WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 527,642: 79,499 64,984 136,895 274,606 262,219 491,000 464,098: 36,643 63,545
Old : 435,712: 76,662 78,053 97,312 232,095 218,964 406,068 394,330: 29,643 41,382
Other: 91,931: 36,702 20,796 5,718 42,511 43,255 84,931 69,768: 7,000 22,162
: : :
: : Changes in Commitments from: July 3, 2006 :
: 14,782: 7,272 -3,385 1,418 5,398 17,133 14,088 15,166: 694 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 25.9 52.0 49.7 93.1 88.0: 6.9 12.0
Old : 100.0: 17.6 17.9 22.3 53.3 50.3 93.2 90.5: 6.8 9.5
Other: 100.0: 39.9 22.6 6.2 46.2 47.1 92.4 75.9: 7.6 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 106 122 144 68 97 279 284:
Old : 352: 102 127 117 61 92 248 267:
Other: 190: 66 45 39 25 65 104 138:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 22.3 32.4 30.1 21.8 17.6 31.6 22.4
Old : 26.0 26.0 37.8 35.3 25.9 24.3 37.8 31.9
Other: 30.8 16.6 46.3 27.2 28.5 15.9 42.7 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,671,220: 299,183 110,437 469,213 686,978 785,176 1,455,374 1,364,826: 215,846 306,394
Old : 578,108: 81,945 173,713 90,073 342,823 256,969 514,841 520,755: 63,267 57,353
Other: 1,093,113: 374,352 93,838 222,026 344,155 528,207 940,533 844,072: 152,580 249,041
: : :
: : Changes in Commitments from: July 3, 2006 :
: 40,548: 7,169 -22,519 30,213 7,833 31,714 45,214 39,408: -4,667 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.6 28.1 41.1 47.0 87.1 81.7: 12.9 18.3
Old : 100.0: 14.2 30.0 15.6 59.3 44.4 89.1 90.1: 10.9 9.9
Other: 100.0: 34.2 8.6 20.3 31.5 48.3 86.0 77.2: 14.0 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 199 163 246 278 326 614 635:
Old : 603: 98 167 114 207 246 378 454:
Other: 729: 232 130 162 208 316 496 556:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 16.4 23.5 22.0 14.1 11.9 20.9 15.4
Old : 29.4 20.9 41.3 29.5 29.4 18.2 41.1 24.7
Other: 14.7 15.5 23.3 21.7 13.0 12.5 18.6 16.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 15,702: 7,022 364 1,022 3,692 12,125 11,735 13,511: 3,966 2,191
Old : 15,690: 7,022 364 1,022 3,691 12,125 11,734 13,511: 3,955 2,179
Other: 12: 0 0 0 1 0 1 0: 11 12
: : :
: : Changes in Commitments from: July 3, 2006 :
: 856: 544 88 106 -77 849 573 1,043: 283 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 2.3 6.5 23.5 77.2 74.7 86.0: 25.3 14.0
Old : 100.0: 44.8 2.3 6.5 23.5 77.3 74.8 86.1: 25.2 13.9
Other: 100.0: 0.0 0.0 0.0 8.3 0.0 8.3 0.0: 91.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 26 4 8 11 17 42 26:
Old : 52: 26 4 8 11 17 42 26:
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 : 22.7 40.7 37.1 62.2 20.9 39.9 34.3 57.9
Old : 22.7 40.8 37.1 62.3 20.9 39.9 34.4 57.9
Other: 8.3 0.0 8.3 0.0 8.3 0.0 8.3 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 427,561: 62,863 59,890 114,904 187,301 161,091 365,068 335,885: 62,492 91,676
Old : 83,299: 15,370 5,888 26,469 27,464 36,249 69,304 68,605: 13,996 14,694
Other: 344,261: 61,368 67,878 74,560 159,837 124,841 295,765 267,279: 48,497 76,982
: : :
: : Changes in Commitments from: July 3, 2006 :
: 17,537: 4,697 -4,614 4,441 4,981 21,497 14,119 21,323: 3,418 -3,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.0 26.9 43.8 37.7 85.4 78.6: 14.6 21.4
Old : 100.0: 18.5 7.1 31.8 33.0 43.5 83.2 82.4: 16.8 17.6
Other: 100.0: 17.8 19.7 21.7 46.4 36.3 85.9 77.6: 14.1 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 113 131 152 108 122 318 330:
Old : 230: 76 46 55 63 75 159 156:
Other: 387: 101 141 123 88 117 270 310:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 15.3 28.8 22.4 17.0 9.6 24.2 13.8
Old : 21.5 24.1 33.6 39.4 9.6 13.5 13.4 19.0
Other: 21.1 14.8 32.6 21.9 21.1 11.0 29.9 15.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,282: 13,038 4,229 227 0 433 13,265 4,889: 3,017 11,393
Old : 798: 413 30 0 0 9 413 39: 385 759
Other: 15,484: 12,655 4,229 197 0 424 12,852 4,850: 2,632 10,634
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 26.0 1.4 0.0 2.7 81.5 30.0: 18.5 70.0
Old : 100.0: 51.8 3.8 0.0 0.0 1.1 51.8 4.9: 48.2 95.1
Other: 100.0: 81.7 27.3 1.3 0.0 2.7 83.0 31.3: 17.0 68.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 4 0 2 10 14:
Old : 6: 4 1 0 0 1 4 2:
Other: 20: 10 8 3 0 2 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 70.9 20.0 79.3 26.7 69.7 20.0 78.1 26.7
Old : 51.8 4.9 51.8 4.9 51.8 4.9 51.8 4.9
Other: 72.1 21.0 80.7 28.0 70.8 21.0 79.4 28.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 301,281: 89,311 18,853 55,419 124,867 209,930 269,597 284,202: 31,684 17,079
Old : 62,887: 23,956 10,075 9,069 19,976 38,265 53,000 57,409: 9,887 5,478
Other: 238,394: 79,142 22,565 32,564 104,891 171,665 216,597 226,793: 21,797 11,601
: : :
: : Changes in Commitments from: July 3, 2006 :
: 32,941: 24,410 1,679 5,508 -210 25,465 29,707 32,652: 3,233 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 6.3 18.4 41.4 69.7 89.5 94.3: 10.5 5.7
Old : 100.0: 38.1 16.0 14.4 31.8 60.8 84.3 91.3: 15.7 8.7
Other: 100.0: 33.2 9.5 13.7 44.0 72.0 90.9 95.1: 9.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 85 36 50 51 54 170 121:
Old : 115: 41 19 27 34 42 86 79:
Other: 184: 80 41 39 42 45 148 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 41.7 24.7 55.2 15.3 34.7 22.1 46.8
Old : 16.8 34.6 28.6 50.0 16.8 31.5 25.4 42.8
Other: 20.8 48.1 30.3 59.3 19.3 41.7 27.5 50.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,008,588: 76,444 166,750 171,855 609,871 470,941 858,170 809,547: 150,417 199,041
Old : 1,008,588: 76,444 166,750 171,855 609,871 470,941 858,170 809,547: 150,417 199,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 24,626: -14,053 -16,292 8,017 15,167 41,367 9,132 33,091: 15,494 -8,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 16.5 17.0 60.5 46.7 85.1 80.3: 14.9 19.7
Old : 100.0: 7.6 16.5 17.0 60.5 46.7 85.1 80.3: 14.9 19.7
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 : 208: 34 55 52 87 100 150 178:
Old : 208: 34 55 52 87 100 150 178:
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 : 21.5 19.9 30.2 27.7 15.9 13.6 21.6 18.0
Old : 21.5 19.9 30.2 27.7 15.9 13.6 21.6 18.0
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 11, 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 : 201,955: 27,863 42,586 36,211 108,335 101,023 172,409 179,820: 29,546 22,135
Old : 73,617: 11,386 10,931 7,662 41,990 46,157 61,038 64,750: 12,580 8,867
Other: 128,338: 24,262 39,441 20,764 66,346 54,865 111,372 115,070: 16,966 13,268
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,211: 2,875 2,666 -1,145 602 3,469 2,332 4,990: 879 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 21.1 17.9 53.6 50.0 85.4 89.0: 14.6 11.0
Old : 100.0: 15.5 14.8 10.4 57.0 62.7 82.9 88.0: 17.1 12.0
Other: 100.0: 18.9 30.7 16.2 51.7 42.8 86.8 89.7: 13.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 43 51 49 60 52 130 138:
Old : 123: 34 26 24 51 33 96 74:
Other: 159: 37 58 34 48 47 105 121:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 29.7 37.8 41.3 27.7 24.5 33.2 34.2
