WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 24, 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 : 323,548: 54,558 81,635 43,757 198,126 157,072 296,441 282,464: 27,107 41,084
Old : 236,882: 53,260 85,024 9,948 154,361 120,484 217,569 215,456: 19,313 21,426
Other: 86,666: 26,753 22,066 8,354 43,765 36,588 78,872 67,008: 7,794 19,658
: : :
: : Changes in Commitments from: January 17, 2006 :
: 4,358: 683 4,392 3,216 966 130 4,865 7,738: -507 -3,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 25.2 13.5 61.2 48.5 91.6 87.3: 8.4 12.7
Old : 100.0: 22.5 35.9 4.2 65.2 50.9 91.8 91.0: 8.2 9.0
Other: 100.0: 30.9 25.5 9.6 50.5 42.2 91.0 77.3: 9.0 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 77 113 95 45 63 196 212:
Old : 261: 72 116 48 34 50 145 178:
Other: 160: 57 44 39 19 57 93 123:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 28.0 49.1 35.3 33.8 25.0 48.9 31.1
Old : 44.9 34.1 59.6 43.0 44.9 34.1 59.6 42.5
Other: 44.6 22.6 59.9 30.9 40.5 16.5 50.9 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 24, 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 : 893,201: 163,250 159,074 95,515 487,471 416,644 746,236 671,233: 146,965 221,968
Old : 738,273: 145,075 173,449 55,080 416,252 338,853 616,407 567,382: 121,866 170,891
Other: 154,928: 49,698 17,148 8,912 71,219 77,791 129,829 103,851: 25,099 51,077
: : :
: : Changes in Commitments from: January 17, 2006 :
: 21,201: -4,895 25,188 3,085 16,134 -7,620 14,324 20,653: 6,877 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 17.8 10.7 54.6 46.6 83.5 75.1: 16.5 24.9
Old : 100.0: 19.7 23.5 7.5 56.4 45.9 83.5 76.9: 16.5 23.1
Other: 100.0: 32.1 11.1 5.8 46.0 50.2 83.8 67.0: 16.2 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 136 109 118 180 200 388 386:
Old : 526: 132 126 88 165 187 351 358:
Other: 310: 66 51 17 60 162 133 223:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 15.8 31.4 21.9 20.1 14.5 29.9 20.0
Old : 24.3 15.5 35.6 22.2 24.3 14.1 33.5 20.0
Other: 29.0 20.8 37.8 27.3 28.8 20.5 37.4 25.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 24, 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 : 10,133: 5,019 688 28 1,847 7,624 6,894 8,340: 3,239 1,793
Old : 8,998: 4,946 693 0 1,350 6,799 6,296 7,492: 2,702 1,506
Other: 1,135: 84 6 17 497 825 598 848: 537 287
: : :
: : Changes in Commitments from: January 17, 2006 :
: 162: -157 99 27 277 -105 147 21: 15 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 6.8 0.3 18.2 75.2 68.0 82.3: 32.0 17.7
Old : 100.0: 55.0 7.7 0.0 15.0 75.6 70.0 83.3: 30.0 16.7
Other: 100.0: 7.4 0.5 1.5 43.8 72.7 52.7 74.7: 47.3 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 8 3 9 15 30 24:
Old : 45: 18 9 0 8 15 26 24:
Other: 14: 4 1 2 3 7 7 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 : 27.9 42.6 44.2 62.4 27.2 36.6 42.4 54.8
Old : 30.6 43.3 47.8 61.7 30.6 41.4 47.8 58.6
Other: 47.8 68.5 52.7 74.0 44.2 68.5 48.0 70.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 24, 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 : 330,206: 54,707 76,211 45,397 176,515 123,280 276,619 244,888: 53,587 85,318
Old : 286,666: 51,256 85,393 29,837 157,598 107,258 238,691 222,488: 47,975 64,178
Other: 43,540: 18,024 5,391 987 18,917 16,022 37,928 22,400: 5,612 21,140
: : :
: : Changes in Commitments from: January 17, 2006 :
: 12,485: 1,263 10,022 6,600 6,549 -1,703 14,412 14,919: -1,927 -2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.1 13.7 53.5 37.3 83.8 74.2: 16.2 25.8
