WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 396,507: 73,192 69,908 68,631 222,196 205,383 364,019 343,922: 32,488 52,585
Old : 229,757: 58,081 83,688 2,042 151,702 126,939 211,825 212,669: 17,932 17,088
Other: 166,750: 67,480 38,589 14,220 70,494 78,444 152,194 131,253: 14,556 35,497
: : :
: : Changes in Commitments from: February 28, 2006 :
: 5,536: 1,919 -2,666 2,927 2,564 5,835 7,410 6,096: -1,874 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.6 17.3 56.0 51.8 91.8 86.7: 8.2 13.3
Old : 100.0: 25.3 36.4 0.9 66.0 55.2 92.2 92.6: 7.8 7.4
Other: 100.0: 40.5 23.1 8.5 42.3 47.0 91.3 78.7: 8.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 108 117 120 43 71 254 237:
Old : 280: 87 121 11 28 50 122 175:
Other: 251: 102 70 65 30 70 165 173:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 28.0 43.0 35.7 29.9 25.7 42.8 30.9
Old : 45.1 36.3 61.6 46.7 45.1 36.3 61.6 46.3
Other: 26.7 22.5 38.7 29.7 25.8 20.1 36.7 26.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,060,188: 249,732 89,396 153,941 501,291 553,035 904,964 796,372: 155,224 263,816
Old : 743,050: 199,893 146,960 48,834 379,386 389,280 628,113 585,074: 114,937 157,976
Other: 317,138: 139,794 32,391 15,152 121,905 163,755 276,851 211,298: 40,287 105,840
: : :
: : Changes in Commitments from: February 28, 2006 :
: -7,430: -8,754 3,939 -3,946 3,295 -7,645 -9,405 -7,652: 1,975 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.4 14.5 47.3 52.2 85.4 75.1: 14.6 24.9
Old : 100.0: 26.9 19.8 6.6 51.1 52.4 84.5 78.7: 15.5 21.3
Other: 100.0: 44.1 10.2 4.8 38.4 51.6 87.3 66.6: 12.7 33.4
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 184 99 162 187 264 470 477:
Old : 625: 162 138 105 150 244 383 437:
Other: 446: 105 73 32 98 230 219 321:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 14.3 28.2 19.7 19.1 13.4 27.9 17.8
Old : 25.7 16.4 35.4 21.8 25.7 14.9 35.2 19.7
Other: 23.5 12.3 34.0 19.6 22.8 11.8 33.1 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 11,362: 5,571 171 170 1,966 9,420 7,707 9,761: 3,655 1,601
Old : 8,585: 5,106 320 0 969 7,298 6,075 7,618: 2,510 967
Other: 2,777: 614 0 21 997 2,122 1,632 2,143: 1,145 634
: : :
: : Changes in Commitments from: February 28, 2006 :
: 14: -85 0 -59 268 212 124 153: -110 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 1.5 1.5 17.3 82.9 67.8 85.9: 32.2 14.1
Old : 100.0: 59.5 3.7 0.0 11.3 85.0 70.8 88.7: 29.2 11.3
Other: 100.0: 22.1 0.0 0.8 35.9 76.4 58.8 77.2: 41.2 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 23 2 4 12 14 36 20:
Old : 43: 19 6 0 5 14 24 20:
Other: 20: 7 0 2 9 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 : 28.6 47.7 41.6 74.6 28.6 42.4 40.0 66.4
Old : 37.8 47.3 52.6 75.9 37.8 47.0 52.6 75.6
Other: 33.2 64.9 48.8 76.4 30.0 58.3 42.3 67.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 353,277: 56,249 60,592 57,112 186,299 144,626 299,660 262,330: 53,617 90,947
Old : 279,829: 59,426 82,488 21,003 156,527 120,397 236,956 223,888: 42,873 55,941
Other: 73,448: 28,044 9,325 4,888 29,772 24,229 62,704 38,442: 10,744 35,006
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,012: 593 1,120 5,738 -3,619 -3,483 2,712 3,375: -700 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.2 16.2 52.7 40.9 84.8 74.3: 15.2 25.7
Old : 100.0: 21.2 29.5 7.5 55.9 43.0 84.7 80.0: 15.3 20.0
Other: 100.0: 38.2 12.7 6.7 40.5 33.0 85.4 52.3: 14.6 47.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 83 122 103 88 112 254 276:
Old : 354: 91 129 65 78 104 215 258:
