WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 10, 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 : 311,399: 57,311 75,936 38,327 189,056 155,507 284,694 269,770: 26,705 41,629
Old : 232,163: 56,601 76,501 8,582 147,549 125,022 212,732 210,105: 19,431 22,058
Other: 79,236: 21,816 20,541 8,639 41,507 30,485 71,962 59,665: 7,274 19,571
: : :
: : Changes in Commitments from: January 3, 2006 :
: 5,498: -432 -176 1,735 4,216 2,519 5,519 4,078: -21 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.4 12.3 60.7 49.9 91.4 86.6: 8.6 13.4
Old : 100.0: 24.4 33.0 3.7 63.6 53.9 91.6 90.5: 8.4 9.5
Other: 100.0: 27.5 25.9 10.9 52.4 38.5 90.8 75.3: 9.2 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 81 101 82 49 59 192 196:
Old : 252: 78 104 41 39 47 149 162:
Other: 152: 46 47 32 19 55 84 115:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 29.6 48.6 36.9 34.0 26.6 48.5 32.5
Old : 43.9 36.7 57.4 45.6 43.9 36.6 57.4 45.0
Other: 47.8 20.1 63.5 29.3 43.0 14.6 53.4 21.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 10, 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 : 839,228: 175,172 125,064 82,224 443,173 416,998 700,569 624,286: 138,659 214,942
Old : 702,549: 161,152 133,213 47,784 374,181 349,393 583,117 530,390: 119,432 172,159
Other: 136,679: 40,303 18,134 8,157 68,992 67,605 117,452 93,896: 19,227 42,783
: : :
: : Changes in Commitments from: January 3, 2006 :
: 26,784: 3,843 -4,079 7,979 15,251 16,791 27,073 20,691: -289 6,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 14.9 9.8 52.8 49.7 83.5 74.4: 16.5 25.6
Old : 100.0: 22.9 19.0 6.8 53.3 49.7 83.0 75.5: 17.0 24.5
Other: 100.0: 29.5 13.3 6.0 50.5 49.5 85.9 68.7: 14.1 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 532: 148 104 111 167 204 376 379:
Old : 521: 140 119 85 152 189 346 345:
Other: 311: 57 59 17 59 167 125 234:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 16.2 29.7 22.4 19.6 15.9 29.2 21.2
Old : 23.2 16.2 32.9 22.8 23.2 15.9 32.0 21.7
Other: 32.1 19.8 41.6 26.8 31.8 19.4 41.1 25.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,755: 5,049 580 1 1,533 7,448 6,583 8,029: 3,172 1,726
Old : 8,723: 5,008 561 0 981 6,728 5,989 7,289: 2,734 1,434
Other: 1,032: 42 20 0 552 720 594 740: 438 292
: : :
: : Changes in Commitments from: January 3, 2006 :
: 261: 17 71 1 59 2 77 74: 184 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 5.9 0.0 15.7 76.4 67.5 82.3: 32.5 17.7
Old : 100.0: 57.4 6.4 0.0 11.2 77.1 68.7 83.6: 31.3 16.4
Other: 100.0: 4.1 1.9 0.0 53.5 69.8 57.6 71.7: 42.4 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 7 1 11 16 29 23:
Old : 43: 17 7 0 9 16 26 23:
Other: 14: 2 2 0 4 8 6 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 41.0 44.1 61.9 27.8 38.6 42.7 57.0
Old : 31.1 41.1 47.7 61.5 31.1 40.9 47.7 60.7
Other: 56.3 64.9 57.6 71.3 52.8 64.9 53.9 68.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 10, 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 : 299,439: 57,101 52,153 34,013 158,211 128,715 249,325 214,881: 50,114 84,558
Old : 260,447: 53,263 60,789 19,835 142,820 113,843 215,918 194,467: 44,529 65,980
Other: 38,992: 17,177 4,703 839 15,391 14,872 33,407 20,414: 5,585 18,578
: : :
: : Changes in Commitments from: January 3, 2006 :
: 11,688: -18 10,156 -667 10,750 -2,628 10,065 6,861: 1,623 4,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.4 11.4 52.8 43.0 83.3 71.8: 16.7 28.2
Old : 100.0: 20.5 23.3 7.6 54.8 43.7 82.9 74.7: 17.1 25.3
