WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 28, 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 : 384,330: 58,054 69,743 72,396 221,613 184,364 352,063 326,503: 32,267 57,827
Old : 189,290: 38,731 82,005 1,842 134,364 91,672 174,937 175,519: 14,353 13,771
Other: 195,040: 71,238 39,653 18,639 87,249 92,692 177,126 150,984: 17,914 44,056
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,713: 487 436 4,433 -3,879 -6,258 1,041 -1,389: 672 3,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 18.1 18.8 57.7 48.0 91.6 85.0: 8.4 15.0
Old : 100.0: 20.5 43.3 1.0 71.0 48.4 92.4 92.7: 7.6 7.3
Other: 100.0: 36.5 20.3 9.6 44.7 47.5 90.8 77.4: 9.2 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 99 102 115 49 66 228 233:
Old : 259: 68 123 4 27 44 98 168:
Other: 239: 97 67 66 36 65 165 168:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 25.6 45.1 32.8 31.3 23.5 44.8 28.7
Old : 49.0 32.2 64.4 43.5 49.0 32.2 64.4 43.5
Other: 25.5 24.5 35.2 32.2 24.5 21.2 33.8 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 28, 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 : 1,089,960: 219,466 140,947 172,022 542,112 519,524 933,600 832,493: 156,360 257,467
Old : 734,184: 170,724 187,979 65,588 385,191 337,705 621,503 591,272: 112,681 142,912
Other: 355,776: 133,190 37,416 21,986 156,921 181,819 312,097 241,221: 43,679 114,555
: : :
: : Changes in Commitments from: March 21, 2006 :
: 31,867: -6,269 10,519 25,113 8,843 -4,849 27,687 30,783: 4,180 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.9 15.8 49.7 47.7 85.7 76.4: 14.3 23.6
Old : 100.0: 23.3 25.6 8.9 52.5 46.0 84.7 80.5: 15.3 19.5
Other: 100.0: 37.4 10.5 6.2 44.1 51.1 87.7 67.8: 12.3 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 158 123 143 194 250 428 470:
Old : 585: 139 146 92 166 222 361 412:
Other: 429: 93 76 36 92 222 207 314:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 13.1 28.8 18.0 19.5 11.8 28.3 16.1
Old : 26.2 14.6 36.2 20.7 26.2 13.1 36.0 19.0
Other: 25.6 13.5 38.5 20.5 25.0 12.9 37.5 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 28, 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 : 10,440: 3,686 627 540 3,183 7,487 7,409 8,654: 3,031 1,786
Old : 6,021: 3,239 789 0 1,129 4,363 4,368 5,152: 1,653 869
Other: 4,419: 633 24 354 2,054 3,124 3,041 3,502: 1,378 917
: : :
: : Changes in Commitments from: March 21, 2006 :
: -155: -188 116 67 29 -239 -92 -56: -63 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 6.0 5.2 30.5 71.7 71.0 82.9: 29.0 17.1
Old : 100.0: 53.8 13.1 0.0 18.8 72.5 72.5 85.6: 27.5 14.4
Other: 100.0: 14.3 0.5 8.0 46.5 70.7 68.8 79.2: 31.2 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 8 7 12 14 31 27:
Old : 38: 11 10 0 5 13 16 23:
Other: 25: 9 1 7 10 10 21 18:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 43.2 51.9 64.1 28.2 32.8 37.7 45.0
Old : 48.9 51.4 63.9 66.0 48.9 51.3 63.9 65.9
Other: 46.5 59.6 57.7 73.0 40.3 50.2 48.2 60.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 28, 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 : 359,713: 48,230 82,184 58,648 195,818 123,408 302,696 264,240: 57,017 95,473
Old : 281,190: 50,360 103,415 20,955 164,845 98,861 236,160 223,231: 45,030 57,959
Other: 78,523: 29,631 10,530 5,932 30,973 24,547 66,536 41,009: 11,987 37,514
: : :
: : Changes in Commitments from: March 21, 2006 :
: 6,167: -2,781 1,143 2,265 3,288 -157 2,772 3,251: 3,395 2,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 22.8 16.3 54.4 34.3 84.1 73.5: 15.9 26.5
