WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 339,284: 56,629 71,978 58,982 192,665 164,053 308,276 295,013: 31,008 44,271
Old : 257,106: 56,131 73,117 26,144 150,317 133,035 232,592 232,296: 24,514 24,810
Other: 82,178: 21,931 20,293 11,406 42,347 31,018 75,684 62,717: 6,494 19,461
: : :
: : Changes in Commitments from: December 27, 2005 :
: 12,692: 1,451 -14,494 9,104 927 13,874 11,481 8,483: 1,211 4,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.2 17.4 56.8 48.4 90.9 87.0: 9.1 13.0
Old : 100.0: 21.8 28.4 10.2 58.5 51.7 90.5 90.4: 9.5 9.6
Other: 100.0: 26.7 24.7 13.9 51.5 37.7 92.1 76.3: 7.9 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 85 107 98 52 65 207 208:
Old : 256: 76 109 71 46 56 176 182:
Other: 158: 55 42 52 23 57 100 129:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 29.2 42.9 35.8 29.9 25.6 42.7 30.6
Old : 38.1 35.5 50.1 43.9 38.1 34.9 49.7 41.7
Other: 44.1 19.5 60.1 29.1 41.8 14.3 52.1 22.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 996,901: 153,368 127,090 182,648 484,383 453,432 820,399 763,170: 176,502 233,731
Old : 839,216: 137,130 141,189 130,968 416,406 378,566 684,505 650,723: 154,712 188,493
Other: 157,685: 45,691 15,354 22,227 67,976 74,866 135,894 112,447: 21,790 45,238
: : :
: : Changes in Commitments from: December 27, 2005 :
: 65,821: 1,084 -19,333 45,942 6,563 20,020 53,589 46,629: 12,232 19,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.7 18.3 48.6 45.5 82.3 76.6: 17.7 23.4
Old : 100.0: 16.3 16.8 15.6 49.6 45.1 81.6 77.5: 18.4 22.5
Other: 100.0: 29.0 9.7 14.1 43.1 47.5 86.2 71.3: 13.8 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 148 122 149 215 225 442 431:
Old : 548: 121 156 138 208 211 424 413:
Other: 319: 82 35 48 68 179 158 255:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 15.4 25.1 20.8 16.0 14.1 23.8 18.5
Old : 18.8 15.4 27.5 20.7 18.8 13.8 26.5 18.3
Other: 27.7 21.2 36.3 29.0 27.4 21.0 35.5 28.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 10,020: 5,043 319 252 1,495 7,791 6,790 8,362: 3,231 1,659
Old : 9,072: 5,000 319 223 988 7,137 6,211 7,679: 2,861 1,393
Other: 948: 44 1 28 507 654 579 682: 370 266
: : :
: : Changes in Commitments from: December 27, 2005 :
: 228: 338 -2 86 -18 248 406 332: -178 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 3.2 2.5 14.9 77.7 67.8 83.4: 32.2 16.6
Old : 100.0: 55.1 3.5 2.5 10.9 78.7 68.5 84.6: 31.5 15.4
Other: 100.0: 4.6 0.1 3.0 53.5 68.9 61.0 72.0: 39.0 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 3 3 11 16 31 22:
Old : 42: 20 3 3 10 16 30 22:
Other: 14: 2 1 2 5 9 8 11:
:----------------------------------------------------------------------------------------------------
: 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 42.2 41.2 62.7 26.2 39.6 40.4 57.5
Old : 28.9 42.0 44.6 62.5 28.9 41.8 44.6 60.7
Other: 56.0 61.9 61.0 71.0 52.2 60.4 53.5 64.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 364,625: 58,329 34,445 75,849 165,001 157,622 299,179 267,916: 65,446 96,709
Old : 328,836: 55,262 43,547 61,752 151,406 143,990 268,420 249,289: 60,416 79,546
Other: 35,789: 15,121 2,952 2,043 13,595 13,632 30,759 18,626: 5,030 17,163
: : :
: : Changes in Commitments from: December 27, 2005 :
: 3,794: 2,030 -3,107 5,552 -2,319 1,245 5,263 3,690: -1,470 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.4 20.8 45.3 43.2 82.1 73.5: 17.9 26.5
Old : 100.0: 16.8 13.2 18.8 46.0 43.8 81.6 75.8: 18.4 24.2
Other: 100.0: 42.2 8.2 5.7 38.0 38.1 85.9 52.0: 14.1 48.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 103 100 140 95 113 287 283:
Old : 350: 100 105 133 93 109 278 276:
Other: 150: 46 24 16 33 66 84 101:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 20.4 28.9 27.3 16.5 13.4 23.7 17.2
Old : 19.7 21.5 31.4 28.8 19.4 14.2 27.4 19.0
Other: 34.8 22.0 48.7 30.0 33.6 21.6 45.6 27.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 195,952: 20,241 37,819 41,602 106,955 90,872 168,797 170,292: 27,154 25,660
Old : 179,942: 23,079 36,910 36,106 95,351 82,516 154,535 155,532: 25,407 24,411
Other: 16,009: 1,563 5,309 1,095 11,604 8,356 14,262 14,760: 1,747 1,249
: : :
