WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 28, 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 : 390,971: 71,273 72,574 65,704 219,632 199,548 356,609 337,826: 34,362 53,145
Old : 233,079: 57,398 84,175 3,732 151,923 125,805 213,053 213,712: 20,026 19,367
Other: 157,892: 63,956 38,480 11,891 67,709 73,743 143,556 124,114: 14,336 33,778
: : :
: : Changes in Commitments from: February 21, 2006 :
: 420: -2,397 -9,077 3,877 -794 3,905 686 -1,295: -266 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 18.6 16.8 56.2 51.0 91.2 86.4: 8.8 13.6
Old : 100.0: 24.6 36.1 1.6 65.2 54.0 91.4 91.7: 8.6 8.3
Other: 100.0: 40.5 24.4 7.5 42.9 46.7 90.9 78.6: 9.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 116 106 118 43 75 248 235:
Old : 279: 86 117 22 28 56 131 178:
Other: 245: 99 64 58 32 72 159 166:
:----------------------------------------------------------------------------------------------------
: 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 27.3 43.5 34.9 30.1 25.0 43.2 30.1
Old : 44.7 34.8 61.1 45.0 44.7 34.6 61.1 44.5
Other: 27.5 23.2 39.4 30.4 26.3 20.9 37.0 27.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 28, 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 : 1,067,618: 258,486 85,457 157,887 497,996 560,680 914,369 804,024: 153,249 263,594
Old : 768,676: 209,439 140,065 59,111 385,513 405,194 654,063 604,370: 114,613 164,306
Other: 298,942: 133,836 30,181 13,987 112,483 155,486 260,306 199,654: 38,636 99,288
: : :
: : Changes in Commitments from: February 21, 2006 :
: 4,692: 3,720 -14,131 -1,180 9,122 21,566 11,662 6,255: -6,970 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 8.0 14.8 46.6 52.5 85.6 75.3: 14.4 24.7
Old : 100.0: 27.2 18.2 7.7 50.2 52.7 85.1 78.6: 14.9 21.4
Other: 100.0: 44.8 10.1 4.7 37.6 52.0 87.1 66.8: 12.9 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 184 100 163 187 267 470 477:
Old : 624: 162 134 116 153 254 392 450:
Other: 436: 97 72 29 98 230 213 314:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 15.2 27.7 20.5 18.7 14.5 27.3 18.9
Old : 24.4 16.9 34.4 22.2 24.4 15.8 33.6 20.5
Other: 24.7 13.6 35.4 20.8 23.8 13.1 34.5 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 28, 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 : 11,348: 5,656 171 229 1,698 9,208 7,583 9,608: 3,765 1,740
Old : 8,773: 5,166 355 27 901 7,269 6,094 7,651: 2,679 1,122
Other: 2,575: 674 0 18 797 1,939 1,489 1,957: 1,086 618
: : :
: : Changes in Commitments from: February 21, 2006 :
: -231: -193 -100 -108 225 112 -76 -96: -155 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 1.5 2.0 15.0 81.1 66.8 84.7: 33.2 15.3
Old : 100.0: 58.9 4.0 0.3 10.3 82.9 69.5 87.2: 30.5 12.8
Other: 100.0: 26.2 0.0 0.7 31.0 75.3 57.8 76.0: 42.2 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 23 2 6 10 13 35 21:
Old : 42: 19 7 2 4 13 24 21:
Other: 20: 8 0 2 8 8 16 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 : 27.1 45.6 40.3 72.1 27.1 40.5 38.7 65.4
Old : 35.0 45.4 50.0 72.9 35.0 44.8 49.9 72.3
Other: 33.3 63.7 48.3 75.3 31.3 59.3 44.9 69.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 28, 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 : 351,265: 55,656 59,472 51,374 189,918 148,109 296,948 258,955: 54,317 92,310
Old : 283,137: 57,834 78,313 20,976 160,110 124,987 238,920 224,276: 44,217 58,861
Other: 68,128: 24,263 7,600 3,957 29,808 23,122 58,028 34,679: 10,100 33,449
: : :
: : Changes in Commitments from: February 21, 2006 :
: -24,817: -9,496 8,841 -3,676 -939 -13,883 -14,111 -8,718: -10,706 -16,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.9 14.6 54.1 42.2 84.5 73.7: 15.5 26.3
