WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 14, 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 : 379,120: 75,755 76,377 57,493 208,876 189,988 342,124 323,858: 36,996 55,262
Old : 247,435: 65,404 84,859 5,886 150,558 130,872 221,848 221,617: 25,587 25,818
Other: 131,685: 52,218 33,385 9,740 58,318 59,116 120,276 102,241: 11,409 29,444
: : :
: : Changes in Commitments from: February 7, 2006 :
: 4,920: 4,343 1,838 -8,084 5,539 5,510 1,798 -736: 3,122 5,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 20.1 15.2 55.1 50.1 90.2 85.4: 9.8 14.6
Old : 100.0: 26.4 34.3 2.4 60.8 52.9 89.7 89.6: 10.3 10.4
Other: 100.0: 39.7 25.4 7.4 44.3 44.9 91.3 77.6: 8.7 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 109 108 106 44 66 234 224:
Old : 277: 91 113 44 31 49 159 172:
Other: 214: 77 65 50 24 64 130 152:
:----------------------------------------------------------------------------------------------------
: 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 26.9 43.3 34.7 29.8 25.1 43.1 30.2
Old : 42.6 33.2 56.9 42.9 42.6 33.2 56.5 42.8
Other: 33.8 23.6 47.1 31.1 32.2 22.0 43.7 29.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 14, 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 : 1,045,045: 237,355 99,293 164,834 482,448 514,513 884,637 778,640: 160,408 266,405
Old : 787,546: 202,363 152,032 75,195 380,792 380,961 658,350 608,188: 129,196 179,358
Other: 257,499: 112,682 24,951 11,949 101,656 133,552 226,287 170,452: 31,212 87,047
: : :
: : Changes in Commitments from: February 7, 2006 :
: 16,875: 1,679 -4,693 13,223 -6,076 4,579 8,826 13,109: 8,049 3,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.5 15.8 46.2 49.2 84.7 74.5: 15.3 25.5
Old : 100.0: 25.7 19.3 9.5 48.4 48.4 83.6 77.2: 16.4 22.8
Other: 100.0: 43.8 9.7 4.6 39.5 51.9 87.9 66.2: 12.1 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 184 98 161 186 241 469 448:
Old : 602: 172 133 122 154 226 402 422:
Other: 405: 100 64 23 87 201 197 279:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 14.0 26.8 19.2 18.2 13.1 26.6 17.6
Old : 22.9 14.1 31.7 19.6 22.9 13.0 31.4 17.7
Other: 26.9 16.0 36.8 22.2 25.9 15.5 35.8 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 14, 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 : 11,536: 6,006 306 272 1,377 9,048 7,655 9,626: 3,881 1,910
Old : 9,550: 5,627 520 38 811 7,502 6,476 8,060: 3,074 1,490
Other: 1,986: 593 0 20 566 1,546 1,179 1,566: 807 420
: : :
: : Changes in Commitments from: February 7, 2006 :
: -748: -486 -385 116 -57 89 -427 -180: -321 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 2.7 2.4 11.9 78.4 66.4 83.4: 33.6 16.6
Old : 100.0: 58.9 5.4 0.4 8.5 78.6 67.8 84.4: 32.2 15.6
Other: 100.0: 29.9 0.0 1.0 28.5 77.8 59.4 78.9: 40.6 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 24 7 6 8 12 36 21:
Old : 44: 21 9 5 4 12 30 21:
Other: 19: 9 0 3 6 8 15 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 : 26.9 45.6 41.8 69.9 26.7 40.8 39.2 63.8
Old : 32.3 45.3 47.3 69.6 32.3 43.7 47.3 68.0
Other: 38.5 64.9 53.8 77.8 35.9 63.6 50.3 74.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 14, 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 : 362,570: 58,908 60,672 53,496 190,062 155,174 302,466 269,342: 60,104 93,228
Old : 304,046: 58,803 77,608 28,113 164,521 133,957 251,437 239,678: 52,609 64,368
Other: 58,524: 23,774 6,733 1,714 25,541 21,217 51,029 29,664: 7,495 28,860
: : :
: : Changes in Commitments from: February 7, 2006 :
: 11,506: 230 -4,791 6,517 2,332 11,038 9,079 12,764: 2,427 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.7 14.8 52.4 42.8 83.4 74.3: 16.6 25.7
Old : 100.0: 19.3 25.5 9.2 54.1 44.1 82.7 78.8: 17.3 21.2
Other: 100.0: 40.6 11.5 2.9 43.6 36.3 87.2 50.7: 12.8 49.3
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 94 97 102 97 101 266 262:
Old : 346: 96 115 78 88 94 239 245:
Other: 165: 47 33 12 38 64 93 103:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 16.1 31.8 24.5 19.3 11.5 27.2 15.9
Old : 24.8 17.8 36.9 27.6 24.7 15.8 34.1 22.1
Other: 34.1 17.3 46.1 23.5 33.9 15.7 45.0 21.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 14, 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 : 184,092: 27,591 30,901 27,983 106,170 104,582 161,744 163,466: 22,348 20,626
Old : 162,317: 29,702 32,061 18,841 94,104 92,141 142,647 143,043: 19,670 19,274
Other: 21,775: 4,105 5,056 2,926 12,066 12,441 19,097 20,423: 2,678 1,352
