WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 31, 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 : 349,718: 61,363 76,882 56,773 198,569 167,226 316,705 300,881: 33,013 48,837
Old : 249,419: 58,852 86,544 14,166 151,126 123,030 224,144 223,740: 25,275 25,679
Other: 100,299: 37,133 24,960 7,985 47,443 44,196 92,561 77,141: 7,738 23,158
: : :
: : Changes in Commitments from: January 24, 2006 :
: 26,170: 6,805 -4,753 13,016 443 10,154 20,264 18,417: 5,906 7,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 22.0 16.2 56.8 47.8 90.6 86.0: 9.4 14.0
Old : 100.0: 23.6 34.7 5.7 60.6 49.3 89.9 89.7: 10.1 10.3
Other: 100.0: 37.0 24.9 8.0 47.3 44.1 92.3 76.9: 7.7 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 83 124 106 42 61 212 221:
Old : 267: 79 117 53 29 47 152 178:
Other: 179: 67 52 46 20 57 110 132:
:----------------------------------------------------------------------------------------------------
: 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 27.6 46.8 34.7 32.3 25.6 46.7 31.1
Old : 42.5 33.0 56.3 41.6 42.5 33.0 56.3 41.2
Other: 40.1 22.7 55.5 30.5 37.5 20.5 52.6 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 31, 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 : 976,870: 207,500 114,955 141,155 478,550 476,769 827,205 732,879: 149,665 243,991
Old : 776,389: 179,713 147,349 77,851 395,462 373,146 653,026 598,346: 123,363 178,043
Other: 200,481: 81,323 21,142 9,768 83,088 103,623 174,179 134,533: 26,302 65,948
: : :
: : Changes in Commitments from: January 24, 2006 :
: 83,669: 44,250 -44,119 45,640 -8,921 60,125 80,969 61,646: 2,700 22,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 11.8 14.4 49.0 48.8 84.7 75.0: 15.3 25.0
Old : 100.0: 23.1 19.0 10.0 50.9 48.1 84.1 77.1: 15.9 22.9
Other: 100.0: 40.6 10.5 4.9 41.4 51.7 86.9 67.1: 13.1 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 177 100 139 172 223 425 417:
Old : 571: 156 138 101 149 209 375 385:
Other: 365: 91 57 19 71 185 168 256:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 15.6 29.1 21.3 19.0 14.1 28.2 19.1
Old : 23.3 15.2 33.6 21.5 23.3 13.7 32.2 18.8
Other: 28.7 20.2 37.7 26.0 28.2 20.0 36.5 25.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 31, 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 : 12,329: 5,589 735 378 1,711 8,434 7,678 9,547: 4,651 2,782
Old : 10,892: 5,405 866 184 1,194 7,420 6,783 8,470: 4,109 2,422
Other: 1,437: 367 52 11 517 1,014 895 1,077: 542 360
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,196: 570 47 350 -136 810 784 1,207: 1,412 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 6.0 3.1 13.9 68.4 62.3 77.4: 37.7 22.6
Old : 100.0: 49.6 8.0 1.7 11.0 68.1 62.3 77.8: 37.7 22.2
Other: 100.0: 25.5 3.6 0.8 36.0 70.6 62.3 74.9: 37.7 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 8 6 9 16 35 26:
Old : 49: 20 10 3 7 16 30 26:
Other: 19: 7 2 2 4 7 11 11:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 39.1 37.9 57.9 24.2 34.6 35.6 52.9
Old : 27.4 39.4 40.3 56.7 27.4 37.9 40.3 55.2
Other: 45.8 67.6 60.4 74.3 43.1 67.6 57.8 71.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 31, 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 : 342,701: 58,411 72,271 47,394 179,140 130,065 284,945 249,730: 57,756 92,971
Old : 291,847: 57,657 86,114 26,642 156,193 110,693 240,492 223,449: 51,355 68,398
Other: 50,854: 20,360 5,763 1,146 22,947 19,372 44,453 26,281: 6,401 24,573
: : :
: : Changes in Commitments from: January 24, 2006 :
: 12,495: 3,704 -3,940 1,997 2,625 6,785 8,326 4,842: 4,169 7,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.1 13.8 52.3 38.0 83.1 72.9: 16.9 27.1
Old : 100.0: 19.8 29.5 9.1 53.5 37.9 82.4 76.6: 17.6 23.4
Other: 100.0: 40.0 11.3 2.3 45.1 38.1 87.4 51.7: 12.6 48.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 90 107 93 86 93 247 251:
Old : 336: 90 118 72 78 86 222 237:
Other: 151: 43 29 12 34 60 85 95:
:----------------------------------------------------------------------------------------------------
: 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 14.2 32.1 23.1 20.4 12.1 28.8 16.9
Old : 25.8 15.4 37.0 25.3 25.8 14.5 35.7 21.7
Other: 35.8 19.7 49.6 26.7 35.6 18.4 47.2 24.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 31, 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 : 181,324: 28,209 37,909 24,502 105,456 95,839 158,167 158,250: 23,157 23,074
Old : 162,128: 28,318 37,298 18,348 94,446 85,000 141,112 140,646: 21,016 21,482
Other: 19,196: 3,947 4,667 2,098 11,010 10,839 17,055 17,604: 2,141 1,592
