WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,295 COMMITMENTS 110,708 94,459 92,625 279,155 262,540 482,488 449,624 39,807 72,671 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 45,238) 15,487 14,002 11,566 19,745 16,021 46,798 41,589 -1,560 3,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 18.1 17.7 53.4 50.3 92.4 86.1 7.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 112 136 119 49 82 269 252 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,350,711 COMMITMENTS 350,825 93,903 232,745 600,242 746,060 1183812 1072708 166,899 278,003 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 36,389) 9,463 13,140 34,115 2,416 4,652 45,994 51,907 -9,605 -15,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 7.0 17.2 44.4 55.2 87.6 79.4 12.4 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739) 240 111 166 213 299 533 524 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,628 COMMITMENTS 6,065 306 1,349 3,321 10,907 10,735 12,562 3,893 2,066 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 542) 286 43 349 111 588 746 980 -204 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 2.1 9.2 22.7 74.6 73.4 85.9 26.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 22 6 14 12 16 45 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 372,852 COMMITMENTS 59,890 72,265 65,277 188,548 137,057 313,715 274,599 59,137 98,253 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -15,247) -9,438 9,038 -719 1,597 -16,423 -8,560 -8,104 -6,687 -7,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 19.4 17.5 50.6 36.8 84.1 73.6 15.9 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 99 118 121 88 114 279 301 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,526 COMMITMENTS 13,020 3,355 340 605 548 13,965 4,243 3,561 13,283 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -135) 201 326 4 245 10 450 340 -585 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 19.1 1.9 3.5 3.1 79.7 24.2 20.3 75.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 8 8 1 2 16 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 242,773 COMMITMENTS 73,232 11,120 37,246 105,285 179,373 215,763 227,739 27,010 15,034 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -6,763) -7,160 -1,223 1,465 2,205 -5,171 -3,490 -4,929 -3,273 -1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 4.6 15.3 43.4 73.9 88.9 93.8 11.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 81 29 45 49 53 158 113 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,358 COMMITMENTS 111,914 227,728 51,157 574,786 392,878 737,857 671,763 137,501 203,595 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -3,387) 4,046 -45,549 15,132 -33,929 38,628 -14,751 8,211 11,364 -11,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 26.0 5.8 65.7 44.9 84.3 76.7 15.7 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 37 59 40 73 86 131 164 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 189,648 COMMITMENTS 30,812 53,015 25,401 105,919 86,952 162,132 165,368 27,516 24,280 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 13,868) 558 10,824 796 13,281 1,584 14,635 13,204 -767 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 28.0 13.4 55.9 45.8 85.5 87.2 14.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 38 55 46 57 50 124 139 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,921 COMMITMENTS 4,087 182 932 4,271 10,200 9,290 11,314 3,631 1,607 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,508) 222 10 78 716 1,353 1,016 1,441 492 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 1.4 7.2 33.1 78.9 71.9 87.6 28.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 29 3 11 18 21 49 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 641,406 COMMITMENTS 174,711 155,243 9,857 324,292 354,552 508,860 519,652 132,546 121,754 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -24,508) -34,923 -10,449 4,651 12,380 -27,785 -17,892 -33,583 -6,616 9,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 24.2 1.5 50.6 55.3 79.3 81.0 20.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 44 42 14 63 72 112 123 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,253,508 COMMITMENTS 638,046 545,438 100,901 1232379 1158526 1971326 1804865 282,182 448,643 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -138,253) -56,032 -42,069 -10,064 -87,954 -74,082 -154,050 -126,215 15,797 -12,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 24.2 4.5 54.7 51.4 87.5 80.1 12.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 68 80 55 101 123 197 230 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,128 COMMITMENTS 289,395 288,856 53,227 800,554 707,407 1143176 1049490 233,952 327,638 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 35,530) -21,922 -23,949 3,653 40,843 36,908 22,574 16,612 12,956 18,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 21.0 3.9 58.1 51.4 83.0 76.2 17.0 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 40 55 37 68 86 126 160 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 459,494 COMMITMENTS 134,616 166,600 67,052 224,093 200,661 425,761 434,313 33,733 25,181 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 35,821) -9,987 21,792 11,532 34,192 9,926 35,737 43,250 84 -7,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 36.3 14.6 48.8 43.7 92.7 94.5 7.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 33 27 39 51 53 103 102 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,200 COMMITMENTS 5,361 3,191 347 2,830 10,321 8,538 13,859 15,662 10,341 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -8,755) -580 -1,732 345 -2,863 -1,848 -3,098 -3,235 -5,657 -5,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 13.2 1.4 11.7 42.6 35.3 57.3 64.7 42.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 10 3 4 6 15 17 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,283 COMMITMENTS 12,094 7,478 39 19,250 32,398 31,383 39,915 13,900 5,368 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,469) -2,340 1,089 36 -288 884 -2,592 2,009 123 -4,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 16.5 0.1 42.5 71.5 69.3 88.1 30.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 20 12 4 17 12 39 26 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 87,205 COMMITMENTS 55,161 16,725 683 18,349 44,286 74,193 61,694 13,012 25,511 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -4,214) -4,467 3,108 -313 6,174 -2,409 1,394 386 -5,608 -4,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 19.2 0.8 21.0 50.8 85.1 70.7 14.9 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 31 26 7 22 18 54 50 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,802 COMMITMENTS 2,076 2,896 370 8,804 8,044 11,250 11,310 552 492 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -864) -264 249 0 -977 -1,057 -1,241 -808 377 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 24.5 3.1 74.6 68.2 95.3 95.8 4.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 14 5 13 9 21 25
Updated May 26, 2006