WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 444,118: 62,994 67,067 102,412 236,842 208,638 402,249 378,118: 41,869 66,000
Old : 176,797: 30,454 72,786 11,976 115,267 69,177 157,697 153,940: 19,101 22,858
Other: 267,320: 74,321 36,062 48,655 121,576 139,461 244,552 224,178: 22,768 43,142
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,649: 2,423 6,690 -6,833 1,830 -289 -2,579 -432: 5,228 3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.1 23.1 53.3 47.0 90.6 85.1: 9.4 14.9
Old : 100.0: 17.2 41.2 6.8 65.2 39.1 89.2 87.1: 10.8 12.9
Other: 100.0: 27.8 13.5 18.2 45.5 52.2 91.5 83.9: 8.5 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 112 105 136 59 79 251 264:
Old : 264: 76 116 45 34 56 132 195:
Other: 261: 113 63 89 48 74 198 191:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 24.3 39.3 30.8 27.7 21.1 39.1 25.6
Old : 44.9 25.8 60.6 33.4 44.9 25.3 60.3 32.9
Other: 24.3 26.2 33.0 33.8 24.1 21.9 30.5 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 1,375,494: 237,366 98,051 327,283 610,933 647,730 1,175,582 1,073,064: 199,913 302,431
Old : 884,351: 147,197 151,574 181,479 416,176 400,834 744,852 733,888: 139,500 150,464
Other: 491,143: 164,618 20,926 71,355 194,757 246,895 430,730 339,176: 60,413 151,967
: : :
: : Changes in Commitments from: March 28, 2006 :
: 53,005: 38,745 -35,510 7,795 2,358 71,474 48,898 43,759: 4,108 9,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.1 23.8 44.4 47.1 85.5 78.0: 14.5 22.0
Old : 100.0: 16.6 17.1 20.5 47.1 45.3 84.2 83.0: 15.8 17.0
Other: 100.0: 33.5 4.3 14.5 39.7 50.3 87.7 69.1: 12.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 200 108 194 259 281 552 516:
Old : 623: 147 152 170 244 253 501 477:
Other: 485: 143 59 80 130 252 303 362:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 14.7 24.7 20.0 16.3 11.7 23.4 15.7
Old : 22.3 15.2 30.6 21.5 22.3 12.9 30.0 18.1
Other: 21.6 14.6 32.5 21.8 20.9 12.2 30.4 16.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 12,378: 3,877 588 909 3,035 7,676 7,821 9,173: 4,557 3,206
Old : 4,797: 1,257 640 66 765 2,082 2,088 2,788: 2,709 2,008
Other: 7,582: 2,689 17 775 2,270 5,594 5,733 6,385: 1,849 1,197
: : :
: : Changes in Commitments from: March 28, 2006 :
: 1,044: 204 -99 23 -503 -96 -276 -172: 1,320 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.8 7.3 24.5 62.0 63.2 74.1: 36.8 25.9
Old : 100.0: 26.2 13.3 1.4 16.0 43.4 43.5 58.1: 56.5 41.9
Other: 100.0: 35.5 0.2 10.2 29.9 73.8 75.6 84.2: 24.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 7 7 11 16 32 26:
Old : 28: 7 7 3 5 12 15 19:
Other: 33: 14 1 7 10 14 27 21:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 35.6 43.0 55.1 24.8 31.1 33.0 42.8
Old : 32.8 31.4 40.1 44.2 28.1 30.4 35.3 41.9
Other: 38.8 47.6 54.2 70.1 35.7 42.0 45.3 56.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 459,170: 48,511 100,361 105,678 234,258 131,672 388,447 337,712: 70,723 121,459
Old : 359,663: 48,774 123,144 59,325 195,644 101,435 303,743 283,905: 55,920 75,758
Other: 99,508: 33,454 10,934 12,636 38,615 30,237 84,704 53,807: 14,803 45,701
: : :
: : Changes in Commitments from: March 28, 2006 :
: 31,352: 2,289 20,396 10,088 20,538 -6,700 32,915 23,784: -1,562 7,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.9 23.0 51.0 28.7 84.6 73.5: 15.4 26.5
Old : 100.0: 13.6 34.2 16.5 54.4 28.2 84.5 78.9: 15.5 21.1
Other: 100.0: 33.6 11.0 12.7 38.8 30.4 85.1 54.1: 14.9 45.9
