WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 416,720: 72,528 65,702 93,772 211,756 202,160 378,055 361,634: 38,665 55,086
Old : 281,992: 64,463 82,563 30,630 158,740 142,487 253,833 255,680: 28,160 26,313
Other: 134,727: 53,127 28,201 18,080 53,015 59,673 124,222 105,954: 10,505 28,773
: : :
: : Changes in Commitments from: January 31, 2006 :
: 29,689: 9,937 -3,052 12,710 6,182 18,782 28,829 28,440: 860 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.8 22.5 50.8 48.5 90.7 86.8: 9.3 13.2
Old : 100.0: 22.9 29.3 10.9 56.3 50.5 90.0 90.7: 10.0 9.3
Other: 100.0: 39.4 20.9 13.4 39.4 44.3 92.2 78.6: 7.8 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 115 114 130 56 73 258 250:
Old : 295: 97 118 89 49 64 210 211:
Other: 213: 90 54 70 28 64 141 166:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 26.3 40.0 33.5 27.8 24.3 39.9 29.4
Old : 38.7 31.1 51.1 39.9 38.7 30.8 51.1 39.1
Other: 32.4 22.9 47.5 30.3 30.7 21.2 44.2 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,247,118: 221,045 95,753 287,297 549,236 570,782 1,057,578 953,832: 189,541 293,286
Old : 955,144: 180,614 156,933 171,177 447,023 428,115 798,814 756,224: 156,330 198,920
Other: 291,974: 116,268 14,658 40,283 102,213 142,668 258,764 197,608: 33,211 94,366
: : :
: : Changes in Commitments from: January 31, 2006 :
: 64,156: 26,819 -14,318 25,014 13,456 36,830 65,289 47,525: -1,132 16,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.7 23.0 44.0 45.8 84.8 76.5: 15.2 23.5
Old : 100.0: 18.9 16.4 17.9 46.8 44.8 83.6 79.2: 16.4 20.8
Other: 100.0: 39.8 5.0 13.8 35.0 48.9 88.6 67.7: 11.4 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 183 121 197 243 253 537 489:
Old : 615: 154 164 171 227 238 494 470:
Other: 415: 129 48 65 105 210 256 301:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 15.1 24.3 20.3 15.5 11.7 22.7 15.3
Old : 19.7 14.6 28.6 19.8 19.7 11.1 26.9 14.9
Other: 23.1 18.0 32.5 24.5 22.0 16.3 29.9 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,009: 6,477 604 520 1,563 9,293 8,559 10,416: 4,450 2,592
Old : 10,934: 6,158 631 232 923 7,906 7,312 8,769: 3,622 2,165
Other: 2,075: 409 63 198 640 1,386 1,247 1,648: 828 427
: : :
: : Changes in Commitments from: January 31, 2006 :
: -43: 890 -22 -222 -278 488 390 244: -433 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 4.6 4.0 12.0 71.4 65.8 80.1: 34.2 19.9
Old : 100.0: 56.3 5.8 2.1 8.4 72.3 66.9 80.2: 33.1 19.8
Other: 100.0: 19.7 3.1 9.5 30.8 66.8 60.1 79.4: 39.9 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 7 5 9 15 37 24:
Old : 48: 25 7 5 7 15 35 24:
Other: 21: 7 3 5 5 11 14 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 41.3 37.9 62.7 23.5 36.2 35.2 56.5
Old : 28.0 41.5 41.9 62.7 28.0 40.0 41.9 61.2
Other: 42.0 57.3 58.0 70.9 37.5 56.3 45.7 64.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 449,287: 59,178 64,706 98,526 219,001 174,684 376,705 337,916: 72,582 111,371
Old : 387,236: 57,517 81,008 72,335 193,191 152,380 323,043 305,722: 64,193 81,514
Other: 62,051: 23,153 5,191 4,699 25,810 22,305 53,662 32,194: 8,389 29,857
: : :
: : Changes in Commitments from: January 31, 2006 :
: 15,801: -116 -1,399 -80 17,121 17,232 16,925 15,753: -1,124 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.4 21.9 48.7 38.9 83.8 75.2: 16.2 24.8
Old : 100.0: 14.9 20.9 18.7 49.9 39.4 83.4 78.9: 16.6 21.1
Other: 100.0: 37.3 8.4 7.6 41.6 35.9 86.5 51.9: 13.5 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 100 128 143 109 109 304 301:
Old : 369: 97 137 127 103 104 284 291:
Other: 168: 52 28 27 50 66 110 115:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 17.6 29.5 26.2 15.8 7.6 22.6 11.3
Old : 20.5 19.0 32.8 28.5 19.7 10.0 27.4 15.0
Other: 31.3 18.7 43.8 25.3 30.6 15.8 40.7 21.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 208,824: 23,655 31,676 44,673 116,320 111,376 184,648 187,725: 24,176 21,099
Old : 187,066: 24,575 33,170 35,463 105,162 98,559 165,200 167,191: 21,866 19,875
Other: 21,758: 5,161 4,588 3,129 11,158 12,817 19,448 20,534: 2,310 1,224
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,660: 890 -6,057 5,111 -1,656 7,864 4,345 6,919: -686 -3,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 15.2 21.4 55.7 53.3 88.4 89.9: 11.6 10.1
