WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 351,436: 54,883 72,763 61,239 203,413 169,227 319,535 303,229: 31,902 48,207
Old : 262,132: 52,716 76,478 25,273 160,754 134,382 238,743 236,133: 23,389 25,999
Other: 89,304: 24,812 18,929 13,321 42,659 34,846 80,792 67,096: 8,512 22,208
: : :
: : Changes in Commitments from: January 10, 2006 :
: 7,195: -2,975 644 1,922 7,121 1,896 6,067 4,462: 1,128 2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.7 17.4 57.9 48.2 90.9 86.3: 9.1 13.7
Old : 100.0: 20.1 29.2 9.6 61.3 51.3 91.1 90.1: 8.9 9.9
Other: 100.0: 27.8 21.2 14.9 47.8 39.0 90.5 75.1: 9.5 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 86 109 103 57 68 216 217:
Old : 267: 82 105 75 53 59 186 191:
Other: 159: 61 37 53 23 57 101 130:
:----------------------------------------------------------------------------------------------------
: 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 27.6 45.2 34.5 31.5 24.9 45.2 30.2
Old : 41.0 33.2 54.2 41.4 41.0 32.9 53.9 39.9
Other: 42.5 20.9 58.8 29.0 38.4 14.2 49.7 21.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,050,677: 149,747 126,926 201,234 527,964 471,068 878,946 799,228: 171,731 251,449
Old : 875,963: 128,623 145,154 147,017 453,390 388,565 729,029 680,736: 146,934 195,228
Other: 174,714: 50,265 10,912 25,077 74,574 82,503 149,917 118,493: 24,797 56,221
: : :
: : Changes in Commitments from: January 10, 2006 :
: 29,688: -6,495 6,274 10,496 27,011 4,194 31,011 20,964: -1,323 8,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.1 19.2 50.2 44.8 83.7 76.1: 16.3 23.9
Old : 100.0: 14.7 16.6 16.8 51.8 44.4 83.2 77.7: 16.8 22.3
Other: 100.0: 28.8 6.2 14.4 42.7 47.2 85.8 67.8: 14.2 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 146 121 156 216 220 445 431:
Old : 541: 127 145 143 208 207 424 413:
Other: 318: 81 39 48 75 172 175 240:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 15.4 27.5 21.2 17.1 12.8 25.3 17.3
Old : 20.8 15.0 30.7 21.0 20.5 12.5 28.3 17.2
Other: 25.8 20.0 33.9 27.4 25.3 19.1 32.7 24.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,422: 5,191 473 185 1,642 7,962 7,017 8,619: 3,405 1,803
Old : 9,210: 5,149 474 157 1,063 7,106 6,369 7,737: 2,841 1,473
Other: 1,212: 45 1 25 578 856 648 883: 564 329
: : :
: : Changes in Commitments from: January 10, 2006 :
: 252: 138 8 9 59 287 205 303: 47 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 4.5 1.8 15.8 76.4 67.3 82.7: 32.7 17.3
Old : 100.0: 55.9 5.2 1.7 11.5 77.1 69.2 84.0: 30.8 16.0
Other: 100.0: 3.7 0.1 2.1 47.7 70.7 53.5 72.8: 46.5 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 7 3 11 16 33 23:
Old : 45: 19 7 3 9 16 31 23:
Other: 16: 4 1 3 4 8 9 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 : 26.3 39.2 41.9 62.7 26.3 37.1 40.3 56.4
Old : 29.8 40.8 45.6 62.2 29.8 40.8 45.6 60.5
Other: 48.6 65.3 53.4 72.1 45.6 65.3 48.4 67.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 410,490: 57,322 62,964 90,702 192,329 153,105 340,354 306,772: 70,137 103,718
Old : 365,261: 57,277 74,848 71,611 173,992 136,689 302,880 283,148: 62,382 82,113
Other: 45,229: 16,533 4,605 2,603 18,337 16,416 37,474 23,624: 7,755 21,605
: : :
: : Changes in Commitments from: January 10, 2006 :
: 25,910: -3,246 14,924 10,730 14,241 -1,914 21,726 23,740: 4,185 2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.3 22.1 46.9 37.3 82.9 74.7: 17.1 25.3