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,165: -577 -905 -2,472 2,228 1,521 -821 -1,856: -344 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.8 15.2 57.7 56.8 87.9 88.8: 12.1 11.2
Old : 100.0: 18.3 19.8 11.6 58.0 56.8 87.9 88.1: 12.1 11.9
Other: 100.0: 18.9 23.2 13.4 55.4 57.1 87.7 93.8: 12.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 37 58 50 46 44 118 132:
Old : 174: 41 63 45 45 43 116 127:
Other: 51: 13 14 10 11 17 28 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 33.1 38.4 42.9 24.2 29.3 35.0 36.1
Old : 28.0 32.4 39.6 42.9 27.5 28.8 38.7 36.4
Other: 64.1 46.9 79.4 60.9 59.3 46.0 67.6 59.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 14, 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 : 674,231: 126,801 117,379 8,344 413,261 357,891 548,406 483,614: 125,825 190,617
Old : 674,231: 126,801 117,379 8,344 413,261 357,891 548,406 483,614: 125,825 190,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 15,731: 6,846 23,157 -3,798 7,985 7,332 11,033 26,691: 4,698 -10,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.4 1.2 61.3 53.1 81.3 71.7: 18.7 28.3
Old : 100.0: 18.8 17.4 1.2 61.3 53.1 81.3 71.7: 18.7 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 : 154: 35 33 22 58 66 104 110:
Old : 154: 35 33 22 58 66 104 110:
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 : 27.2 18.2 37.7 27.7 17.2 11.7 25.5 18.9
Old : 27.2 18.2 37.7 27.7 17.2 11.7 25.5 18.9
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, February 14, 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 : 131,170: 22,081 21,046 22,115 62,710 65,329 106,906 108,490: 24,264 22,680
Old : 113,024: 23,054 20,056 15,706 51,649 56,404 90,409 92,166: 22,615 20,858
Other: 18,146: 2,262 4,225 3,174 11,061 8,925 16,497 16,324: 1,649 1,822
: : :
: : Changes in Commitments from: February 7, 2006 :
: -304: 1,263 -953 40 -2,230 226 -927 -687: 623 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.0 16.9 47.8 49.8 81.5 82.7: 18.5 17.3
Old : 100.0: 20.4 17.7 13.9 45.7 49.9 80.0 81.5: 20.0 18.5
Other: 100.0: 12.5 23.3 17.5 61.0 49.2 90.9 90.0: 9.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 36 43 38 49 49 111 113:
Old : 152: 41 42 37 48 48 110 111:
Other: 56: 14 11 10 20 23 38 40:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 20.6 31.5 31.2 16.9 18.0 25.6 24.8
Old : 18.4 20.8 29.3 31.5 16.9 17.5 24.7 25.3
Other: 46.4 47.0 63.9 63.0 45.6 47.0 57.6 56.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 14, 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 : 12,671: 4,592 348 765 3,536 9,567 8,893 10,680: 3,778 1,991
Old : 10,685: 4,280 418 548 2,580 8,159 7,408 9,125: 3,277 1,560
Other: 1,986: 412 30 117 956 1,408 1,485 1,555: 501 431
: : :
: : Changes in Commitments from: February 7, 2006 :
: -334: -333 -55 -442 164 -527 -611 -1,024: 277 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 2.7 6.0 27.9 75.5 70.2 84.3: 29.8 15.7
Old : 100.0: 40.1 3.9 5.1 24.1 76.4 69.3 85.4: 30.7 14.6
Other: 100.0: 20.7 1.5 5.9 48.1 70.9 74.8 78.3: 25.2 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 25 7 7 17 20 46 31:
Old : 60: 24 7 7 16 18 44 28:
Other: 24: 7 3 6 7 11 16 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 57.1 35.2 65.8 17.5 47.9 27.1 55.6
Old : 22.6 58.5 35.1 68.0 20.7 52.0 30.9 60.9
Other: 46.0 54.4 61.2 68.1 31.2 30.8 38.7 43.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 14, 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 : 486,558: 132,712 141,255 4,047 259,608 218,624 396,367 363,926: 90,191 122,632
Old : 486,558: 132,712 141,255 4,047 259,608 218,624 396,367 363,926: 90,191 122,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 5,208: -8,648 3,851 -367 10,556 -1,683 1,541 1,801: 3,667 3,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 29.0 0.8 53.4 44.9 81.5 74.8: 18.5 25.2
Old : 100.0: 27.3 29.0 0.8 53.4 44.9 81.5 74.8: 18.5 25.2
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 : 151: 32 36 5 58 59 91 99:
Old : 151: 32 36 5 58 59 91 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 : 23.9 20.7 37.7 29.1 23.8 20.4 36.9 28.8
Old : 23.9 20.7 37.7 29.1 23.8 20.4 36.9 28.8
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, February 14, 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 : 1,997,674: 583,546 432,712 53,844 1,114,937 1,078,126 1,752,327 1,564,682: 245,347 432,992