Other: 183: 57 37 15 41 71 106 115:
:----------------------------------------------------------------------------------------------------
: 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 15.5 33.2 22.7 21.2 11.0 29.5 15.2
Old : 28.2 17.7 40.6 26.6 28.2 13.1 38.7 21.1
Other: 29.5 15.9 42.6 23.4 28.6 14.2 40.5 19.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,538: 8,502 3,807 1,116 0 0 9,618 4,923: 4,920 9,615
Old : 8,732: 3,414 3,819 1,049 0 0 4,463 4,868: 4,269 3,864
Other: 5,806: 5,155 55 0 0 0 5,155 55: 651 5,751
: : :
: : Changes in Commitments from: February 28, 2006 :
: 249: -24 -121 -304 0 0 -328 -425: 577 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 26.2 7.7 0.0 0.0 66.2 33.9: 33.8 66.1
Old : 100.0: 39.1 43.7 12.0 0.0 0.0 51.1 55.7: 48.9 44.3
Other: 100.0: 88.8 0.9 0.0 0.0 0.0 88.8 0.9: 11.2 99.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 8 9 0 0 14 15:
Old : 20: 11 9 7 0 0 13 14:
Other: 8: 6 2 0 0 0 6 2:
:----------------------------------------------------------------------------------------------------
: 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 : 49.9 23.7 59.6 30.8 43.6 21.6 52.7 26.2
Old : 30.8 39.5 45.0 51.0 20.6 36.1 34.7 43.7
Other: 87.8 0.9 88.8 0.9 87.8 0.9 88.8 0.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 194,413: 41,984 15,730 30,186 97,324 130,008 169,494 175,924: 24,919 18,489
Old : 171,189: 45,187 19,520 18,228 85,462 117,020 148,877 154,768: 22,312 16,421
Other: 23,224: 5,087 4,500 3,668 11,862 12,988 20,617 21,156: 2,607 2,068
: : :
: : Changes in Commitments from: February 28, 2006 :
: 15,435: 12,210 -4,253 2,821 1,623 18,510 16,654 17,078: -1,219 -1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 8.1 15.5 50.1 66.9 87.2 90.5: 12.8 9.5
Old : 100.0: 26.4 11.4 10.6 49.9 68.4 87.0 90.4: 13.0 9.6
Other: 100.0: 21.9 19.4 15.8 51.1 55.9 88.8 91.1: 11.2 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 56 44 41 44 43 131 109:
Old : 172: 63 42 38 42 41 126 106:
Other: 56: 16 15 11 13 17 33 39:
:----------------------------------------------------------------------------------------------------
: 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 43.8 36.5 54.8 23.9 41.3 33.3 47.2
Old : 27.4 45.0 38.6 56.6 27.2 43.8 37.8 53.5
Other: 64.1 45.2 78.2 60.0 59.7 43.3 64.8 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 650,748: 46,217 90,458 43,056 437,198 320,797 526,471 454,311: 124,277 196,437
Old : 650,748: 46,217 90,458 43,056 437,198 320,797 526,471 454,311: 124,277 196,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -8,433: -48,053 -826 13,605 44,131 -36,037 9,683 -23,258: -18,116 14,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.9 6.6 67.2 49.3 80.9 69.8: 19.1 30.2
Old : 100.0: 7.1 13.9 6.6 67.2 49.3 80.9 69.8: 19.1 30.2
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 : 154: 30 34 22 61 69 101 116:
Old : 154: 30 34 22 61 69 101 116:
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 : 21.4 18.6 32.7 28.9 13.5 12.0 21.2 18.7
Old : 21.4 18.6 32.7 28.9 13.5 12.0 21.2 18.7
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, March 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 : 143,387: 19,811 35,274 22,311 77,565 60,354 119,687 117,939: 23,700 25,448
Old : 119,458: 20,364 33,059 14,322 63,200 50,481 97,886 97,862: 21,572 21,596
Other: 23,929: 2,956 5,724 4,480 14,365 9,873 21,801 20,077: 2,128 3,852
: : :
: : Changes in Commitments from: February 28, 2006 :