Old : 100.0: 15.7 20.5 19.6 47.6 37.4 82.9 77.5: 17.1 22.5
Other: 100.0: 36.6 10.2 5.8 40.5 36.3 82.9 52.2: 17.1 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 105 111 135 96 110 279 293:
Old : 354: 104 116 124 91 105 261 286:
Other: 159: 47 28 21 39 66 94 109:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 17.3 29.9 25.2 16.6 8.4 23.6 12.6
Old : 20.8 18.3 32.9 27.0 20.0 10.2 27.9 15.9
Other: 31.5 20.4 43.3 27.4 30.1 19.5 39.7 25.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,078: 8,791 3,328 2,469 0 195 11,260 5,992: 3,818 9,086
Old : 11,780: 6,034 3,303 2,450 0 168 8,484 5,921: 3,296 5,859
Other: 3,298: 2,772 40 4 0 27 2,776 71: 522 3,227
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,440: -906 -584 2,012 0 9 1,106 1,437: 334 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 22.1 16.4 0.0 1.3 74.7 39.7: 25.3 60.3
Old : 100.0: 51.2 28.0 20.8 0.0 1.4 72.0 50.3: 28.0 49.7
Other: 100.0: 84.1 1.2 0.1 0.0 0.8 84.2 2.2: 15.8 97.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 12 7 0 1 13 16:
Old : 22: 10 11 6 0 1 12 16:
Other: 6: 4 1 1 0 1 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 21.5 68.4 30.1 47.1 11.3 57.0 18.2
Old : 50.0 27.2 65.2 38.1 39.2 14.5 49.5 23.3
Other: 84.2 2.2 84.2 2.2 84.1 2.0 84.1 2.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 186,945: 19,512 34,768 34,845 110,051 92,614 164,408 162,227: 22,537 24,718
Old : 171,039: 20,589 34,601 29,809 99,938 83,503 150,336 147,914: 20,703 23,125
Other: 15,906: 2,808 4,051 1,152 10,113 9,111 14,072 14,313: 1,834 1,593
: : :
: : Changes in Commitments from: January 10, 2006 :
: -2,647: -3,952 5,655 -2,076 3,600 -7,257 -2,428 -3,677: -219 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.6 18.6 58.9 49.5 87.9 86.8: 12.1 13.2
Old : 100.0: 12.0 20.2 17.4 58.4 48.8 87.9 86.5: 12.1 13.5
Other: 100.0: 17.7 25.5 7.2 63.6 57.3 88.5 90.0: 11.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 28 54 41 55 47 113 124:
Old : 157: 39 51 39 55 47 112 122:
Other: 46: 10 14 8 11 17 25 35:
:----------------------------------------------------------------------------------------------------
: 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 26.7 37.7 35.5 24.1 22.1 33.8 27.7
Old : 26.2 25.5 37.4 34.6 25.7 20.6 35.0 26.6
Other: 75.1 42.9 80.6 57.7 71.9 42.2 76.2 55.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 750,943: 77,142 83,309 84,701 426,263 404,851 588,106 572,860: 162,837 178,083
Old : 750,943: 77,142 83,309 84,701 426,263 404,851 588,106 572,860: 162,837 178,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 46,842: 21,201 -5,157 10,900 -2,323 43,389 29,778 49,131: 17,064 -2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.1 11.3 56.8 53.9 78.3 76.3: 21.7 23.7
Old : 100.0: 10.3 11.1 11.3 56.8 53.9 78.3 76.3: 21.7 23.7
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 : 156: 32 35 35 61 75 110 128:
Old : 156: 32 35 35 61 75 110 128:
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 : 22.1 14.6 31.0 24.2 15.7 11.6 22.9 17.5
Old : 22.1 14.6 31.0 24.2 15.7 11.6 22.9 17.5
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 with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 142,274: 21,904 12,023 24,530 66,656 85,750 113,090 122,303: 29,184 19,971
Old : 128,725: 21,709 11,867 19,400 59,470 78,473 100,579 109,741: 28,146 18,984
Other: 13,550: 2,151 2,111 3,175 7,186 7,277 12,511 12,563: 1,039 987
