WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 18, 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 : 475,365: 80,399 73,574 95,773 264,927 246,308 441,099 415,655: 34,266 59,710
Old : 379,509: 76,288 86,856 55,020 221,260 201,218 352,568 343,094: 26,941 36,415
Other: 95,856: 41,337 23,944 3,527 43,667 45,090 88,531 72,561: 7,325 23,295
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,535: 3,218 -1,914 58 2,280 7,785 5,556 5,929: 979 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 15.5 20.1 55.7 51.8 92.8 87.4: 7.2 12.6
Old : 100.0: 20.1 22.9 14.5 58.3 53.0 92.9 90.4: 7.1 9.6
Other: 100.0: 43.1 25.0 3.7 45.6 47.0 92.4 75.7: 7.6 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 84 136 132 57 87 260 273:
Old : 343: 85 140 94 45 82 212 252:
Other: 207: 67 57 34 27 66 109 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 22.3 35.5 30.2 24.0 17.6 34.9 22.7
Old : 29.6 26.7 43.3 36.5 29.6 25.2 43.3 33.9
Other: 30.5 16.7 48.1 27.0 29.3 16.0 45.4 24.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 18, 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 : 1,355,524: 291,222 94,262 290,971 610,837 701,361 1,193,030 1,086,594: 162,494 268,930
Old : 428,458: 95,039 169,209 3,970 290,411 208,031 389,420 381,210: 39,038 47,248
Other: 927,066: 357,372 86,242 125,812 320,426 493,330 803,610 705,384: 123,456 221,682
: : :
: : Changes in Commitments from: July 11, 2006 :
: 22,299: -11,333 -25,968 22,104 9,065 16,329 19,836 12,465: 2,463 9,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.0 21.5 45.1 51.7 88.0 80.2: 12.0 19.8
Old : 100.0: 22.2 39.5 0.9 67.8 48.6 90.9 89.0: 9.1 11.0
Other: 100.0: 38.5 9.3 13.6 34.6 53.2 86.7 76.1: 13.3 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 179 133 186 213 300 500 562:
Old : 561: 92 141 5 122 224 218 366:
Other: 690: 207 123 109 165 292 405 497:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 15.7 26.8 21.5 17.6 14.2 26.3 18.0
Old : 37.1 20.1 52.8 29.5 37.1 20.1 52.8 29.0
Other: 17.1 16.6 25.3 22.1 16.2 16.2 23.6 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 18, 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 : 14,435: 7,356 342 421 3,177 11,379 10,954 12,142: 3,481 2,293
Old : 14,412: 7,352 342 415 3,176 11,379 10,943 12,136: 3,469 2,276
Other: 23: 10 6 0 1 0 11 6: 12 17
: : :
: : Changes in Commitments from: July 11, 2006 :
: 89: 466 -157 47 -66 3 447 -107: -358 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 2.4 2.9 22.0 78.8 75.9 84.1: 24.1 15.9
Old : 100.0: 51.0 2.4 2.9 22.0 79.0 75.9 84.2: 24.1 15.8
Other: 100.0: 43.5 26.1 0.0 4.3 0.0 47.8 26.1: 52.2 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 28 3 6 9 16 41 23:
Old : 52: 28 3 6 9 16 41 23:
Other: 3: 1 1 0 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 42.5 39.4 63.4 23.3 41.9 38.6 59.3
Old : 23.3 42.5 39.4 63.5 23.3 41.9 38.7 59.4
Other: 47.8 26.1 47.8 26.1 47.8 26.1 47.8 26.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 18, 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 : 332,154: 59,998 67,314 54,332 169,724 134,045 284,054 255,691: 48,100 76,463
Old : 47,728: 20,845 8,256 32 18,187 31,030 39,064 39,318: 8,664 8,410
Other: 284,426: 53,303 73,208 40,150 151,537 103,015 244,990 216,373: 39,436 68,053
: : :
: : Changes in Commitments from: July 11, 2006 :
: -7,499: -4,868 -1,482 -6,155 4,026 860 -6,997 -6,777: -502 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.3 16.4 51.1 40.4 85.5 77.0: 14.5 23.0
Old : 100.0: 43.7 17.3 0.1 38.1 65.0 81.8 82.4: 18.2 17.6
Other: 100.0: 18.7 25.7 14.1 53.3 36.2 86.1 76.1: 13.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 101 113 115 92 111 271 294:
Old : 195: 72 24 3 48 59 120 86:
Other: 372: 81 144 86 66 105 213 285:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 13.8 32.6 20.8 21.8 11.8 31.0 17.1
Old : 23.8 36.1 34.4 51.3 23.4 33.9 30.6 45.0
Other: 25.4 12.7 38.0 20.1 25.4 12.6 36.8 17.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,158: 13,792 4,852 172 0 441 13,964 5,465: 3,194 11,693
Old : 728: 447 30 0 0 9 447 39: 281 689
Other: 16,430: 13,390 4,867 127 0 432 13,517 5,426: 2,913 11,004
: : :
: : Changes in Commitments from: July 11, 2006 :
: 876: 754 623 -55 0 8 699 576: 177 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 28.3 1.0 0.0 2.6 81.4 31.9: 18.6 68.1
Old : 100.0: 61.4 4.1 0.0 0.0 1.2 61.4 5.4: 38.6 94.6
Other: 100.0: 81.5 29.6 0.8 0.0 2.6 82.3 33.0: 17.7 67.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 14 5 0 2 12 20:
Old : 7: 5 1 0 0 1 5 2:
Other: 27: 11 14 3 0 2 11 19:
:----------------------------------------------------------------------------------------------------
: 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 : 69.2 13.8 78.1 21.3 68.9 13.8 77.2 21.3
Old : 60.9 5.4 61.4 5.4 60.9 5.4 61.4 5.4
Other: 69.7 14.4 79.0 22.3 69.4 14.4 78.2 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 18, 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 : 287,418: 99,054 18,292 35,964 125,761 218,101 260,779 272,357: 26,639 15,061
Old : 52,683: 16,067 8,180 5,826 23,791 34,171 45,684 48,177: 6,999 4,506
Other: 234,735: 89,511 16,636 23,614 101,970 183,930 215,095 224,180: 19,640 10,555
: : :
: : Changes in Commitments from: July 11, 2006 :
: 11,827: 3,174 -302 -4,013 15,307 16,433 14,468 12,118: -2,641 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.4 12.5 43.8 75.9 90.7 94.8: 9.3 5.2
Old : 100.0: 30.5 15.5 11.1 45.2 64.9 86.7 91.4: 13.3 8.6
Other: 100.0: 38.1 7.1 10.1 43.4 78.4 91.6 95.5: 8.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 94 30 41 49 45 165 105:
Old : 99: 33 18 16 29 32 71 59:
Other: 183: 89 35 31 44 39 150 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 46.6 28.0 62.8 16.1 38.6 23.0 50.2
Old : 33.0 34.7 44.1 51.2 27.8 29.9 37.2 43.9
Other: 21.3 53.8 31.2 67.6 19.5 48.7 27.8 57.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 18, 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 : 751,513: 95,360 184,271 12,446 529,589 377,296 637,395 574,013: 114,118 177,500
Old : 751,513: 95,360 184,271 12,446 529,589 377,296 637,395 574,013: 114,118 177,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -1,628: 9,222 7,876 1,544 1,844 -16,184 12,610 -6,764: -14,238 5,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 24.5 1.7 70.5 50.2 84.8 76.4: 15.2 23.6
Old : 100.0: 12.7 24.5 1.7 70.5 50.2 84.8 76.4: 15.2 23.6
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 : 192: 30 48 25 75 82 120 140:
Old : 192: 30 48 25 75 82 120 140:
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 : 27.3 25.4 37.2 34.5 22.5 19.7 30.9 26.4
Old : 27.3 25.4 37.2 34.5 22.5 19.7 30.9 26.4
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 - Futures Only, July 18, 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 : 205,123: 37,525 54,621 23,696 116,414 105,871 177,635 184,188: 27,488 20,935
Old : 63,638: 14,400 10,225 1,442 37,338 45,007 53,180 56,674: 10,458 6,964
Other: 141,485: 30,784 52,055 14,595 79,076 60,864 124,455 127,514: 17,030 13,971
: : :
: : Changes in Commitments from: July 11, 2006 :
: 20,281: 4,031 11,815 -560 16,094 8,918 19,565 20,173: 716 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.6 11.6 56.8 51.6 86.6 89.8: 13.4 10.2
Old : 100.0: 22.6 16.1 2.3 58.7 70.7 83.6 89.1: 16.4 10.9
Other: 100.0: 21.8 36.8 10.3 55.9 43.0 88.0 90.1: 12.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 40 59 34 52 43 109 128:
Old : 107: 27 25 9 45 25 78 53:
Other: 159: 41 62 24 43 40 94 116:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 30.1 39.1 44.6 28.4 24.3 34.8 36.4
Old : 27.8 52.4 38.1 65.8 27.3 52.4 37.5 64.1
Other: 35.3 25.6 43.9 38.5 33.7 22.3 40.7 33.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 18, 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 : 13,197: 4,383 389 559 4,520 10,780 9,462 11,728: 3,735 1,469
Old : 13,197: 4,383 389 559 4,520 10,780 9,462 11,728: 3,735 1,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 134: 7 -16 -219 75 182 -137 -53: 271 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 2.9 4.2 34.3 81.7 71.7 88.9: 28.3 11.1
Old : 100.0: 33.2 2.9 4.2 34.3 81.7 71.7 88.9: 28.3 11.1
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 : 61: 25 6 6 17 19 44 29:
Old : 61: 25 6 6 17 19 44 29:
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 : 18.7 62.5 31.2 73.5 16.9 56.9 28.8 67.9
Old : 18.7 62.5 31.2 73.5 16.9 56.9 28.8 67.9
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 - Futures Only, July 18, 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 : 572,534: 129,424 130,851 8,104 329,913 335,583 467,441 474,538: 105,093 97,996
Old : 572,534: 129,424 130,851 8,104 329,913 335,583 467,441 474,538: 105,093 97,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 8,427: -5,435 4,164 -1,169 13,148 11,434 6,544 14,429: 1,883 -6,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 22.9 1.4 57.6 58.6 81.6 82.9: 18.4 17.1
Old : 100.0: 22.6 22.9 1.4 57.6 58.6 81.6 82.9: 18.4 17.1
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 : 158: 29 31 12 58 72 92 111:
Old : 158: 29 31 12 58 72 92 111:
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 : 22.0 18.9 34.6 31.2 21.9 18.4 34.0 30.0
Old : 22.0 18.9 34.6 31.2 21.9 18.4 34.0 30.0
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 - Futures Only, July 18, 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 : 2,101,811: 546,315 427,055 40,644 1,260,844 1,260,103 1,847,803 1,727,802: 254,008 374,009
Old : 2,101,811: 546,315 427,055 40,644 1,260,844 1,260,103 1,847,803 1,727,802: 254,008 374,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -10,334: 16,693 36,131 -1,433 -17,386 -35,015 -2,126 -317: -8,208 -10,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.3 1.9 60.0 60.0 87.9 82.2: 12.1 17.8
Old : 100.0: 26.0 20.3 1.9 60.0 60.0 87.9 82.2: 12.1 17.8
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 : 290: 61 68 42 112 114 191 206:
Old : 290: 61 68 42 112 114 191 206:
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 : 24.9 29.9 37.6 39.3 22.5 28.4 34.5 37.6
Old : 24.9 29.9 37.6 39.3 22.5 28.4 34.5 37.6
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 - Futures Only, July 18, 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 : 1,222,601: 270,803 273,289 34,745 745,783 641,257 1,051,331 949,291: 171,270 273,310
Old : 1,222,601: 270,803 273,289 34,745 745,783 641,257 1,051,331 949,291: 171,270 273,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -2,019: 11,455 48,248 11,723 -8,428 -36,768 14,750 23,203: -16,769 -25,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.4 2.8 61.0 52.5 86.0 77.6: 14.0 22.4
Old : 100.0: 22.1 22.4 2.8 61.0 52.5 86.0 77.6: 14.0 22.4
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 : 209: 39 55 27 75 84 126 154:
Old : 209: 39 55 27 75 84 126 154:
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 : 30.8 16.2 40.1 24.5 26.6 14.1 35.1 20.6
Old : 30.8 16.2 40.1 24.5 26.6 14.1 35.1 20.6
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 - Futures Only, July 18, 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 : 534,551: 139,149 175,192 77,889 272,122 242,076 489,160 495,157: 45,391 39,394
