WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 17, 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 : 319,190: 53,875 77,243 40,541 197,160 156,942 291,576 274,726: 27,614 44,464
Old : 237,690: 53,151 79,408 9,400 155,343 125,169 217,894 213,977: 19,796 23,713
Other: 81,500: 23,042 20,153 8,823 41,817 31,773 73,682 60,749: 7,818 20,751
: : :
: : Changes in Commitments from: January 10, 2006 :
: 7,791: -3,436 1,307 2,214 8,104 1,435 6,882 4,956: 909 2,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 24.2 12.7 61.8 49.2 91.3 86.1: 8.7 13.9
Old : 100.0: 22.4 33.4 4.0 65.4 52.7 91.7 90.0: 8.3 10.0
Other: 100.0: 28.3 24.7 10.8 51.3 39.0 90.4 74.5: 9.6 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 74 111 84 48 63 192 202:
Old : 258: 73 108 44 39 50 151 167:
Other: 155: 50 45 37 18 57 84 123:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 28.5 49.3 35.7 34.2 25.6 49.3 31.3
Old : 44.6 34.8 58.8 43.4 44.6 34.7 58.8 42.8
Other: 46.5 20.6 62.9 29.1 42.1 15.0 53.3 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 17, 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 : 872,000: 168,145 133,886 92,430 471,337 424,264 731,912 650,580: 140,088 221,420
Old : 727,571: 153,517 147,551 53,247 401,231 352,995 607,995 553,793: 119,576 173,778
Other: 144,429: 45,090 16,797 8,721 70,106 71,269 123,917 96,787: 20,512 47,642
: : :
: : Changes in Commitments from: January 10, 2006 :
: 32,772: -7,027 8,822 10,206 28,164 7,266 31,343 26,294: 1,429 6,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.4 10.6 54.1 48.7 83.9 74.6: 16.1 25.4
Old : 100.0: 21.1 20.3 7.3 55.1 48.5 83.6 76.1: 16.4 23.9
Other: 100.0: 31.2 11.6 6.0 48.5 49.3 85.8 67.0: 14.2 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 525: 138 108 112 170 200 374 377:
Old : 514: 132 123 85 154 186 340 347:
Other: 309: 63 52 13 61 164 131 222:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 16.3 31.1 22.5 20.3 15.3 30.2 20.6
Old : 24.3 16.3 34.9 23.0 24.3 15.4 33.4 21.0
Other: 30.5 19.1 39.6 26.1 30.2 18.8 39.1 24.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 17, 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 : 9,971: 5,176 589 1 1,570 7,729 6,747 8,319: 3,224 1,652
Old : 8,857: 5,135 566 0 1,030 6,923 6,165 7,489: 2,692 1,368
Other: 1,114: 42 24 0 540 806 582 830: 532 284
: : :
: : Changes in Commitments from: January 10, 2006 :
: 216: 127 9 0 37 281 164 290: 52 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 5.9 0.0 15.7 77.5 67.7 83.4: 32.3 16.6
Old : 100.0: 58.0 6.4 0.0 11.6 78.2 69.6 84.6: 30.4 15.4
Other: 100.0: 3.8 2.2 0.0 48.5 72.4 52.2 74.5: 47.8 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 7 1 10 16 30 23:
Old : 45: 19 7 0 7 16 26 23:
Other: 14: 2 2 0 4 7 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 40.1 43.4 63.6 27.5 37.8 42.2 57.6
Old : 31.0 41.5 47.5 63.0 31.0 41.5 47.5 61.5
Other: 49.4 68.0 52.2 74.3 46.1 68.0 49.0 71.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 17, 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 : 317,721: 53,444 66,189 38,797 169,966 124,983 262,207 229,969: 55,514 87,752
Old : 276,178: 52,128 75,958 23,279 152,107 109,316 227,514 208,553: 48,664 67,625
Other: 41,543: 16,141 5,056 693 17,859 15,667 34,693 21,416: 6,850 20,127
: : :
: : Changes in Commitments from: January 10, 2006 :
: 18,282: -3,657 14,036 4,784 11,755 -3,732 12,882 15,088: 5,400 3,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.8 12.2 53.5 39.3 82.5 72.4: 17.5 27.6
Old : 100.0: 18.9 27.5 8.4 55.1 39.6 82.4 75.5: 17.6 24.5