Other: 100.0: 44.1 12.1 2.2 39.5 38.1 85.7 52.4: 14.3 47.6
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 83 117 81 78 106 223 258:
Old : 338: 82 127 68 71 100 203 249:
Other: 150: 43 27 9 29 65 78 95:
:----------------------------------------------------------------------------------------------------
: 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 16.6 32.9 23.7 20.6 11.9 29.5 16.7
Old : 25.2 18.0 37.5 25.5 25.2 12.9 35.4 19.9
Other: 37.1 21.6 49.3 28.7 36.1 21.6 46.7 28.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,638: 9,697 3,912 457 0 186 10,154 4,555: 3,484 9,083
Old : 10,380: 7,021 3,872 444 0 163 7,465 4,479: 2,915 5,901
Other: 3,258: 2,686 50 3 0 23 2,689 76: 569 3,182
: : :
: : Changes in Commitments from: January 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 28.7 3.4 0.0 1.4 74.5 33.4: 25.5 66.6
Old : 100.0: 67.6 37.3 4.3 0.0 1.6 71.9 43.2: 28.1 56.8
Other: 100.0: 82.4 1.5 0.1 0.0 0.7 82.5 2.3: 17.5 97.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 11 6 0 1 10 16:
Old : 20: 8 11 5 0 1 9 16:
Other: 7: 4 2 1 0 1 4 4:
:----------------------------------------------------------------------------------------------------
: 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 14.4 74.4 24.2 64.7 14.4 71.1 24.2
Old : 63.0 18.5 71.9 31.3 59.1 18.5 67.6 31.3
Other: 82.5 2.3 82.5 2.3 82.4 2.2 82.4 2.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 10, 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 : 167,605: 27,623 28,999 23,109 95,532 93,428 146,264 145,536: 21,341 22,069
Old : 152,733: 29,498 28,433 18,419 85,219 85,113 133,136 131,965: 19,597 20,768
Other: 14,872: 1,988 4,429 827 10,313 8,315 13,128 13,571: 1,744 1,301
: : :
: : Changes in Commitments from: January 3, 2006 :
: -5,398: 1,990 -9,194 -3,109 -166 9,104 -1,285 -3,199: -4,113 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.3 13.8 57.0 55.7 87.3 86.8: 12.7 13.2
Old : 100.0: 19.3 18.6 12.1 55.8 55.7 87.2 86.4: 12.8 13.6
Other: 100.0: 13.4 29.8 5.6 69.3 55.9 88.3 91.3: 11.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 31 56 37 49 44 109 116:
Old : 158: 43 50 34 48 44 108 113:
Other: 45: 7 16 6 12 15 22 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 30.6 38.2 39.7 24.4 29.4 34.9 35.5
Old : 26.2 29.7 37.8 39.1 26.2 28.5 36.0 34.9
Other: 76.9 45.8 82.7 62.2 73.4 45.1 78.6 60.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 10, 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 : 585,254: 60,699 98,633 6,985 389,000 318,465 456,684 424,083: 128,570 161,171
Old : 585,254: 60,699 98,633 6,985 389,000 318,465 456,684 424,083: 128,570 161,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -17,166: -19,095 9,497 -3,331 8,337 -32,505 -14,089 -26,339: -3,077 9,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.9 1.2 66.5 54.4 78.0 72.5: 22.0 27.5
Old : 100.0: 10.4 16.9 1.2 66.5 54.4 78.0 72.5: 22.0 27.5
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 : 139: 26 34 13 52 59 83 101:
Old : 139: 26 34 13 52 59 83 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 18.0 38.7 29.4 21.3 14.6 30.3 22.5
Old : 28.6 18.0 38.7 29.4 21.3 14.6 30.3 22.5
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, January 10, 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 : 124,893: 23,556 11,939 14,393 62,047 82,413 99,996 108,745: 24,897 16,148
Old : 113,599: 23,667 11,761 10,456 55,287 75,636 89,410 97,853: 24,189 15,746
Other: 11,294: 1,775 2,064 2,051 6,760 6,777 10,586 10,892: 708 402
: : :