Old : 534,551: 139,149 175,192 77,889 272,122 242,076 489,160 495,157: 45,391 39,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 32,691: -42,944 -24,242 30,205 36,435 18,553 23,696 24,516: 8,995 8,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 32.8 14.6 50.9 45.3 91.5 92.6: 8.5 7.4
Old : 100.0: 26.0 32.8 14.6 50.9 45.3 91.5 92.6: 8.5 7.4
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 : 153: 37 28 43 66 63 122 121:
Old : 153: 37 28 43 66 63 122 121:
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 32.3 27.7 41.7 16.4 26.7 24.5 32.3
Old : 18.1 32.3 27.7 41.7 16.4 26.7 24.5 32.3
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 - Futures Only, July 18, 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 : 28,473: 5,961 2,655 943 6,993 16,240 13,897 19,838: 14,576 8,635
Old : 28,473: 5,961 2,655 943 6,993 16,240 13,897 19,838: 14,576 8,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,041: -2,195 1,130 704 2,659 805 1,168 2,639: 1,873 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 9.3 3.3 24.6 57.0 48.8 69.7: 51.2 30.3
Old : 100.0: 20.9 9.3 3.3 24.6 57.0 48.8 69.7: 51.2 30.3
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 : 31: 10 9 3 7 9 20 18:
Old : 31: 10 9 3 7 9 20 18:
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 : 20.3 43.7 34.7 58.6 20.3 43.7 30.5 51.3
Old : 20.3 43.7 34.7 58.6 20.3 43.7 30.5 51.3
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 - Futures Only, July 18, 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 : 56,643: 13,995 4,559 23 16,884 48,303 30,902 52,885: 25,741 3,758
Old : 56,643: 13,995 4,559 23 16,884 48,303 30,902 52,885: 25,741 3,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,339: -237 893 18 1,915 2,679 1,696 3,590: -357 -2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 8.0 0.0 29.8 85.3 54.6 93.4: 45.4 6.6
Old : 100.0: 24.7 8.0 0.0 29.8 85.3 54.6 93.4: 45.4 6.6
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 : 58: 15 14 2 16 14 31 30:
Old : 58: 15 14 2 16 14 31 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 : 21.2 54.7 32.5 78.0 21.2 54.7 32.5 78.0
Old : 21.2 54.7 32.5 78.0 21.2 54.7 32.5 78.0
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 - Futures Only, July 18, 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 : 94,596: 55,325 25,625 885 26,989 16,366 83,199 42,876: 11,397 51,720
Old : 94,596: 55,325 25,625 885 26,989 16,366 83,199 42,876: 11,397 51,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,684: 142 5,361 442 4,033 1,605 4,617 7,408: 2,067 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 27.1 0.9 28.5 17.3 88.0 45.3: 12.0 54.7
Old : 100.0: 58.5 27.1 0.9 28.5 17.3 88.0 45.3: 12.0 54.7
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 : 84: 25 24 5 24 15 51 42:
Old : 84: 25 24 5 24 15 51 42:
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 : 59.9 19.2 66.9 28.2 59.9 19.2 66.9 27.8
Old : 59.9 19.2 66.9 28.2 59.9 19.2 66.9 27.8
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 - Futures Only, July 18, 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 : 14,671: 5,534 2,235 238 8,658 12,056 14,430 14,529: 241 142
Old : 14,671: 5,534 2,235 238 8,658 12,056 14,430 14,529: 241 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 95: 0 -286 0 -74 362 -74 76: 169 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 15.2 1.6 59.0 82.2 98.4 99.0: 1.6 1.0
Old : 100.0: 37.7 15.2 1.6 59.0 82.2 98.4 99.0: 1.6 1.0
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 : 36: 5 11 3 13 12 19 25:
Old : 36: 5 11 3 13 12 19 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 : 61.0 74.4 82.5 86.6 61.0 70.0 81.4 80.7
Old : 61.0 74.4 82.5 86.6 61.0 70.0 81.4 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006