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 107 161 165 115 106 329 350:
Old : 414: 112 169 132 105 98 291 332:
Other: 209: 66 45 50 60 72 152 147:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 11.2 27.7 17.8 17.0 6.5 24.6 10.7
Old : 22.6 11.9 32.3 20.2 22.6 7.7 31.7 13.4
Other: 21.9 12.6 33.4 19.9 20.2 10.5 29.7 15.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,532: 9,750 2,805 955 610 239 11,315 3,999: 4,217 11,533
Old : 8,567: 3,973 2,855 796 555 49 5,324 3,700: 3,243 4,867
Other: 6,965: 5,931 104 5 55 190 5,991 299: 974 6,666
: : :
: : Changes in Commitments from: March 28, 2006 :
: 831: 537 -675 5 610 22 1,152 -648: -321 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 18.1 6.1 3.9 1.5 72.8 25.7: 27.2 74.3
Old : 100.0: 46.4 33.3 9.3 6.5 0.6 62.1 43.2: 37.9 56.8
Other: 100.0: 85.2 1.5 0.1 0.8 2.7 86.0 4.3: 14.0 95.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 8 8 1 2 16 15:
Old : 22: 11 9 6 1 2 15 14:
Other: 9: 4 3 1 1 1 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 51.7 16.5 63.7 23.2 50.7 13.8 60.4 19.1
Old : 32.4 29.7 50.7 41.0 30.3 25.2 45.8 32.9
Other: 85.9 4.2 86.0 4.3 85.9 4.2 85.9 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 211,139: 33,722 24,516 41,876 111,701 120,183 187,299 186,576: 23,840 24,563
Old : 177,460: 35,120 29,622 26,241 95,749 99,010 157,110 154,872: 20,350 22,588
Other: 33,678: 8,403 4,696 5,834 15,951 21,173 30,189 31,704: 3,490 1,975
: : :
: : Changes in Commitments from: March 28, 2006 :
: 511: -1,232 3,873 -989 792 -7,178 -1,429 -4,294: 1,939 4,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.6 19.8 52.9 56.9 88.7 88.4: 11.3 11.6
Old : 100.0: 19.8 16.7 14.8 54.0 55.8 88.5 87.3: 11.5 12.7
Other: 100.0: 25.0 13.9 17.3 47.4 62.9 89.6 94.1: 10.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 44 48 47 51 48 124 126:
Old : 166: 48 48 43 48 47 116 123:
Other: 67: 18 16 21 18 24 48 50:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 35.5 35.3 44.1 22.8 30.3 32.1 36.0
Old : 26.9 34.3 38.3 43.8 26.9 30.5 37.0 37.4
Other: 46.7 41.6 65.1 56.6 42.8 34.9 50.0 47.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 885,630: 58,700 152,668 148,938 535,327 382,976 742,965 684,583: 142,665 201,047
Old : 885,630: 58,700 152,668 148,938 535,327 382,976 742,965 684,583: 142,665 201,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 102,462: 7,680 30,737 36,417 38,466 30,146 82,563 97,300: 19,899 5,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 17.2 16.8 60.4 43.2 83.9 77.3: 16.1 22.7
Old : 100.0: 6.6 17.2 16.8 60.4 43.2 83.9 77.3: 16.1 22.7
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 : 176: 29 56 50 73 75 134 149:
Old : 176: 29 56 50 73 75 134 149:
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 : 19.9 17.6 31.4 26.7 14.8 9.8 20.3 16.4
Old : 19.9 17.6 31.4 26.7 14.8 9.8 20.3 16.4
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 with Delta-adjusted Options and Futures Combined, April 4, 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 : 182,604: 19,778 40,194 39,315 93,933 73,630 153,026 153,139: 29,578 29,465
Old : 148,531: 20,979 37,090 27,841 74,302 59,391 123,122 124,322: 25,409 24,209
Other: 34,073: 3,040 7,346 7,232 19,632 14,239 29,904 28,817: 4,169 5,256
: : :
: : Changes in Commitments from: March 28, 2006 :
: 15,922: -4,168 6,135 3,901 16,557 4,572 16,290 14,608: -368 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 22.0 21.5 51.4 40.3 83.8 83.9: 16.2 16.1
