WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 536,928: 83,665 59,841 138,482 276,897 273,049 499,044 471,372: 37,884 65,556
Old : 431,585: 80,123 76,351 91,095 229,941 222,950 401,159 390,396: 30,426 41,189
Other: 105,343: 45,128 25,076 5,801 46,956 50,099 97,885 80,976: 7,458 24,367
: : :
: : Changes in Commitments from: July 18, 2006 :
: 6,856: 1,036 -3,457 3,986 1,272 4,242 6,294 4,771: 562 2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.1 25.8 51.6 50.9 92.9 87.8: 7.1 12.2
Old : 100.0: 18.6 17.7 21.1 53.3 51.7 93.0 90.5: 7.0 9.5
Other: 100.0: 42.8 23.8 5.5 44.6 47.6 92.9 76.9: 7.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 97 121 157 71 102 297 294:
Old : 361: 102 132 119 64 97 257 273:
Other: 219: 74 57 45 25 74 121 157:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 21.6 31.8 28.9 21.2 16.6 30.7 21.6
Old : 25.9 25.8 37.8 34.8 25.9 23.9 37.8 32.0
Other: 27.8 15.0 45.4 25.3 27.0 14.8 43.9 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,703,133: 300,069 87,322 502,619 694,637 790,821 1,497,326 1,380,762: 205,807 322,371
Old : 493,624: 75,267 180,572 66,287 301,570 196,694 443,125 443,553: 50,500 50,071
Other: 1,209,509: 390,934 72,881 270,201 393,067 594,127 1,054,201 937,209: 155,307 272,300
: : :
: : Changes in Commitments from: July 18, 2006 :
: 36,995: 8,258 7,237 25,961 1,882 -3,110 36,101 30,088: 895 6,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.1 29.5 40.8 46.4 87.9 81.1: 12.1 18.9
Old : 100.0: 15.2 36.6 13.4 61.1 39.8 89.8 89.9: 10.2 10.1
Other: 100.0: 32.3 6.0 22.3 32.5 49.1 87.2 77.5: 12.8 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 209 146 266 282 323 633 640:
Old : 600: 102 165 96 196 227 354 433:
Other: 742: 243 127 188 226 313 536 567:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 16.4 23.2 21.8 13.9 11.9 20.8 15.1
Old : 31.3 15.3 44.1 24.4 31.3 13.3 44.1 21.2
Other: 14.0 17.9 22.5 23.8 12.6 14.6 17.9 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 15,346: 6,404 451 1,114 4,107 11,767 11,624 13,332: 3,721 2,014
Old : 15,310: 6,389 451 1,114 4,106 11,767 11,608 13,332: 3,701 1,978
Other: 36: 15 0 0 1 0 16 0: 20 36
: : :
: : Changes in Commitments from: July 18, 2006 :
: -750: -921 7 -100 151 -274 -870 -367: 120 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 2.9 7.3 26.8 76.7 75.8 86.9: 24.2 13.1
Old : 100.0: 41.7 2.9 7.3 26.8 76.9 75.8 87.1: 24.2 12.9
Other: 100.0: 41.7 0.0 0.0 2.8 0.0 44.4 0.0: 55.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 28 3 6 12 17 42 25:
Old : 52: 28 3 6 12 17 42 25:
Other: 2: 1 0 0 1 0 2 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 : 25.4 40.1 40.0 62.0 21.6 39.1 34.8 56.2
Old : 25.4 40.2 40.1 62.1 21.7 39.2 34.9 56.3
Other: 44.4 0.0 44.4 0.0 44.4 0.0 44.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 398,164: 58,223 72,974 87,826 190,340 147,179 336,389 307,980: 61,775 90,184
Old : 28,390: 9,159 3,383 56 11,082 18,825 20,297 22,264: 8,093 6,126
Other: 369,774: 57,656 78,184 79,178 179,258 128,354 316,092 285,716: 53,682 84,058
: : :
: : Changes in Commitments from: July 18, 2006 :
: -18,610: 997 9,459 -15,109 -5,912 -12,420 -20,024 -18,071: 1,414 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.3 22.1 47.8 37.0 84.5 77.4: 15.5 22.6
Old : 100.0: 32.3 11.9 0.2 39.0 66.3 71.5 78.4: 28.5 21.6
Other: 100.0: 15.6 21.1 21.4 48.5 34.7 85.5 77.3: 14.5 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 101 123 149 110 120 304 332:
Old : 153: 41 18 2 51 55 93 74:
Other: 390: 97 142 132 94 116 270 327:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 14.5 31.1 22.2 18.3 10.2 26.0 14.1