Old : 100.0: 17.9 29.8 10.4 55.0 37.4 83.3 77.6: 16.7 22.4
Other: 100.0: 41.4 12.4 2.3 43.4 36.8 87.1 51.4: 12.9 48.6
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 82 119 88 83 91 230 257:
Old : 337: 77 133 68 78 83 209 243:
Other: 142: 42 24 12 31 57 80 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 14.2 32.1 21.9 20.7 10.7 29.3 15.6
Old : 25.8 15.6 36.6 24.0 25.8 13.1 35.6 19.3
Other: 36.0 21.0 49.2 27.8 34.6 21.0 46.4 27.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,748: 8,626 4,494 1,264 0 213 9,890 5,971: 4,858 8,777
Old : 11,413: 5,815 4,459 1,255 0 181 7,070 5,895: 4,343 5,518
Other: 3,335: 2,816 40 4 0 32 2,820 76: 515 3,259
: : :
: : Changes in Commitments from: January 17, 2006 :
: -330: -165 1,166 -1,205 0 18 -1,370 -21: 1,040 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 30.5 8.6 0.0 1.4 67.1 40.5: 32.9 59.5
Old : 100.0: 51.0 39.1 11.0 0.0 1.6 61.9 51.7: 38.1 48.3
Other: 100.0: 84.4 1.2 0.1 0.0 1.0 84.6 2.3: 15.4 97.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 9 8 0 1 14 14:
Old : 20: 10 9 7 0 1 13 14:
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 : 55.2 23.1 62.8 33.2 48.8 21.2 56.1 29.1
Old : 49.2 29.5 57.1 42.6 40.9 27.0 48.8 37.3
Other: 84.6 2.3 84.6 2.3 84.4 2.2 84.4 2.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 24, 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 : 174,517: 28,631 40,905 22,135 101,423 88,248 152,189 151,288: 22,328 23,229
Old : 157,347: 29,694 40,647 16,369 91,021 78,610 137,084 135,626: 20,263 21,721
Other: 17,170: 3,072 4,393 1,631 10,402 9,638 15,105 15,662: 2,065 1,508
: : :
: : Changes in Commitments from: January 17, 2006 :
: 8,955: 3,218 6,237 1,476 2,957 905 7,651 8,618: 1,304 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.4 12.7 58.1 50.6 87.2 86.7: 12.8 13.3
Old : 100.0: 18.9 25.8 10.4 57.8 50.0 87.1 86.2: 12.9 13.8
Other: 100.0: 17.9 25.6 9.5 60.6 56.1 88.0 91.2: 12.0 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 35 56 34 52 41 110 120:
Old : 167: 45 54 29 51 40 109 114:
Other: 46: 8 15 9 12 16 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 : 28.2 27.8 39.4 35.7 26.8 26.5 37.4 33.1
Old : 28.3 26.6 39.5 35.0 28.3 25.5 38.6 32.6
Other: 74.7 42.4 81.5 56.3 68.8 41.7 73.3 55.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 24, 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 : 612,913: 81,604 93,406 5,935 390,729 365,572 478,268 464,913: 134,645 148,000
Old : 612,913: 81,604 93,406 5,935 390,729 365,572 478,268 464,913: 134,645 148,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 834: 3,872 -3,846 743 8,348 10,249 12,963 7,146: -12,129 -6,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.2 1.0 63.7 59.6 78.0 75.9: 22.0 24.1
Old : 100.0: 13.3 15.2 1.0 63.7 59.6 78.0 75.9: 22.0 24.1
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 : 148: 27 37 17 53 66 91 109:
Old : 148: 27 37 17 53 66 91 109:
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 : 26.7 19.0 35.7 29.0 15.8 13.2 23.9 20.3
Old : 26.7 19.0 35.7 29.0 15.8 13.2 23.9 20.3
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 24, 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 : 126,402: 20,903 17,137 17,282 61,457 71,338 99,642 105,757: 26,760 20,645
Old : 112,996: 20,650 16,804 13,065 53,542 63,545 87,257 93,414: 25,739 19,582
Other: 13,406: 2,139 2,219 2,331 7,915 7,793 12,385 12,343: 1,021 1,063
: : :
: : Changes in Commitments from: January 17, 2006 :