Old : 100.0: 20.4 27.7 7.4 56.5 44.1 84.4 79.2: 15.6 20.8
Other: 100.0: 35.6 11.2 5.8 43.8 33.9 85.2 50.9: 14.8 49.1
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 84 103 100 93 110 250 271:
Old : 343: 88 117 64 84 100 214 249:
Other: 179: 54 33 17 41 70 104 113:
:----------------------------------------------------------------------------------------------------
: 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 15.4 34.7 23.4 21.0 9.3 29.6 13.9
Old : 27.9 17.5 41.3 27.3 27.7 12.5 38.4 19.7
Other: 31.7 15.4 43.8 22.4 30.7 13.8 42.5 19.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,289: 8,526 3,928 1,420 0 0 9,946 5,348: 4,343 8,941
Old : 8,901: 3,872 3,985 1,323 0 0 5,195 5,308: 3,706 3,593
Other: 5,388: 4,751 40 0 0 0 4,751 40: 637 5,348
: : :
: : Changes in Commitments from: February 21, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 27.5 9.9 0.0 0.0 69.6 37.4: 30.4 62.6
Old : 100.0: 43.5 44.8 14.9 0.0 0.0 58.4 59.6: 41.6 40.4
Other: 100.0: 88.2 0.7 0.0 0.0 0.0 88.2 0.7: 11.8 99.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 8 10 0 0 17 15:
Old : 22: 13 9 9 0 0 16 15:
Other: 7: 6 1 0 0 0 6 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 24.6 59.8 32.8 42.3 22.5 52.2 27.5
Old : 31.6 39.6 46.9 52.2 21.8 36.2 34.8 43.7
Other: 88.0 0.7 88.2 0.7 88.0 0.7 88.2 0.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 28, 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 : 178,978: 29,774 19,983 27,365 95,701 111,498 152,840 158,846: 26,138 20,132
Old : 156,916: 31,529 21,906 17,416 84,792 99,279 133,737 138,601: 23,179 18,315
Other: 22,062: 4,877 4,709 3,317 10,909 12,219 19,103 20,245: 2,959 1,817
: : :
: : Changes in Commitments from: February 21, 2006 :
: -3,817: -1,281 -5,344 284 -4,560 1,209 -5,557 -3,851: 1,740 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.2 15.3 53.5 62.3 85.4 88.8: 14.6 11.2
Old : 100.0: 20.1 14.0 11.1 54.0 63.3 85.2 88.3: 14.8 11.7
Other: 100.0: 22.1 21.3 15.0 49.4 55.4 86.6 91.8: 13.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 42 41 38 46 42 115 110:
Old : 158: 49 40 33 44 41 109 107:
Other: 49: 9 17 9 11 16 25 37:
:----------------------------------------------------------------------------------------------------
: 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 41.6 39.2 52.8 25.6 37.4 35.5 43.2
Old : 29.6 42.5 41.9 54.5 29.1 39.6 40.5 48.9
Other: 61.6 46.1 77.3 60.7 56.8 44.7 65.4 56.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 28, 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 : 659,181: 94,270 91,284 29,451 393,067 356,834 516,788 477,569: 142,393 181,612
Old : 659,181: 94,270 91,284 29,451 393,067 356,834 516,788 477,569: 142,393 181,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -9,761: -29,892 -12,170 11,369 -4,767 -5,316 -23,290 -6,117: 13,529 -3,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.8 4.5 59.6 54.1 78.4 72.4: 21.6 27.6
Old : 100.0: 14.3 13.8 4.5 59.6 54.1 78.4 72.4: 21.6 27.6
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 : 153: 23 42 27 59 70 99 123:
Old : 153: 23 42 27 59 70 99 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 17.2 31.6 26.8 13.8 11.8 21.9 18.3
Old : 21.8 17.2 31.6 26.8 13.8 11.8 21.9 18.3
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 28, 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 : 135,435: 17,825 33,197 19,449 73,142 57,068 110,416 109,714: 25,019 25,721
Old : 113,077: 16,610 29,792 13,673 59,780 47,655 90,063 91,120: 23,014 21,957
Other: 22,358: 3,051 5,241 3,940 13,362 9,413 20,353 18,594: 2,005 3,764