Old : 15.8 42.1 25.3 51.0 15.8 41.0 24.8 49.0
Other: 20.8 14.6 33.5 21.5 19.7 10.8 29.2 14.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,379: 11,541 4,322 145 0 460 11,686 4,927: 3,693 10,452
Old : 663: 435 30 0 0 9 435 39: 228 624
Other: 14,716: 11,136 4,322 115 0 451 11,251 4,888: 3,465 9,828
: : :
: : Changes in Commitments from: July 18, 2006 :
: -1,779: -2,251 -530 -27 0 19 -2,278 -538: 499 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 28.1 0.9 0.0 3.0 76.0 32.0: 24.0 68.0
Old : 100.0: 65.6 4.5 0.0 0.0 1.4 65.6 5.9: 34.4 94.1
Other: 100.0: 75.7 29.4 0.8 0.0 3.1 76.5 33.2: 23.5 66.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 11 4 0 2 8 17:
Old : 5: 3 1 0 0 1 3 2:
Other: 21: 8 11 3 0 2 8 16:
:----------------------------------------------------------------------------------------------------
: 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 : 68.3 17.5 76.0 25.1 67.7 17.5 75.0 25.1
Old : 65.6 5.9 65.6 5.9 65.6 5.9 65.6 5.9
Other: 68.4 18.3 76.5 26.2 67.8 18.3 75.7 26.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 305,727: 86,866 18,657 46,462 141,700 222,217 275,028 287,336: 30,699 18,392
Old : 48,903: 12,053 9,253 6,868 23,143 27,940 42,064 44,061: 6,838 4,842
Other: 256,825: 79,139 13,731 35,267 118,557 194,276 232,964 243,275: 23,861 13,550
: : :
: : Changes in Commitments from: July 18, 2006 :
: -7,399: -7,221 -2,208 -4,391 1,808 -2,998 -9,804 -9,597: 2,406 2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 6.1 15.2 46.3 72.7 90.0 94.0: 10.0 6.0
Old : 100.0: 24.6 18.9 14.0 47.3 57.1 86.0 90.1: 14.0 9.9
Other: 100.0: 30.8 5.3 13.7 46.2 75.6 90.7 94.7: 9.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 86 33 42 53 50 166 110:
Old : 102: 25 26 24 32 41 72 78:
Other: 186: 90 32 36 47 41 155 94:
:----------------------------------------------------------------------------------------------------
: 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 45.9 27.2 59.9 15.3 36.7 22.7 48.6
Old : 33.1 30.8 43.2 45.2 29.7 26.0 37.7 35.9
Other: 20.1 51.6 29.5 64.2 18.6 45.4 27.1 56.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 987,296: 110,350 148,680 154,461 585,386 495,775 850,197 798,916: 137,099 188,380
Old : 987,296: 110,350 148,680 154,461 585,386 495,775 850,197 798,916: 137,099 188,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -34,901: 28,412 -24,234 -28,569 -34,313 30,496 -34,471 -22,307: -430 -12,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.1 15.6 59.3 50.2 86.1 80.9: 13.9 19.1
Old : 100.0: 11.2 15.1 15.6 59.3 50.2 86.1 80.9: 13.9 19.1
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 : 207: 40 49 52 81 100 147 175:
Old : 207: 40 49 52 81 100 147 175:
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 : 21.2 21.0 30.7 29.7 16.0 15.1 22.7 19.6
Old : 21.2 21.0 30.7 29.7 16.0 15.1 22.7 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 223,029: 32,306 57,476 34,031 125,378 107,479 191,716 198,986: 31,314 24,043
Old : 63,789: 10,876 8,396 4,084 37,147 43,423 52,107 55,903: 11,683 7,886
Other: 159,240: 27,622 55,272 23,756 88,231 64,056 139,609 143,083: 19,631 16,157
: : :
: : Changes in Commitments from: July 18, 2006 :
: -1,555: 842 2,737 -2,965 -831 -2,968 -2,954 -3,197: 1,399 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 25.8 15.3 56.2 48.2 86.0 89.2: 14.0 10.8
Old : 100.0: 17.0 13.2 6.4 58.2 68.1 81.7 87.6: 18.3 12.4
Other: 100.0: 17.3 34.7 14.9 55.4 40.2 87.7 89.9: 12.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 44 60 40 57 51 117 145:
Old : 113: 27 28 16 50 30 85 66:
