WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 512,860: 72,227 68,369 135,477 269,208 245,086 476,912 448,932: 35,949 63,928
Old : 427,999: 68,890 83,537 97,276 231,917 204,416 398,083 385,229: 29,916 42,770
Other: 84,861: 36,506 18,001 5,032 37,291 40,671 78,829 63,703: 6,033 21,158
: : :
: : Changes in Commitments from: June 27, 2006 :
: 38: 1,243 6,803 -3,284 1,300 -2,901 -740 619: 778 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.3 26.4 52.5 47.8 93.0 87.5: 7.0 12.5
Old : 100.0: 16.1 19.5 22.7 54.2 47.8 93.0 90.0: 7.0 10.0
Other: 100.0: 43.0 21.2 5.9 43.9 47.9 92.9 75.1: 7.1 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 93 134 147 63 89 269 284:
Old : 340: 88 142 119 60 84 238 268:
Other: 184: 70 40 42 21 62 104 134:
:----------------------------------------------------------------------------------------------------
: 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 21.6 32.8 29.2 22.4 17.1 32.2 21.8
Old : 26.6 24.5 38.4 33.6 26.6 23.2 38.3 30.3
Other: 33.1 17.4 49.0 27.7 29.3 16.1 44.6 25.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,630,673: 292,014 132,957 439,000 679,145 753,462 1,410,159 1,325,418: 220,513 305,254
Old : 597,837: 82,535 165,397 96,207 349,570 273,381 528,312 534,984: 69,525 62,853
Other: 1,032,836: 351,297 109,378 200,975 329,575 480,081 881,847 790,434: 150,988 242,401
: : :
: : Changes in Commitments from: June 27, 2006 :
: 31,627: 26,025 14,073 10,171 -13,890 10,840 22,306 35,085: 9,321 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.2 26.9 41.6 46.2 86.5 81.3: 13.5 18.7
Old : 100.0: 13.8 27.7 16.1 58.5 45.7 88.4 89.5: 11.6 10.5
Other: 100.0: 34.0 10.6 19.5 31.9 46.5 85.4 76.5: 14.6 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 760: 198 155 252 258 307 591 630:
Old : 596: 90 176 135 195 239 387 458:
Other: 705: 229 130 154 190 298 468 537:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.5 23.6 21.9 14.4 12.4 21.0 15.6
Old : 29.1 23.3 40.4 31.3 29.1 21.1 40.3 27.5
Other: 14.8 14.1 23.7 19.9 13.3 11.3 19.8 14.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,845: 6,477 276 916 3,769 11,276 11,162 12,468: 3,683 2,377
Old : 14,844: 6,477 276 916 3,768 11,276 11,161 12,468: 3,683 2,376
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: June 27, 2006 :
: -524: -344 84 -14 -340 -515 -698 -445: 175 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 1.9 6.2 25.4 76.0 75.2 84.0: 24.8 16.0
Old : 100.0: 43.6 1.9 6.2 25.4 76.0 75.2 84.0: 24.8 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 3 7 10 14 40 22:
Old : 48: 25 3 7 10 14 40 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 : 23.5 41.6 38.6 62.3 21.3 40.7 35.2 57.7
Old : 23.5 41.6 38.6 62.3 21.3 40.7 35.2 57.7
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 410,024: 58,166 64,505 110,463 182,320 139,594 350,949 314,561: 59,075 95,462
Old : 91,252: 15,515 9,026 32,828 28,377 32,582 76,720 74,437: 14,532 16,815
Other: 318,772: 57,339 70,166 62,946 153,943 107,012 274,229 240,125: 44,543 78,647
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,924: 5,205 -20,732 8,753 -19,076 4,885 -5,118 -7,095: 194 2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.7 26.9 44.5 34.0 85.6 76.7: 14.4 23.3
Old : 100.0: 17.0 9.9 36.0 31.1 35.7 84.1 81.6: 15.9 18.4
Other: 100.0: 18.0 22.0 19.7 48.3 33.6 86.0 75.3: 14.0 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 109 126 148 104 117 305 327:
Old : 232: 74 55 74 57 77 163 177:
Other: 366: 92 131 106 88 106 248 291:
:----------------------------------------------------------------------------------------------------
: 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 14.9 28.7 20.8 17.5 9.5 25.2 14.1
Old : 22.3 21.2 34.3 32.8 11.7 12.3 16.4 17.1
Other: 22.5 14.6 33.0 21.0 22.5 11.5 31.9 16.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 268,341: 64,902 17,174 49,912 125,077 184,465 239,890 251,551: 28,451 16,790
Old : 67,169: 20,044 11,872 10,121 27,856 38,079 58,021 60,072: 9,148 7,096
Other: 201,172: 59,088 19,532 25,560 97,221 146,386 181,869 191,478: 19,303 9,694
: : :
: : Changes in Commitments from: June 27, 2006 :
: 19,128: 15,645 -2,086 4,542 -3,265 19,505 16,922 21,961: 2,206 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 6.4 18.6 46.6 68.7 89.4 93.7: 10.6 6.3
