WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 425,376: 78,324 67,174 87,559 217,582 209,816 383,464 364,549: 41,912 60,827
Old : 276,757: 66,306 81,165 24,307 157,277 142,213 247,890 247,684: 28,868 29,074
Other: 148,619: 55,089 29,081 20,180 60,305 67,604 135,575 116,865: 13,044 31,753
: : :
: : Changes in Commitments from: February 7, 2006 :
: 8,656: 5,796 1,472 -6,213 5,826 7,657 5,409 2,915: 3,247 5,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.8 20.6 51.2 49.3 90.1 85.7: 9.9 14.3
Old : 100.0: 24.0 29.3 8.8 56.8 51.4 89.6 89.5: 10.4 10.5
Other: 100.0: 37.1 19.6 13.6 40.6 45.5 91.2 78.6: 8.8 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 117 111 125 57 75 262 244:
Old : 291: 100 113 78 48 64 202 203:
Other: 224: 95 55 66 31 66 150 165:
:----------------------------------------------------------------------------------------------------
: 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 25.8 39.1 33.3 27.2 23.9 39.0 28.7
Old : 39.0 31.3 52.0 40.4 39.0 30.9 51.4 39.6
Other: 29.9 23.0 42.3 30.5 28.6 21.2 39.4 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 1,275,982: 222,731 91,343 307,348 545,991 576,294 1,076,070 974,986: 199,912 300,996
Old : 962,534: 178,985 150,322 189,027 432,181 423,956 800,193 763,306: 162,341 199,229
Other: 313,448: 118,584 15,860 43,483 113,810 152,338 275,877 211,680: 37,571 101,768
: : :
: : Changes in Commitments from: February 7, 2006 :
: 28,864: 1,686 -4,410 20,051 -3,245 5,512 18,492 21,154: 10,372 7,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.2 24.1 42.8 45.2 84.3 76.4: 15.7 23.6
Old : 100.0: 18.6 15.6 19.6 44.9 44.0 83.1 79.3: 16.9 20.7
Other: 100.0: 37.8 5.1 13.9 36.3 48.6 88.0 67.5: 12.0 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 193 108 205 240 261 541 505:
Old : 626: 163 155 179 224 247 498 487:
Other: 424: 127 49 68 110 216 259 312:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 14.2 23.3 19.4 15.2 11.2 22.1 14.9
Old : 19.1 14.0 27.2 19.2 19.1 11.0 26.2 14.9
Other: 22.4 16.3 31.2 22.8 21.5 14.2 29.2 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,457: 5,950 387 675 1,704 9,375 8,330 10,437: 4,127 2,020
Old : 9,925: 5,648 425 237 816 7,682 6,700 8,344: 3,225 1,581
Other: 2,532: 443 103 298 889 1,693 1,629 2,093: 902 438
: : :
: : Changes in Commitments from: February 7, 2006 :
: -552: -527 -217 155 142 82 -230 21: -323 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 3.1 5.4 13.7 75.3 66.9 83.8: 33.1 16.2
Old : 100.0: 56.9 4.3 2.4 8.2 77.4 67.5 84.1: 32.5 15.9
Other: 100.0: 17.5 4.1 11.8 35.1 66.9 64.4 82.7: 35.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 24 8 6 8 12 37 21:
Old : 45: 24 7 6 6 12 34 21:
Other: 23: 9 2 5 6 11 16 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 : 25.8 44.2 39.6 67.0 24.7 38.8 36.3 58.7
Old : 31.0 45.1 45.5 68.6 31.0 43.6 45.5 67.0
Other: 40.1 53.6 57.2 70.3 31.7 47.4 39.9 56.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 459,381: 59,194 58,233 104,775 219,961 185,190 383,930 348,199: 75,451 111,183
Old : 392,890: 57,908 75,986 75,692 192,707 161,853 326,306 313,531: 66,584 79,359
Other: 66,491: 25,266 6,226 5,104 27,254 23,337 57,624 34,667: 8,867 31,824
: : :
: : Changes in Commitments from: February 7, 2006 :
: 10,094: 16 -6,473 6,250 960 10,506 7,226 10,282: 2,869 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.7 22.8 47.9 40.3 83.6 75.8: 16.4 24.2
Old : 100.0: 14.7 19.3 19.3 49.0 41.2 83.1 79.8: 16.9 20.2
Other: 100.0: 38.0 9.4 7.7 41.0 35.1 86.7 52.1: 13.3 47.9
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 106 122 152 109 109 319 305:
Old : 376: 105 131 135 103 103 298 291:
Other: 179: 58 32 25 50 67 115 119:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.9 29.5 26.7 15.5 8.4 22.1 11.8
Old : 21.0 19.2 32.6 29.1 19.3 10.7 26.9 15.5
Other: 30.5 17.9 42.1 24.7 29.7 14.8 39.1 20.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 206,834: 22,951 30,678 41,854 118,201 112,492 183,005 185,024: 23,830 21,811
Old : 184,465: 24,907 32,071 32,271 106,135 99,664 163,313 164,006: 21,152 20,459
Other: 22,370: 4,306 4,869 3,320 12,066 12,829 19,692 21,018: 2,678 1,352
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,989: -704 -998 -2,820 1,881 1,117 -1,643 -2,701: -347 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.8 20.2 57.1 54.4 88.5 89.5: 11.5 10.5
