23.0 45.6
Old : 22.1 46.2 29.9 57.9 21.5 41.2 28.5 52.5
Other: 25.1 36.1 42.2 50.1 21.0 30.8 33.3 41.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 1,231,981: 95,276 243,201 257,036 719,840 482,646 1,072,151 982,882: 159,830 249,099
Old : 1,231,981: 95,276 243,201 257,036 719,840 482,646 1,072,151 982,882: 159,830 249,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 35,936: 5,198 -594 2,233 28,146 24,853 35,578 26,492: 358 9,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 19.7 20.9 58.4 39.2 87.0 79.8: 13.0 20.2
Old : 100.0: 7.7 19.7 20.9 58.4 39.2 87.0 79.8: 13.0 20.2
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 : 220: 39 65 71 95 99 174 195:
Old : 220: 39 65 71 95 99 174 195:
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 16.1 30.2 23.8 14.0 9.4 20.5 14.6
Old : 19.9 16.1 30.2 23.8 14.0 9.4 20.5 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 191,684: 26,679 41,875 33,980 100,163 90,976 160,823 166,831: 30,861 24,853
Old : 137,273: 25,868 39,106 17,647 69,186 61,632 112,701 118,385: 24,572 18,888
Other: 54,411: 6,704 8,662 10,440 30,977 29,345 48,122 48,446: 6,290 5,965
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,785: -1,703 871 -1,137 5,579 842 2,739 576: 46 2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.8 17.7 52.3 47.5 83.9 87.0: 16.1 13.0
Old : 100.0: 18.8 28.5 12.9 50.4 44.9 82.1 86.2: 17.9 13.8
Other: 100.0: 12.3 15.9 19.2 56.9 53.9 88.4 89.0: 11.6 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 40 51 49 60 57 130 145:
Old : 177: 51 51 43 56 45 121 131:
Other: 104: 17 29 28 41 42 78 82:
:----------------------------------------------------------------------------------------------------
: 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 25.2 34.1 36.4 23.4 21.4 31.0 30.9
Old : 24.4 26.9 32.6 38.3 24.2 26.6 31.8 37.2
Other: 34.1 29.0 46.9 43.5 31.4 26.4 42.3 38.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 12,721: 3,734 150 1,663 3,916 9,142 9,313 10,956: 3,408 1,765
Old : 6,379: 3,252 416 274 1,311 4,833 4,837 5,523: 1,542 856
Other: 6,342: 917 170 954 2,605 4,309 4,475 5,433: 1,866 909
: : :
: : Changes in Commitments from: May 9, 2006 :
: 903: 602 -235 29 -450 1,247 182 1,042: 721 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 1.2 13.1 30.8 71.9 73.2 86.1: 26.8 13.9
Old : 100.0: 51.0 6.5 4.3 20.6 75.8 75.8 86.6: 24.2 13.4
Other: 100.0: 14.5 2.7 15.0 41.1 68.0 70.6 85.7: 29.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 27 6 12 21 21 53 34:
Old : 54: 20 8 4 12 19 35 28:
Other: 38: 14 3 9 15 15 31 25:
:----------------------------------------------------------------------------------------------------
: 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 49.5 34.6 60.8 16.7 41.8 27.4 49.2
Old : 35.4 46.6 54.2 64.0 35.4 46.1 54.2 63.3
Other: 29.9 57.0 42.7 70.5 20.7 44.0 28.4 51.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 690,565: 209,119 166,615 14,233 325,711 395,660 549,063 576,508: 141,502 114,057
Old : 690,565: 209,119 166,615 14,233 325,711 395,660 549,063 576,508: 141,502 114,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 79,281: -378 -12,832 3,589 47,028 93,362 50,240 84,120: 29,041 -4,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 24.1 2.1 47.2 57.3 79.5 83.5: 20.5 16.5
Old : 100.0: 30.3 24.1 2.1 47.2 57.3 79.5 83.5: 20.5 16.5
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 : 187: 49 44 25 66 67 128 123:
Old : 187: 49 44 25 66 67 128 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 15.0 27.1 24.2 16.1 12.0 26.6 20.8
Old : 16.3 15.0 27.1 24.2 16.1 12.0 26.6 20.8
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 16, 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 : 3,187,275: 647,650 563,539 502,039 1,734,109 1,610,806 2,883,799 2,676,385: 303,476 510,890
Old : 3,187,275: 647,650 563,539 502,039 1,734,109 1,610,806 2,883,799 2,676,385: 303,476 510,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -23,051: 7,290 -66,852 30,586 -77,866 17,738 -39,990 -18,528: 16,939 -4,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 17.7 15.8 54.4 50.5 90.5 84.0: 9.5 16.0
Old : 100.0: 20.3 17.7 15.8 54.4 50.5 90.5 84.0: 9.5 16.0
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 : 325: 67 91 94 132 139 251 272:
Old : 325: 67 91 94 132 139 251 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 20.1 33.7 29.3 18.1 18.9 25.5 24.5
Old : 23.6 20.1 33.7 29.3 18.1 18.9 25.5 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 1,581,808: 317,918 304,694 198,229 830,549 752,357 1,346,696 1,255,280: 235,111 326,528
