WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 21, 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 : 390,551: 73,670 81,651 61,827 220,426 195,643 355,923 339,121: 34,628 51,430
Old : 245,346: 62,521 92,689 5,007 157,176 129,967 224,704 227,663: 20,642 17,683
Other: 145,205: 58,297 36,110 9,672 63,250 65,676 131,219 111,458: 13,986 33,747
: : :
: : Changes in Commitments from: February 14, 2006 :
: 11,431: -2,085 5,274 4,334 11,550 5,655 13,799 15,263: -2,368 -3,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.9 15.8 56.4 50.1 91.1 86.8: 8.9 13.2
Old : 100.0: 25.5 37.8 2.0 64.1 53.0 91.6 92.8: 8.4 7.2
Other: 100.0: 40.1 24.9 6.7 43.6 45.2 90.4 76.8: 9.6 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 107 117 108 45 64 238 225:
Old : 277: 90 116 40 33 48 151 177:
Other: 219: 83 66 55 28 63 141 155:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 26.9 42.5 34.6 29.2 24.6 42.3 29.8
Old : 41.9 33.6 57.2 43.3 41.9 33.1 57.2 42.7
Other: 31.4 23.4 44.1 30.6 30.1 21.4 42.4 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 21, 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 : 1,062,926: 254,766 99,588 159,067 488,874 539,114 902,707 797,769: 160,219 265,157
Old : 794,265: 216,649 150,586 70,839 381,566 399,202 669,054 620,627: 125,211 173,638
Other: 268,661: 114,720 25,605 11,625 107,308 139,912 233,653 177,142: 35,008 91,519
: : :
: : Changes in Commitments from: February 14, 2006 :
: 17,881: 17,411 295 -5,767 6,426 24,601 18,070 19,129: -189 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.4 15.0 46.0 50.7 84.9 75.1: 15.1 24.9
Old : 100.0: 27.3 19.0 8.9 48.0 50.3 84.2 78.1: 15.8 21.9
Other: 100.0: 42.7 9.5 4.3 39.9 52.1 87.0 65.9: 13.0 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 198 98 156 187 253 469 458:
Old : 611: 172 138 118 160 241 405 435:
Other: 415: 100 67 25 90 212 200 294:
:----------------------------------------------------------------------------------------------------
: 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 26.9 19.3 18.2 13.1 26.6 17.8
Old : 22.9 14.8 31.8 20.1 22.8 13.7 31.5 18.2
Other: 26.8 14.2 37.2 21.0 25.8 13.7 36.2 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 21, 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 : 11,579: 5,849 271 337 1,473 9,096 7,659 9,704: 3,920 1,875
Old : 9,349: 5,410 516 52 897 7,419 6,359 7,987: 2,990 1,362
Other: 2,230: 684 0 40 576 1,677 1,300 1,717: 930 513
: : :
: : Changes in Commitments from: February 14, 2006 :
: 43: -157 -35 65 96 48 4 78: 39 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 2.3 2.9 12.7 78.6 66.1 83.8: 33.9 16.2
Old : 100.0: 57.9 5.5 0.6 9.6 79.4 68.0 85.4: 32.0 14.6
Other: 100.0: 30.7 0.0 1.8 25.8 75.2 58.3 77.0: 41.7 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 24 6 6 10 14 38 23:
Old : 48: 21 9 2 4 14 27 23:
Other: 20: 9 0 4 7 8 16 12:
:----------------------------------------------------------------------------------------------------
: 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 43.7 39.7 68.0 26.8 40.3 38.4 63.4
Old : 33.2 43.0 47.4 67.8 33.2 43.0 47.4 67.8
Other: 36.9 63.2 52.6 75.2 34.6 62.1 48.6 71.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 21, 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 : 376,082: 65,152 50,631 55,050 190,857 161,992 311,059 267,673: 65,023 108,409
Old : 312,533: 63,607 65,870 29,876 162,916 139,673 256,399 235,419: 56,134 77,114
Other: 63,549: 24,864 8,080 1,855 27,941 22,319 54,660 32,254: 8,889 31,295
: : :
: : Changes in Commitments from: February 14, 2006 :
: 13,512: 6,244 -10,041 1,554 795 6,818 8,593 -1,669: 4,919 15,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.5 14.6 50.7 43.1 82.7 71.2: 17.3 28.8
Old : 100.0: 20.4 21.1 9.6 52.1 44.7 82.0 75.3: 18.0 24.7
Other: 100.0: 39.1 12.7 2.9 44.0 35.1 86.0 50.8: 14.0 49.2
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 101 98 117 96 108 278 273:
Old : 350: 108 105 90 89 102 247 258:
Other: 174: 48 35 14 42 68 100 110:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 15.4 31.8 23.4 19.0 10.5 26.8 14.7
Old : 24.8 17.3 36.8 26.7 24.4 14.7 33.9 21.3