: : Changes in Commitments from: January 3, 2006 :
: -13,768: -8,041 1,317 -1,321 -2,040 -12,150 -11,402 -12,154: -2,366 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.6 11.5 49.7 66.0 80.1 87.1: 19.9 12.9
Old : 100.0: 20.8 10.4 9.2 48.7 66.6 78.7 86.1: 21.3 13.9
Other: 100.0: 15.7 18.3 18.2 59.9 60.0 93.7 96.4: 6.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 41 30 29 46 49 107 93:
Old : 136: 43 30 29 46 46 107 90:
Other: 54: 15 9 10 22 20 43 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 29.2 28.9 42.6 15.3 24.6 21.6 31.3
Old : 18.7 30.5 27.8 44.7 16.3 25.2 22.8 34.4
Other: 41.4 48.2 59.5 66.6 37.4 47.4 52.8 59.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 10, 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 : 9,955: 4,088 305 460 2,634 8,122 7,182 8,887: 2,773 1,068
Old : 9,367: 4,025 372 318 2,429 7,766 6,772 8,456: 2,595 911
Other: 588: 147 17 58 205 356 410 431: 178 157
: : :
: : Changes in Commitments from: January 3, 2006 :
: 757: 491 -52 -38 67 545 520 455: 237 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 3.1 4.6 26.5 81.6 72.1 89.3: 27.9 10.7
Old : 100.0: 43.0 4.0 3.4 25.9 82.9 72.3 90.3: 27.7 9.7
Other: 100.0: 25.0 2.9 9.9 34.9 60.5 69.7 73.3: 30.3 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 28 5 6 18 17 50 25:
Old : 62: 29 5 6 17 16 49 24:
Other: 18: 4 3 4 6 8 12 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 : 22.0 63.8 34.6 74.2 19.1 55.6 29.0 65.8
Old : 22.0 64.8 35.4 75.6 20.3 57.5 31.1 68.1
Other: 46.6 54.1 63.3 68.0 28.2 31.6 33.3 36.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 10, 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 : 411,820: 111,108 109,520 1,768 218,847 204,541 331,723 315,829: 80,097 95,991
Old : 411,820: 111,108 109,520 1,768 218,847 204,541 331,723 315,829: 80,097 95,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 8,039: -197 12,213 -2,582 -3,506 5,944 -6,285 15,575: 14,324 -7,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 26.6 0.4 53.1 49.7 80.6 76.7: 19.4 23.3
Old : 100.0: 27.0 26.6 0.4 53.1 49.7 80.6 76.7: 19.4 23.3
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 : 129: 25 26 3 47 54 73 82:
Old : 129: 25 26 3 47 54 73 82:
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 : 30.0 27.0 43.0 36.2 30.0 26.6 42.6 35.4
Old : 30.0 27.0 43.0 36.2 30.0 26.6 42.6 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 10, 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 : 1,584,307: 392,256 284,265 26,411 927,954 884,466 1,346,621 1,195,142: 237,686 389,165
Old : 1,584,307: 392,256 284,265 26,411 927,954 884,466 1,346,621 1,195,142: 237,686 389,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 20,619: -5,579 23,387 6,531 24,972 -10,031 25,924 19,887: -5,305 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.9 1.7 58.6 55.8 85.0 75.4: 15.0 24.6
Old : 100.0: 24.8 17.9 1.7 58.6 55.8 85.0 75.4: 15.0 24.6
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 : 228: 46 62 31 73 98 137 173:
Old : 228: 46 62 31 73 98 137 173:
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 : 35.6 26.1 47.4 33.1 34.1 24.7 43.1 29.9
Old : 35.6 26.1 47.4 33.1 34.1 24.7 43.1 29.9
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, January 10, 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 : 1,074,572: 187,769 203,552 12,004 695,721 608,163 895,494 823,719: 179,078 250,853
