WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 3, 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 : 305,901: 57,743 76,112 36,592 184,840 152,988 279,175 265,692: 26,726 40,209
Old : 229,426: 58,145 76,352 7,306 143,084 123,630 208,535 207,288: 20,891 22,138
Other: 76,475: 20,768 20,930 8,116 41,756 29,358 70,640 58,404: 5,835 18,071
: : :
: : Changes in Commitments from: December 27, 2005 :
: 9,022: 477 -13,088 6,715 626 11,688 7,818 5,315: 1,204 3,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.9 12.0 60.4 50.0 91.3 86.9: 8.7 13.1
Old : 100.0: 25.3 33.3 3.2 62.4 53.9 90.9 90.4: 9.1 9.6
Other: 100.0: 27.2 27.4 10.6 54.6 38.4 92.4 76.4: 7.6 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 84 102 78 42 60 185 190:
Old : 249: 81 100 39 36 50 149 157:
Other: 155: 50 45 32 19 57 85 118:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 30.7 46.8 37.4 32.4 26.8 46.6 32.3
Old : 41.7 37.9 55.2 46.2 41.7 37.6 54.8 45.3
Other: 47.2 19.9 63.2 30.0 44.0 15.3 54.9 24.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 3, 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 : 812,444: 171,329 129,143 74,245 427,922 400,207 673,496 603,595: 138,948 208,849
Old : 683,361: 159,802 137,695 38,725 363,849 337,639 562,376 514,059: 120,985 169,302
Other: 129,083: 38,277 18,198 8,770 64,073 62,568 111,120 89,536: 17,963 39,547
: : :
: : Changes in Commitments from: December 27, 2005 :
: 35,797: -1,846 -16,918 22,385 6,030 13,030 26,569 18,497: 9,228 17,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.9 9.1 52.7 49.3 82.9 74.3: 17.1 25.7
Old : 100.0: 23.4 20.1 5.7 53.2 49.4 82.3 75.2: 17.7 24.8
Other: 100.0: 29.7 14.1 6.8 49.6 48.5 86.1 69.4: 13.9 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 151 99 100 163 205 363 374:
Old : 521: 143 116 69 151 186 338 331:
Other: 309: 49 61 15 54 171 112 240:
:----------------------------------------------------------------------------------------------------
: 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 16.0 28.9 21.7 19.2 15.8 28.7 21.2
Old : 22.5 16.2 31.5 22.2 22.5 15.9 31.2 21.6
Other: 33.3 20.1 43.4 27.3 33.0 20.0 42.9 26.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 3, 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 : 9,494: 5,032 509 0 1,474 7,446 6,506 7,955: 2,988 1,539
Old : 8,601: 4,991 481 0 967 6,839 5,958 7,320: 2,643 1,281
Other: 893: 41 28 0 507 607 548 635: 345 258
: : :
: : Changes in Commitments from: December 27, 2005 :
: 150: 329 59 0 -7 186 322 245: -172 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 5.4 0.0 15.5 78.4 68.5 83.8: 31.5 16.2
Old : 100.0: 58.0 5.6 0.0 11.2 79.5 69.3 85.1: 30.7 14.9
Other: 100.0: 4.6 3.1 0.0 56.8 68.0 61.4 71.1: 38.6 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 6 0 11 16 28 22:
Old : 42: 17 6 0 9 16 26 22:
Other: 13: 1 2 0 5 8 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 42.6 43.5 63.2 27.6 39.9 42.6 57.9
Old : 30.5 42.5 47.0 63.5 30.5 42.3 47.0 61.9
Other: 59.5 63.5 61.4 70.7 55.4 61.8 56.6 66.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 3, 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 : 287,751: 57,119 41,997 34,680 147,461 131,343 239,260 208,020: 48,491 79,731
Old : 254,409: 54,032 50,215 22,056 134,071 118,414 210,159 190,685: 44,250 63,724
Other: 33,342: 14,924 3,619 787 13,390 12,929 29,101 17,335: 4,241 16,007
: : :
: : Changes in Commitments from: December 27, 2005 :
: -4,255: 1,642 -1,981 742 -2,481 -799 -97 -2,038: -4,158 -2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 14.6 12.1 51.2 45.6 83.1 72.3: 16.9 27.7
Old : 100.0: 21.2 19.7 8.7 52.7 46.5 82.6 75.0: 17.4 25.0
Other: 100.0: 44.8 10.9 2.4 40.2 38.8 87.3 52.0: 12.7 48.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 96 87 91 77 107 237 246:
Old : 330: 91 97 77 72 102 221 234:
Other: 144: 42 23 7 28 65 72 93:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 17.3 32.1 24.1 19.8 12.8 28.4 18.1
Old : 23.8 18.6 35.7 25.8 23.8 13.8 33.5 20.2
Other: 37.4 21.9 52.2 29.6 36.1 21.9 48.9 28.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 3, 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 : 173,003: 25,633 38,193 26,218 95,698 84,324 147,549 148,735: 25,454 24,268
Old : 157,473: 28,767 37,271 20,905 84,094 76,278 133,766 134,454: 23,707 23,019
Other: 15,530: 1,407 5,463 772 11,604 8,046 13,783 14,281: 1,747 1,249
: : :
: : Changes in Commitments from: December 27, 2005 :