Other: 33.3 15.3 44.3 22.0 33.1 14.1 43.9 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 21, 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 : 182,795: 31,055 25,327 27,081 100,261 110,289 158,397 162,697: 24,398 20,098
Old : 160,229: 32,202 26,063 18,190 88,382 97,415 138,774 141,668: 21,455 18,561
Other: 22,566: 4,626 5,037 3,118 11,879 12,874 19,623 21,029: 2,943 1,537
: : :
: : Changes in Commitments from: February 14, 2006 :
: -1,297: 3,464 -5,574 -902 -5,909 5,707 -3,347 -769: 2,050 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.9 14.8 54.8 60.3 86.7 89.0: 13.3 11.0
Old : 100.0: 20.1 16.3 11.4 55.2 60.8 86.6 88.4: 13.4 11.6
Other: 100.0: 20.5 22.3 13.8 52.6 57.1 87.0 93.2: 13.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 46 47 45 43 42 117 120:
Old : 165: 51 49 41 42 41 114 116:
Other: 52: 11 16 10 12 17 28 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 : 26.8 36.5 38.2 47.2 24.6 32.7 34.2 39.3
Old : 28.5 36.4 40.4 47.7 28.1 32.8 39.0 42.6
Other: 61.7 47.2 77.0 61.3 57.6 46.3 65.9 58.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 21, 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 : 668,942: 124,162 103,454 18,082 397,834 362,150 540,078 483,686: 128,864 185,256
Old : 668,942: 124,162 103,454 18,082 397,834 362,150 540,078 483,686: 128,864 185,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -5,289: -2,639 -13,925 9,738 -15,427 4,259 -8,328 72: 3,039 -5,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.5 2.7 59.5 54.1 80.7 72.3: 19.3 27.7
Old : 100.0: 18.6 15.5 2.7 59.5 54.1 80.7 72.3: 19.3 27.7
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 : 163: 38 35 33 59 74 113 127:
Old : 163: 38 35 33 59 74 113 127:
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 : 25.3 17.3 35.5 27.4 15.5 12.0 24.1 19.0
Old : 25.3 17.3 35.5 27.4 15.5 12.0 24.1 19.0
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 21, 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 : 133,035: 20,270 19,777 21,185 67,032 67,010 108,487 107,972: 24,548 25,063
Old : 114,029: 20,965 17,918 15,351 54,813 58,334 91,129 91,603: 22,900 22,426
Other: 19,006: 2,046 4,600 3,093 12,219 8,676 17,358 16,369: 1,648 2,637
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,865: -1,811 -1,269 -930 4,322 1,681 1,581 -518: 284 2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.9 15.9 50.4 50.4 81.5 81.2: 18.5 18.8
Old : 100.0: 18.4 15.7 13.5 48.1 51.2 79.9 80.3: 20.1 19.7
Other: 100.0: 10.8 24.2 16.3 64.3 45.6 91.3 86.1: 8.7 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 33 42 36 51 50 109 111:
Old : 146: 39 39 35 50 49 108 109:
Other: 61: 16 11 9 20 24 40 41:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 20.0 31.7 31.0 15.1 16.8 24.0 23.3
Old : 18.3 20.2 29.2 32.2 16.1 16.4 23.3 24.0
Other: 48.7 42.6 64.8 58.1 48.7 42.6 60.8 52.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 21, 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 : 13,168: 4,429 321 865 3,890 9,276 9,184 10,462: 3,984 2,706
Old : 11,041: 4,189 383 567 2,844 7,809 7,600 8,759: 3,441 2,282
Other: 2,127: 402 100 136 1,046 1,467 1,584 1,703: 543 424
: : :
: : Changes in Commitments from: February 14, 2006 :
: 497: -163 -27 100 354 -291 291 -218: 206 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.4 6.6 29.5 70.4 69.7 79.5: 30.3 20.5
Old : 100.0: 37.9 3.5 5.1 25.8 70.7 68.8 79.3: 31.2 20.7
Other: 100.0: 18.9 4.7 6.4 49.2 69.0 74.5 80.1: 25.5 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 25 6 8 19 19 47 31:
Old : 57: 23 6 8 17 16 43 27:
Other: 26: 6 5 7 8 12 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 53.9 33.9 62.2 16.8 44.5 26.2 51.4
Old : 21.8 55.1 33.5 64.2 20.0 48.1 30.0 56.7
Other: 46.2 52.2 60.0 66.3 32.4 30.1 38.9 43.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 21, 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 : 504,744: 137,470 138,946 9,833 268,777 239,715 416,080 388,494: 88,664 116,250
Old : 504,744: 137,470 138,946 9,833 268,777 239,715 416,080 388,494: 88,664 116,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 18,186: 4,758 -2,309 5,786 9,169 21,091 19,713 24,568: -1,527 -6,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 27.5 1.9 53.3 47.5 82.4 77.0: 17.6 23.0
Old : 100.0: 27.2 27.5 1.9 53.3 47.5 82.4 77.0: 17.6 23.0