Old : 100.0: 13.1 17.7 19.0 56.2 52.7 88.3 89.4: 11.7 10.6
Other: 100.0: 23.7 21.1 14.4 51.3 58.9 89.4 94.4: 10.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 40 55 54 52 49 129 136:
Old : 171: 44 60 53 52 48 127 134:
Other: 53: 17 11 11 11 18 30 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 : 24.4 29.2 36.0 40.2 21.6 23.4 30.6 29.1
Old : 24.9 28.5 36.4 40.1 24.2 22.1 33.8 28.8
Other: 61.3 46.6 76.0 59.9 55.8 45.8 65.1 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 815,506: 108,720 82,879 106,819 463,931 405,109 679,470 594,807: 136,036 220,699
Old : 815,506: 108,720 82,879 106,819 463,931 405,109 679,470 594,807: 136,036 220,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 84,798: 46,565 -1,533 19,563 19,849 32,243 85,977 50,274: -1,179 34,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.2 13.1 56.9 49.7 83.3 72.9: 16.7 27.1
Old : 100.0: 13.3 10.2 13.1 56.9 49.7 83.3 72.9: 16.7 27.1
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 : 158: 39 32 43 69 74 125 132:
Old : 158: 39 32 43 69 74 125 132:
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 : 21.9 16.2 31.8 25.6 13.1 10.1 19.6 15.5
Old : 21.9 16.2 31.8 25.6 13.1 10.1 19.6 15.5
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 with Delta-adjusted Options and Futures Combined, 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 : 151,578: 21,087 21,606 33,294 70,836 72,468 125,217 127,368: 26,361 24,210
Old : 133,282: 21,342 20,357 26,218 60,981 64,042 108,541 110,618: 24,740 22,663
Other: 18,296: 2,416 3,920 4,405 9,855 8,425 16,676 16,750: 1,621 1,547
: : :
: : Changes in Commitments from: January 31, 2006 :
: 7,189: -915 3,515 5,322 3,996 -4,069 8,403 4,768: -1,214 2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.3 22.0 46.7 47.8 82.6 84.0: 17.4 16.0
Old : 100.0: 16.0 15.3 19.7 45.8 48.1 81.4 83.0: 18.6 17.0
Other: 100.0: 13.2 21.4 24.1 53.9 46.0 91.1 91.5: 8.9 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 33 45 42 58 57 119 125:
Old : 156: 36 47 41 58 56 119 123:
Other: 60: 14 13 17 21 22 44 44:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 19.9 30.6 29.6 18.3 16.8 25.0 23.0
Old : 19.9 20.0 29.0 30.1 18.9 16.4 25.4 23.8
Other: 43.4 42.3 60.2 56.4 42.4 42.3 53.2 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,841: 4,950 290 1,676 3,458 10,416 10,085 12,382: 3,757 1,460
Old : 11,739: 4,622 392 1,297 2,550 8,976 8,469 10,664: 3,271 1,075
Other: 2,102: 477 47 231 908 1,440 1,616 1,718: 486 384
: : :
: : Changes in Commitments from: January 31, 2006 :
: 701: 305 -6 -56 175 630 424 569: 277 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 2.1 12.1 25.0 75.3 72.9 89.5: 27.1 10.5
Old : 100.0: 39.4 3.3 11.0 21.7 76.5 72.1 90.8: 27.9 9.2
Other: 100.0: 22.7 2.2 11.0 43.2 68.5 76.9 81.7: 23.1 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 33 4 11 20 21 55 34:
Old : 65: 27 8 10 19 21 52 33:
Other: 27: 11 1 8 7 12 19 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 : 19.6 56.1 32.3 65.9 15.3 46.8 24.3 54.3
Old : 19.6 57.5 32.5 67.7 18.1 50.4 28.6 59.0
Other: 42.3 53.1 57.5 66.0 28.3 30.9 35.4 43.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 494,030: 141,195 137,591 13,492 250,911 221,685 405,598 372,768: 88,431 121,262
Old : 494,030: 141,195 137,591 13,492 250,911 221,685 405,598 372,768: 88,431 121,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 7,382: -5,411 -25,221 3,971 11,410 19,514 9,970 -1,736: -2,588 9,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 27.9 2.7 50.8 44.9 82.1 75.5: 17.9 24.5
Old : 100.0: 28.6 27.9 2.7 50.8 44.9 82.1 75.5: 17.9 24.5
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 : 150: 28 39 10 57 58 93 99:
Old : 150: 28 39 10 57 58 93 99:
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 : 21.6 18.3 35.5 27.6 21.6 18.0 35.3 27.2
Old : 21.6 18.3 35.5 27.6 21.6 18.0 35.3 27.2
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 with Delta-adjusted Options and Futures Combined, 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 : 2,585,738: 546,978 441,085 333,891 1,456,515 1,369,179 2,337,384 2,144,155: 248,354 441,584