Other: 169: 42 63 32 47 49 102 134:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 26.4 37.4 37.9 27.6 21.6 33.4 31.4
Old : 26.0 48.8 36.5 60.8 23.9 48.2 33.8 59.4
Other: 34.6 21.5 42.4 32.8 31.7 20.6 38.6 31.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 14,640: 4,374 405 1,244 4,921 11,334 10,539 12,983: 4,101 1,657
Old : 14,640: 4,374 405 1,244 4,921 11,334 10,539 12,983: 4,101 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 108: -117 -6 88 231 78 201 159: -93 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 2.8 8.5 33.6 77.4 72.0 88.7: 28.0 11.3
Old : 100.0: 29.9 2.8 8.5 33.6 77.4 72.0 88.7: 28.0 11.3
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 : 63: 24 8 8 23 23 51 35:
Old : 63: 24 8 8 23 23 51 35:
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 58.6 28.8 70.5 15.7 53.4 26.3 63.3
Old : 17.0 58.6 28.8 70.5 15.7 53.4 26.3 63.3
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 25, 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 : 642,296: 135,445 134,065 17,366 373,025 378,082 525,836 529,513: 116,460 112,783
Old : 642,296: 135,445 134,065 17,366 373,025 378,082 525,836 529,513: 116,460 112,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 48,879: 5,328 1,698 2,154 35,042 35,420 42,524 39,272: 6,355 9,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 20.9 2.7 58.1 58.9 81.9 82.4: 18.1 17.6
Old : 100.0: 21.1 20.9 2.7 58.1 58.9 81.9 82.4: 18.1 17.6
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 : 171: 31 38 19 69 76 110 123:
Old : 171: 31 38 19 69 76 110 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 18.4 32.7 29.8 20.1 17.8 32.1 28.0
Old : 20.1 18.4 32.7 29.8 20.1 17.8 32.1 28.0
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, July 25, 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 : 2,500,519: 490,552 308,923 278,244 1,443,236 1,505,873 2,212,031 2,093,039: 288,488 407,480
Old : 2,500,519: 490,552 308,923 278,244 1,443,236 1,505,873 2,212,031 2,093,039: 288,488 407,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -186,240: -55,700 -99,698 -31,496 -107,251 -52,013 -194,447 -183,207: 8,207 -3,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 12.4 11.1 57.7 60.2 88.5 83.7: 11.5 16.3
Old : 100.0: 19.6 12.4 11.1 57.7 60.2 88.5 83.7: 11.5 16.3
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 : 292: 65 63 69 129 140 217 249:
Old : 292: 65 63 69 129 140 217 249:
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 : 21.4 24.9 32.1 33.7 17.5 23.2 27.5 29.5
Old : 21.4 24.9 32.1 33.7 17.5 23.2 27.5 29.5
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, July 25, 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 : 1,395,360: 253,974 232,255 123,401 800,297 754,404 1,177,672 1,110,059: 217,688 285,300
Old : 1,395,360: 253,974 232,255 123,401 800,297 754,404 1,177,672 1,110,059: 217,688 285,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -33,139: -9,267 -34,967 -30,198 -27,457 35,473 -66,922 -29,691: 33,783 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.6 8.8 57.4 54.1 84.4 79.6: 15.6 20.4
Old : 100.0: 18.2 16.6 8.8 57.4 54.1 84.4 79.6: 15.6 20.4
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 : 207: 39 45 40 89 96 148 161:
Old : 207: 39 45 40 89 96 148 161:
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 : 27.9 14.7 36.3 22.9 23.4 13.0 30.4 20.0
Old : 27.9 14.7 36.3 22.9 23.4 13.0 30.4 20.0
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 25, 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 : 819,240: 114,469 115,121 321,042 342,570 342,423 778,082 778,587: 41,158 40,653
