WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 7, 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 : 374,200: 71,412 74,539 65,577 203,337 184,478 340,326 324,594: 33,874 49,606
Old : 252,518: 64,087 87,070 12,005 151,858 130,632 227,950 229,707: 24,568 22,811
Other: 121,682: 50,931 31,075 9,966 51,479 53,846 112,376 94,887: 9,306 26,795
: : :
: : Changes in Commitments from: January 31, 2006 :
: 24,482: 10,049 -2,343 8,804 4,768 17,252 23,621 23,713: 861 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.9 17.5 54.3 49.3 90.9 86.7: 9.1 13.3
Old : 100.0: 25.4 34.5 4.8 60.1 51.7 90.3 91.0: 9.7 9.0
Other: 100.0: 41.9 25.5 8.2 42.3 44.3 92.4 78.0: 7.6 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 103 111 107 42 66 229 225:
Old : 279: 91 113 51 28 53 158 182:
Other: 203: 75 61 50 21 62 122 148:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 27.2 43.8 35.0 30.3 25.4 43.7 30.9
Old : 42.2 33.2 56.0 42.4 42.2 33.2 56.0 42.2
Other: 35.9 23.3 52.0 30.6 34.0 21.8 48.6 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 7, 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 : 1,028,170: 235,676 103,986 151,611 488,524 509,934 875,811 765,531: 152,359 262,639
Old : 784,210: 201,941 156,033 63,631 394,930 383,767 660,502 603,431: 123,708 180,779
Other: 243,960: 110,150 24,368 11,565 93,594 126,167 215,309 162,100: 28,651 81,860
: : :
: : Changes in Commitments from: January 31, 2006 :
: 51,300: 28,176 -10,969 10,456 9,974 33,165 48,606 32,652: 2,694 18,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.1 14.7 47.5 49.6 85.2 74.5: 14.8 25.5
Old : 100.0: 25.8 19.9 8.1 50.4 48.9 84.2 76.9: 15.8 23.1
Other: 100.0: 45.2 10.0 4.7 38.4 51.7 88.3 66.4: 11.7 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 181 103 149 183 234 453 433:
Old : 590: 165 139 111 150 217 387 405:
Other: 398: 102 65 21 83 196 195 272:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 15.0 27.8 20.2 18.4 13.5 27.1 17.8
Old : 23.5 14.8 33.4 20.3 23.5 13.0 32.3 17.6
Other: 27.5 17.8 37.6 23.8 26.4 17.5 36.4 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 7, 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 : 12,284: 6,492 691 156 1,434 8,959 8,082 9,806: 4,202 2,478
Old : 10,540: 6,132 734 32 917 7,715 7,081 8,481: 3,459 2,059
Other: 1,744: 459 56 25 517 1,244 1,001 1,325: 743 419
: : :
: : Changes in Commitments from: January 31, 2006 :
: -45: 903 -44 -222 -277 525 404 259: -449 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 5.6 1.3 11.7 72.9 65.8 79.8: 34.2 20.2
Old : 100.0: 58.2 7.0 0.3 8.7 73.2 67.2 80.5: 32.8 19.5
Other: 100.0: 26.3 3.2 1.4 29.6 71.3 57.4 76.0: 42.6 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 7 5 9 15 37 24:
Old : 48: 23 9 4 5 15 32 24:
Other: 18: 8 1 3 5 8 13 12:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 41.7 39.2 64.1 24.9 37.2 37.3 58.6
Old : 29.0 41.5 43.4 63.5 29.0 40.0 43.4 62.0
Other: 42.9 64.2 55.9 74.6 39.2 63.0 51.7 70.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 7, 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 : 351,064: 58,678 65,463 46,979 187,730 144,136 293,387 256,578: 57,677 94,486
Old : 295,013: 57,963 80,676 24,043 162,528 123,260 244,534 227,979: 50,479 67,034
Other: 56,051: 22,186 6,258 1,465 25,202 20,876 48,853 28,599: 7,198 27,452
: : :
: : Changes in Commitments from: January 31, 2006 :
: 8,363: 267 -6,808 -415 8,590 14,071 8,442 6,848: -79 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.6 13.4 53.5 41.1 83.6 73.1: 16.4 26.9
Old : 100.0: 19.6 27.3 8.1 55.1 41.8 82.9 77.3: 17.1 22.7
Other: 100.0: 39.6 11.2 2.6 45.0 37.2 87.2 51.0: 12.8 49.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 89 112 91 95 102 252 260:
Old : 343: 92 121 69 86 94 226 244:
Other: 157: 40 30 13 39 65 88 101:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 15.7 32.0 23.7 19.9 12.2 28.2 16.6
Old : 25.6 17.3 37.3 26.3 25.6 16.2 35.4 22.7
Other: 34.7 18.4 47.9 25.2 34.5 16.6 46.0 23.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 7, 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 : 185,257: 28,168 31,806 30,455 103,942 103,061 162,565 165,322: 22,692 19,935
Old : 164,023: 28,924 32,825 21,933 92,784 90,554 143,641 145,312: 20,382 18,711
Other: 21,234: 5,000 4,737 2,766 11,158 12,507 18,924 20,010: 2,310 1,224
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,933: -41 -6,103 5,953 -1,514 7,222 4,398 7,072: -465 -3,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.2 16.4 56.1 55.6 87.8 89.2: 12.2 10.8