Old : 1,581,808: 317,918 304,694 198,229 830,549 752,357 1,346,696 1,255,280: 235,111 326,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 19,752: 41,365 5,164 5,497 -30,897 25,425 15,966 36,086: 3,786 -16,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.3 12.5 52.5 47.6 85.1 79.4: 14.9 20.6
Old : 100.0: 20.1 19.3 12.5 52.5 47.6 85.1 79.4: 14.9 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 47 55 47 76 93 145 173:
Old : 214: 47 55 47 76 93 145 173:
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 : 20.6 12.6 31.5 21.9 16.7 10.8 25.6 16.4
Old : 20.6 12.6 31.5 21.9 16.7 10.8 25.6 16.4
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 16, 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 : 782,088: 168,393 137,480 279,662 297,305 323,192 745,360 740,334: 36,728 41,754
Old : 782,088: 168,393 137,480 279,662 297,305 323,192 745,360 740,334: 36,728 41,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -5,786: 11,103 18,270 -37,570 13,592 3,351 -12,875 -15,949: 7,089 10,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.6 35.8 38.0 41.3 95.3 94.7: 4.7 5.3
Old : 100.0: 21.5 17.6 35.8 38.0 41.3 95.3 94.7: 4.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 44 24 50 60 60 122 118:
Old : 138: 44 24 50 60 60 122 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 31.8 39.8 45.1 10.0 14.3 15.0 18.5
Old : 27.8 31.8 39.8 45.1 10.0 14.3 15.0 18.5
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 16, 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 : 37,460: 6,073 4,562 2,161 6,498 13,245 14,732 19,967: 22,728 17,493
Old : 37,460: 6,073 4,562 2,161 6,498 13,245 14,732 19,967: 22,728 17,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 12,567: 1,139 1,749 42 1,113 5,001 2,295 6,792: 10,272 5,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.2 5.8 17.3 35.4 39.3 53.3: 60.7 46.7
Old : 100.0: 16.2 12.2 5.8 17.3 35.4 39.3 53.3: 60.7 46.7
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 : 33: 12 11 8 7 8 24 22:
Old : 33: 12 11 8 7 8 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 28.1 26.9 40.9 13.6 25.3 19.9 33.5
Old : 16.6 28.1 26.9 40.9 13.6 25.3 19.9 33.5
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 16, 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 : 49,669: 14,752 6,487 751 19,878 31,710 35,382 38,949: 14,287 10,720
Old : 49,669: 14,752 6,487 751 19,878 31,710 35,382 38,949: 14,287 10,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,038: 2,168 -534 25 -1,738 1,016 455 506: 1,582 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 13.1 1.5 40.0 63.8 71.2 78.4: 28.8 21.6
Old : 100.0: 29.7 13.1 1.5 40.0 63.8 71.2 78.4: 28.8 21.6
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 : 61: 22 12 8 18 12 43 29:
Old : 61: 22 12 8 18 12 43 29:
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 : 26.7 39.0 42.3 62.0 26.7 35.5 41.3 58.4
Old : 26.7 39.0 42.3 62.0 26.7 35.5 41.3 58.4
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 16, 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 : 102,308: 59,892 15,736 5,376 17,341 49,861 82,609 70,973: 19,699 31,335
Old : 102,308: 59,892 15,736 5,376 17,341 49,861 82,609 70,973: 19,699 31,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,003: -4,246 -2,893 -11 -512 6,693 -4,769 3,789: 8,772 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 15.4 5.3 16.9 48.7 80.7 69.4: 19.3 30.6
Old : 100.0: 58.5 15.4 5.3 16.9 48.7 80.7 69.4: 19.3 30.6
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 : 103: 40 25 23 19 27 68 66:
Old : 103: 40 25 23 19 27 68 66:
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 : 41.9 34.4 50.1 42.6 40.1 32.7 47.9 40.5
Old : 41.9 34.4 50.1 42.6 40.1 32.7 47.9 40.5
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 16, 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 : 12,666: 2,340 2,647 370 9,781 9,101 12,491 12,118: 175 548
Old : 12,666: 2,340 2,647 370 9,781 9,101 12,491 12,118: 175 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -8: 458 -391 111 -577 -48 -8 -328: 0 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.9 2.9 77.2 71.9 98.6 95.7: 1.4 4.3
Old : 100.0: 18.5 20.9 2.9 77.2 71.9 98.6 95.7: 1.4 4.3
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 : 38: 6 14 5 13 9 21 26:
Old : 38: 6 14 5 13 9 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 : 42.0 65.9 69.8 78.5 41.9 60.7 68.6 71.6
Old : 42.0 65.9 69.8 78.5 41.9 60.7 68.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006