Old : 100.0: 14.1 25.0 18.7 50.0 40.0 82.9 83.7: 17.1 16.3
Other: 100.0: 8.9 21.6 21.2 57.6 41.8 87.8 84.6: 12.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 43 58 51 61 57 132 147:
Old : 179: 48 55 50 57 52 128 141:
Other: 82: 15 27 18 31 29 60 60:
:----------------------------------------------------------------------------------------------------
: 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 19.7 33.9 27.4 21.6 18.1 29.6 24.3
Old : 22.0 20.1 31.2 28.1 19.1 18.3 26.8 26.0
Other: 40.1 27.3 54.5 44.2 39.3 25.3 49.1 37.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 12,045: 3,376 324 1,150 4,069 8,781 8,595 10,255: 3,450 1,789
Old : 7,605: 2,953 431 319 2,147 5,820 5,418 6,569: 2,187 1,036
Other: 4,440: 627 98 627 1,922 2,961 3,177 3,686: 1,263 753
: : :
: : Changes in Commitments from: March 28, 2006 :
: -204: -130 -24 -568 -101 496 -798 -96: 594 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 2.7 9.5 33.8 72.9 71.4 85.1: 28.6 14.9
Old : 100.0: 38.8 5.7 4.2 28.2 76.5 71.2 86.4: 28.8 13.6
Other: 100.0: 14.1 2.2 14.1 43.3 66.7 71.5 83.0: 28.5 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 6 9 20 20 43 30:
Old : 45: 13 7 6 15 19 33 27:
Other: 31: 10 3 6 12 14 24 21:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 51.3 40.0 63.6 20.7 39.0 29.9 46.4
Old : 33.5 53.4 48.3 66.0 28.9 44.9 42.3 54.1
Other: 35.9 53.4 50.4 68.1 24.4 37.5 32.2 46.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 495,695: 157,964 132,776 17,571 236,254 224,604 411,788 374,951: 83,907 120,744
Old : 495,695: 157,964 132,776 17,571 236,254 224,604 411,788 374,951: 83,907 120,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 21,583: 2,083 15,144 4,204 10,384 5,870 16,671 25,217: 4,912 -3,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 26.8 3.5 47.7 45.3 83.1 75.6: 16.9 24.4
Old : 100.0: 31.9 26.8 3.5 47.7 45.3 83.1 75.6: 16.9 24.4
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 : 152: 35 36 19 55 59 99 105:
Old : 152: 35 36 19 55 59 99 105:
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 : 20.6 15.2 34.8 24.3 20.6 14.4 34.0 23.0
Old : 20.6 15.2 34.8 24.3 20.6 14.4 34.0 23.0
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, April 4, 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 : 2,746,131: 599,540 464,649 356,232 1,551,374 1,456,275 2,507,147 2,277,156: 238,984 468,975
Old : 2,746,131: 599,540 464,649 356,232 1,551,374 1,456,275 2,507,147 2,277,156: 238,984 468,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 199,601: 10,505 36,392 68,263 113,455 94,779 192,223 199,433: 7,378 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 16.9 13.0 56.5 53.0 91.3 82.9: 8.7 17.1
Old : 100.0: 21.8 16.9 13.0 56.5 53.0 91.3 82.9: 8.7 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 : 296: 70 75 89 118 123 230 245:
Old : 296: 70 75 89 118 123 230 245:
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 : 27.2 26.6 35.8 34.7 20.5 25.1 28.3 30.1
Old : 27.2 26.6 35.8 34.7 20.5 25.1 28.3 30.1
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, April 4, 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 : 1,391,883: 259,742 283,450 157,005 804,281 640,436 1,221,028 1,080,891: 170,855 310,992
Old : 1,391,883: 259,742 283,450 157,005 804,281 640,436 1,221,028 1,080,891: 170,855 310,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 29,877: -9,592 5 21,793 3,295 -12,171 15,497 9,627: 14,380 20,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.4 11.3 57.8 46.0 87.7 77.7: 12.3 22.3