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,298: -3,037 645 2,202 576 -2,907 -259 -61: 1,558 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.5 17.2 46.9 60.3 79.5 86.0: 20.5 14.0
Old : 100.0: 16.9 9.2 15.1 46.2 61.0 78.1 85.3: 21.9 14.7
Other: 100.0: 15.9 15.6 23.4 53.0 53.7 92.3 92.7: 7.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 39 31 35 52 55 111 108:
Old : 142: 41 33 35 51 54 110 107:
Other: 54: 13 10 15 23 20 44 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 : 20.4 26.6 28.9 37.8 15.5 21.8 21.6 28.0
Old : 19.3 27.6 27.7 39.2 16.0 22.6 22.4 31.2
Other: 40.5 40.2 58.3 57.0 36.9 39.5 51.1 51.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,097: 4,315 331 973 2,520 8,450 7,808 9,753: 3,289 1,344
Old : 10,170: 4,224 408 735 2,219 7,923 7,178 9,065: 2,992 1,105
Other: 927: 179 11 150 301 527 630 688: 297 239
: : :
: : Changes in Commitments from: January 10, 2006 :
: 501: 187 7 249 -199 61 237 318: 263 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.0 8.8 22.7 76.1 70.4 87.9: 29.6 12.1
Old : 100.0: 41.5 4.0 7.2 21.8 77.9 70.6 89.1: 29.4 10.9
Other: 100.0: 19.3 1.2 16.2 32.5 56.8 68.0 74.2: 32.0 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 28 6 7 21 17 53 26:
Old : 61: 27 7 7 19 17 51 26:
Other: 20: 7 1 5 7 9 15 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 57.8 32.1 68.8 16.4 49.1 24.9 58.2
Old : 21.8 58.9 32.8 70.1 17.9 51.1 27.2 60.8
Other: 41.3 51.8 56.8 65.8 20.2 29.5 27.5 34.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 451,173: 130,395 135,015 6,040 228,940 208,448 365,375 349,503: 85,798 101,670
Old : 451,173: 130,395 135,015 6,040 228,940 208,448 365,375 349,503: 85,798 101,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 36,739: 18,913 25,461 3,568 9,349 3,677 31,830 32,706: 4,909 4,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 29.9 1.3 50.7 46.2 81.0 77.5: 19.0 22.5
Old : 100.0: 28.9 29.9 1.3 50.7 46.2 81.0 77.5: 19.0 22.5
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 : 137: 28 27 9 51 61 83 93:
Old : 137: 28 27 9 51 61 83 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 27.4 41.9 36.0 27.5 27.0 41.5 35.6
Old : 27.5 27.4 41.9 36.0 27.5 27.0 41.5 35.6
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 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,143,172: 420,313 232,229 256,154 1,165,755 1,235,273 1,842,221 1,723,656: 300,950 419,516
Old : 2,143,172: 420,313 232,229 256,154 1,165,755 1,235,273 1,842,221 1,723,656: 300,950 419,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 132,965: 34,019 -5,372 24,150 38,072 119,280 96,240 138,058: 36,725 -5,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.8 12.0 54.4 57.6 86.0 80.4: 14.0 19.6
Old : 100.0: 19.6 10.8 12.0 54.4 57.6 86.0 80.4: 14.0 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 : 261: 72 50 73 107 125 203 224:
Old : 261: 72 50 73 107 125 203 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 23.7 37.4 30.1 23.7 19.8 30.1 24.4
Old : 27.3 23.7 37.4 30.1 23.7 19.8 30.1 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,218,607: 168,409 200,928 107,003 742,508 645,069 1,017,920 953,000: 200,686 265,606
Old : 1,218,607: 168,409 200,928 107,003 742,508 645,069 1,017,920 953,000: 200,686 265,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 31,733: -12,474 -6,592 26,635 4,779 9,013 18,940 29,057: 12,793 2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.5 8.8 60.9 52.9 83.5 78.2: 16.5 21.8