Old : 100.0: 17.9 36.8 7.5 58.6 35.2 84.0 79.4: 16.0 20.6
Other: 100.0: 37.7 13.4 7.6 39.4 31.3 84.7 52.2: 15.3 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 93 125 98 94 97 264 272:
Old : 361: 97 138 62 82 86 221 253:
Other: 178: 55 37 23 43 67 110 117:
:----------------------------------------------------------------------------------------------------
: 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 13.3 31.4 20.9 21.0 11.3 29.6 15.4
Old : 28.0 15.5 39.1 25.0 28.0 14.6 38.8 21.8
Other: 27.4 14.4 39.9 21.6 26.7 12.6 38.3 18.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,701: 9,213 3,480 950 0 217 10,163 4,647: 4,538 10,054
Old : 8,209: 3,816 3,547 833 0 29 4,649 4,409: 3,560 3,800
Other: 6,492: 5,514 50 0 0 188 5,514 238: 978 6,254
: : :
: : Changes in Commitments from: March 21, 2006 :
: 447: 689 -395 8 0 217 697 -170: -250 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 23.7 6.5 0.0 1.5 69.1 31.6: 30.9 68.4
Old : 100.0: 46.5 43.2 10.1 0.0 0.4 56.6 53.7: 43.4 46.3
Other: 100.0: 84.9 0.8 0.0 0.0 2.9 84.9 3.7: 15.1 96.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 11 7 0 1 14 18:
Old : 25: 12 12 6 0 1 13 18:
Other: 6: 4 1 0 0 1 4 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 : 50.6 16.3 62.4 23.5 49.5 14.4 57.7 20.7
Old : 30.9 29.3 48.9 41.5 27.5 25.9 40.2 36.7
Other: 84.9 3.7 84.9 3.7 84.9 3.7 84.9 3.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 28, 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 : 189,347: 39,177 19,922 30,353 99,266 120,527 168,796 170,802: 20,551 18,545
Old : 163,294: 41,132 25,465 16,999 87,494 104,037 145,625 146,501: 17,669 16,793
Other: 26,053: 7,788 4,200 3,611 11,772 16,490 23,171 24,301: 2,882 1,752
: : :
: : Changes in Commitments from: March 21, 2006 :
: -2,939: -252 4,990 765 -3,404 -8,636 -2,891 -2,881: -48 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.5 16.0 52.4 63.7 89.1 90.2: 10.9 9.8
Old : 100.0: 25.2 15.6 10.4 53.6 63.7 89.2 89.7: 10.8 10.3
Other: 100.0: 29.9 16.1 13.9 45.2 63.3 88.9 93.3: 11.1 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 47 38 41 47 38 119 106:
Old : 158: 53 40 34 43 35 111 100:
Other: 62: 20 13 13 15 20 40 41:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 40.5 38.2 50.1 25.0 39.7 35.2 45.9
Old : 29.1 40.3 41.2 50.7 29.1 40.0 40.4 48.7
Other: 60.2 45.4 75.3 61.7 56.3 43.6 63.2 55.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 28, 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 : 614,075: 57,095 133,783 13,498 440,366 288,202 510,959 435,483: 103,116 178,592
Old : 614,075: 57,095 133,783 13,498 440,366 288,202 510,959 435,483: 103,116 178,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -490: 5,819 22,541 -4,939 -3,223 -6,889 -2,343 10,713: 1,853 -11,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 21.8 2.2 71.7 46.9 83.2 70.9: 16.8 29.1
Old : 100.0: 9.3 21.8 2.2 71.7 46.9 83.2 70.9: 16.8 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 27 46 21 64 61 104 115:
Old : 158: 27 46 21 64 61 104 115:
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 : 26.6 19.3 36.9 29.6 20.7 13.6 28.6 20.5
Old : 26.6 19.3 36.9 29.6 20.7 13.6 28.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 151,113: 23,437 34,545 25,889 73,923 63,513 123,249 123,947: 27,864 27,166
Old : 123,100: 23,769 32,069 17,177 57,592 51,299 98,538 100,545: 24,562 22,555
Other: 28,013: 3,215 6,023 5,165 16,331 12,214 24,711 23,402: 3,302 4,611