: -5,115: -2,442 -15,818 3,759 -8,333 5,260 -7,016 -6,799: 1,901 1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.1 15.2 55.3 48.7 85.3 86.0: 14.7 14.0
Old : 100.0: 18.3 23.7 13.3 53.4 48.4 84.9 85.4: 15.1 14.6
Other: 100.0: 9.1 35.2 5.0 74.7 51.8 88.8 92.0: 11.2 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 34 46 43 47 40 111 115:
Old : 155: 46 42 37 46 39 110 108:
Other: 47: 5 20 6 13 14 23 35:
:----------------------------------------------------------------------------------------------------
: 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 27.3 35.8 35.6 22.4 25.9 32.7 32.6
Old : 23.5 26.0 34.8 35.2 23.5 24.7 33.1 32.0
Other: 76.8 41.4 82.8 57.3 73.5 40.6 78.7 55.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 3, 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 : 602,420: 79,794 89,136 10,316 380,663 350,970 470,773 450,422: 131,647 151,998
Old : 602,420: 79,794 89,136 10,316 380,663 350,970 470,773 450,422: 131,647 151,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -1,370: 2,194 -4,861 5,576 -9,980 4,749 -2,210 5,464: 840 -6,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.8 1.7 63.2 58.3 78.1 74.8: 21.9 25.2
Old : 100.0: 13.2 14.8 1.7 63.2 58.3 78.1 74.8: 21.9 25.2
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 : 143: 20 39 11 52 65 79 108:
Old : 143: 20 39 11 52 65 79 108:
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 : 26.7 16.3 38.0 27.9 20.9 14.9 31.6 23.2
Old : 26.7 16.3 38.0 27.9 20.9 14.9 31.6 23.2
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, January 3, 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 : 138,661: 31,597 10,622 15,714 64,087 94,563 111,398 120,899: 27,263 17,762
Old : 127,726: 31,717 11,017 11,837 57,762 87,663 101,316 110,517: 26,410 17,209
Other: 10,935: 1,777 1,502 1,980 6,325 6,900 10,082 10,382: 853 553
: : :
: : Changes in Commitments from: December 27, 2005 :
: -3,181: -150 -3,588 -1,521 -955 2,340 -2,626 -2,769: -555 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.7 11.3 46.2 68.2 80.3 87.2: 19.7 12.8
Old : 100.0: 24.8 8.6 9.3 45.2 68.6 79.3 86.5: 20.7 13.5
Other: 100.0: 16.3 13.7 18.1 57.8 63.1 92.2 94.9: 7.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 48 27 32 45 50 114 94:
Old : 141: 49 27 31 44 48 112 92:
Other: 50: 13 8 10 20 19 40 31:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 30.4 25.4 44.6 13.3 24.0 19.9 33.0
Old : 16.3 31.1 24.6 46.2 13.9 26.2 21.1 35.5
Other: 37.4 55.0 55.0 71.8 35.3 54.2 50.2 64.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 3, 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 : 9,198: 3,597 357 498 2,567 7,577 6,662 8,432: 2,536 766
Old : 8,756: 3,579 402 383 2,403 7,302 6,365 8,087: 2,391 669
Other: 442: 92 29 41 164 275 297 345: 145 97
: : :
: : Changes in Commitments from: December 27, 2005 :
: 731: 274 94 89 99 664 462 847: 269 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 3.9 5.4 27.9 82.4 72.4 91.7: 27.6 8.3
Old : 100.0: 40.9 4.6 4.4 27.4 83.4 72.7 92.4: 27.3 7.6
Other: 100.0: 20.8 6.6 9.3 37.1 62.2 67.2 78.1: 32.8 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 25 4 6 17 17 43 26:
Old : 57: 24 5 6 16 16 42 25:
Other: 17: 3 4 4 4 8 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 61.7 34.4 74.8 19.8 52.9 28.9 65.1
Old : 23.3 62.5 34.8 76.0 20.8 54.7 30.3 67.2
Other: 47.7 56.3 64.0 72.4 26.2 34.6 31.7 41.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 3, 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 : 403,781: 111,305 97,307 4,350 222,353 198,597 338,008 300,254: 65,773 103,527
Old : 403,781: 111,305 97,307 4,350 222,353 198,597 338,008 300,254: 65,773 103,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 11,123: -2,799 4,676 -578 12,667 5,148 9,290 9,246: 1,833 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 24.1 1.1 55.1 49.2 83.7 74.4: 16.3 25.6
Old : 100.0: 27.6 24.1 1.1 55.1 49.2 83.7 74.4: 16.3 25.6
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 : 129: 25 26 8 48 55 75 87:
Old : 129: 25 26 8 48 55 75 87:
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 : 31.3 18.7 44.3 28.2 30.5 17.7 43.4 26.8
Old : 31.3 18.7 44.3 28.2 30.5 17.7 43.4 26.8
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, January 3, 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 : 1,563,688: 397,835 260,878 19,880 902,982 894,497 1,320,697 1,175,255: 242,991 388,433