Other: 100.0: 38.9 12.2 1.7 43.0 37.7 83.5 51.6: 16.5 48.4
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 79 111 77 80 99 219 248:
Old : 326: 78 121 60 74 90 196 236:
Other: 150: 40 28 12 31 64 79 98:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 14.7 33.1 21.9 21.1 11.4 29.8 15.7
Old : 26.0 16.1 37.8 24.1 26.0 12.4 36.1 19.0
Other: 34.3 20.6 46.4 27.2 32.9 20.6 43.4 26.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,078: 8,791 3,328 2,469 0 195 11,260 5,992: 3,818 9,086
Old : 11,780: 6,034 3,303 2,450 0 168 8,484 5,921: 3,296 5,859
Other: 3,298: 2,772 40 4 0 27 2,776 71: 522 3,227
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,440: -906 -584 2,012 0 9 1,106 1,437: 334 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 22.1 16.4 0.0 1.3 74.7 39.7: 25.3 60.3
Old : 100.0: 51.2 28.0 20.8 0.0 1.4 72.0 50.3: 28.0 49.7
Other: 100.0: 84.1 1.2 0.1 0.0 0.8 84.2 2.2: 15.8 97.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 12 7 0 1 13 16:
Old : 22: 10 11 6 0 1 12 16:
Other: 6: 4 1 1 0 1 4 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 : 53.9 21.5 68.4 30.1 47.1 11.3 57.0 18.2
Old : 50.0 27.2 65.2 38.1 39.2 14.5 49.5 23.3
Other: 84.2 2.2 84.2 2.2 84.1 2.0 84.1 2.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 17, 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 : 165,562: 25,413 34,668 20,659 98,466 87,343 144,538 142,670: 21,024 22,892
Old : 150,143: 26,685 34,378 15,915 88,353 78,551 130,953 128,844: 19,190 21,299
Other: 15,419: 2,636 4,198 836 10,113 8,792 13,585 13,826: 1,834 1,593
: : :
: : Changes in Commitments from: January 10, 2006 :
: -2,043: -2,210 5,669 -2,450 2,934 -6,085 -1,726 -2,866: -317 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.9 12.5 59.5 52.8 87.3 86.2: 12.7 13.8
Old : 100.0: 17.8 22.9 10.6 58.8 52.3 87.2 85.8: 12.8 14.2
Other: 100.0: 17.1 27.2 5.4 65.6 57.0 88.1 89.7: 11.9 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 25 51 33 50 40 101 111:
Old : 151: 37 48 30 49 40 100 108:
Other: 45: 8 15 6 11 17 23 34:
:----------------------------------------------------------------------------------------------------
: 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 29.2 40.6 37.6 26.9 28.1 37.8 34.4
Old : 29.3 27.9 40.7 36.9 29.3 27.0 39.9 33.8
Other: 77.5 44.3 82.4 59.5 74.1 43.6 78.1 57.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 17, 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 : 612,079: 77,732 97,252 5,192 382,381 355,323 465,305 457,767: 146,774 154,312
Old : 612,079: 77,732 97,252 5,192 382,381 355,323 465,305 457,767: 146,774 154,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 26,825: 17,033 -1,381 -1,793 -6,619 36,858 8,621 33,684: 18,204 -6,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.9 0.8 62.5 58.1 76.0 74.8: 24.0 25.2
Old : 100.0: 12.7 15.9 0.8 62.5 58.1 76.0 74.8: 24.0 25.2
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 : 150: 24 40 14 52 68 86 112:
Old : 150: 24 40 14 52 68 86 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 17.1 36.2 26.7 19.2 13.6 28.2 20.1
Old : 26.2 17.1 36.2 26.7 19.2 13.6 28.2 20.1
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 - Futures Only, January 17, 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 : 125,657: 21,084 12,249 15,906 62,257 79,868 99,247 108,023: 26,410 17,634
Old : 113,411: 21,035 12,209 11,860 55,112 72,618 88,007 96,687: 25,404 16,724
Other: 12,246: 2,119 2,110 1,976 7,145 7,250 11,240 11,336: 1,006 910
: : :
: : Changes in Commitments from: January 10, 2006 :