: : :
: : Changes in Commitments from: February 21, 2006 :
: 2,400: -2,445 13,420 -1,736 6,110 -9,942 1,929 1,742: 471 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 24.5 14.4 54.0 42.1 81.5 81.0: 18.5 19.0
Old : 100.0: 14.7 26.3 12.1 52.9 42.1 79.6 80.6: 20.4 19.4
Other: 100.0: 13.6 23.4 17.6 59.8 42.1 91.0 83.2: 9.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 29 51 32 46 49 97 117:
Old : 147: 33 50 32 45 47 96 115:
Other: 60: 17 10 8 21 25 40 41:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 18.1 35.6 26.7 19.1 14.0 29.1 20.2
Old : 20.7 17.7 33.5 26.4 18.0 13.0 27.4 20.2
Other: 47.5 39.2 65.2 55.0 46.4 39.1 58.7 47.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 28, 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 : 11,903: 4,100 473 906 3,988 9,012 8,994 10,391: 2,909 1,512
Old : 9,347: 3,677 494 662 2,755 7,145 7,094 8,301: 2,253 1,046
Other: 2,556: 496 52 171 1,233 1,867 1,900 2,090: 656 466
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,265: -329 152 41 98 -264 -190 -71: -1,075 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 4.0 7.6 33.5 75.7 75.6 87.3: 24.4 12.7
Old : 100.0: 39.3 5.3 7.1 29.5 76.4 75.9 88.8: 24.1 11.2
Other: 100.0: 19.4 2.0 6.7 48.2 73.0 74.3 81.8: 25.7 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 23 7 7 17 21 44 32:
Old : 54: 21 7 6 14 17 38 27:
Other: 27: 7 3 6 8 14 17 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 : 27.3 57.2 40.7 66.5 20.4 45.8 30.4 52.8
Old : 27.3 59.9 40.4 69.5 24.7 51.3 36.5 59.8
Other: 44.9 52.3 62.0 66.7 30.3 30.9 38.8 44.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 28, 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 : 484,210: 135,715 149,791 8,991 249,552 199,734 394,258 358,516: 89,952 125,694
Old : 484,210: 135,715 149,791 8,991 249,552 199,734 394,258 358,516: 89,952 125,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -20,534: -1,755 10,845 -842 -19,225 -39,981 -21,822 -29,978: 1,288 9,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 30.9 1.9 51.5 41.2 81.4 74.0: 18.6 26.0
Old : 100.0: 28.0 30.9 1.9 51.5 41.2 81.4 74.0: 18.6 26.0
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 : 150: 29 38 11 60 61 95 104:
Old : 150: 29 38 11 60 61 95 104:
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 : 23.7 15.5 37.5 24.9 23.5 14.8 36.3 23.9
Old : 23.7 15.5 37.5 24.9 23.5 14.8 36.3 23.9
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 28, 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 : 1,986,502: 610,418 427,660 83,597 1,020,295 1,047,929 1,714,310 1,559,186: 272,192 427,316
Old : 1,986,502: 610,418 427,660 83,597 1,020,295 1,047,929 1,714,310 1,559,186: 272,192 427,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 62,418: 22,599 -13,563 17,976 -28,682 27,409 11,893 31,822: 50,525 30,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 21.5 4.2 51.4 52.8 86.3 78.5: 13.7 21.5
Old : 100.0: 30.7 21.5 4.2 51.4 52.8 86.3 78.5: 13.7 21.5
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 : 255: 59 72 48 87 98 169 195:
Old : 255: 59 72 48 87 98 169 195:
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 : 26.2 25.6 35.7 34.2 23.5 24.5 32.8 31.7
Old : 26.2 25.6 35.7 34.2 23.5 24.5 32.8 31.7
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 28, 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 : 1,378,498: 388,068 387,153 25,332 783,900 648,631 1,197,300 1,061,116: 181,198 317,382