: 745: -181 4,888 1,376 -800 -8,530 395 -2,266: 350 3,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.6 13.7 48.6 56.4 78.8 83.7: 21.2 16.3
Old : 100.0: 18.3 14.9 11.6 47.4 56.2 77.2 82.7: 22.8 17.3
Other: 100.0: 16.0 16.6 17.4 59.0 58.1 92.4 92.1: 7.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 39 32 32 45 49 102 103:
Old : 140: 40 34 31 45 47 102 100:
Other: 54: 14 9 6 21 23 39 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 : 21.4 24.8 31.1 35.3 19.6 22.3 26.5 29.7
Old : 20.3 25.1 29.6 36.5 20.0 22.5 27.3 30.8
Other: 43.5 41.4 61.6 58.5 39.9 40.6 53.9 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 24, 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 : 11,074: 4,322 413 1,133 2,586 8,333 8,041 9,879: 3,033 1,195
Old : 10,050: 4,242 462 863 2,175 7,771 7,280 9,096: 2,770 954
Other: 1,024: 180 51 170 411 562 761 783: 263 241
: : :
: : Changes in Commitments from: January 17, 2006 :
: 635: -4 70 471 177 150 644 691: -9 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 3.7 10.2 23.4 75.2 72.6 89.2: 27.4 10.8
Old : 100.0: 42.2 4.6 8.6 21.6 77.3 72.4 90.5: 27.6 9.5
Other: 100.0: 17.6 5.0 16.6 40.1 54.9 74.3 76.5: 25.7 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 28 6 8 16 17 48 28:
Old : 60: 27 8 8 15 16 47 27:
Other: 20: 4 4 5 7 8 15 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 : 20.8 59.1 32.5 69.2 16.9 50.6 25.7 59.1
Old : 21.2 60.8 32.3 71.3 18.6 53.6 28.3 62.8
Other: 42.4 50.8 60.9 67.6 25.5 24.9 33.7 34.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 24, 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 : 461,715: 133,320 138,988 3,758 237,171 211,747 374,249 354,493: 87,466 107,222
Old : 461,715: 133,320 138,988 3,758 237,171 211,747 374,249 354,493: 87,466 107,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 14,691: 3,891 4,122 -474 8,770 3,676 12,187 7,324: 2,504 7,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 30.1 0.8 51.4 45.9 81.1 76.8: 18.9 23.2
Old : 100.0: 28.9 30.1 0.8 51.4 45.9 81.1 76.8: 18.9 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 30 26 3 54 59 85 87:
Old : 141: 30 26 3 54 59 85 87:
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 : 25.8 29.2 40.5 37.8 25.8 28.8 40.4 37.4
Old : 25.8 29.2 40.5 37.8 25.8 28.8 40.4 37.4
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 24, 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 : 1,787,420: 512,492 349,225 40,978 991,591 1,006,799 1,545,061 1,397,002: 242,359 390,418
Old : 1,787,420: 512,492 349,225 40,978 991,591 1,006,799 1,545,061 1,397,002: 242,359 390,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 131,657: 100,541 55,270 16,489 37,284 48,418 154,314 120,177: -22,657 11,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.5 2.3 55.5 56.3 86.4 78.2: 13.6 21.8
Old : 100.0: 28.7 19.5 2.3 55.5 56.3 86.4 78.2: 13.6 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 : 258: 50 73 43 85 106 163 194:
Old : 258: 50 73 43 85 106 163 194:
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 : 34.2 24.7 43.6 31.4 28.3 23.1 37.5 28.4
Old : 34.2 24.7 43.6 31.4 28.3 23.1 37.5 28.4
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 - Futures Only, January 24, 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 : 1,081,452: 196,614 230,248 25,313 663,034 581,880 884,961 837,441: 196,491 244,011
Old : 1,081,452: 196,614 230,248 25,313 663,034 581,880 884,961 837,441: 196,491 244,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -6,954: 12,770 28,612 5,013 -34,355 -33,678 -16,572 -53: 9,618 -6,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.3 2.3 61.3 53.8 81.8 77.4: 18.2 22.6