Old : 28.6 48.4 39.1 59.0 27.8 47.0 37.5 57.5
Other: 35.9 25.2 43.9 36.7 34.3 23.2 40.5 34.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 14,342: 4,470 444 1,379 4,634 10,997 10,483 12,819: 3,859 1,523
Old : 14,342: 4,470 444 1,379 4,634 10,997 10,483 12,819: 3,859 1,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -583: -137 53 -389 -53 -279 -578 -615: -5 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 3.1 9.6 32.3 76.7 73.1 89.4: 26.9 10.6
Old : 100.0: 31.2 3.1 9.6 32.3 76.7 73.1 89.4: 26.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 7 10 21 24 51 39:
Old : 67: 28 7 10 21 24 51 39:
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 : 17.0 59.1 28.8 69.9 15.3 54.0 26.4 63.0
Old : 17.0 59.1 28.8 69.9 15.3 54.0 26.4 63.0
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 11, 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 : 581,531: 135,560 127,265 14,714 324,334 330,599 474,608 472,579: 106,923 108,952
Old : 581,531: 135,560 127,265 14,714 324,334 330,599 474,608 472,579: 106,923 108,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 18,822: 17,021 -14,814 7,324 5,337 33,841 29,683 26,351: -10,860 -7,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 21.9 2.5 55.8 56.8 81.6 81.3: 18.4 18.7
Old : 100.0: 23.3 21.9 2.5 55.8 56.8 81.6 81.3: 18.4 18.7
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 : 168: 34 31 14 64 76 102 118:
Old : 168: 34 31 14 64 76 102 118:
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 : 19.5 17.6 32.8 28.0 19.4 16.9 31.9 27.1
Old : 19.5 17.6 32.8 28.0 19.4 16.9 31.9 27.1
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 11, 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 : 2,637,489: 519,651 373,967 304,399 1,526,540 1,548,135 2,350,590 2,226,501: 286,899 410,988
Old : 2,637,489: 519,651 373,967 304,399 1,526,540 1,548,135 2,350,590 2,226,501: 286,899 410,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -42,073: -18,910 -6,649 -8,339 -27,460 -17,607 -54,710 -32,595: 12,636 -9,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 14.2 11.5 57.9 58.7 89.1 84.4: 10.9 15.6
Old : 100.0: 19.7 14.2 11.5 57.9 58.7 89.1 84.4: 10.9 15.6
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 : 305: 54 76 78 136 142 231 255:
Old : 305: 54 76 78 136 142 231 255:
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 24.2 33.5 32.4 18.8 22.9 29.2 29.2
Old : 22.5 24.2 33.5 32.4 18.8 22.9 29.2 29.2
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 11, 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 : 1,390,896: 254,948 209,670 124,666 812,068 745,910 1,191,683 1,080,246: 199,213 310,651
Old : 1,390,896: 254,948 209,670 124,666 812,068 745,910 1,191,683 1,080,246: 199,213 310,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -5,825: -8,116 -12,030 9,887 -3,500 4,759 -1,729 2,615: -4,095 -8,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.1 9.0 58.4 53.6 85.7 77.7: 14.3 22.3
Old : 100.0: 18.3 15.1 9.0 58.4 53.6 85.7 77.7: 14.3 22.3
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 : 213: 42 50 43 85 100 145 175:
Old : 213: 42 50 43 85 100 145 175:
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 : 27.1 14.0 36.3 22.5 22.3 11.5 31.0 17.3
Old : 27.1 14.0 36.3 22.5 22.3 11.5 31.0 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 772,701: 156,163 123,954 278,980 298,565 334,313 733,708 737,247: 38,993 35,454