Old : 100.0: 29.8 17.7 15.1 41.5 56.7 86.4 89.4: 13.6 10.6
Other: 100.0: 29.4 9.7 12.7 48.3 72.8 90.4 95.2: 9.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 72 31 47 48 50 150 112:
Old : 110: 37 20 27 34 42 84 78:
Other: 161: 64 36 37 38 42 125 93:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 39.5 27.9 54.4 17.0 32.4 24.4 42.8
Old : 21.7 32.4 33.1 47.4 16.1 29.7 24.9 39.4
Other: 24.2 47.5 35.1 60.0 22.5 42.4 31.8 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 983,962: 90,497 183,042 163,838 594,704 429,575 849,039 776,455: 134,923 207,507
Old : 983,962: 90,497 183,042 163,838 594,704 429,575 849,039 776,455: 134,923 207,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -12,922: -3,102 -34,167 8,210 -13,030 14,585 -7,922 -11,372: -5,000 -1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.6 16.7 60.4 43.7 86.3 78.9: 13.7 21.1
Old : 100.0: 9.2 18.6 16.7 60.4 43.7 86.3 78.9: 13.7 21.1
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 : 197: 32 55 55 84 90 146 170:
Old : 197: 32 55 55 84 90 146 170:
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 : 20.8 19.7 29.9 28.1 15.7 14.4 21.9 19.8
Old : 20.8 19.7 29.9 28.1 15.7 14.4 21.9 19.8
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 198,744: 24,988 39,920 37,356 107,734 97,554 170,078 174,830: 28,667 23,914
Old : 79,505: 12,373 11,101 9,564 44,184 48,395 66,121 69,060: 13,384 10,445
Other: 119,239: 21,439 37,643 18,968 63,550 49,159 103,956 105,770: 15,283 13,469
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,458: 1,403 -3,266 1,973 -728 5,468 2,648 4,175: -1,190 -2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 20.1 18.8 54.2 49.1 85.6 88.0: 14.4 12.0
Old : 100.0: 15.6 14.0 12.0 55.6 60.9 83.2 86.9: 16.8 13.1
Other: 100.0: 18.0 31.6 15.9 53.3 41.2 87.2 88.7: 12.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 32 51 48 58 55 126 137:
Old : 128: 34 27 33 53 41 106 88:
Other: 147: 31 54 26 45 49 95 111:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 28.3 37.8 40.2 26.7 22.6 32.0 31.6
Old : 24.7 45.1 35.4 55.4 24.0 41.0 32.1 51.1
Other: 38.1 23.3 45.6 35.8 36.3 21.3 42.1 33.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,925: 4,607 391 1,767 4,687 11,276 11,062 13,434: 3,863 1,491
Old : 14,925: 4,607 391 1,767 4,687 11,276 11,062 13,434: 3,863 1,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 351: 613 98 52 -323 512 342 662: 9 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 2.6 11.8 31.4 75.5 74.1 90.0: 25.9 10.0
Old : 100.0: 30.9 2.6 11.8 31.4 75.5 74.1 90.0: 25.9 10.0
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 : 66: 28 7 11 21 22 51 38:
Old : 66: 28 7 11 21 22 51 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 58.9 30.8 70.3 16.8 54.0 27.2 62.6
Old : 18.5 58.9 30.8 70.3 16.8 54.0 27.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 562,709: 118,539 142,079 7,390 318,997 296,758 444,925 446,228: 117,783 116,481
Old : 562,709: 118,539 142,079 7,390 318,997 296,758 444,925 446,228: 117,783 116,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 385: -24,223 -7,267 -395 9,720 4,849 -14,897 -2,812: 15,282 3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 25.2 1.3 56.7 52.7 79.1 79.3: 20.9 20.7
Old : 100.0: 21.1 25.2 1.3 56.7 52.7 79.1 79.3: 20.9 20.7
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 : 153: 26 36 10 63 67 91 111:
Old : 153: 26 36 10 63 67 91 111:
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 18.0 34.2 28.5 20.1 17.2 33.6 27.3
Old : 20.2 18.0 34.2 28.5 20.1 17.2 33.6 27.3
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,679,562: 538,561 380,616 312,738 1,554,000 1,565,742 2,405,299 2,259,096: 274,263 420,466
Old : 2,679,562: 538,561 380,616 312,738 1,554,000 1,565,742 2,405,299 2,259,096: 274,263 420,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -45,818: -19,504 -86,807 -466 -11,646 42,476 -31,616 -44,797: -14,202 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.2 11.7 58.0 58.4 89.8 84.3: 10.2 15.7
Old : 100.0: 20.1 14.2 11.7 58.0 58.4 89.8 84.3: 10.2 15.7
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 : 303: 62 75 79 134 132 233 249:
Old : 303: 62 75 79 134 132 233 249:
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 27.4 33.6 35.8 19.6 26.1 29.4 32.4
Old : 22.5 27.4 33.6 35.8 19.6 26.1 29.4 32.4