Old : 100.0: 13.8 16.5 8.8 60.9 52.9 83.5 78.2: 16.5 21.8
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 : 171: 34 43 40 64 83 118 146:
Old : 171: 34 43 40 64 83 118 146:
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 : 32.5 20.6 41.7 27.9 28.1 20.0 36.9 25.7
Old : 32.5 20.6 41.7 27.9 28.1 20.0 36.9 25.7
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 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 689,141: 176,577 78,624 244,138 221,521 335,736 642,236 658,498: 46,905 30,642
Old : 689,141: 176,577 78,624 244,138 221,521 335,736 642,236 658,498: 46,905 30,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 74,944: 27,786 6,449 24,519 14,322 42,949 66,627 73,917: 8,317 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 11.4 35.4 32.1 48.7 93.2 95.6: 6.8 4.4
Old : 100.0: 25.6 11.4 35.4 32.1 48.7 93.2 95.6: 6.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 29 37 46 56 52 117 109:
Old : 138: 29 37 46 56 52 117 109:
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 : 35.0 32.1 48.1 45.3 21.9 18.1 25.6 22.8
Old : 35.0 32.1 48.1 45.3 21.9 18.1 25.6 22.8
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 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 42,028: 11,544 6,637 512 16,443 28,773 28,500 35,922: 13,528 6,106
Old : 42,028: 11,544 6,637 512 16,443 28,773 28,500 35,922: 13,528 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -1,143: -100 41 -7 -257 94 -365 128: -779 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.8 1.2 39.1 68.5 67.8 85.5: 32.2 14.5
Old : 100.0: 27.5 15.8 1.2 39.1 68.5 67.8 85.5: 32.2 14.5
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 : 54: 14 11 7 19 13 37 27:
Old : 54: 14 11 7 19 13 37 27:
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 : 24.3 41.0 39.2 61.6 24.3 41.0 39.2 61.6
Old : 24.3 41.0 39.2 61.6 24.3 41.0 39.2 61.6
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 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 83,764: 39,547 22,149 7,298 23,793 29,792 70,637 59,239: 13,127 24,525
Old : 83,764: 39,547 22,149 7,298 23,793 29,792 70,637 59,239: 13,127 24,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -730: 160 -1,856 203 -2,927 799 -2,563 -854: 1,833 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 26.4 8.7 28.4 35.6 84.3 70.7: 15.7 29.3
Old : 100.0: 47.2 26.4 8.7 28.4 35.6 84.3 70.7: 15.7 29.3
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 : 83: 34 20 18 16 19 57 50:
Old : 83: 34 20 18 16 19 57 50:
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 : 42.5 31.5 53.8 51.4 42.5 28.6 51.9 46.1
Old : 42.5 31.5 53.8 51.4 42.5 28.6 51.9 46.1
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 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,716: 8,771 4,276 512 24,401 28,899 33,684 33,687: 32 29
Old : 33,716: 8,771 4,276 512 24,401 28,899 33,684 33,687: 32 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 106: -55 -47 2 154 153 101 108: 5 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.7 1.5 72.4 85.7 99.9 99.9: 0.1 0.1
Old : 100.0: 26.0 12.7 1.5 72.4 85.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 12 4 16 18 27 32:
Old : 51: 9 12 4 16 18 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 55.9 82.7 81.1 64.3 53.3 77.1 72.5
Old : 66.2 55.9 82.7 81.1 64.3 53.3 77.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006