WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 442,208: 72,091 58,997 103,825 228,457 221,577 404,373 384,400: 37,835 57,808
Old : 236,215: 54,301 79,007 14,625 148,119 125,864 217,045 219,496: 19,170 16,719
Other: 205,993: 70,250 32,451 36,739 80,338 95,713 187,328 164,904: 18,665 41,089
: : :
: : Changes in Commitments from: March 7, 2006 :
: 3,393: -4,304 2,880 4,260 1,822 -4,070 1,778 3,070: 1,615 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.3 23.5 51.7 50.1 91.4 86.9: 8.6 13.1
Old : 100.0: 23.0 33.4 6.2 62.7 53.3 91.9 92.9: 8.1 7.1
Other: 100.0: 34.1 15.8 17.8 39.0 46.5 90.9 80.1: 9.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 117 104 135 58 79 269 256:
Old : 284: 87 121 50 36 60 155 199:
Other: 256: 110 61 80 45 73 187 186:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 25.9 38.6 33.0 26.6 23.1 38.3 27.9
Old : 41.8 34.3 57.4 44.2 41.8 33.9 57.2 43.5
Other: 22.1 20.6 32.1 27.8 21.0 18.3 29.5 24.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,259,596: 236,751 87,157 267,317 572,009 608,517 1,076,077 962,991: 183,519 296,605
Old : 846,771: 174,175 148,293 124,808 412,230 404,989 711,214 678,090: 135,556 168,681
Other: 412,825: 141,016 17,305 64,068 159,779 203,528 364,863 284,901: 47,963 127,925
: : :
: : Changes in Commitments from: March 7, 2006 :
: 4,529: 1,225 6,900 -4,454 16,294 1,235 13,066 3,681: -8,537 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.9 21.2 45.4 48.3 85.4 76.5: 14.6 23.5
Old : 100.0: 20.6 17.5 14.7 48.7 47.8 84.0 80.1: 16.0 19.9
Other: 100.0: 34.2 4.2 15.5 38.7 49.3 88.4 69.0: 11.6 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 650: 190 107 182 245 280 534 504:
Old : 633: 148 162 155 232 261 489 476:
Other: 464: 134 50 74 127 244 286 345:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 14.5 25.0 19.7 16.5 11.0 23.8 15.2
Old : 22.3 14.8 30.9 20.0 22.3 11.9 30.1 16.2
Other: 21.4 14.7 32.1 21.6 21.0 10.7 29.9 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 12,117: 5,120 157 512 2,560 9,535 8,191 10,204: 3,926 1,914
Old : 8,380: 4,698 135 96 1,041 7,029 5,835 7,260: 2,545 1,120
Other: 3,737: 489 88 349 1,519 2,506 2,357 2,943: 1,381 794
: : :
: : Changes in Commitments from: March 7, 2006 :
: -115: -407 -102 -18 286 -204 -140 -323: 24 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 1.3 4.2 21.1 78.7 67.6 84.2: 32.4 15.8
Old : 100.0: 56.1 1.6 1.1 12.4 83.9 69.6 86.6: 30.4 13.4
Other: 100.0: 13.1 2.4 9.3 40.6 67.1 63.1 78.8: 36.9 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 3 4 14 15 35 21:
Old : 38: 17 3 3 5 14 23 19:
Other: 25: 7 2 3 11 12 19 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 45.2 42.0 70.1 26.9 36.9 37.4 58.5
Old : 38.9 46.9 53.7 73.8 38.9 46.9 53.7 73.7
Other: 37.3 55.3 52.1 67.9 24.6 41.7 34.3 50.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 415,441: 53,282 64,474 92,528 200,753 149,346 346,563 306,348: 68,878 109,093
Old : 330,889: 53,307 87,275 51,615 169,810 122,372 274,731 261,262: 56,158 69,627
Other: 84,552: 31,592 8,816 9,296 30,943 26,973 71,831 45,086: 12,720 39,466
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,277: -3,775 5,794 -1,931 1,294 -8,389 -4,412 -4,526: 1,135 1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.5 22.3 48.3 35.9 83.4 73.7: 16.6 26.3
Old : 100.0: 16.1 26.4 15.6 51.3 37.0 83.0 79.0: 17.0 21.0
Other: 100.0: 37.4 10.4 11.0 36.6 31.9 85.0 53.3: 15.0 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 91 131 136 113 120 303 308:
Old : 372: 93 136 114 106 113 276 293:
Other: 201: 72 33 35 56 78 137 137:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 14.3 28.5 21.9 18.0 9.6 25.3 13.2
Old : 23.7 15.8 34.5 24.7 23.7 11.1 32.6 18.0
Other: 24.6 14.5 37.3 23.2 23.9 11.9 34.4 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,121: 9,300 4,514 1,184 0 0 10,484 5,698: 4,637 9,423
Old : 9,100: 4,227 4,550 1,080 0 0 5,307 5,630: 3,793 3,470
Other: 6,021: 5,177 68 0 0 0 5,177 68: 844 5,953
: : :
: : Changes in Commitments from: March 7, 2006 :
: 583: 798 707 68 0 0 866 775: -283 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 29.9 7.8 0.0 0.0 69.3 37.7: 30.7 62.3
Old : 100.0: 46.5 50.0 11.9 0.0 0.0 58.3 61.9: 41.7 38.1
Other: 100.0: 86.0 1.1 0.0 0.0 0.0 86.0 1.1: 14.0 98.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 15 13 8 0 0 17 19:
Old : 28: 14 14 6 0 0 16 18:
Other: 8: 5 3 0 0 0 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 48.2 21.7 58.4 29.3 42.8 18.7 51.4 25.0
Old : 30.8 35.9 45.1 47.9 21.6 31.2 34.1 41.5
Other: 85.9 1.1 86.0 1.1 85.9 1.1 86.0 1.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 221,938: 45,587 17,402 40,710 109,692 145,429 195,990 203,541: 25,948 18,397
Old : 196,696: 48,514 21,742 27,902 97,424 130,602 173,839 180,247: 22,857 16,450
Other: 25,242: 5,976 4,562 3,906 12,269 14,826 22,151 23,295: 3,091 1,947
: : :
: : Changes in Commitments from: March 7, 2006 :
: 2,133: 3,690 502 -1,940 1,470 4,980 3,220 3,542: -1,087 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 7.8 18.3 49.4 65.5 88.3 91.7: 11.7 8.3
Old : 100.0: 24.7 11.1 14.2 49.5 66.4 88.4 91.6: 11.6 8.4
Other: 100.0: 23.7 18.1 15.5 48.6 58.7 87.8 92.3: 12.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 55 37 42 49 49 133 112:
Old : 168: 61 37 37 49 48 130 109:
Other: 58: 14 16 15 13 21 35 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 : 23.1 41.5 32.8 52.2 21.0 36.9 29.4 42.5
Old : 23.8 42.2 34.3 53.4 23.7 37.6 33.0 47.7
Other: 59.2 42.5 73.5 57.0 55.2 41.1 60.8 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 787,324: 40,073 81,001 144,023 472,162 366,794 656,257 591,818: 131,067 195,507
Old : 787,324: 40,073 81,001 144,023 472,162 366,794 656,257 591,818: 131,067 195,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -47,783: -5,740 610 -5,119 -22,836 -21,863 -33,695 -26,372: -14,089 -21,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.3 18.3 60.0 46.6 83.4 75.2: 16.6 24.8
Old : 100.0: 5.1 10.3 18.3 60.0 46.6 83.4 75.2: 16.6 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 38 30 49 73 77 129 138:
Old : 160: 38 30 49 73 77 129 138:
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 : 17.6 15.1 27.5 24.7 11.3 10.2 17.7 16.1
Old : 17.6 15.1 27.5 24.7 11.3 10.2 17.7 16.1
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, March 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 : 164,637: 20,049 36,709 33,981 81,627 65,641 135,657 136,331: 28,981 28,306
Old : 136,595: 19,841 34,417 23,313 67,209 54,418 110,364 112,148: 26,232 24,447
Other: 28,042: 3,943 6,028 6,932 14,418 11,224 25,293 24,183: 2,749 3,859
: : :
: : Changes in Commitments from: March 7, 2006 :
: 4,675: -790 1,215 2,068 480 217 1,757 3,500: 2,918 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 22.3 20.6 49.6 39.9 82.4 82.8: 17.6 17.2
Old : 100.0: 14.5 25.2 17.1 49.2 39.8 80.8 82.1: 19.2 17.9