: : Changes in Commitments from: December 27, 2005 :
: -2,361: -531 -15,770 4,202 -8,283 7,453 -4,611 -4,116: 2,251 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.3 21.2 54.6 46.4 86.1 86.9: 13.9 13.1
Old : 100.0: 12.8 20.5 20.1 53.0 45.9 85.9 86.4: 14.1 13.6
Other: 100.0: 9.8 33.2 6.8 72.5 52.2 89.1 92.2: 10.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 29 53 48 52 43 121 120:
Old : 156: 42 47 44 52 42 120 115:
Other: 48: 8 18 8 13 14 25 36:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 25.4 33.0 34.3 19.7 20.8 29.0 26.6
Old : 21.1 24.3 32.1 33.8 20.5 19.4 29.0 25.7
Other: 74.5 40.2 80.3 55.5 71.3 39.4 76.6 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 720,537: 76,823 76,187 78,913 419,914 394,080 575,650 549,180: 144,887 171,357
Old : 720,537: 76,823 76,187 78,913 419,914 394,080 575,650 549,180: 144,887 171,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 4,304: 1,354 -3,041 11,320 -8,283 3,821 4,391 12,099: -88 -7,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.6 11.0 58.3 54.7 79.9 76.2: 20.1 23.8
Old : 100.0: 10.7 10.6 11.0 58.3 54.7 79.9 76.2: 20.1 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 : 149: 23 39 35 61 71 105 124:
Old : 149: 23 39 35 61 71 105 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 14.2 32.5 24.8 17.8 12.6 26.6 20.1
Old : 22.9 14.2 32.5 24.8 17.8 12.6 26.6 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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 152,926: 32,318 9,440 23,091 67,221 100,525 122,630 133,056: 30,296 19,870
Old : 141,101: 32,362 9,651 18,585 60,809 93,598 111,756 121,835: 29,345 19,266
Other: 11,825: 1,679 1,512 2,782 6,412 6,927 10,873 11,222: 951 603
: : :
: : Changes in Commitments from: December 27, 2005 :
: -1,631: -9 -4,378 -711 -642 3,261 -1,362 -1,827: -269 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.2 15.1 44.0 65.7 80.2 87.0: 19.8 13.0
Old : 100.0: 22.9 6.8 13.2 43.1 66.3 79.2 86.3: 20.8 13.7
Other: 100.0: 14.2 12.8 23.5 54.2 58.6 92.0 94.9: 8.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 52 28 38 49 54 123 103:
Old : 150: 54 27 38 48 52 122 101:
Other: 51: 12 10 17 21 19 42 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 29.8 24.0 43.0 12.1 22.6 17.8 31.0
Old : 15.5 30.7 23.2 44.6 12.7 24.7 18.8 33.3
Other: 35.7 50.9 53.1 66.4 33.4 50.1 47.7 59.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 9,691: 3,460 357 774 2,665 7,683 6,899 8,815: 2,792 876
Old : 9,127: 3,393 405 637 2,501 7,363 6,531 8,405: 2,596 722
Other: 564: 122 8 82 164 321 368 410: 196 154
: : :
: : Changes in Commitments from: December 27, 2005 :
: 898: 302 93 140 118 735 560 968: 339 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 3.7 8.0 27.5 79.3 71.2 91.0: 28.8 9.0
Old : 100.0: 37.2 4.4 7.0 27.4 80.7 71.6 92.1: 28.4 7.9
Other: 100.0: 21.7 1.4 14.5 29.1 56.8 65.2 72.7: 34.8 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 4 6 20 18 46 27:
Old : 59: 22 7 6 19 17 45 26:
Other: 18: 6 2 4 4 8 11 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 : 22.8 59.2 33.6 72.9 18.5 50.4 27.2 62.1
Old : 22.9 60.1 34.0 73.7 19.7 52.1 28.9 64.2
Other: 41.0 54.0 57.8 68.0 20.6 29.5 27.7 35.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 404,417: 111,305 97,247 4,502 222,362 198,729 338,169 300,478: 66,247 103,939
Old : 404,417: 111,305 97,247 4,502 222,362 198,729 338,169 300,478: 66,247 103,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 11,063: -2,799 4,616 -426 12,676 5,277 9,451 9,467: 1,612 1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 24.0 1.1 55.0 49.1 83.6 74.3: 16.4 25.7
Old : 100.0: 27.5 24.0 1.1 55.0 49.1 83.6 74.3: 16.4 25.7
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 : 129: 25 26 9 48 56 76 88:
Old : 129: 25 26 9 48 56 76 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 : 31.3 18.6 44.2 28.2 30.4 17.7 43.3 26.7
Old : 31.3 18.6 44.2 28.2 30.4 17.7 43.3 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,988,931: 403,803 221,126 210,304 1,106,677 1,140,909 1,720,784 1,572,339: 268,146 416,592