Old : 100.0: 13.5 17.4 17.5 57.5 54.0 88.5 88.9: 11.5 11.1
Other: 100.0: 19.2 21.8 14.8 53.9 57.3 88.0 94.0: 12.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 40 60 59 51 49 132 142:
Old : 178: 42 66 56 51 48 130 139:
Other: 52: 16 12 12 11 18 31 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 : 25.2 31.0 36.9 40.5 21.5 24.0 30.9 30.1
Old : 26.2 30.4 37.6 40.5 24.2 22.9 34.0 29.8
Other: 62.4 45.7 77.3 59.3 57.4 44.8 65.4 57.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 848,337: 108,247 98,277 121,485 475,283 415,988 705,015 635,750: 143,322 212,587
Old : 848,337: 108,247 98,277 121,485 475,283 415,988 705,015 635,750: 143,322 212,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 32,831: -473 15,398 14,665 11,352 10,879 25,545 40,943: 7,286 -8,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.6 14.3 56.0 49.0 83.1 74.9: 16.9 25.1
Old : 100.0: 12.8 11.6 14.3 56.0 49.0 83.1 74.9: 16.9 25.1
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 : 165: 27 46 48 74 79 132 142:
Old : 165: 27 46 48 74 79 132 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 15.8 32.2 25.1 14.0 9.2 20.6 14.5
Old : 22.4 15.8 32.2 25.1 14.0 9.2 20.6 14.5
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 14, 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 : 150,566: 23,141 20,825 32,307 67,984 72,655 123,433 125,787: 27,133 24,778
Old : 130,694: 23,771 19,543 24,730 56,877 63,568 105,378 107,841: 25,317 22,853
Other: 19,871: 2,263 4,176 4,684 11,108 9,087 18,055 17,946: 1,816 1,925
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,012: 2,054 -781 -987 -2,852 187 -1,785 -1,581: 772 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.8 21.5 45.2 48.3 82.0 83.5: 18.0 16.5
Old : 100.0: 18.2 15.0 18.9 43.5 48.6 80.6 82.5: 19.4 17.5
Other: 100.0: 11.4 21.0 23.6 55.9 45.7 90.9 90.3: 9.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 37 47 43 56 58 123 126:
Old : 161: 41 47 42 56 57 123 124:
Other: 60: 12 15 17 21 24 43 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 20.0 29.3 29.4 15.8 16.1 23.0 22.0
Old : 17.9 20.2 27.5 29.6 15.9 15.4 22.7 22.7
Other: 42.5 43.3 59.2 57.9 41.8 43.3 53.9 52.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 13,664: 4,509 331 1,311 3,797 9,851 9,618 11,493: 4,047 2,171
Old : 11,419: 4,136 419 952 2,812 8,364 7,900 9,735: 3,519 1,684
Other: 2,246: 461 0 271 986 1,487 1,718 1,758: 528 488
: : :
: : Changes in Commitments from: February 7, 2006 :
: -177: -441 41 -365 339 -565 -467 -889: 290 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.4 9.6 27.8 72.1 70.4 84.1: 29.6 15.9
Old : 100.0: 36.2 3.7 8.3 24.6 73.2 69.2 85.3: 30.8 14.7
Other: 100.0: 20.6 0.0 12.1 43.9 66.2 76.5 78.3: 23.5 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 27 6 8 19 20 49 31:
Old : 60: 22 9 7 18 19 46 29:
Other: 27: 11 0 7 8 12 19 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 53.4 34.6 62.9 16.1 43.4 24.2 50.5
Old : 23.2 54.8 35.1 64.7 19.3 46.9 29.0 55.3
Other: 40.7 50.8 56.6 65.1 27.6 29.9 34.4 40.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 499,386: 132,763 141,710 12,907 261,032 219,614 406,702 374,232: 92,684 125,155
Old : 499,386: 132,763 141,710 12,907 261,032 219,614 406,702 374,232: 92,684 125,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 5,357: -8,432 4,119 -584 10,121 -2,071 1,104 1,464: 4,252 3,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 28.4 2.6 52.3 44.0 81.4 74.9: 18.6 25.1
Old : 100.0: 26.6 28.4 2.6 52.3 44.0 81.4 74.9: 18.6 25.1
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 : 152: 29 40 11 58 59 94 103:
Old : 152: 29 40 11 58 59 94 103:
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 : 23.5 20.2 37.0 28.3 23.4 19.9 36.3 28.0
Old : 23.5 20.2 37.0 28.3 23.4 19.9 36.3 28.0
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 14, 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 : 2,647,999: 537,320 427,206 387,902 1,435,817 1,349,452 2,361,040 2,164,561: 286,959 483,438
Old : 2,647,999: 537,320 427,206 387,902 1,435,817 1,349,452 2,361,040 2,164,561: 286,959 483,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 62,260: -9,658 -13,879 54,011 -20,698 -19,727 23,655 20,406: 38,605 41,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.1 14.6 54.2 51.0 89.2 81.7: 10.8 18.3