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,211: 3,840 -3,815 747 -3,467 4,600 1,120 1,532: 91 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 22.9 17.1 48.9 42.0 81.6 82.0: 18.4 18.0
Old : 100.0: 19.3 26.1 14.0 46.8 41.7 80.0 81.7: 20.0 18.3
Other: 100.0: 11.5 21.5 18.4 58.3 43.6 88.2 83.5: 11.8 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 40 49 47 53 49 126 126:
Old : 167: 47 49 46 51 45 124 121:
Other: 74: 16 23 13 26 23 54 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 : 21.9 20.5 32.0 29.4 18.8 19.0 27.5 26.0
Old : 18.4 20.5 28.5 30.0 17.2 18.6 25.3 27.2
Other: 44.8 32.9 59.2 50.6 43.4 30.9 53.6 41.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 28, 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 : 11,237: 3,499 267 1,161 3,878 8,040 8,538 9,468: 2,699 1,769
Old : 7,914: 3,086 382 646 2,433 5,710 6,165 6,738: 1,749 1,176
Other: 3,323: 668 140 260 1,445 2,330 2,373 2,730: 950 593
: : :
: : Changes in Commitments from: March 21, 2006 :
: 525: -42 -19 418 93 -77 469 322: 56 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 2.4 10.3 34.5 71.5 76.0 84.3: 24.0 15.7
Old : 100.0: 39.0 4.8 8.2 30.7 72.2 77.9 85.1: 22.1 14.9
Other: 100.0: 20.1 4.2 7.8 43.5 70.1 71.4 82.2: 28.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 6 11 16 18 42 32:
Old : 48: 17 8 9 12 16 35 28:
Other: 29: 10 3 7 8 13 19 22:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 50.0 40.1 60.5 19.7 38.9 29.2 46.3
Old : 29.7 51.2 43.8 63.3 26.1 43.1 38.6 51.7
Other: 41.9 52.6 54.6 66.9 28.8 34.4 35.6 47.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 28, 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 : 454,340: 155,865 118,484 2,646 219,450 214,317 377,961 335,447: 76,379 118,893
Old : 454,340: 155,865 118,484 2,646 219,450 214,317 377,961 335,447: 76,379 118,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -31,602: 2,469 1,923 -4,609 -22,619 -26,918 -24,759 -29,604: -6,843 -1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 26.1 0.6 48.3 47.2 83.2 73.8: 16.8 26.2
Old : 100.0: 34.3 26.1 0.6 48.3 47.2 83.2 73.8: 16.8 26.2
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 : 148: 32 34 5 54 62 88 99:
Old : 148: 32 34 5 54 62 88 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 13.7 38.7 23.3 24.8 13.1 38.0 21.9
Old : 24.8 13.7 38.7 23.3 24.8 13.1 38.0 21.9
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 28, 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 : 2,013,325: 608,531 434,869 51,221 1,146,426 1,097,135 1,806,178 1,583,225: 207,147 430,100
Old : 2,013,325: 608,531 434,869 51,221 1,146,426 1,097,135 1,806,178 1,583,225: 207,147 430,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 29,142: -21,171 68,890 736 49,659 2,405 29,224 72,031: -82 -42,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 21.6 2.5 56.9 54.5 89.7 78.6: 10.3 21.4
Old : 100.0: 30.2 21.6 2.5 56.9 54.5 89.7 78.6: 10.3 21.4
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 : 274: 66 68 33 88 106 163 198:
Old : 274: 66 68 33 88 106 163 198:
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 : 29.3 32.5 40.2 39.7 24.8 30.8 34.9 36.9
Old : 29.3 32.5 40.2 39.7 24.8 30.8 34.9 36.9
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 28, 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 : 1,187,408: 271,116 280,651 29,329 739,719 603,312 1,040,164 913,292: 147,244 274,116
Old : 1,187,408: 271,116 280,651 29,329 739,719 603,312 1,040,164 913,292: 147,244 274,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 8,194: 10,443 7,252 1,241 11,034 -3,436 22,718 5,057: -14,524 3,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 23.6 2.5 62.3 50.8 87.6 76.9: 12.4 23.1