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,396,721: 263,064 221,700 114,780 815,569 741,151 1,193,412 1,077,630: 203,309 319,091
Old : 1,396,721: 263,064 221,700 114,780 815,569 741,151 1,193,412 1,077,630: 203,309 319,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -42,431: -22,810 -35,337 -8,237 -7,400 9,879 -38,447 -33,695: -3,984 -8,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 15.9 8.2 58.4 53.1 85.4 77.2: 14.6 22.8
Old : 100.0: 18.8 15.9 8.2 58.4 53.1 85.4 77.2: 14.6 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 : 205: 41 53 41 77 88 137 163:
Old : 205: 41 53 41 77 88 137 163:
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 : 26.4 16.2 36.1 24.8 21.9 13.9 30.7 19.6
Old : 26.4 16.2 36.1 24.8 21.9 13.9 30.7 19.6
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 824,018: 139,835 121,536 298,019 324,634 345,596 762,489 765,151: 61,530 58,867
Old : 824,018: 139,835 121,536 298,019 324,634 345,596 762,489 765,151: 61,530 58,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -151,574: -26,104 -29,204 -77,688 -56,618 -62,796 -160,410 -169,688: 8,835 18,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.7 36.2 39.4 41.9 92.5 92.9: 7.5 7.1
Old : 100.0: 17.0 14.7 36.2 39.4 41.9 92.5 92.9: 7.5 7.1
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 : 176: 45 47 63 72 70 145 153:
Old : 176: 45 47 63 72 70 145 153:
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 : 28.3 27.5 40.5 38.5 10.1 9.0 15.2 13.6
Old : 28.3 27.5 40.5 38.5 10.1 9.0 15.2 13.6
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 25,237: 8,204 2,398 1,874 3,629 13,241 13,707 17,512: 11,531 7,725
Old : 25,237: 8,204 2,398 1,874 3,629 13,241 13,707 17,512: 11,531 7,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,053: 1,654 178 737 515 1,049 2,906 1,964: -1,853 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 9.5 7.4 14.4 52.5 54.3 69.4: 45.7 30.6
Old : 100.0: 32.5 9.5 7.4 14.4 52.5 54.3 69.4: 45.7 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 : 32: 16 7 7 6 8 25 19:
Old : 32: 16 7 7 6 8 25 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 : 20.0 48.4 33.4 60.3 20.0 47.5 33.4 57.5
Old : 20.0 48.4 33.4 60.3 20.0 47.5 33.4 57.5
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 56,213: 13,720 3,589 863 15,678 45,669 30,262 50,122: 25,951 6,091
Old : 56,213: 13,720 3,589 863 15,678 45,669 30,262 50,122: 25,951 6,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 694: 329 142 -36 623 11 916 117: -222 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.4 1.5 27.9 81.2 53.8 89.2: 46.2 10.8
Old : 100.0: 24.4 6.4 1.5 27.9 81.2 53.8 89.2: 46.2 10.8
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 : 60: 17 10 7 18 17 39 30:
Old : 60: 17 10 7 18 17 39 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 : 21.0 49.9 31.2 72.9 21.0 49.9 31.2 72.9
Old : 21.0 49.9 31.2 72.9 21.0 49.9 31.2 72.9
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 95,535: 52,271 20,584 4,622 30,491 18,940 87,384 44,145: 8,151 51,390
Old : 95,535: 52,271 20,584 4,622 30,491 18,940 87,384 44,145: 8,151 51,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,934: 4,293 -2,561 28 1,228 6,170 5,549 3,637: -2,615 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 21.5 4.8 31.9 19.8 91.5 46.2: 8.5 53.8
Old : 100.0: 54.7 21.5 4.8 31.9 19.8 91.5 46.2: 8.5 53.8
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 : 79: 22 26 15 19 19 50 51:
Old : 79: 22 26 15 19 19 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 18.6 70.7 29.1 58.0 17.0 65.2 24.2
Old : 58.5 18.6 70.7 29.1 58.0 17.0 65.2 24.2
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,543: 2,866 2,770 238 9,091 9,333 12,195 12,341: 348 202
Old : 12,543: 2,866 2,770 238 9,091 9,333 12,195 12,341: 348 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,321: -17 1 0 1,459 1,637 1,442 1,638: -121 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 22.1 1.9 72.5 74.4 97.2 98.4: 2.8 1.6
Old : 100.0: 22.8 22.1 1.9 72.5 74.4 97.2 98.4: 2.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 12 3 13 11 20 25:
Old : 36: 6 12 3 13 11 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 66.8 72.9 84.5 45.6 61.7 71.6 74.3
Old : 45.6 66.8 72.9 84.5 45.6 61.7 71.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006