Old : 2,585,738: 546,978 441,085 333,891 1,456,515 1,369,179 2,337,384 2,144,155: 248,354 441,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 122,008: 9,194 26,500 28,566 89,639 72,535 127,399 127,601: -5,391 -5,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.1 12.9 56.3 53.0 90.4 82.9: 9.6 17.1
Old : 100.0: 21.2 17.1 12.9 56.3 53.0 90.4 82.9: 9.6 17.1
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 : 275: 67 67 73 111 117 209 226:
Old : 275: 67 67 73 111 117 209 226:
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 : 29.4 23.4 36.4 33.2 20.2 21.2 27.2 26.7
Old : 29.4 23.4 36.4 33.2 20.2 21.2 27.2 26.7
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 with Delta-adjusted Options and Futures Combined, 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 : 1,517,697: 294,386 362,925 165,541 882,299 658,278 1,342,226 1,186,745: 175,472 330,952
Old : 1,517,697: 294,386 362,925 165,541 882,299 658,278 1,342,226 1,186,745: 175,472 330,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 133,046: 56,613 50,918 20,151 69,796 44,398 146,560 115,467: -13,514 17,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.9 10.9 58.1 43.4 88.4 78.2: 11.6 21.8
Old : 100.0: 19.4 23.9 10.9 58.1 43.4 88.4 78.2: 11.6 21.8
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 : 205: 44 47 49 79 94 143 170:
Old : 205: 44 47 49 79 94 143 170:
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 : 24.5 18.6 34.5 26.4 21.7 18.0 29.9 23.4
Old : 24.5 18.6 34.5 26.4 21.7 18.0 29.9 23.4
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 with Delta-adjusted Options and Futures Combined, 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 : 710,121: 109,623 94,531 284,487 252,305 285,540 646,416 664,558: 63,705 45,563
Old : 710,121: 109,623 94,531 284,487 252,305 285,540 646,416 664,558: 63,705 45,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -78,331: -49,574 -17,131 3,076 -33,634 -61,307 -80,133 -75,362: 1,802 -2,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.3 40.1 35.5 40.2 91.0 93.6: 9.0 6.4
Old : 100.0: 15.4 13.3 40.1 35.5 40.2 91.0 93.6: 9.0 6.4
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 : 135: 33 34 47 59 48 118 106:
Old : 135: 33 34 47 59 48 118 106:
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 : 29.7 34.9 42.0 45.7 14.6 12.8 18.8 17.1
Old : 29.7 34.9 42.0 45.7 14.6 12.8 18.8 17.1
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 with Delta-adjusted Options and Futures Combined, 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 : 39,994: 9,425 7,051 540 17,967 26,037 27,931 33,628: 12,063 6,367
Old : 39,994: 9,425 7,051 540 17,967 26,037 27,931 33,628: 12,063 6,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -583: -315 1,001 -39 646 -1,925 292 -963: -876 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.6 1.3 44.9 65.1 69.8 84.1: 30.2 15.9
Old : 100.0: 23.6 17.6 1.3 44.9 65.1 69.8 84.1: 30.2 15.9
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 : 59: 14 12 6 24 14 41 29:
Old : 59: 14 12 6 24 14 41 29:
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 : 25.9 42.1 40.6 63.4 25.9 42.1 40.5 62.2
Old : 25.9 42.1 40.6 63.4 25.9 42.1 40.5 62.2
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 with Delta-adjusted Options and Futures Combined, 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 : 96,069: 39,310 30,424 5,276 39,109 37,876 83,695 73,576: 12,374 22,493
Old : 96,069: 39,310 30,424 5,276 39,109 37,876 83,695 73,576: 12,374 22,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 6,355: 486 1,518 191 5,510 4,619 6,186 6,328: 169 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 31.7 5.5 40.7 39.4 87.1 76.6: 12.9 23.4
Old : 100.0: 40.9 31.7 5.5 40.7 39.4 87.1 76.6: 12.9 23.4
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 : 83: 34 20 18 17 18 56 51:
Old : 83: 34 20 18 17 18 56 51:
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 : 49.4 37.9 58.3 56.5 49.4 36.4 58.3 53.7
Old : 49.4 37.9 58.3 56.5 49.4 36.4 58.3 53.7
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 with Delta-adjusted Options and Futures Combined, 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