WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 512,823: 70,984 61,566 138,761 267,907 247,987 477,652 448,313: 35,171 64,510
Old : 430,292: 68,043 75,740 102,480 230,351 208,212 400,875 386,431: 29,417 43,860
Other: 82,531: 33,558 16,444 5,663 37,556 39,775 76,777 61,882: 5,754 20,649
: : :
: : Changes in Commitments from: June 20, 2006 :
: -42,490: -1,586 1,889 -24,660 -12,809 -17,633 -39,054 -40,404: -3,436 -2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.0 27.1 52.2 48.4 93.1 87.4: 6.9 12.6
Old : 100.0: 15.8 17.6 23.8 53.5 48.4 93.2 89.8: 6.8 10.2
Other: 100.0: 40.7 19.9 6.9 45.5 48.2 93.0 75.0: 7.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 106 115 146 67 91 272 281:
Old : 340: 103 123 118 66 87 244 267:
Other: 174: 62 38 41 20 62 99 127:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 22.0 32.5 29.7 22.3 17.7 31.8 22.4
Old : 26.5 25.0 37.8 34.1 26.4 23.6 37.7 30.3
Other: 34.0 17.6 49.7 27.7 29.8 16.5 45.3 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,599,046: 265,989 118,883 428,829 693,035 742,622 1,387,853 1,290,334: 211,193 308,712
Old : 612,593: 84,936 178,970 81,443 370,902 284,042 537,281 544,455: 75,312 68,138
Other: 986,453: 343,227 102,088 185,211 322,134 458,579 850,572 745,879: 135,881 240,574
: : :
: : Changes in Commitments from: June 20, 2006 :
: -61,384: 5,096 29,448 -55,492 -3,768 -19,331 -54,164 -45,376: -7,220 -16,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.4 26.8 43.3 46.4 86.8 80.7: 13.2 19.3
Old : 100.0: 13.9 29.2 13.3 60.5 46.4 87.7 88.9: 12.3 11.1
Other: 100.0: 34.8 10.3 18.8 32.7 46.5 86.2 75.6: 13.8 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 201 134 242 273 302 598 602:
Old : 593: 90 167 128 221 245 405 453:
Other: 687: 224 115 155 190 292 461 523:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 15.5 23.5 21.2 14.6 11.6 21.3 15.1
Old : 28.9 23.0 40.5 31.1 28.9 20.9 40.5 28.1
Other: 14.5 12.7 23.7 18.8 13.3 9.7 20.3 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,369: 6,822 191 930 4,109 11,791 11,861 12,913: 3,508 2,456
Old : 15,368: 6,822 191 930 4,108 11,791 11,860 12,913: 3,508 2,455
Other: 1: 0 0 0 1 0 1 0: -0 1
: : :
: : Changes in Commitments from: June 20, 2006 :
: -40: 1,032 -86 -956 -318 688 -243 -355: 203 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 1.2 6.1 26.7 76.7 77.2 84.0: 22.8 16.0
Old : 100.0: 44.4 1.2 6.1 26.7 76.7 77.2 84.0: 22.8 16.0
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: -0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 2 7 12 15 42 22:
Old : 48: 25 2 7 12 15 42 22:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 44.8 39.5 64.0 20.9 43.6 34.4 59.0
Old : 24.9 44.8 39.5 64.0 20.9 43.6 34.4 59.0
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 414,948: 52,961 85,237 101,710 201,396 134,709 356,067 321,656: 58,881 93,292
Old : 110,413: 21,327 19,230 27,625 39,968 43,550 88,921 90,405: 21,492 20,008
Other: 304,535: 54,021 88,394 51,697 161,428 91,159 267,146 231,251: 37,389 73,284
: : :
: : Changes in Commitments from: June 20, 2006 :
: -55,578: -1,556 13,441 -30,359 -12,140 -24,921 -44,056 -41,839: -11,522 -13,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 20.5 24.5 48.5 32.5 85.8 77.5: 14.2 22.5
Old : 100.0: 19.3 17.4 25.0 36.2 39.4 80.5 81.9: 19.5 18.1
Other: 100.0: 17.7 29.0 17.0 53.0 29.9 87.7 75.9: 12.3 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 102 126 146 104 110 304 326:
Old : 249: 67 68 71 70 70 179 176:
Other: 364: 101 129 111 85 102 247 294:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 12.4 29.9 19.1 17.2 8.2 25.3 12.6
Old : 16.3 22.8 27.0 35.3 14.2 16.1 20.0 21.0
Other: 24.5 12.7 37.0 19.7 24.1 11.0 35.6 16.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 249,213: 49,257 19,260 45,369 128,342 164,960 222,968 229,589: 26,244 19,623
Old : 70,918: 14,576 16,121 10,542 34,604 35,430 59,722 62,093: 11,196 8,826
Other: 178,294: 45,259 13,718 24,249 93,738 129,530 163,246 167,497: 15,048 10,797
: : :
: : Changes in Commitments from: June 20, 2006 :
: -24,820: 95 -7,559 -12,390 -13,093 -5,067 -25,388 -25,016: 567 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.7 18.2 51.5 66.2 89.5 92.1: 10.5 7.9
Old : 100.0: 20.6 22.7 14.9 48.8 50.0 84.2 87.6: 15.8 12.4
Other: 100.0: 25.4 7.7 13.6 52.6 72.6 91.6 93.9: 8.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 52 38 45 51 47 132 110:
Old : 112: 32 26 30 37 38 83 81:
Other: 142: 51 30 36 37 41 107 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 38.6 31.8 52.2 18.5 31.3 26.2 38.4
Old : 25.7 30.4 36.1 41.1 22.3 25.7 29.6 32.9
Other: 27.4 47.8 39.5 60.4 25.9 43.9 35.8 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 996,884: 93,599 217,210 155,628 607,733 414,990 856,960 787,828: 139,924 209,056
Old : 996,884: 93,599 217,210 155,628 607,733 414,990 856,960 787,828: 139,924 209,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 9,335: -1,411 29,894 -8,212 15,562 -8,151 5,939 13,531: 3,396 -4,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.8 15.6 61.0 41.6 86.0 79.0: 14.0 21.0
Old : 100.0: 9.4 21.8 15.6 61.0 41.6 86.0 79.0: 14.0 21.0
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 : 196: 36 56 53 80 84 141 168:
Old : 196: 36 56 53 80 84 141 168:
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 : 20.0 20.0 28.4 27.6 15.3 15.2 21.1 21.1
Old : 20.0 20.0 28.4 27.6 15.3 15.2 21.1 21.1
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 197,286: 23,585 43,186 35,384 108,461 92,086 167,430 170,655: 29,857 26,631
Old : 87,829: 12,155 15,819 8,914 50,073 51,171 71,141 75,903: 16,688 11,926
Other: 109,457: 19,610 35,548 18,289 58,389 40,915 96,288 94,752: 13,169 14,705
: : :
: : Changes in Commitments from: June 20, 2006 :
: 6,023: -3,054 12,229 159 10,565 -6,769 7,670 5,619: -1,647 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 21.9 17.9 55.0 46.7 84.9 86.5: 15.1 13.5
Old : 100.0: 13.8 18.0 10.1 57.0 58.3 81.0 86.4: 19.0 13.6
Other: 100.0: 17.9 32.5 16.7 53.3 37.4 88.0 86.6: 12.0 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 38 55 42 55 46 120 128:
Old : 128: 32 37 32 50 34 101 87:
Other: 138: 35 50 28 40 39 90 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 27.2 38.3 39.2 27.0 20.7 32.3 30.5
Old : 26.9 42.3 35.4 52.8 26.7 38.8 34.3 48.3
Other: 36.9 21.0 45.3 33.9 35.6 19.0 42.2 31.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,574: 3,994 293 1,716 5,010 10,763 10,720 12,772: 3,854 1,802
Old : 2,312: 1,593 112 17 303 1,838 1,913 1,967: 399 345
Other: 12,262: 2,874 654 1,226 4,707 8,925 8,807 10,805: 3,455 1,457
: : :
: : Changes in Commitments from: June 20, 2006 :
: -940: -258 -93 -512 184 -134 -586 -739: -354 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 2.0 11.8 34.4 73.9 73.6 87.6: 26.4 12.4
Old : 100.0: 68.9 4.8 0.7 13.1 79.5 82.7 85.1: 17.3 14.9
Other: 100.0: 23.4 5.3 10.0 38.4 72.8 71.8 88.1: 28.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 23 9 10 24 24 53 38:
Old : 30: 11 2 1 3 14 14 17:
Other: 63: 22 10 9 24 20 52 33:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 55.8 30.6 66.4 15.6 50.3 26.8 57.4
Old : 51.5 49.2 70.6 69.3 51.5 49.2 69.9 69.3
Other: 19.8 57.9 31.3 70.3 17.3 51.4 28.1 58.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 562,324: 142,761 149,346 7,785 309,276 291,909 459,822 449,040: 102,501 113,284
Old : 562,324: 142,761 149,346 7,785 309,276 291,909 459,822 449,040: 102,501 113,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -41: 14,278 -3,689 -3,267 -12,943 6,671 -1,932 -285: 1,891 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 26.6 1.4 55.0 51.9 81.8 79.9: 18.2 20.1
Old : 100.0: 25.4 26.6 1.4 55.0 51.9 81.8 79.9: 18.2 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 35 34 11 61 65 98 108:
Old : 156: 35 34 11 61 65 98 108:
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 : 20.8 16.5 36.8 27.0 20.7 16.1 36.4 26.0
Old : 20.8 16.5 36.8 27.0 20.7 16.1 36.4 26.0
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,725,381: 558,065 467,423 313,204 1,565,646 1,523,266 2,436,915 2,303,893: 288,465 421,488
Old : 2,725,381: 558,065 467,423 313,204 1,565,646 1,523,266 2,436,915 2,303,893: 288,465 421,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 47,449: 15,092 -16,752 -15,804 69,276 103,670 68,563 71,114: -21,114 -23,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 17.2 11.5 57.4 55.9 89.4 84.5: 10.6 15.5
Old : 100.0: 20.5 17.2 11.5 57.4 55.9 89.4 84.5: 10.6 15.5
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 : 305: 65 74 76 135 131 234 247:
Old : 305: 65 74 76 135 131 234 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 28.8 32.8 36.2 19.4 27.8 28.8 33.5