: : :
: : Changes in Commitments from: January 24, 2006 :
: 6,807: -422 -2,996 2,367 4,033 7,591 5,978 6,962: 829 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.9 13.5 58.2 52.9 87.2 87.3: 12.8 12.7
Old : 100.0: 17.5 23.0 11.3 58.3 52.4 87.0 86.7: 13.0 13.3
Other: 100.0: 20.6 24.3 10.9 57.4 56.5 88.8 91.7: 11.2 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 32 55 36 49 41 106 117:
Old : 158: 39 51 33 48 41 103 114:
Other: 45: 9 13 10 11 17 25 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 : 27.3 30.5 38.5 38.8 25.7 27.1 36.0 33.3
Old : 27.8 29.6 40.0 38.2 27.8 26.2 38.1 33.1
Other: 69.5 43.7 80.2 57.9 64.1 42.2 71.3 56.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 31, 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 : 604,338: 71,325 100,476 7,815 402,062 327,030 481,202 435,321: 123,136 169,017
Old : 604,338: 71,325 100,476 7,815 402,062 327,030 481,202 435,321: 123,136 169,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -8,575: -10,279 7,070 1,880 11,333 -38,542 2,934 -29,592: -11,509 21,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 16.6 1.3 66.5 54.1 79.6 72.0: 20.4 28.0
Old : 100.0: 11.8 16.6 1.3 66.5 54.1 79.6 72.0: 20.4 28.0
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 : 148: 27 35 17 57 66 95 108:
Old : 148: 27 35 17 57 66 95 108:
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 : 27.6 18.2 37.0 27.4 17.2 12.8 25.9 19.7
Old : 27.6 18.2 37.0 27.4 17.2 12.8 25.9 19.7
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 31, 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 : 126,865: 21,248 18,229 18,804 62,563 69,928 102,615 106,961: 24,250 19,904
Old : 112,130: 20,800 17,586 14,200 54,067 61,349 89,067 93,135: 23,063 18,995
Other: 14,735: 2,445 2,640 2,607 8,496 8,579 13,548 13,826: 1,187 909
: : :
: : Changes in Commitments from: January 24, 2006 :
: 463: 345 1,092 1,522 1,106 -1,410 2,973 1,204: -2,510 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.4 14.8 49.3 55.1 80.9 84.3: 19.1 15.7
Old : 100.0: 18.5 15.7 12.7 48.2 54.7 79.4 83.1: 20.6 16.9
Other: 100.0: 16.6 17.9 17.7 57.7 58.2 91.9 93.8: 8.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 40 34 34 46 47 104 102:
Old : 140: 39 36 34 44 45 102 100:
Other: 54: 14 8 7 21 22 38 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 : 22.3 23.9 31.4 34.4 18.3 22.4 26.3 30.4
Old : 20.5 23.8 29.9 35.5 18.5 22.4 26.1 31.4
Other: 46.2 43.9 63.6 60.4 41.7 43.9 54.1 55.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 31, 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 : 12,327: 4,556 359 1,326 3,201 9,465 9,083 11,150: 3,244 1,177
Old : 10,857: 4,361 440 1,050 2,459 8,466 7,870 9,956: 2,987 901
Other: 1,470: 314 38 157 742 999 1,213 1,194: 257 276
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,253: 234 -54 193 615 1,132 1,042 1,271: 211 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.9 10.8 26.0 76.8 73.7 90.5: 26.3 9.5
Old : 100.0: 40.2 4.1 9.7 22.6 78.0 72.5 91.7: 27.5 8.3
Other: 100.0: 21.4 2.6 10.7 50.5 68.0 82.5 81.2: 17.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 32 6 10 18 21 54 33:
Old : 67: 29 8 10 17 21 52 33:
Other: 25: 7 4 8 8 9 19 17:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 58.5 31.1 67.4 15.2 49.4 23.3 57.2
Old : 19.8 59.7 30.7 69.2 17.3 52.8 26.4 61.8
Other: 45.9 54.7 61.8 69.7 28.9 29.3 40.4 41.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 31, 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 : 477,616: 146,236 162,497 3,820 238,775 202,085 388,831 368,402: 88,785 109,214
Old : 477,616: 146,236 162,497 3,820 238,775 202,085 388,831 368,402: 88,785 109,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 15,901: 12,916 23,509 62 1,604 -9,662 14,582 13,909: 1,319 1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 34.0 0.8 50.0 42.3 81.4 77.1: 18.6 22.9
Old : 100.0: 30.6 34.0 0.8 50.0 42.3 81.4 77.1: 18.6 22.9
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 : 147: 34 32 3 56 55 91 89:
Old : 147: 34 32 3 56 55 91 89:
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 : 22.7 26.6 37.3 35.1 22.7 26.2 37.2 34.6
Old : 22.7 26.6 37.3 35.1 22.7 26.2 37.2 34.6
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 31, 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 : 1,931,728: 564,521 405,778 48,651 1,097,190 1,073,646 1,710,362 1,528,075: 221,366 403,653
