WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 21, 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 : 382,617: 57,567 69,307 67,963 225,492 190,622 351,022 327,892: 31,595 54,725
Old : 201,324: 41,243 80,190 1,837 143,299 103,354 186,379 185,381: 14,945 15,943
Other: 181,293: 67,190 39,983 15,260 82,193 87,268 164,643 142,511: 16,650 38,782
: : :
: : Changes in Commitments from: March 14, 2006 :
: -10,679: -10,888 -2,116 -339 2,706 -10,373 -8,521 -12,828: -2,158 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 18.1 17.8 58.9 49.8 91.7 85.7: 8.3 14.3
Old : 100.0: 20.5 39.8 0.9 71.2 51.3 92.6 92.1: 7.4 7.9
Other: 100.0: 37.1 22.1 8.4 45.3 48.1 90.8 78.6: 9.2 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 88 110 114 47 67 229 230:
Old : 261: 72 120 5 26 48 102 169:
Other: 243: 94 72 64 36 66 162 171:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 26.4 45.9 34.0 31.9 24.3 45.7 29.6
Old : 47.9 33.0 65.2 44.0 47.9 33.0 65.2 44.0
Other: 28.0 24.0 39.3 31.6 26.7 21.0 36.4 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 21, 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 : 1,058,093: 225,735 130,428 146,909 533,269 524,373 905,913 801,710: 152,180 256,383
Old : 715,994: 173,474 171,354 50,398 382,031 349,129 605,903 570,881: 110,091 145,113
Other: 342,099: 129,656 36,469 19,116 151,238 175,244 300,010 230,829: 42,089 111,270
: : :
: : Changes in Commitments from: March 14, 2006 :
: 6,212: -25,185 33,871 4,313 18,577 -25,071 -2,295 13,113: 8,507 -6,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.3 13.9 50.4 49.6 85.6 75.8: 14.4 24.2
Old : 100.0: 24.2 23.9 7.0 53.4 48.8 84.6 79.7: 15.4 20.3
Other: 100.0: 37.9 10.7 5.6 44.2 51.2 87.7 67.5: 12.3 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 148 124 142 184 252 416 468:
Old : 578: 135 146 90 150 227 340 416:
Other: 429: 90 76 35 96 226 208 317:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 13.2 29.3 18.4 19.7 12.3 29.0 16.6
Old : 26.8 15.4 37.6 21.3 26.8 13.7 37.4 19.1
Other: 25.3 12.7 38.0 19.8 24.7 12.2 36.6 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 21, 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 : 10,595: 3,874 511 473 3,154 7,726 7,501 8,710: 3,094 1,885
Old : 6,686: 3,552 708 0 1,323 4,985 4,875 5,693: 1,811 993
Other: 3,909: 679 160 116 1,831 2,741 2,626 3,017: 1,283 892
: : :
: : Changes in Commitments from: March 14, 2006 :
: -685: -1,276 442 300 920 -1,522 -56 -780: -629 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 4.8 4.5 29.8 72.9 70.8 82.2: 29.2 17.8
Old : 100.0: 53.1 10.6 0.0 19.8 74.6 72.9 85.1: 27.1 14.9
Other: 100.0: 17.4 4.1 3.0 46.8 70.1 67.2 77.2: 32.8 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 6 6 15 14 34 24:
Old : 40: 13 8 0 6 14 19 22:
Other: 23: 8 2 5 11 10 20 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 : 32.8 42.9 47.2 63.5 27.6 32.1 37.8 48.1
Old : 43.8 44.8 59.0 64.2 43.8 44.7 59.0 64.1
Other: 46.1 59.6 57.7 73.8 39.7 49.3 48.8 61.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 353,546: 51,011 81,041 56,383 192,530 123,565 299,924 260,989: 53,622 92,557
Old : 278,819: 51,535 102,320 20,706 164,367 98,985 236,608 222,011: 42,211 56,808
Other: 74,727: 30,032 9,277 5,121 28,163 24,580 63,316 38,978: 11,411 35,749
: : :
: : Changes in Commitments from: March 14, 2006 :
: 5,201: -880 13,631 1,449 5,765 -10,788 6,334 4,292: -1,133 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.9 15.9 54.5 35.0 84.8 73.8: 15.2 26.2
Old : 100.0: 18.5 36.7 7.4 59.0 35.5 84.9 79.6: 15.1 20.4