Old : 1,378,498: 388,068 387,153 25,332 783,900 648,631 1,197,300 1,061,116: 181,198 317,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -105,458: 15,472 911 -32,566 -110,909 -73,055 -128,003 -104,710: 22,545 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 28.1 1.8 56.9 47.1 86.9 77.0: 13.1 23.0
Old : 100.0: 28.2 28.1 1.8 56.9 47.1 86.9 77.0: 13.1 23.0
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 : 194: 43 44 21 70 83 121 140:
Old : 194: 43 44 21 70 83 121 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 19.7 34.6 27.2 20.0 19.1 29.9 26.3
Old : 23.3 19.7 34.6 27.2 20.0 19.1 29.9 26.3
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 28, 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 : 559,097: 120,607 125,546 149,788 239,390 242,025 509,785 517,359: 49,312 41,738
Old : 559,097: 120,607 125,546 149,788 239,390 242,025 509,785 517,359: 49,312 41,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 44,208: 7,631 6,464 18,323 14,629 12,243 40,583 37,030: 3,625 7,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.5 26.8 42.8 43.3 91.2 92.5: 8.8 7.5
Old : 100.0: 21.6 22.5 26.8 42.8 43.3 91.2 92.5: 8.8 7.5
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 : 134: 32 33 43 58 51 117 103:
Old : 134: 32 33 43 58 51 117 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 26.1 31.5 37.6 13.7 15.9 21.9 22.0
Old : 18.3 26.1 31.5 37.6 13.7 15.9 21.9 22.0
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, February 28, 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 : 41,873: 11,751 8,482 17 17,605 26,341 29,373 34,840: 12,500 7,033
Old : 41,873: 11,751 8,482 17 17,605 26,341 29,373 34,840: 12,500 7,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -744: -779 -262 -17 162 -177 -634 -456: -110 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.3 0.0 42.0 62.9 70.1 83.2: 29.9 16.8
Old : 100.0: 28.1 20.3 0.0 42.0 62.9 70.1 83.2: 29.9 16.8
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 : 57: 15 12 2 22 12 38 25:
Old : 57: 15 12 2 22 12 38 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 : 26.7 42.3 41.2 63.3 26.7 42.0 41.2 61.9
Old : 26.7 42.3 41.2 63.3 26.7 42.0 41.2 61.9
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 28, 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 : 87,761: 43,252 27,751 1,054 34,878 37,391 79,184 66,196: 8,577 21,565
Old : 87,761: 43,252 27,751 1,054 34,878 37,391 79,184 66,196: 8,577 21,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -4,534: -4,972 1,178 -111 128 -2,597 -4,955 -1,530: 421 -3,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 31.6 1.2 39.7 42.6 90.2 75.4: 9.8 24.6
Old : 100.0: 49.3 31.6 1.2 39.7 42.6 90.2 75.4: 9.8 24.6
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 : 86: 34 22 6 16 19 53 44:
Old : 86: 34 22 6 16 19 53 44:
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 : 50.3 39.7 60.5 57.2 50.3 39.7 60.5 55.5
Old : 50.3 39.7 60.5 57.2 50.3 39.7 60.5 55.5
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 28, 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 : 24,159: 7,620 2,909 557 15,621 20,286 23,798 23,752: 361 407
Old : 24,159: 7,620 2,909 557 15,621 20,286 23,798 23,752: 361 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -7,659: 19 -187 0 -7,700 -7,497 -7,681 -7,684: 22 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 12.0 2.3 64.7 84.0 98.5 98.3: 1.5 1.7
Old : 100.0: 31.5 12.0 2.3 64.7 84.0 98.5 98.3: 1.5 1.7
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 : 46: 8 11 6 14 18 23 34:
Old : 46: 8 11 6 14 18 23 34:
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 : 64.7 56.8 83.6 75.8 59.5 46.6 74.0 63.9
Old : 64.7 56.8 83.6 75.8 59.5 46.6 74.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006