Old : 100.0: 20.3 16.1 14.6 54.2 51.0 89.2 81.7: 10.8 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 62 72 83 116 119 219 233:
Old : 278: 62 72 83 116 119 219 233:
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 : 29.1 22.3 35.8 31.8 20.5 19.8 26.9 25.3
Old : 29.1 22.3 35.8 31.8 20.5 19.8 26.9 25.3
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 14, 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 : 1,647,391: 329,450 362,535 200,196 947,572 746,297 1,477,219 1,309,028: 170,172 338,363
Old : 1,647,391: 329,450 362,535 200,196 947,572 746,297 1,477,219 1,309,028: 170,172 338,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 129,693: 35,065 -391 34,655 65,274 88,018 134,993 122,283: -5,300 7,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.0 12.2 57.5 45.3 89.7 79.5: 10.3 20.5
Old : 100.0: 20.0 22.0 12.2 57.5 45.3 89.7 79.5: 10.3 20.5
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 : 212: 47 51 52 74 92 142 174:
Old : 212: 47 51 52 74 92 142 174:
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 : 24.6 18.8 34.2 26.2 19.5 16.4 27.7 21.8
Old : 24.6 18.8 34.2 26.2 19.5 16.4 27.7 21.8
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 14, 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 : 838,332: 129,188 114,642 351,696 292,421 320,477 773,304 786,815: 65,028 51,517
Old : 838,332: 129,188 114,642 351,696 292,421 320,477 773,304 786,815: 65,028 51,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 128,212: 19,565 20,112 67,208 40,115 34,938 126,888 122,258: 1,323 5,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.7 42.0 34.9 38.2 92.2 93.9: 7.8 6.1
Old : 100.0: 15.4 13.7 42.0 34.9 38.2 92.2 93.9: 7.8 6.1
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 : 137: 33 36 48 60 47 122 104:
Old : 137: 33 36 48 60 47 122 104:
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 : 30.1 34.4 41.7 47.5 13.3 11.0 17.7 15.7
Old : 30.1 34.4 41.7 47.5 13.3 11.0 17.7 15.7
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 14, 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 : 40,335: 9,672 6,554 622 17,015 25,146 27,309 32,321: 13,026 8,014
Old : 40,335: 9,672 6,554 622 17,015 25,146 27,309 32,321: 13,026 8,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 340: 248 -497 82 -951 -892 -622 -1,307: 962 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.2 1.5 42.2 62.3 67.7 80.1: 32.3 19.9
Old : 100.0: 24.0 16.2 1.5 42.2 62.3 67.7 80.1: 32.3 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 : 55: 14 11 7 23 12 41 26:
Old : 55: 14 11 7 23 12 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 41.7 39.9 62.8 25.7 41.7 39.9 61.6
Old : 25.7 41.7 39.9 62.8 25.7 41.7 39.9 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 100,463: 46,068 23,727 6,985 37,803 40,823 90,855 71,535: 9,608 28,928
Old : 100,463: 46,068 23,727 6,985 37,803 40,823 90,855 71,535: 9,608 28,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 4,393: 6,757 -6,697 1,709 -1,307 2,947 7,160 -2,041: -2,766 6,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 23.6 7.0 37.6 40.6 90.4 71.2: 9.6 28.8
Old : 100.0: 45.9 23.6 7.0 37.6 40.6 90.4 71.2: 9.6 28.8
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 : 91: 37 23 22 18 20 66 54:
Old : 91: 37 23 22 18 20 66 54:
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 : 44.8 36.3 54.6 49.2 44.8 34.6 54.6 46.1
Old : 44.8 36.3 54.6 49.2 44.8 34.6 54.6 46.1
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 14, 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 : 32,864: 7,543 3,664 557 24,378 28,268 32,478 32,489: 386 375
Old : 32,864: 7,543 3,664 557 24,378 28,268 32,478 32,489: 386 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -95: 16 -388 1 -100 195 -83 -192: -12 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.1 1.7 74.2 86.0 98.8 98.9: 1.2 1.1
Old : 100.0: 23.0 11.1 1.7 74.2 86.0 98.8 98.9: 1.2 1.1
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 : 47: 8 12 6 15 17 24 34:
Old : 47: 8 12 6 15 17 24 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 : 67.3 62.3 85.2 78.4 65.7 54.8 79.4 69.6
Old : 67.3 62.3 85.2 78.4 65.7 54.8 79.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006