Old : 1,074,572: 187,769 203,552 12,004 695,721 608,163 895,494 823,719: 179,078 250,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,880: -9,553 -15,719 4,356 -507 3,993 -5,704 -7,370: 7,584 9,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.9 1.1 64.7 56.6 83.3 76.7: 16.7 23.3
Old : 100.0: 17.5 18.9 1.1 64.7 56.6 83.3 76.7: 16.7 23.3
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 : 166: 36 37 17 57 74 102 119:
Old : 166: 36 37 17 57 74 102 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 24.4 46.4 31.6 31.3 23.5 41.7 29.2
Old : 36.0 24.4 46.4 31.6 31.3 23.5 41.7 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 10, 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 : 502,344: 147,176 91,977 123,824 196,941 262,982 467,941 478,783: 34,403 23,561
Old : 502,344: 147,176 91,977 123,824 196,941 262,982 467,941 478,783: 34,403 23,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 28,390: -10,427 27,857 32,024 34,500 -13,479 56,097 46,402: -27,707 -18,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 18.3 24.6 39.2 52.4 93.2 95.3: 6.8 4.7
Old : 100.0: 29.3 18.3 24.6 39.2 52.4 93.2 95.3: 6.8 4.7
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 : 127: 28 30 43 50 48 105 100:
Old : 127: 28 30 43 50 48 105 100:
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 : 35.9 35.4 47.5 45.2 25.6 23.3 30.9 29.5
Old : 35.9 35.4 47.5 45.2 25.6 23.3 30.9 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 41,607: 11,448 6,514 4 16,470 28,563 27,922 35,081: 13,685 6,526
Old : 41,607: 11,448 6,514 4 16,470 28,563 27,922 35,081: 13,685 6,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,154: 1,794 -41 -2 1,739 2,215 3,531 2,172: 623 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.7 0.0 39.6 68.6 67.1 84.3: 32.9 15.7
Old : 100.0: 27.5 15.7 0.0 39.6 68.6 67.1 84.3: 32.9 15.7
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 : 54: 14 10 2 19 13 34 25:
Old : 54: 14 10 2 19 13 34 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 : 23.9 38.1 38.7 62.0 23.9 38.1 38.7 62.0
Old : 23.9 38.1 38.7 62.0 23.9 38.1 38.7 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 10, 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 : 76,079: 41,015 24,998 272 24,335 27,568 65,622 52,838: 10,457 23,241
Old : 76,079: 41,015 24,998 272 24,335 27,568 65,622 52,838: 10,457 23,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 11,130: 4,014 2,959 -10 5,482 6,057 9,486 9,006: 1,644 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 32.9 0.4 32.0 36.2 86.3 69.5: 13.7 30.5
Old : 100.0: 53.9 32.9 0.4 32.0 36.2 86.3 69.5: 13.7 30.5
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 : 79: 30 21 3 15 18 48 39:
Old : 79: 30 21 3 15 18 48 39:
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 : 51.7 32.9 62.3 50.9 51.7 32.4 62.3 50.3
Old : 51.7 32.9 62.3 50.9 51.7 32.4 62.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 10, 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 : 33,610: 8,826 4,323 510 24,247 28,746 33,583 33,579: 27 31
Old : 33,610: 8,826 4,323 510 24,247 28,746 33,583 33,579: 27 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -448: -72 -35 35 -203 10 -240 10: -208 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.9 1.5 72.1 85.5 99.9 99.9: 0.1 0.1
Old : 100.0: 26.3 12.9 1.5 72.1 85.5 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 : 50: 9 12 4 15 18 26 32:
Old : 50: 9 12 4 15 18 26 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 : 66.4 56.8 82.9 81.2 64.5 54.1 77.2 72.5
Old : 66.4 56.8 82.9 81.2 64.5 54.1 77.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006