: 764: -2,472 310 1,513 210 -2,545 -749 -722: 1,513 1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.7 12.7 49.5 63.6 79.0 86.0: 21.0 14.0
Old : 100.0: 18.5 10.8 10.5 48.6 64.0 77.6 85.3: 22.4 14.7
Other: 100.0: 17.3 17.2 16.1 58.3 59.2 91.8 92.6: 8.2 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 38 28 29 46 49 102 96:
Old : 135: 41 29 28 45 47 101 93:
Other: 52: 15 6 7 23 20 41 31:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 28.3 30.1 40.3 16.3 24.8 23.6 31.8
Old : 19.8 29.4 29.0 41.8 16.9 25.2 24.8 34.3
Other: 43.0 44.5 61.0 63.0 39.9 43.7 53.0 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 17, 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 : 10,439: 4,326 343 662 2,409 8,183 7,397 9,188: 3,042 1,251
Old : 9,638: 4,257 387 491 2,108 7,714 6,856 8,592: 2,782 1,046
Other: 801: 132 19 108 301 469 541 596: 260 205
: : :
: : Changes in Commitments from: January 10, 2006 :
: 484: 238 38 202 -225 61 215 301: 269 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 3.3 6.3 23.1 78.4 70.9 88.0: 29.1 12.0
Old : 100.0: 44.2 4.0 5.1 21.9 80.0 71.1 89.1: 28.9 10.9
Other: 100.0: 16.5 2.4 13.5 37.6 58.6 67.5 74.4: 32.5 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 28 6 7 17 17 49 26:
Old : 60: 29 5 6 15 17 46 26:
Other: 18: 4 3 5 7 8 14 13:
:----------------------------------------------------------------------------------------------------
: 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 60.9 32.8 71.6 17.4 52.5 26.8 62.2
Old : 22.0 62.0 33.3 73.2 18.9 54.8 28.7 65.0
Other: 42.7 51.8 58.8 65.4 23.3 27.5 27.8 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 17, 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 : 447,024: 129,429 134,866 4,232 228,401 208,071 362,062 347,169: 84,962 99,855
Old : 447,024: 129,429 134,866 4,232 228,401 208,071 362,062 347,169: 84,962 99,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 35,204: 18,321 25,346 2,464 9,554 3,530 30,339 31,340: 4,865 3,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 30.2 0.9 51.1 46.5 81.0 77.7: 19.0 22.3
Old : 100.0: 29.0 30.2 0.9 51.1 46.5 81.0 77.7: 19.0 22.3
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 : 136: 28 26 3 50 60 79 88:
Old : 136: 28 26 3 50 60 79 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 27.6 42.1 36.3 27.8 27.3 41.7 36.0
Old : 27.8 27.6 42.1 36.3 27.8 27.3 41.7 36.0
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 - Futures Only, January 17, 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 : 1,655,763: 411,951 293,955 24,489 954,307 958,381 1,390,747 1,276,825: 265,016 378,938
Old : 1,655,763: 411,951 293,955 24,489 954,307 958,381 1,390,747 1,276,825: 265,016 378,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 71,456: 19,695 9,690 -1,922 26,353 73,915 44,126 81,683: 27,330 -10,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.8 1.5 57.6 57.9 84.0 77.1: 16.0 22.9
Old : 100.0: 24.9 17.8 1.5 57.6 57.9 84.0 77.1: 16.0 22.9
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 : 246: 49 65 36 86 102 157 181:
Old : 246: 49 65 36 86 102 157 181:
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 : 31.8 26.7 44.1 33.1 29.9 25.3 39.0 30.4
Old : 31.8 26.7 44.1 33.1 29.9 25.3 39.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 17, 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 : 1,088,406: 183,844 201,636 20,300 697,389 615,558 901,533 837,494: 186,873 250,912
Old : 1,088,406: 183,844 201,636 20,300 697,389 615,558 901,533 837,494: 186,873 250,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 13,834: -3,925 -1,916 8,296 1,668 7,395 6,039 13,775: 7,795 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 18.5 1.9 64.1 56.6 82.8 76.9: 17.2 23.1