Old : 100.0: 18.7 20.4 11.3 57.8 46.0 87.7 77.7: 12.3 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 : 197: 39 56 49 74 82 139 161:
Old : 197: 39 56 49 74 82 139 161:
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 : 23.8 14.8 33.9 21.0 20.1 13.4 29.7 19.0
Old : 23.8 14.8 33.9 21.0 20.1 13.4 29.7 19.0
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, April 4, 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 : 925,767: 161,621 188,581 383,281 311,734 315,703 856,636 887,565: 69,131 38,203
Old : 925,767: 161,621 188,581 383,281 311,734 315,703 856,636 887,565: 69,131 38,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -105,786: -6,168 -3,773 -28,141 -74,423 -66,685 -108,732 -98,598: 2,946 -7,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.4 41.4 33.7 34.1 92.5 95.9: 7.5 4.1
Old : 100.0: 17.5 20.4 41.4 33.7 34.1 92.5 95.9: 7.5 4.1
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 : 132: 40 31 52 52 51 115 112:
Old : 132: 40 31 52 52 51 115 112:
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 : 30.3 37.2 43.6 50.3 9.7 16.7 14.2 20.2
Old : 30.3 37.2 43.6 50.3 9.7 16.7 14.2 20.2
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, April 4, 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 : 41,324: 9,921 7,453 715 16,397 25,020 27,033 33,189: 14,291 8,135
Old : 41,324: 9,921 7,453 715 16,397 25,020 27,033 33,189: 14,291 8,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 234: -364 140 -24 443 -194 54 -77: 179 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 18.0 1.7 39.7 60.5 65.4 80.3: 34.6 19.7
Old : 100.0: 24.0 18.0 1.7 39.7 60.5 65.4 80.3: 34.6 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 : 51: 15 11 8 15 11 33 27:
Old : 51: 15 11 8 15 11 33 27:
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 : 30.7 40.3 45.2 60.7 30.7 40.3 45.2 60.7
Old : 30.7 40.3 45.2 60.7 30.7 40.3 45.2 60.7
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, April 4, 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 : 82,777: 52,426 20,420 6,082 13,404 30,537 71,911 57,039: 10,865 25,738
Old : 82,777: 52,426 20,420 6,082 13,404 30,537 71,911 57,039: 10,865 25,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 7,802: 5,128 981 787 819 6,771 6,734 8,539: 1,068 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 24.7 7.3 16.2 36.9 86.9 68.9: 13.1 31.1
Old : 100.0: 63.3 24.7 7.3 16.2 36.9 86.9 68.9: 13.1 31.1
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 : 89: 33 25 17 15 22 59 53:
Old : 89: 33 25 17 15 22 59 53:
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 : 43.5 31.7 55.6 40.6 41.8 30.0 53.3 38.2
Old : 43.5 31.7 55.6 40.6 41.8 30.0 53.3 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 13,842: 1,751 2,263 239 11,497 11,031 13,487 13,533: 355 309
Old : 13,842: 1,751 2,263 239 11,497 11,031 13,487 13,533: 355 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -169: -27 -141 0 -127 -43 -154 -184: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.3 1.7 83.1 79.7 97.4 97.8: 2.6 2.2
Old : 100.0: 12.6 16.3 1.7 83.1 79.7 97.4 97.8: 2.6 2.2
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 : 40: 5 12 4 15 11 22 25:
Old : 40: 5 12 4 15 11 22 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 : 48.6 64.3 76.4 80.6 48.6 59.0 75.3 73.9
Old : 48.6 64.3 76.4 80.6 48.6 59.0 75.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006