Other: 100.0: 40.2 12.4 6.9 37.7 32.9 84.7 52.2: 15.3 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 93 126 96 93 104 261 279:
Old : 367: 94 142 57 86 93 220 260:
Other: 180: 57 36 21 40 72 107 119:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 13.7 32.1 20.7 21.4 10.7 30.1 15.4
Old : 28.4 16.0 39.4 24.5 28.4 13.1 39.0 20.2
Other: 27.7 14.2 40.8 21.5 27.0 12.3 39.0 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,254: 8,524 3,875 942 0 0 9,466 4,817: 4,788 9,437
Old : 8,064: 3,230 3,880 879 0 0 4,109 4,759: 3,955 3,305
Other: 6,190: 5,357 58 0 0 0 5,357 58: 833 6,132
: : :
: : Changes in Commitments from: March 14, 2006 :
: -867: -776 -639 -242 0 0 -1,018 -881: 151 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 27.2 6.6 0.0 0.0 66.4 33.8: 33.6 66.2
Old : 100.0: 40.1 48.1 10.9 0.0 0.0 51.0 59.0: 49.0 41.0
Other: 100.0: 86.5 0.9 0.0 0.0 0.0 86.5 0.9: 13.5 99.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 11 7 0 0 14 16:
Old : 23: 12 11 6 0 0 13 16:
Other: 7: 5 2 0 0 0 5 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 18.2 60.4 26.8 47.4 17.1 55.1 24.0
Old : 30.8 32.1 45.4 47.1 23.6 30.3 35.6 42.5
Other: 86.5 0.9 86.5 0.9 86.5 0.9 86.5 0.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 21, 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 : 192,286: 39,429 14,932 29,588 102,670 129,163 171,687 173,683: 20,599 18,603
Old : 166,224: 41,491 20,091 16,445 90,602 113,198 148,538 149,734: 17,686 16,490
Other: 26,062: 7,412 4,315 3,669 12,068 15,965 23,149 23,949: 2,913 2,113
: : :
: : Changes in Commitments from: March 14, 2006 :
: -5,679: -7,020 -785 779 3,886 -7,184 -2,355 -7,190: -3,324 1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 7.8 15.4 53.4 67.2 89.3 90.3: 10.7 9.7
Old : 100.0: 25.0 12.1 9.9 54.5 68.1 89.4 90.1: 10.6 9.9
Other: 100.0: 28.4 16.6 14.1 46.3 61.3 88.8 91.9: 11.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 50 35 38 46 43 117 108:
Old : 159: 51 41 33 43 40 111 103:
Other: 63: 19 13 13 15 21 40 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 44.0 37.2 53.4 24.6 42.9 34.4 48.8
Old : 28.5 44.5 40.5 54.6 28.5 43.8 39.8 52.2
Other: 61.6 46.7 76.6 60.9 57.7 44.0 64.0 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 21, 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 : 614,565: 51,276 111,242 18,437 443,589 295,091 513,302 424,770: 101,263 189,795
Old : 614,565: 51,276 111,242 18,437 443,589 295,091 513,302 424,770: 101,263 189,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 18,444: 10,389 12,589 -6,832 24,260 -1,137 27,817 4,620: -9,373 13,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.1 3.0 72.2 48.0 83.5 69.1: 16.5 30.9
Old : 100.0: 8.3 18.1 3.0 72.2 48.0 83.5 69.1: 16.5 30.9
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 : 160: 27 43 22 64 65 105 116:
Old : 160: 27 43 22 64 65 105 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 18.7 35.2 28.8 17.8 13.5 26.0 20.0
Old : 24.9 18.7 35.2 28.8 17.8 13.5 26.0 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 21, 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 : 149,902: 19,597 38,360 25,142 77,390 58,913 122,129 122,415: 27,773 27,487
Old : 122,941: 20,048 35,952 16,369 61,741 47,650 98,158 99,971: 24,783 22,970
Other: 26,961: 3,074 5,933 5,248 15,649 11,263 23,971 22,444: 2,990 4,517
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,486: -13 1,684 869 -615 -1,946 241 607: 1,245 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 25.6 16.8 51.6 39.3 81.5 81.7: 18.5 18.3