Old : 772,701: 156,163 123,954 278,980 298,565 334,313 733,708 737,247: 38,993 35,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -51,317: 16,328 2,419 -19,039 -26,069 -11,284 -28,780 -27,904: -22,536 -23,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.0 36.1 38.6 43.3 95.0 95.4: 5.0 4.6
Old : 100.0: 20.2 16.0 36.1 38.6 43.3 95.0 95.4: 5.0 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 : 176: 39 48 59 76 76 140 159:
Old : 176: 39 48 59 76 76 140 159:
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 : 35.1 27.8 44.8 39.1 13.0 10.0 18.4 15.1
Old : 35.1 27.8 44.8 39.1 13.0 10.0 18.4 15.1
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 11, 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 : 27,661: 8,282 1,340 1,175 4,643 15,913 14,100 18,427: 13,561 9,234
Old : 27,661: 8,282 1,340 1,175 4,643 15,913 14,100 18,427: 13,561 9,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,424: 78 -1,058 -699 1,014 2,672 393 915: 2,031 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.8 4.2 16.8 57.5 51.0 66.6: 49.0 33.4
Old : 100.0: 29.9 4.8 4.2 16.8 57.5 51.0 66.6: 49.0 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 16 5 7 8 10 27 19:
Old : 33: 16 5 7 8 10 27 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 : 18.1 49.2 30.3 59.9 18.0 48.7 29.7 59.1
Old : 18.1 49.2 30.3 59.9 18.0 48.7 29.7 59.1
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, July 11, 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 : 56,915: 14,339 3,692 695 15,226 45,843 30,260 50,229: 26,655 6,686
Old : 56,915: 14,339 3,692 695 15,226 45,843 30,260 50,229: 26,655 6,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 702: 618 102 -169 -451 173 -2 107: 704 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.5 1.2 26.8 80.5 53.2 88.3: 46.8 11.7
Old : 100.0: 25.2 6.5 1.2 26.8 80.5 53.2 88.3: 46.8 11.7
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 : 58: 20 9 7 15 16 37 30:
Old : 58: 20 9 7 15 16 37 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 : 20.8 50.0 31.4 73.1 20.8 50.0 31.4 73.1
Old : 20.8 50.0 31.4 73.1 20.8 50.0 31.4 73.1
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 11, 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 : 96,385: 54,877 20,730 4,401 27,309 18,190 86,587 43,321: 9,798 53,064
Old : 96,385: 54,877 20,730 4,401 27,309 18,190 86,587 43,321: 9,798 53,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 850: 2,605 146 -220 -3,183 -750 -797 -824: 1,648 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 21.5 4.6 28.3 18.9 89.8 44.9: 10.2 55.1
Old : 100.0: 56.9 21.5 4.6 28.3 18.9 89.8 44.9: 10.2 55.1
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 : 86: 30 26 15 18 18 57 50:
Old : 86: 30 26 15 18 18 57 50:
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 : 59.0 18.8 68.0 27.5 57.4 16.4 63.0 22.4
Old : 59.0 18.8 68.0 27.5 57.4 16.4 63.0 22.4
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 11, 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 : 14,576: 5,534 2,521 238 8,732 11,694 14,504 14,453: 72 123
Old : 14,576: 5,534 2,521 238 8,732 11,694 14,504 14,453: 72 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,033: 2,668 -249 0 -359 2,361 2,309 2,112: -276 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.3 1.6 59.9 80.2 99.5 99.2: 0.5 0.8
Old : 100.0: 38.0 17.3 1.6 59.9 80.2 99.5 99.2: 0.5 0.8
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 : 37: 5 13 3 13 11 19 26:
Old : 37: 5 13 3 13 11 19 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 : 62.1 72.8 83.8 87.2 62.1 68.4 82.8 81.3
Old : 62.1 72.8 83.8 87.2 62.1 68.4 82.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006