Old : 1,563,688: 397,835 260,878 19,880 902,982 894,497 1,320,697 1,175,255: 242,991 388,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -24,049: -2,442 -29,757 -5,218 -42,562 -11,935 -50,222 -46,910: 26,173 22,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.7 1.3 57.7 57.2 84.5 75.2: 15.5 24.8
Old : 100.0: 25.4 16.7 1.3 57.7 57.2 84.5 75.2: 15.5 24.8
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 : 234: 53 57 32 75 99 150 166:
Old : 234: 53 57 32 75 99 150 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 26.3 47.6 33.3 34.1 24.6 42.2 30.3
Old : 35.8 26.3 47.6 33.3 34.1 24.6 42.2 30.3
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, January 3, 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 : 1,072,692: 197,322 219,271 7,648 696,228 604,170 901,198 831,089: 171,494 241,603
Old : 1,072,692: 197,322 219,271 7,648 696,228 604,170 901,198 831,089: 171,494 241,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -10,553: -18,685 5,995 2,325 -7,446 -18,267 -23,806 -9,947: 13,253 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 20.4 0.7 64.9 56.3 84.0 77.5: 16.0 22.5
Old : 100.0: 18.4 20.4 0.7 64.9 56.3 84.0 77.5: 16.0 22.5
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 : 169: 34 41 15 60 70 103 117:
Old : 169: 34 41 15 60 70 103 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 23.9 46.8 32.5 31.6 23.5 42.5 29.5
Old : 35.7 23.9 46.8 32.5 31.6 23.5 42.5 29.5
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, January 3, 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 : 473,954: 157,603 64,120 91,800 162,441 276,461 411,844 432,381: 62,110 41,573
Old : 473,954: 157,603 64,120 91,800 162,441 276,461 411,844 432,381: 62,110 41,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 22,866: -14,782 -16,616 9,101 2,894 13,478 -2,787 5,963: 25,653 16,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 13.5 19.4 34.3 58.3 86.9 91.2: 13.1 8.8
Old : 100.0: 33.3 13.5 19.4 34.3 58.3 86.9 91.2: 13.1 8.8
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 : 116: 28 27 34 43 47 91 91:
Old : 116: 28 27 34 43 47 91 91:
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 : 32.6 29.7 45.9 40.3 22.5 21.6 31.8 28.4
Old : 32.6 29.7 45.9 40.3 22.5 21.6 31.8 28.4
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, January 3, 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 : 37,453: 9,654 6,555 6 14,731 26,348 24,391 32,909: 13,062 4,544
Old : 37,453: 9,654 6,555 6 14,731 26,348 24,391 32,909: 13,062 4,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -509: -1,422 260 2 -177 -399 -1,597 -137: 1,088 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.5 0.0 39.3 70.3 65.1 87.9: 34.9 12.1
Old : 100.0: 25.8 17.5 0.0 39.3 70.3 65.1 87.9: 34.9 12.1
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 : 51: 12 9 3 18 14 31 26:
Old : 51: 12 9 3 18 14 31 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 : 26.3 41.8 41.5 64.8 26.3 41.8 41.5 64.8
Old : 26.3 41.8 41.5 64.8 26.3 41.8 41.5 64.8
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, January 3, 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 : 64,949: 37,001 22,039 282 18,853 21,511 56,136 43,832: 8,813 21,117
Old : 64,949: 37,001 22,039 282 18,853 21,511 56,136 43,832: 8,813 21,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 4,959: -1,389 3,688 174 6,411 892 5,196 4,754: -237 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 33.9 0.4 29.0 33.1 86.4 67.5: 13.6 32.5
Old : 100.0: 57.0 33.9 0.4 29.0 33.1 86.4 67.5: 13.6 32.5
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 : 75: 28 22 2 15 15 45 37:
Old : 75: 28 22 2 15 15 45 37:
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 : 50.7 33.9 62.3 51.2 50.7 33.5 62.3 50.4
Old : 50.7 33.9 62.3 51.2 50.7 33.5 62.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 3, 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 : 34,058: 8,898 4,358 475 24,450 28,736 33,823 33,569: 235 489
Old : 34,058: 8,898 4,358 475 24,450 28,736 33,823 33,569: 235 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 4: 5 -4 0 -11 32 -6 28: 10 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.8 1.4 71.8 84.4 99.3 98.6: 0.7 1.4
Old : 100.0: 26.1 12.8 1.4 71.8 84.4 99.3 98.6: 0.7 1.4
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 : 49: 9 12 3 14 18 24 32:
Old : 49: 9 12 3 14 18 24 32:
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 : 65.5 56.5 82.3 79.9 63.6 53.1 77.2 71.3
Old : 65.5 56.5 82.3 79.9 63.6 53.1 77.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006