Old : 100.0: 17.6 20.0 13.4 56.6 55.2 87.6 88.6: 12.4 11.4
Other: 100.0: 23.5 22.3 13.0 52.5 58.9 89.1 94.2: 10.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 37 52 45 48 44 115 126:
Old : 164: 41 57 42 47 42 112 121:
Other: 52: 15 12 10 11 18 28 38:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 31.3 39.1 42.8 24.4 28.7 34.7 35.1
Old : 28.2 30.3 40.3 42.6 27.6 27.8 38.5 35.1
Other: 62.8 47.8 77.8 61.4 57.2 46.9 66.7 59.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 7, 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 : 658,500: 119,955 94,222 12,142 405,276 350,559 537,373 456,923: 121,127 201,577
Old : 658,500: 119,955 94,222 12,142 405,276 350,559 537,373 456,923: 121,127 201,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 54,162: 48,630 -6,254 4,327 3,214 23,529 56,171 21,602: -2,009 32,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 14.3 1.8 61.5 53.2 81.6 69.4: 18.4 30.6
Old : 100.0: 18.2 14.3 1.8 61.5 53.2 81.6 69.4: 18.4 30.6
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 : 149: 34 31 18 58 63 103 102:
Old : 149: 34 31 18 58 63 103 102:
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 : 25.8 19.1 36.3 29.1 15.7 12.5 23.8 19.3
Old : 25.8 19.1 36.3 29.1 15.7 12.5 23.8 19.3
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, February 7, 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 : 131,474: 20,818 21,999 22,075 64,940 65,103 107,833 109,177: 23,641 22,297
Old : 114,838: 21,117 20,855 16,421 55,135 56,740 92,673 94,016: 22,165 20,822
Other: 16,636: 2,495 3,938 2,860 9,805 8,363 15,160 15,161: 1,476 1,475
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,609: -430 3,770 3,271 2,377 -4,825 5,218 2,216: -609 2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.7 16.8 49.4 49.5 82.0 83.0: 18.0 17.0
Old : 100.0: 18.4 18.2 14.3 48.0 49.4 80.7 81.9: 19.3 18.1
Other: 100.0: 15.0 23.7 17.2 58.9 50.3 91.1 91.1: 8.9 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 33 41 36 51 49 108 112:
Old : 148: 37 42 35 49 47 106 109:
Other: 56: 16 9 9 20 21 40 36:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 20.9 32.7 31.8 19.6 19.2 27.6 26.2
Old : 20.5 20.6 30.7 32.3 20.2 18.8 27.5 26.9
Other: 47.6 46.0 64.3 61.5 46.4 46.0 56.7 56.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 7, 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 : 13,005: 4,925 403 1,207 3,372 10,094 9,504 11,704: 3,501 1,301
Old : 11,126: 4,624 442 991 2,464 8,722 8,079 10,155: 3,047 971
Other: 1,879: 414 74 103 908 1,372 1,425 1,549: 454 330
: : :
: : Changes in Commitments from: January 31, 2006 :
: 678: 369 44 -119 171 629 421 554: 257 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 3.1 9.3 25.9 77.6 73.1 90.0: 26.9 10.0
Old : 100.0: 41.6 4.0 8.9 22.1 78.4 72.6 91.3: 27.4 8.7
Other: 100.0: 22.0 3.9 5.5 48.3 73.0 75.8 82.4: 24.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 9 9 18 21 52 33:
Old : 65: 28 7 9 17 20 50 31:
Other: 25: 8 3 7 7 11 17 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 : 20.3 59.2 33.7 67.9 16.3 49.9 26.3 57.7
Old : 19.9 60.6 33.5 70.0 19.1 53.8 30.6 62.9
Other: 47.4 56.0 62.9 70.4 31.7 31.2 39.4 44.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 7, 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 : 481,350: 141,360 137,404 4,414 249,052 220,307 394,826 362,125: 86,524 119,225
Old : 481,350: 141,360 137,404 4,414 249,052 220,307 394,826 362,125: 86,524 119,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,734: -4,876 -25,093 594 10,277 18,222 5,995 -6,277: -2,261 10,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 28.5 0.9 51.7 45.8 82.0 75.2: 18.0 24.8
Old : 100.0: 29.4 28.5 0.9 51.7 45.8 82.0 75.2: 18.0 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 : 149: 30 36 5 56 58 89 96:
Old : 149: 30 36 5 56 58 89 96:
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 18.7 36.3 28.3 22.0 18.5 36.0 27.9
Old : 22.0 18.7 36.3 28.3 22.0 18.5 36.0 27.9
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, February 7, 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 : 2,017,112: 583,985 446,072 47,719 1,170,392 1,125,468 1,802,096 1,619,259: 215,016 397,853
Old : 2,017,112: 583,985 446,072 47,719 1,170,392 1,125,468 1,802,096 1,619,259: 215,016 397,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 85,384: 19,464 40,294 -932 73,202 51,822 91,734 91,184: -6,350 -5,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 22.1 2.4 58.0 55.8 89.3 80.3: 10.7 19.7