Old : 22.5 28.8 32.8 36.2 19.4 27.8 28.8 33.5
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,439,152: 285,874 257,037 123,017 822,969 731,272 1,231,859 1,111,326: 207,293 327,826
Old : 1,439,152: 285,874 257,037 123,017 822,969 731,272 1,231,859 1,111,326: 207,293 327,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -27,543: -1,740 -13,791 -15,242 -15,063 -13,085 -32,044 -42,118: 4,501 14,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.9 8.5 57.2 50.8 85.6 77.2: 14.4 22.8
Old : 100.0: 19.9 17.9 8.5 57.2 50.8 85.6 77.2: 14.4 22.8
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 : 209: 40 59 40 71 91 131 170:
Old : 209: 40 59 40 71 91 131 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 15.1 36.1 22.7 21.9 12.3 30.6 17.9
Old : 26.0 15.1 36.1 22.7 21.9 12.3 30.6 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 975,593: 165,939 150,740 375,707 381,252 408,392 922,898 934,839: 52,695 40,753
Old : 975,593: 165,939 150,740 375,707 381,252 408,392 922,898 934,839: 52,695 40,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 109,939: -6,495 -23,304 56,359 58,993 70,539 108,857 103,594: 1,082 6,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.5 38.5 39.1 41.9 94.6 95.8: 5.4 4.2
Old : 100.0: 17.0 15.5 38.5 39.1 41.9 94.6 95.8: 5.4 4.2
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 : 179: 46 49 65 75 67 152 152:
Old : 179: 46 49 65 75 67 152 152:
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 : 25.3 29.3 37.3 41.5 8.7 8.9 14.3 14.2
Old : 25.3 29.3 37.3 41.5 8.7 8.9 14.3 14.2
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 24,184: 6,550 2,220 1,137 3,114 12,191 10,801 15,548: 13,384 8,636
Old : 24,184: 6,550 2,220 1,137 3,114 12,191 10,801 15,548: 13,384 8,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,782: -140 200 -975 -578 -2,647 -1,692 -3,422: -90 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.2 4.7 12.9 50.4 44.7 64.3: 55.3 35.7
Old : 100.0: 27.1 9.2 4.7 12.9 50.4 44.7 64.3: 55.3 35.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 7 6 4 10 22 19:
Old : 31: 14 7 6 4 10 22 19:
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 : 19.0 44.4 29.4 56.1 18.8 44.0 28.9 55.1
Old : 19.0 44.4 29.4 56.1 18.8 44.0 28.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 55,519: 13,391 3,447 900 15,055 45,658 29,345 50,005: 26,173 5,514
Old : 55,519: 13,391 3,447 900 15,055 45,658 29,345 50,005: 26,173 5,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -546: -143 -506 119 -328 122 -353 -265: -193 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.2 1.6 27.1 82.2 52.9 90.1: 47.1 9.9
Old : 100.0: 24.1 6.2 1.6 27.1 82.2 52.9 90.1: 47.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 10 7 16 17 36 30:
Old : 57: 16 10 7 16 17 36 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 : 21.3 50.3 32.1 73.4 21.3 50.3 32.1 73.4
Old : 21.3 50.3 32.1 73.4 21.3 50.3 32.1 73.4
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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 92,601: 47,979 23,145 4,594 29,263 12,770 81,835 40,508: 10,766 52,093
Old : 92,601: 47,979 23,145 4,594 29,263 12,770 81,835 40,508: 10,766 52,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 306: 1,435 -1,756 251 -2,647 2,548 -962 1,043: 1,267 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 25.0 5.0 31.6 13.8 88.4 43.7: 11.6 56.3
Old : 100.0: 51.8 25.0 5.0 31.6 13.8 88.4 43.7: 11.6 56.3
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 : 77: 23 25 14 20 18 47 53:
Old : 77: 23 25 14 20 18 47 53:
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 : 60.5 16.7 70.9 24.9 60.0 14.5 66.0 20.9
Old : 60.5 16.7 70.9 24.9 60.0 14.5 66.0 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 11,222: 2,883 2,769 238 7,632 7,696 10,753 10,703: 469 519
Old : 11,222: 2,883 2,769 238 7,632 7,696 10,753 10,703: 469 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 800: 536 574 0 -31 -71 505 503: 295 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 24.7 2.1 68.0 68.6 95.8 95.4: 4.2 4.6
Old : 100.0: 25.7 24.7 2.1 68.0 68.6 95.8 95.4: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 12 3 13 10 20 24:
Old : 36: 6 12 3 13 10 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 68.7 74.3 82.0 44.1 62.9 72.9 74.4
Old : 44.2 68.7 74.3 82.0 44.1 62.9 72.9 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2006