Old : 100.0: 22.8 23.6 2.5 62.3 50.8 87.6 76.9: 12.4 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 : 189: 43 43 26 67 77 117 139:
Old : 189: 43 43 26 67 77 117 139:
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 : 26.6 18.2 37.8 25.3 22.8 17.0 33.7 23.6
Old : 26.6 18.2 37.8 25.3 22.8 17.0 33.7 23.6
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 28, 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 : 609,327: 148,854 148,470 140,824 268,809 280,734 558,487 570,028: 50,840 39,299
Old : 609,327: 148,854 148,470 140,824 268,809 280,734 558,487 570,028: 50,840 39,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 8,887: 17,606 4,669 10,229 -10,144 -7,099 17,691 7,799: -8,804 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 24.4 23.1 44.1 46.1 91.7 93.6: 8.3 6.4
Old : 100.0: 24.4 24.4 23.1 44.1 46.1 91.7 93.6: 8.3 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 : 134: 41 28 45 49 50 113 106:
Old : 134: 41 28 45 49 50 113 106:
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 : 18.9 25.0 31.7 35.4 14.8 19.6 20.8 26.3
Old : 18.9 25.0 31.7 35.4 14.8 19.6 20.8 26.3
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, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,493: 10,127 7,358 3 15,733 25,017 25,863 32,378: 13,630 7,115
Old : 39,493: 10,127 7,358 3 15,733 25,017 25,863 32,378: 13,630 7,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -1,565: -115 -111 -171 -100 -340 -386 -622: -1,179 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 18.6 0.0 39.8 63.3 65.5 82.0: 34.5 18.0
Old : 100.0: 25.6 18.6 0.0 39.8 63.3 65.5 82.0: 34.5 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 : 52: 17 9 1 16 12 33 22:
Old : 52: 17 9 1 16 12 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 42.1 46.1 63.1 30.7 42.1 46.1 63.1
Old : 30.7 42.1 46.1 63.1 30.7 42.1 46.1 63.1
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 28, 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 : 65,451: 47,422 17,268 662 8,738 22,397 56,822 40,327: 8,629 25,124
Old : 65,451: 47,422 17,268 662 8,738 22,397 56,822 40,327: 8,629 25,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,879: -4,140 -1,949 83 729 2,146 -3,328 280: -551 -4,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 26.4 1.0 13.4 34.2 86.8 61.6: 13.2 38.4
Old : 100.0: 72.5 26.4 1.0 13.4 34.2 86.8 61.6: 13.2 38.4
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 : 84: 30 24 4 14 20 45 47:
Old : 84: 30 24 4 14 20 45 47:
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 : 50.2 25.3 61.4 33.7 50.2 25.3 61.4 33.6
Old : 50.2 25.3 61.4 33.7 50.2 25.3 61.4 33.6
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 28, 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 : 14,011: 1,778 2,404 239 11,624 11,074 13,641 13,717: 370 294
Old : 14,011: 1,778 2,404 239 11,624 11,074 13,641 13,717: 370 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -405: 0 -27 0 -497 -394 -497 -421: 92 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 17.2 1.7 83.0 79.0 97.4 97.9: 2.6 2.1
Old : 100.0: 12.7 17.2 1.7 83.0 79.0 97.4 97.9: 2.6 2.1
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 : 40: 6 11 4 14 12 22 25:
Old : 40: 6 11 4 14 12 22 25:
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 : 52.3 62.7 76.3 80.3 52.3 57.5 75.2 73.7
Old : 52.3 62.7 76.3 80.3 52.3 57.5 75.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006