Old : 100.0: 29.0 22.1 2.4 58.0 55.8 89.3 80.3: 10.7 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 : 262: 58 67 45 90 97 168 189:
Old : 262: 58 67 45 90 97 168 189:
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 : 32.9 29.3 40.8 39.6 26.2 27.3 34.1 34.4
Old : 32.9 29.3 40.8 39.6 26.2 27.3 34.1 34.4
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, February 7, 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 : 1,334,193: 315,870 360,641 44,310 811,403 613,308 1,171,583 1,018,259: 162,610 315,934
Old : 1,334,193: 315,870 360,641 44,310 811,403 613,308 1,171,583 1,018,259: 162,610 315,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 118,274: 52,118 46,878 12,942 67,262 39,478 132,322 99,298: -14,048 18,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 27.0 3.3 60.8 46.0 87.8 76.3: 12.2 23.7
Old : 100.0: 23.7 27.0 3.3 60.8 46.0 87.8 76.3: 12.2 23.7
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 : 200: 49 39 23 71 80 125 137:
Old : 200: 49 39 23 71 80 125 137:
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 : 26.4 21.1 37.3 29.1 24.1 20.7 32.2 26.9
Old : 26.4 21.1 37.3 29.1 24.1 20.7 32.2 26.9
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, February 7, 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 : 470,718: 123,821 114,983 100,275 197,077 215,893 421,173 431,151: 49,545 39,567
Old : 470,718: 123,821 114,983 100,275 197,077 215,893 421,173 431,151: 49,545 39,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -107,201: -39,224 -24,482 -15,600 -51,769 -64,447 -106,593 -104,529: -608 -2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 24.4 21.3 41.9 45.9 89.5 91.6: 10.5 8.4
Old : 100.0: 26.3 24.4 21.3 41.9 45.9 89.5 91.6: 10.5 8.4
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 : 126: 29 30 36 55 43 107 90:
Old : 126: 29 30 36 55 43 107 90:
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 : 26.9 33.1 40.8 43.6 22.3 21.9 30.9 28.1
Old : 26.9 33.1 40.8 43.6 22.3 21.9 30.9 28.1
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, February 7, 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 : 38,482: 9,376 6,919 17 17,789 25,838 27,182 32,774: 11,300 5,708
Old : 38,482: 9,376 6,919 17 17,789 25,838 27,182 32,774: 11,300 5,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -713: -341 878 -5 636 -1,976 290 -1,103: -1,003 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 18.0 0.0 46.2 67.1 70.6 85.2: 29.4 14.8
Old : 100.0: 24.4 18.0 0.0 46.2 67.1 70.6 85.2: 29.4 14.8
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 : 58: 12 13 2 24 13 37 27:
Old : 58: 12 13 2 24 13 37 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 : 27.0 43.8 42.2 65.9 26.9 43.8 42.1 64.6
Old : 27.0 43.8 42.2 65.9 26.9 43.8 42.1 64.6
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, February 7, 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 : 89,430: 39,314 31,721 340 38,208 36,001 77,862 68,062: 11,568 21,368
Old : 89,430: 39,314 31,721 340 38,208 36,001 77,862 68,062: 11,568 21,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 6,061: 705 1,734 -364 5,701 4,363 6,042 5,733: 19 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 35.5 0.4 42.7 40.3 87.1 76.1: 12.9 23.9
Old : 100.0: 44.0 35.5 0.4 42.7 40.3 87.1 76.1: 12.9 23.9
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 : 78: 29 20 3 16 17 46 39:
Old : 78: 29 20 3 16 17 46 39:
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 : 53.0 39.8 62.6 58.4 53.0 39.8 62.6 58.0
Old : 53.0 39.8 62.6 58.4 53.0 39.8 62.6 58.0
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, February 7, 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 : 32,959: 7,527 4,052 556 24,478 28,073 32,561 32,681: 398 278
Old : 32,959: 7,527 4,052 556 24,478 28,073 32,561 32,681: 398 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 417: 20 -137 33 355 855 408 751: 9 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.3 1.7 74.3 85.2 98.8 99.2: 1.2 0.8
Old : 100.0: 22.8 12.3 1.7 74.3 85.2 98.8 99.2: 1.2 0.8
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 : 50: 8 13 5 15 18 24 35:
Old : 50: 8 13 5 15 18 24 35:
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 : 67.1 61.1 85.1 81.4 65.2 54.9 79.3 72.6
Old : 67.1 61.1 85.1 81.4 65.2 54.9 79.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2006