Old : 100.0: 16.9 18.5 1.9 64.1 56.6 82.8 76.9: 17.2 23.1
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 : 166: 37 36 20 61 71 107 118:
Old : 166: 37 36 20 61 71 107 118:
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 : 34.4 23.1 44.2 30.9 29.8 22.5 39.5 28.8
Old : 34.4 23.1 44.2 30.9 29.8 22.5 39.5 28.8
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 - Futures Only, January 17, 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 : 550,733: 176,150 93,448 133,694 202,995 299,473 512,839 526,615: 37,894 24,118
Old : 550,733: 176,150 93,448 133,694 202,995 299,473 512,839 526,615: 37,894 24,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 48,389: 28,974 1,471 9,870 6,054 36,491 44,898 47,832: 3,491 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 17.0 24.3 36.9 54.4 93.1 95.6: 6.9 4.4
Old : 100.0: 32.0 17.0 24.3 36.9 54.4 93.1 95.6: 6.9 4.4
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 : 130: 29 31 43 49 47 106 101:
Old : 130: 29 31 43 49 47 106 101:
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 : 36.7 33.3 48.5 44.3 25.9 21.9 31.3 29.3
Old : 36.7 33.3 48.5 44.3 25.9 21.9 31.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, January 17, 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 : 40,565: 11,401 6,552 5 16,260 28,637 27,666 35,194: 12,899 5,371
Old : 40,565: 11,401 6,552 5 16,260 28,637 27,666 35,194: 12,899 5,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -1,042: -47 38 1 -210 74 -256 113: -786 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.2 0.0 40.1 70.6 68.2 86.8: 31.8 13.2
Old : 100.0: 28.1 16.2 0.0 40.1 70.6 68.2 86.8: 31.8 13.2
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 : 52: 13 9 3 19 13 34 24:
Old : 52: 13 9 3 19 13 34 24:
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 : 25.2 42.4 40.6 63.9 25.2 42.4 40.6 63.9
Old : 25.2 42.4 40.6 63.9 25.2 42.4 40.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 17, 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 : 74,938: 40,919 23,127 284 21,664 28,074 62,867 51,485: 12,071 23,453
Old : 74,938: 40,919 23,127 284 21,664 28,074 62,867 51,485: 12,071 23,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -1,141: -96 -1,871 12 -2,671 506 -2,755 -1,353: 1,614 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 30.9 0.4 28.9 37.5 83.9 68.7: 16.1 31.3
Old : 100.0: 54.6 30.9 0.4 28.9 37.5 83.9 68.7: 16.1 31.3
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 : 77: 31 17 2 15 18 48 35:
Old : 77: 31 17 2 15 18 48 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 : 47.5 33.9 58.5 54.0 47.5 33.3 58.5 53.4
Old : 47.5 33.9 58.5 54.0 47.5 33.3 58.5 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 17, 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 : 33,716: 8,771 4,276 512 24,401 28,899 33,684 33,687: 32 29
Old : 33,716: 8,771 4,276 512 24,401 28,899 33,684 33,687: 32 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 106: -55 -47 2 154 153 101 108: 5 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.7 1.5 72.4 85.7 99.9 99.9: 0.1 0.1
Old : 100.0: 26.0 12.7 1.5 72.4 85.7 99.9 99.9: 0.1 0.1
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 : 51: 9 12 4 16 18 27 32:
Old : 51: 9 12 4 16 18 27 32:
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 : 66.2 55.9 82.7 81.1 64.3 53.3 77.1 72.5
Old : 66.2 55.9 82.7 81.1 64.3 53.3 77.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006