Old : 100.0: 16.3 29.2 13.3 50.2 38.8 79.8 81.3: 20.2 18.7
Other: 100.0: 11.4 22.0 19.5 58.0 41.8 88.9 83.2: 11.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 37 55 38 50 44 113 122:
Old : 161: 44 54 34 48 42 111 115:
Other: 73: 16 23 14 25 21 52 47:
:----------------------------------------------------------------------------------------------------
: 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 17.9 35.4 27.5 21.0 15.5 30.1 22.7
Old : 21.8 18.6 32.2 28.0 19.7 15.2 27.1 23.6
Other: 46.2 31.2 60.9 48.5 44.2 29.7 54.3 40.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 21, 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 : 10,712: 3,541 286 743 3,785 8,117 8,069 9,146: 2,643 1,566
Old : 7,802: 3,112 385 390 2,454 5,908 5,956 6,683: 1,846 1,119
Other: 2,910: 591 63 191 1,331 2,209 2,113 2,463: 797 447
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,290: -655 21 -167 -261 -1,088 -1,083 -1,234: -207 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.7 6.9 35.3 75.8 75.3 85.4: 24.7 14.6
Old : 100.0: 39.9 4.9 5.0 31.5 75.7 76.3 85.7: 23.7 14.3
Other: 100.0: 20.3 2.2 6.6 45.7 75.9 72.6 84.6: 27.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 20 6 9 16 20 40 32:
Old : 48: 16 7 7 13 17 34 27:
Other: 29: 7 4 7 8 15 18 23:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 52.1 41.5 63.0 20.5 40.6 31.1 48.2
Old : 29.9 53.4 44.3 65.7 26.4 45.2 40.0 54.2
Other: 46.7 54.6 58.8 69.3 32.3 34.3 38.4 48.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 21, 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 : 485,942: 153,396 116,561 7,255 242,069 241,235 402,720 365,051: 83,222 120,891
Old : 485,942: 153,396 116,561 7,255 242,069 241,235 402,720 365,051: 83,222 120,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 13,496: 31,990 -21,715 1,095 -17,820 35,376 15,265 14,756: -1,769 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 24.0 1.5 49.8 49.6 82.9 75.1: 17.1 24.9
Old : 100.0: 31.6 24.0 1.5 49.8 49.6 82.9 75.1: 17.1 24.9
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 : 153: 28 39 7 58 63 89 106:
Old : 153: 28 39 7 58 63 89 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 14.3 40.0 23.5 25.4 13.1 38.6 21.8
Old : 26.1 14.3 40.0 23.5 25.4 13.1 38.6 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 21, 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 : 1,984,183: 629,702 365,979 50,485 1,096,767 1,094,730 1,776,954 1,511,194: 207,229 472,989
Old : 1,984,183: 629,702 365,979 50,485 1,096,767 1,094,730 1,776,954 1,511,194: 207,229 472,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -124,524: -46,085 -126,471 -22,178 -24,240 -17,096 -92,503 -165,745: -32,021 41,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 18.4 2.5 55.3 55.2 89.6 76.2: 10.4 23.8
Old : 100.0: 31.7 18.4 2.5 55.3 55.2 89.6 76.2: 10.4 23.8
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 : 279: 71 70 41 87 105 172 202:
Old : 279: 71 70 41 87 105 172 202:
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 : 29.2 29.8 39.2 36.3 24.9 27.9 34.0 32.9
Old : 29.2 29.8 39.2 36.3 24.9 27.9 34.0 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 21, 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 : 1,179,214: 260,673 273,399 28,088 728,685 606,748 1,017,446 908,235: 161,768 270,979
Old : 1,179,214: 260,673 273,399 28,088 728,685 606,748 1,017,446 908,235: 161,768 270,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -71,232: -52,697 -73,073 7,057 -21,854 -3,915 -67,494 -69,931: -3,738 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 23.2 2.4 61.8 51.5 86.3 77.0: 13.7 23.0