Other: 100.0: 14.1 21.5 24.7 51.4 40.0 90.2 86.2: 9.8 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 39 59 50 53 48 124 136:
Old : 173: 41 64 48 51 46 122 132:
Other: 78: 19 24 24 25 22 59 55:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 16.7 33.8 25.6 19.5 14.2 27.7 20.4
Old : 21.8 16.8 31.7 25.7 18.6 14.2 25.7 21.1
Other: 40.8 32.1 56.0 49.4 39.0 31.2 49.2 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 12,899: 4,262 255 1,391 4,238 9,493 9,891 11,139: 3,008 1,760
Old : 9,729: 3,826 429 842 2,823 7,257 7,491 8,528: 2,238 1,201
Other: 3,170: 624 14 361 1,415 2,237 2,400 2,611: 770 559
: : :
: : Changes in Commitments from: March 7, 2006 :
: 478: 66 -167 182 117 232 365 247: 113 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.0 10.8 32.9 73.6 76.7 86.4: 23.3 13.6
Old : 100.0: 39.3 4.4 8.7 29.0 74.6 77.0 87.7: 23.0 12.3
Other: 100.0: 19.7 0.4 11.4 44.6 70.6 75.7 82.4: 24.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 25 6 9 22 21 52 31:
Old : 58: 20 8 7 18 19 44 28:
Other: 34: 10 2 8 11 17 23 25:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 52.9 37.3 63.5 16.7 41.1 25.3 47.7
Old : 26.2 55.1 38.0 66.4 22.0 45.7 32.0 53.8
Other: 40.1 50.3 55.0 64.1 26.9 31.4 33.9 44.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 481,075: 122,245 138,478 9,519 260,255 206,248 392,019 354,245: 89,056 126,830
Old : 481,075: 122,245 138,478 9,519 260,255 206,248 392,019 354,245: 89,056 126,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 25,652: 7,165 8,566 -2,964 27,547 17,756 31,748 23,359: -6,096 2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 28.8 2.0 54.1 42.9 81.5 73.6: 18.5 26.4
Old : 100.0: 25.4 28.8 2.0 54.1 42.9 81.5 73.6: 18.5 26.4
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 : 141: 24 37 14 61 56 95 97:
Old : 141: 24 37 14 61 56 95 97:
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 : 28.1 12.3 41.2 21.3 27.9 11.9 40.0 20.0
Old : 28.1 12.3 41.2 21.3 27.9 11.9 40.0 20.0
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, March 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 : 2,757,922: 631,026 492,308 392,452 1,465,726 1,403,390 2,489,204 2,288,151: 268,718 469,772
Old : 2,757,922: 631,026 492,308 392,452 1,465,726 1,403,390 2,489,204 2,288,151: 268,718 469,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -43,964: -1,542 -48,552 -29,642 -3,098 27,724 -34,282 -50,471: -9,682 6,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.9 14.2 53.1 50.9 90.3 83.0: 9.7 17.0
Old : 100.0: 22.9 17.9 14.2 53.1 50.9 90.3 83.0: 9.7 17.0
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 : 295: 62 89 91 115 121 227 251:
Old : 295: 62 89 91 115 121 227 251:
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 22.2 34.0 30.7 19.2 20.3 26.9 26.2
Old : 25.7 22.2 34.0 30.7 19.2 20.3 26.9 26.2
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, March 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 : 1,425,088: 313,625 344,656 129,928 805,652 665,292 1,249,204 1,139,876: 175,884 285,213
Old : 1,425,088: 313,625 344,656 129,928 805,652 665,292 1,249,204 1,139,876: 175,884 285,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -62,922: 4,216 -26,765 -20,478 -28,057 44,156 -44,320 -3,088: -18,602 -59,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.2 9.1 56.5 46.7 87.7 80.0: 12.3 20.0
Old : 100.0: 22.0 24.2 9.1 56.5 46.7 87.7 80.0: 12.3 20.0
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 : 202: 36 56 44 76 89 139 162:
Old : 202: 36 56 44 76 89 139 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.5 31.9 25.5 18.3 17.8 27.8 24.0
Old : 22.0 18.5 31.9 25.5 18.3 17.8 27.8 24.0
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, March 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 : 920,694: 115,266 164,701 382,833 341,077 324,909 839,176 872,443: 81,518 48,251
Old : 920,694: 115,266 164,701 382,833 341,077 324,909 839,176 872,443: 81,518 48,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 156,124: 16,985 25,054 46,803 69,769 81,186 133,556 153,044: 22,567 3,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.9 41.6 37.0 35.3 91.1 94.8: 8.9 5.2
Old : 100.0: 12.5 17.9 41.6 37.0 35.3 91.1 94.8: 8.9 5.2
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 : 141: 42 32 48 55 50 122 108:
Old : 141: 42 32 48 55 50 122 108:
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 : 28.3 33.3 39.4 45.9 7.8 11.3 13.0 17.7
Old : 28.3 33.3 39.4 45.9 7.8 11.3 13.0 17.7
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, March 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 : 58,345: 12,282 7,731 8,484 25,727 31,649 46,493 47,864: 11,852 10,481
Old : 58,345: 12,282 7,731 8,484 25,727 31,649 46,493 47,864: 11,852 10,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 13,132: 197 -1,087 7,824 6,663 4,864 14,685 11,602: -1,553 1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.3 14.5 44.1 54.2 79.7 82.0: 20.3 18.0
Old : 100.0: 21.1 13.3 14.5 44.1 54.2 79.7 82.0: 20.3 18.0
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 : 60: 19 10 17 25 18 51 38:
Old : 60: 19 10 17 25 18 51 38:
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 : 21.5 32.3 39.3 50.2 20.7 29.8 33.4 43.9
Old : 21.5 32.3 39.3 50.2 20.7 29.8 33.4 43.9
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 with Delta-adjusted Options and Futures Combined, March 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 : 121,640: 44,188 36,212 16,420 48,671 46,836 109,279 99,468: 12,361 22,172
Old : 121,640: 44,188 36,212 16,420 48,671 46,836 109,279 99,468: 12,361 22,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 23,874: 2,314 4,996 10,937 8,270 10,945 21,521 26,879: 2,352 -3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.8 13.5 40.0 38.5 89.8 81.8: 10.2 18.2
Old : 100.0: 36.3 29.8 13.5 40.0 38.5 89.8 81.8: 10.2 18.2
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 : 109: 30 42 33 28 26 83 77:
Old : 109: 30 42 33 28 26 83 77:
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 : 43.2 35.4 53.7 49.7 41.4 33.6 49.2 42.5
Old : 43.2 35.4 53.7 49.7 41.4 33.6 49.2 42.5
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 with Delta-adjusted Options and Futures Combined, March 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 : 14,702: 1,662 2,025 270 12,471 12,139 14,403 14,434: 299 268
Old : 14,702: 1,662 2,025 270 12,471 12,139 14,403 14,434: 299 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -7,189: -5,761 -854 -236 -1,201 -6,054 -7,198 -7,144: 9 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.8 1.8 84.8 82.6 98.0 98.2: 2.0 1.8
Old : 100.0: 11.3 13.8 1.8 84.8 82.6 98.0 98.2: 2.0 1.8
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 : 39: 4 12 4 14 12 20 26:
Old : 39: 4 12 4 14 12 20 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 : 57.3 64.2 79.8 81.2 57.3 59.2 78.7 75.0
Old : 57.3 64.2 79.8 81.2 57.3 59.2 78.7 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006