Old : 1,931,728: 564,521 405,778 48,651 1,097,190 1,073,646 1,710,362 1,528,075: 221,366 403,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 144,308: 52,029 56,553 7,673 105,599 66,847 165,301 131,073: -20,993 13,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 21.0 2.5 56.8 55.6 88.5 79.1: 11.5 20.9
Old : 100.0: 29.2 21.0 2.5 56.8 55.6 88.5 79.1: 11.5 20.9
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 : 252: 59 60 40 86 100 162 183:
Old : 252: 59 60 40 86 100 162 183:
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 : 33.6 28.3 42.0 37.9 28.1 27.0 36.4 34.1
Old : 33.6 28.3 42.0 37.9 28.1 27.0 36.4 34.1
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 - Futures Only, January 31, 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 : 1,215,919: 263,752 313,763 31,368 744,141 573,830 1,039,261 918,961: 176,658 296,958
Old : 1,215,919: 263,752 313,763 31,368 744,141 573,830 1,039,261 918,961: 176,658 296,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 134,467: 67,138 83,515 6,055 81,107 -8,050 154,300 81,520: -19,833 52,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 25.8 2.6 61.2 47.2 85.5 75.6: 14.5 24.4
Old : 100.0: 21.7 25.8 2.6 61.2 47.2 85.5 75.6: 14.5 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 : 189: 41 43 19 71 73 118 129:
Old : 189: 41 43 19 71 73 118 129:
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 : 27.8 21.3 38.1 29.1 24.2 20.5 32.7 27.2
Old : 27.8 21.3 38.1 29.1 24.2 20.5 32.7 27.2
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 31, 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 : 577,919: 163,045 139,465 115,875 248,846 280,340 527,766 535,680: 50,153 42,239
Old : 577,919: 163,045 139,465 115,875 248,846 280,340 527,766 535,680: 50,153 42,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -3,517: -12,957 40,042 -26,421 25,294 -27,733 -14,084 -14,112: 10,567 10,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 24.1 20.1 43.1 48.5 91.3 92.7: 8.7 7.3
Old : 100.0: 28.2 24.1 20.1 43.1 48.5 91.3 92.7: 8.7 7.3
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 : 133: 28 31 43 56 50 111 104:
Old : 133: 28 31 43 56 50 111 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 30.5 41.9 41.2 20.7 20.1 27.9 26.0
Old : 28.2 30.5 41.9 41.2 20.7 20.1 27.9 26.0
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 31, 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 : 39,195: 9,717 6,041 22 17,153 27,814 26,892 33,877: 12,303 5,318
Old : 39,195: 9,717 6,041 22 17,153 27,814 26,892 33,877: 12,303 5,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -277: 944 -504 0 716 705 1,660 201: -1,937 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 15.4 0.1 43.8 71.0 68.6 86.4: 31.4 13.6
Old : 100.0: 24.8 15.4 0.1 43.8 71.0 68.6 86.4: 31.4 13.6
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 : 56: 12 11 2 23 14 36 26:
Old : 56: 12 11 2 23 14 36 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 : 25.6 44.8 41.0 66.5 25.5 44.8 41.0 66.4
Old : 25.6 44.8 41.0 66.5 25.5 44.8 41.0 66.4
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 31, 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 : 83,369: 38,609 29,987 704 32,507 31,638 71,820 62,329: 11,549 21,040
Old : 83,369: 38,609 29,987 704 32,507 31,638 71,820 62,329: 11,549 21,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,873: 1,648 -1,550 270 -454 5,875 1,464 4,595: 1,409 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 36.0 0.8 39.0 37.9 86.1 74.8: 13.9 25.2
Old : 100.0: 46.3 36.0 0.8 39.0 37.9 86.1 74.8: 13.9 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 : 76: 28 21 3 15 16 46 37:
Old : 76: 28 21 3 15 16 46 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 : 50.2 34.7 59.7 55.5 50.2 34.7 59.7 55.0
Old : 50.2 34.7 59.7 55.5 50.2 34.7 59.7 55.0
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 31, 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 : 32,542: 7,507 4,189 523 24,123 27,218 32,153 31,930: 389 612
Old : 32,542: 7,507 4,189 523 24,123 27,218 32,153 31,930: 389 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -59: -130 28 44 -36 -594 -122 -522: 63 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.9 1.6 74.1 83.6 98.8 98.1: 1.2 1.9
Old : 100.0: 23.1 12.9 1.6 74.1 83.6 98.8 98.1: 1.2 1.9
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 : 48: 7 13 5 15 17 24 33:
Old : 48: 7 13 5 15 17 24 33:
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 : 68.2 58.6 85.9 81.4 66.2 53.1 80.0 72.5
Old : 68.2 58.6 85.9 81.4 66.2 53.1 80.0 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006