: 7,952: 1,986 2,077 2,862 4,423 3,286 9,271 8,225: -1,319 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 24.6 15.6 54.1 42.1 83.5 82.3: 16.5 17.7
Old : 100.0: 17.0 27.7 12.0 52.9 42.3 81.9 81.9: 18.1 18.1
Other: 100.0: 12.4 23.9 18.7 60.0 41.3 91.1 83.9: 8.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 37 55 38 50 47 110 125:
Old : 163: 42 54 34 49 45 108 120:
Other: 66: 18 17 10 21 21 45 42:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 18.5 34.8 27.1 19.5 14.9 28.1 21.2
Old : 20.3 18.8 32.7 27.4 18.5 14.4 27.5 21.2
Other: 45.8 37.6 63.0 53.8 45.4 36.5 56.9 44.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 11,513: 4,079 395 773 3,959 8,938 8,811 10,106: 2,702 1,407
Old : 8,893: 3,648 452 515 2,716 6,996 6,879 7,963: 2,014 930
Other: 2,620: 533 45 156 1,243 1,942 1,932 2,143: 688 477
: : :
: : Changes in Commitments from: February 28, 2006 :
: -390: -21 -78 -133 -29 -74 -183 -285: -207 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.4 6.7 34.4 77.6 76.5 87.8: 23.5 12.2
Old : 100.0: 41.0 5.1 5.8 30.5 78.7 77.4 89.5: 22.6 10.5
Other: 100.0: 20.3 1.7 6.0 47.4 74.1 73.7 81.8: 26.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 24 7 7 19 21 47 32:
Old : 57: 20 9 6 16 18 41 28:
Other: 27: 7 3 5 8 14 17 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 58.1 41.9 67.9 21.9 48.1 31.6 54.9
Old : 29.7 61.0 42.8 71.4 26.6 54.2 37.9 62.8
Other: 44.6 53.2 61.3 67.4 30.1 32.3 38.7 46.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 446,693: 113,850 129,678 8,667 232,701 188,492 355,218 326,837: 91,475 119,856
Old : 446,693: 113,850 129,678 8,667 232,701 188,492 355,218 326,837: 91,475 119,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -37,517: -21,865 -20,113 -324 -16,851 -11,242 -39,040 -31,679: 1,523 -5,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 29.0 1.9 52.1 42.2 79.5 73.2: 20.5 26.8
Old : 100.0: 25.5 29.0 1.9 52.1 42.2 79.5 73.2: 20.5 26.8
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 : 132: 22 36 8 58 54 85 93:
Old : 132: 22 36 8 58 54 85 93:
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 : 27.4 13.3 40.8 22.1 27.4 12.3 38.6 20.6
Old : 27.4 13.3 40.8 22.1 27.4 12.3 38.6 20.6
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, March 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 : 2,134,749: 685,602 537,629 65,767 1,130,248 1,105,650 1,881,617 1,709,046: 253,132 425,703
Old : 2,134,749: 685,602 537,629 65,767 1,130,248 1,105,650 1,881,617 1,709,046: 253,132 425,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 148,247: 75,184 109,969 -17,830 109,953 57,721 167,307 149,860: -19,060 -1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 25.2 3.1 52.9 51.8 88.1 80.1: 11.9 19.9
Old : 100.0: 32.1 25.2 3.1 52.9 51.8 88.1 80.1: 11.9 19.9
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 : 283: 74 76 33 93 101 177 200:
Old : 283: 74 76 33 93 101 177 200:
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 29.7 35.6 38.9 23.1 27.9 31.9 36.7
Old : 26.3 29.7 35.6 38.9 23.1 27.9 31.9 36.7
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, March 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 : 1,314,551: 327,127 380,313 26,815 776,838 578,501 1,130,780 985,629: 183,771 328,922
Old : 1,314,551: 327,127 380,313 26,815 776,838 578,501 1,130,780 985,629: 183,771 328,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -63,947: -60,941 -6,840 1,483 -7,062 -70,130 -66,520 -75,487: 2,573 11,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 28.9 2.0 59.1 44.0 86.0 75.0: 14.0 25.0