Old : 100.0: 22.1 23.2 2.4 61.8 51.5 86.3 77.0: 13.7 23.0
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 : 194: 41 47 25 66 82 116 145:
Old : 194: 41 47 25 66 82 116 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 16.5 37.5 24.1 21.7 15.4 32.9 22.0
Old : 25.9 16.5 37.5 24.1 21.7 15.4 32.9 22.0
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 - Futures Only, March 21, 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 : 600,440: 131,248 143,801 130,595 278,953 287,833 540,796 562,229: 59,644 38,211
Old : 600,440: 131,248 143,801 130,595 278,953 287,833 540,796 562,229: 59,644 38,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 44,644: 15,353 -6,866 13,265 21,830 37,167 50,448 43,566: -5,804 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 21.7 46.5 47.9 90.1 93.6: 9.9 6.4
Old : 100.0: 21.9 23.9 21.7 46.5 47.9 90.1 93.6: 9.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 41 27 42 54 52 117 103:
Old : 136: 41 27 42 54 52 117 103:
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 : 17.7 22.2 29.2 36.5 11.3 17.4 18.4 25.5
Old : 17.7 22.2 29.2 36.5 11.3 17.4 18.4 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 21, 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 : 41,058: 10,242 7,469 174 15,833 25,357 26,249 33,000: 14,809 8,058
Old : 41,058: 10,242 7,469 174 15,833 25,357 26,249 33,000: 14,809 8,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -15,469: -1,658 -240 -7,686 -9,574 -6,130 -18,918 -14,056: 3,449 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.2 0.4 38.6 61.8 63.9 80.4: 36.1 19.6
Old : 100.0: 24.9 18.2 0.4 38.6 61.8 63.9 80.4: 36.1 19.6
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 : 53: 16 11 3 16 12 34 24:
Old : 53: 16 11 3 16 12 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 : 29.1 40.5 43.7 60.1 29.1 40.5 43.7 60.1
Old : 29.1 40.5 43.7 60.1 29.1 40.5 43.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 21, 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 : 69,330: 51,562 19,217 579 8,009 20,251 60,150 40,047: 9,180 29,283
Old : 69,330: 51,562 19,217 579 8,009 20,251 60,150 40,047: 9,180 29,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -42,778: 6,457 -15,097 -11,121 -35,674 -25,151 -40,338 -51,369: -2,440 8,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 27.7 0.8 11.6 29.2 86.8 57.8: 13.2 42.2
Old : 100.0: 74.4 27.7 0.8 11.6 29.2 86.8 57.8: 13.2 42.2
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 : 86: 29 29 4 13 18 44 49:
Old : 86: 29 29 4 13 18 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 22.1 61.1 31.4 50.6 21.9 60.9 31.3
Old : 50.8 22.1 61.1 31.4 50.6 21.9 60.9 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 21, 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 : 14,416: 1,778 2,431 239 12,121 11,468 14,138 14,138: 278 278
Old : 14,416: 1,778 2,431 239 12,121 11,468 14,138 14,138: 278 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -286: 116 406 -31 -350 -671 -265 -296: -21 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.9 1.7 84.1 79.6 98.1 98.1: 1.9 1.9
Old : 100.0: 12.3 16.9 1.7 84.1 79.6 98.1 98.1: 1.9 1.9
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 : 41: 6 12 4 14 12 22 26:
Old : 41: 6 12 4 14 12 22 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 : 54.6 63.8 77.8 80.9 54.6 58.7 76.6 74.5
Old : 54.6 63.8 77.8 80.9 54.6 58.7 76.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006