Old : 1,988,931: 403,803 221,126 210,304 1,106,677 1,140,909 1,720,784 1,572,339: 268,146 416,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -10,283: -3,047 -36,067 2,451 -39,670 -9,024 -40,266 -42,639: 29,983 32,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 11.1 10.6 55.6 57.4 86.5 79.1: 13.5 20.9
Old : 100.0: 20.3 11.1 10.6 55.6 57.4 86.5 79.1: 13.5 20.9
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 : 243: 62 52 63 95 113 187 198:
Old : 243: 62 52 63 95 113 187 198:
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 : 31.1 23.1 41.2 30.3 27.5 19.5 34.1 24.5
Old : 31.1 23.1 41.2 30.3 27.5 19.5 34.1 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,182,069: 183,918 223,849 73,131 744,332 632,340 1,001,381 929,320: 180,688 252,749
Old : 1,182,069: 183,918 223,849 73,131 744,332 632,340 1,001,381 929,320: 180,688 252,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 7,936: -19,686 7,882 13,990 278 -15,586 -5,418 6,285: 13,354 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 18.9 6.2 63.0 53.5 84.7 78.6: 15.3 21.4
Old : 100.0: 15.6 18.9 6.2 63.0 53.5 84.7 78.6: 15.3 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 : 174: 32 48 32 65 81 114 144:
Old : 174: 32 48 32 65 81 114 144:
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 : 34.3 21.7 44.5 29.9 30.2 21.4 40.2 26.8
Old : 34.3 21.7 44.5 29.9 30.2 21.4 40.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 569,180: 171,932 66,520 162,651 169,012 292,275 503,595 521,447: 65,585 47,734
Old : 569,180: 171,932 66,520 162,651 169,012 292,275 503,595 521,447: 65,585 47,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -110,075: -15,978 -23,372 -106,251 -11,650 6,397 -133,878 -123,226: 23,803 13,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 11.7 28.6 29.7 51.4 88.5 91.6: 11.5 8.4
Old : 100.0: 30.2 11.7 28.6 29.7 51.4 88.5 91.6: 11.5 8.4
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 : 124: 34 25 37 48 52 101 97:
Old : 124: 34 25 37 48 52 101 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 30.0 47.7 40.6 20.9 18.9 29.7 24.5
Old : 32.7 30.0 47.7 40.6 20.9 18.9 29.7 24.5
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 38,742: 9,745 6,638 465 14,905 26,495 25,115 33,597: 13,627 5,144
Old : 38,742: 9,745 6,638 465 14,905 26,495 25,115 33,597: 13,627 5,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -400: -1,345 294 -20 -152 -387 -1,517 -113: 1,116 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.1 1.2 38.5 68.4 64.8 86.7: 35.2 13.3
Old : 100.0: 25.2 17.1 1.2 38.5 68.4 64.8 86.7: 35.2 13.3
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 : 52: 12 11 6 18 14 33 28:
Old : 52: 12 11 6 18 14 33 28:
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 : 25.5 40.4 40.1 62.7 25.5 40.4 40.1 62.7
Old : 25.5 40.4 40.1 62.7 25.5 40.4 40.1 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 72,325: 36,142 21,161 5,767 20,624 23,238 62,532 50,166: 9,792 22,159
Old : 72,325: 36,142 21,161 5,767 20,624 23,238 62,532 50,166: 9,792 22,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 5,810: -1,374 3,571 854 6,594 1,053 6,074 5,478: -264 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 29.3 8.0 28.5 32.1 86.5 69.4: 13.5 30.6
Old : 100.0: 50.0 29.3 8.0 28.5 32.1 86.5 69.4: 13.5 30.6
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 : 80: 27 27 15 16 17 51 51:
Old : 80: 27 27 15 16 17 51 51:
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 : 45.6 32.0 56.7 49.3 45.6 28.7 56.0 43.8
Old : 45.6 32.0 56.7 49.3 45.6 28.7 56.0 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 34,058: 8,898 4,358 475 24,450 28,736 33,823 33,569: 235 489
Old : 34,058: 8,898 4,358 475 24,450 28,736 33,823 33,569: 235 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 4: 5 -4 0 -11 32 -6 28: 10 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.8 1.4 71.8 84.4 99.3 98.6: 0.7 1.4
Old : 100.0: 26.1 12.8 1.4 71.8 84.4 99.3 98.6: 0.7 1.4
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 : 49: 9 12 3 14 18 24 32:
Old : 49: 9 12 3 14 18 24 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 : 65.5 56.5 82.3 79.9 63.6 53.1 77.2 71.3
Old : 65.5 56.5 82.3 79.9 63.6 53.1 77.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006