Old : 1,997,674: 583,546 432,712 53,844 1,114,937 1,078,126 1,752,327 1,564,682: 245,347 432,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -19,438: -439 -13,360 6,125 -55,455 -47,342 -49,769 -54,577: 30,331 35,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 21.7 2.7 55.8 54.0 87.7 78.3: 12.3 21.7
Old : 100.0: 29.2 21.7 2.7 55.8 54.0 87.7 78.3: 12.3 21.7
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 : 258: 60 60 44 94 101 173 186:
Old : 258: 60 60 44 94 101 173 186:
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 28.8 40.3 38.8 26.8 26.6 34.6 34.0
Old : 32.5 28.8 40.3 38.8 26.8 26.6 34.6 34.0
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, February 14, 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 : 1,414,698: 340,698 366,021 52,996 868,044 675,654 1,261,738 1,094,671: 152,960 320,027
Old : 1,414,698: 340,698 366,021 52,996 868,044 675,654 1,261,738 1,094,671: 152,960 320,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 80,505: 24,828 5,380 8,686 56,641 62,346 90,155 76,412: -9,650 4,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.9 3.7 61.4 47.8 89.2 77.4: 10.8 22.6
Old : 100.0: 24.1 25.9 3.7 61.4 47.8 89.2 77.4: 10.8 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 : 207: 51 44 29 66 80 124 146:
Old : 207: 51 44 29 66 80 124 146:
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 : 27.1 21.8 38.2 30.0 22.2 19.3 31.3 25.6
Old : 27.1 21.8 38.2 30.0 22.2 19.3 31.3 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 14, 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 : 527,506: 135,858 123,512 119,837 222,348 239,633 478,043 482,982: 49,463 44,524
Old : 527,506: 135,858 123,512 119,837 222,348 239,633 478,043 482,982: 49,463 44,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 56,788: 12,037 8,529 19,562 25,271 23,740 56,870 51,831: -82 4,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 23.4 22.7 42.2 45.4 90.6 91.6: 9.4 8.4
Old : 100.0: 25.8 23.4 22.7 42.2 45.4 90.6 91.6: 9.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 30 30 37 55 44 109 90:
Old : 126: 30 30 37 55 44 109 90:
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 : 23.4 30.1 37.6 42.1 19.5 20.4 27.9 27.3
Old : 23.4 30.1 37.6 42.1 19.5 20.4 27.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 38,661: 9,558 6,588 15 16,731 25,005 26,304 31,608: 12,357 7,053
Old : 38,661: 9,558 6,588 15 16,731 25,005 26,304 31,608: 12,357 7,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 179: 182 -331 -2 -1,058 -833 -878 -1,166: 1,057 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 17.0 0.0 43.3 64.7 68.0 81.8: 32.0 18.2
Old : 100.0: 24.7 17.0 0.0 43.3 64.7 68.0 81.8: 32.0 18.2
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 : 54: 13 11 4 23 11 38 24:
Old : 54: 13 11 4 23 11 38 24:
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 : 26.8 43.5 41.6 65.5 26.8 43.5 41.6 64.2
Old : 26.8 43.5 41.6 65.5 26.8 43.5 41.6 64.2
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, February 14, 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 : 92,156: 46,399 25,121 949 35,683 38,941 83,031 65,011: 9,125 27,145
Old : 92,156: 46,399 25,121 949 35,683 38,941 83,031 65,011: 9,125 27,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,726: 7,085 -6,600 609 -2,525 2,940 5,169 -3,051: -2,443 5,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 27.3 1.0 38.7 42.3 90.1 70.5: 9.9 29.5
Old : 100.0: 50.3 27.3 1.0 38.7 42.3 90.1 70.5: 9.9 29.5
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 : 85: 34 20 5 17 19 55 40:
Old : 85: 34 20 5 17 19 55 40:
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 : 48.8 38.6 59.6 52.1 48.8 38.5 59.6 51.1
Old : 48.8 38.6 59.6 52.1 48.8 38.5 59.6 51.1
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 - Futures Only, February 14, 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 : 32,864: 7,543 3,664 557 24,378 28,268 32,478 32,489: 386 375
Old : 32,864: 7,543 3,664 557 24,378 28,268 32,478 32,489: 386 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -95: 16 -388 1 -100 195 -83 -192: -12 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.1 1.7 74.2 86.0 98.8 98.9: 1.2 1.1
Old : 100.0: 23.0 11.1 1.7 74.2 86.0 98.8 98.9: 1.2 1.1
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 : 47: 8 12 6 15 17 24 34:
Old : 47: 8 12 6 15 17 24 34:
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 : 67.3 62.3 85.2 78.4 65.7 54.8 79.4 69.6
Old : 67.3 62.3 85.2 78.4 65.7 54.8 79.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006