Old : 100.0: 18.2 21.3 2.3 61.3 53.8 81.8 77.4: 18.2 22.6
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 : 174: 36 41 17 62 74 105 125:
Old : 174: 36 41 17 62 74 105 125:
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 : 33.5 20.1 42.3 28.8 29.8 19.3 38.2 25.7
Old : 33.5 20.1 42.3 28.8 29.8 19.3 38.2 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 - Futures Only, January 24, 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 : 581,436: 176,002 99,423 142,296 223,552 308,073 541,850 549,792: 39,586 31,644
Old : 581,436: 176,002 99,423 142,296 223,552 308,073 541,850 549,792: 39,586 31,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 30,703: -148 5,975 8,602 20,557 8,600 29,011 23,177: 1,692 7,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 17.1 24.5 38.4 53.0 93.2 94.6: 6.8 5.4
Old : 100.0: 30.3 17.1 24.5 38.4 53.0 93.2 94.6: 6.8 5.4
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 : 135: 32 30 44 54 45 114 99:
Old : 135: 32 30 44 54 45 114 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 31.6 47.7 44.1 25.3 20.6 30.7 27.5
Old : 35.0 31.6 47.7 44.1 25.3 20.6 30.7 27.5
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,472: 8,773 6,545 22 16,437 27,109 25,232 33,676: 14,240 5,796
Old : 39,472: 8,773 6,545 22 16,437 27,109 25,232 33,676: 14,240 5,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,093: -2,628 -7 17 177 -1,528 -2,434 -1,518: 1,341 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.6 0.1 41.6 68.7 63.9 85.3: 36.1 14.7
Old : 100.0: 22.2 16.6 0.1 41.6 68.7 63.9 85.3: 36.1 14.7
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 : 52: 9 13 3 19 13 30 27:
Old : 52: 9 13 3 19 13 30 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 : 25.0 43.7 40.1 65.7 25.0 43.7 40.1 65.7
Old : 25.0 43.7 40.1 65.7 25.0 43.7 40.1 65.7
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 - Futures Only, January 24, 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 : 80,496: 36,961 31,537 434 32,961 25,763 70,356 57,734: 10,140 22,762
Old : 80,496: 36,961 31,537 434 32,961 25,763 70,356 57,734: 10,140 22,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,558: -3,958 8,410 150 11,297 -2,311 7,489 6,249: -1,931 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 39.2 0.5 40.9 32.0 87.4 71.7: 12.6 28.3
Old : 100.0: 45.9 39.2 0.5 40.9 32.0 87.4 71.7: 12.6 28.3
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 : 80: 29 22 3 16 17 48 39:
Old : 80: 29 22 3 16 17 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 : 54.0 36.0 63.9 55.7 54.0 35.8 63.9 55.2
Old : 54.0 36.0 63.9 55.7 54.0 35.8 63.9 55.2
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 24, 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 : 32,601: 7,637 4,161 479 24,159 27,812 32,275 32,452: 326 149
Old : 32,601: 7,637 4,161 479 24,159 27,812 32,275 32,452: 326 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,115: -1,134 -115 -33 -242 -1,087 -1,409 -1,235: 294 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.8 1.5 74.1 85.3 99.0 99.5: 1.0 0.5
Old : 100.0: 23.4 12.8 1.5 74.1 85.3 99.0 99.5: 1.0 0.5
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 : 48: 7 12 4 15 18 23 33:
Old : 48: 7 12 4 15 18 23 33:
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 : 68.5 56.0 85.8 81.5 66.4 53.1 79.9 72.6
Old : 68.5 56.0 85.8 81.5 66.4 53.1 79.9 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006