Old : 819,240: 114,469 115,121 321,042 342,570 342,423 778,082 778,587: 41,158 40,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 12,306: -9,690 8,014 23,039 5,803 -15,194 19,153 15,859: -6,847 -3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.1 39.2 41.8 41.8 95.0 95.0: 5.0 5.0
Old : 100.0: 14.0 14.1 39.2 41.8 41.8 95.0 95.0: 5.0 5.0
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 : 188: 41 52 67 77 77 150 170:
Old : 188: 41 52 67 77 77 150 170:
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 : 28.3 26.4 38.2 37.7 8.9 8.1 14.9 12.9
Old : 28.3 26.4 38.2 37.7 8.9 8.1 14.9 12.9
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 25, 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 : 29,041: 4,498 2,124 1,963 6,959 15,819 13,419 19,906: 15,622 9,135
Old : 29,041: 4,498 2,124 1,963 6,959 15,819 13,419 19,906: 15,622 9,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -1,829: -1,331 -269 -246 -325 -977 -1,902 -1,493: 73 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.3 6.8 24.0 54.5 46.2 68.5: 53.8 31.5
Old : 100.0: 15.5 7.3 6.8 24.0 54.5 46.2 68.5: 53.8 31.5
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 : 30: 11 6 8 10 10 25 20:
Old : 30: 11 6 8 10 10 25 20:
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 38.3 32.8 53.3 18.8 37.9 27.5 49.5
Old : 22.5 38.3 32.8 53.3 18.8 37.9 27.5 49.5
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 25, 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 : 59,236: 11,894 3,390 785 19,460 48,092 32,139 52,267: 27,097 6,969
Old : 59,236: 11,894 3,390 785 19,460 48,092 32,139 52,267: 27,097 6,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 700: -2,035 -1,073 -241 2,403 -549 128 -1,863: 572 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.7 1.3 32.9 81.2 54.3 88.2: 45.7 11.8
Old : 100.0: 20.1 5.7 1.3 32.9 81.2 54.3 88.2: 45.7 11.8
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 : 59: 17 10 7 19 15 40 28:
Old : 59: 17 10 7 19 15 40 28:
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 52.3 30.2 74.6 19.5 52.3 30.2 74.6
Old : 19.5 52.3 30.2 74.6 19.5 52.3 30.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 101,628: 61,808 25,097 2,912 27,815 19,734 92,535 47,744: 9,093 53,884
Old : 101,628: 61,808 25,097 2,912 27,815 19,734 92,535 47,744: 9,093 53,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -2,651: 5,352 -537 -1,822 -3,119 -1,933 411 -4,292: -3,062 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 24.7 2.9 27.4 19.4 91.1 47.0: 8.9 53.0
Old : 100.0: 60.8 24.7 2.9 27.4 19.4 91.1 47.0: 8.9 53.0
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 : 93: 28 30 14 19 23 55 59:
Old : 93: 28 30 14 19 23 55 59:
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 : 59.5 15.0 68.7 23.3 59.5 14.0 67.3 20.7
Old : 59.5 15.0 68.7 23.3 59.5 14.0 67.3 20.7
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 25, 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 : 17,171: 8,190 2,591 338 8,467 14,057 16,995 16,986: 176 185
Old : 17,171: 8,190 2,591 338 8,467 14,057 16,995 16,986: 176 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,500: 2,656 356 100 -191 2,001 2,565 2,457: -65 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 15.1 2.0 49.3 81.9 99.0 98.9: 1.0 1.1
Old : 100.0: 47.7 15.1 2.0 49.3 81.9 99.0 98.9: 1.0 1.1
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 : 38: 6 12 4 13 12 21 26:
Old : 38: 6 12 4 13 12 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 74.9 83.6 88.7 63.6 71.2 82.8 83.1
Old : 63.6 74.9 83.6 88.7 63.6 71.2 82.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006