Old : 100.0: 24.9 28.9 2.0 59.1 44.0 86.0 75.0: 14.0 25.0
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 : 186: 46 42 24 66 76 117 137:
Old : 186: 46 42 24 66 76 117 137:
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 : 23.4 19.4 34.3 27.9 19.7 18.6 30.1 26.7
Old : 23.4 19.4 34.3 27.9 19.7 18.6 30.1 26.7
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, March 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 : 457,401: 109,410 135,869 102,386 200,346 182,291 412,142 420,546: 45,259 36,855
Old : 457,401: 109,410 135,869 102,386 200,346 182,291 412,142 420,546: 45,259 36,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -101,696: -11,197 10,323 -47,402 -39,044 -59,734 -97,643 -96,813: -4,053 -4,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 29.7 22.4 43.8 39.9 90.1 91.9: 9.9 8.1
Old : 100.0: 23.9 29.7 22.4 43.8 39.9 90.1 91.9: 9.9 8.1
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 : 129: 37 28 41 51 44 110 96:
Old : 129: 37 28 41 51 44 110 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 : 16.8 27.7 31.0 42.4 13.6 23.5 21.9 31.9
Old : 16.8 27.7 31.0 42.4 13.6 23.5 21.9 31.9
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, March 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 : 43,612: 11,998 8,755 42 18,810 26,615 30,850 35,412: 12,762 8,200
Old : 43,612: 11,998 8,755 42 18,810 26,615 30,850 35,412: 12,762 8,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,739: 247 273 25 1,205 274 1,477 572: 262 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.1 0.1 43.1 61.0 70.7 81.2: 29.3 18.8
Old : 100.0: 27.5 20.1 0.1 43.1 61.0 70.7 81.2: 29.3 18.8
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 : 60: 16 12 3 25 13 42 27:
Old : 60: 16 12 3 25 13 42 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 : 26.3 40.8 40.3 61.0 26.3 40.1 40.3 59.2
Old : 26.3 40.8 40.3 61.0 26.3 40.1 40.3 59.2
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, March 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 : 89,261: 43,670 30,491 273 36,200 34,518 80,143 65,282: 9,118 23,979
Old : 89,261: 43,670 30,491 273 36,200 34,518 80,143 65,282: 9,118 23,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,500: 418 2,740 -781 1,322 -2,873 959 -914: 541 2,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 34.2 0.3 40.6 38.7 89.8 73.1: 10.2 26.9
Old : 100.0: 48.9 34.2 0.3 40.6 38.7 89.8 73.1: 10.2 26.9
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 : 85: 31 23 7 17 17 51 44:
Old : 85: 31 23 7 17 17 51 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 : 50.6 41.4 61.1 56.8 50.6 41.4 61.1 55.6
Old : 50.6 41.4 61.1 56.8 50.6 41.4 61.1 55.6
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, March 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 : 21,891: 7,423 2,879 506 13,672 18,193 21,601 21,578: 290 313
Old : 21,891: 7,423 2,879 506 13,672 18,193 21,601 21,578: 290 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -2,268: -197 -30 -51 -1,949 -2,093 -2,197 -2,174: -71 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 13.2 2.3 62.5 83.1 98.7 98.6: 1.3 1.4
Old : 100.0: 33.9 13.2 2.3 62.5 83.1 98.7 98.6: 1.3 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 : 46: 6 12 5 16 19 23 35:
Old : 46: 6 12 5 16 19 23 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 : 63.9 53.6 79.7 73.6 63.9 48.7 79.0 68.7
Old : 63.9 53.6 79.7 73.6 63.9 48.7 79.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006