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 : 152: 31 38 7 59 59 92 102:
Old : 152: 31 38 7 59 59 92 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 18.7 36.5 28.2 22.9 17.4 35.5 26.2
Old : 22.9 18.7 36.5 28.2 22.9 17.4 35.5 26.2
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 21, 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 : 1,924,084: 587,819 441,223 65,621 1,048,977 1,020,520 1,702,417 1,527,364: 221,667 396,720
Old : 1,924,084: 587,819 441,223 65,621 1,048,977 1,020,520 1,702,417 1,527,364: 221,667 396,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -73,590: 4,273 8,511 11,777 -65,960 -57,606 -49,910 -37,318: -23,680 -36,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 22.9 3.4 54.5 53.0 88.5 79.4: 11.5 20.6
Old : 100.0: 30.6 22.9 3.4 54.5 53.0 88.5 79.4: 11.5 20.6
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 : 263: 63 61 41 97 99 176 185:
Old : 263: 63 61 41 97 99 176 185:
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 : 30.7 27.4 39.2 35.8 26.6 25.4 35.1 33.1
Old : 30.7 27.4 39.2 35.8 26.6 25.4 35.1 33.1
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 21, 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 : 1,483,956: 372,596 386,242 57,898 894,809 721,686 1,325,303 1,165,826: 158,653 318,130
Old : 1,483,956: 372,596 386,242 57,898 894,809 721,686 1,325,303 1,165,826: 158,653 318,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 69,258: 31,898 20,221 4,902 26,765 46,032 63,565 71,155: 5,693 -1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 26.0 3.9 60.3 48.6 89.3 78.6: 10.7 21.4
Old : 100.0: 25.1 26.0 3.9 60.3 48.6 89.3 78.6: 10.7 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 51 47 32 67 86 125 158:
Old : 212: 51 47 32 67 86 125 158:
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 : 28.0 21.7 39.1 30.0 21.0 18.1 29.9 24.8
Old : 28.0 21.7 39.1 30.0 21.0 18.1 29.9 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 21, 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 : 514,889: 112,976 119,082 131,465 224,761 229,782 469,202 480,329: 45,687 34,560
Old : 514,889: 112,976 119,082 131,465 224,761 229,782 469,202 480,329: 45,687 34,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -12,617: -22,882 -4,430 11,628 2,413 -9,851 -8,841 -2,653: -3,776 -9,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.1 25.5 43.7 44.6 91.1 93.3: 8.9 6.7
Old : 100.0: 21.9 23.1 25.5 43.7 44.6 91.1 93.3: 8.9 6.7
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 : 131: 33 29 38 58 49 117 94:
Old : 131: 33 29 38 58 49 117 94:
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 : 18.7 29.4 32.1 41.7 12.8 18.8 21.1 25.4
Old : 18.7 29.4 32.1 41.7 12.8 18.8 21.1 25.4
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 21, 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 : 42,617: 12,530 8,744 34 17,443 26,518 30,007 35,296: 12,610 7,321
Old : 42,617: 12,530 8,744 34 17,443 26,518 30,007 35,296: 12,610 7,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,956: 2,972 2,156 19 712 1,513 3,703 3,688: 253 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 20.5 0.1 40.9 62.2 70.4 82.8: 29.6 17.2
Old : 100.0: 29.4 20.5 0.1 40.9 62.2 70.4 82.8: 29.6 17.2
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 : 60: 15 13 2 24 12 40 26:
Old : 60: 15 13 2 24 12 40 26:
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 : 25.2 42.0 40.7 62.0 25.1 41.9 40.6 60.7
Old : 25.2 42.0 40.7 62.0 25.1 41.9 40.6 60.7
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, February 21, 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 : 92,295: 48,224 26,573 1,165 34,750 39,988 84,139 67,726: 8,156 24,569
Old : 92,295: 48,224 26,573 1,165 34,750 39,988 84,139 67,726: 8,156 24,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 139: 1,825 1,452 216 -933 1,047 1,108 2,715: -969 -2,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 28.8 1.3 37.7 43.3 91.2 73.4: 8.8 26.6
Old : 100.0: 52.2 28.8 1.3 37.7 43.3 91.2 73.4: 8.8 26.6
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 : 87: 32 24 6 16 20 52 46:
Old : 87: 32 24 6 16 20 52 46:
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 : 47.3 37.5 58.1 52.6 47.3 37.4 58.1 51.1
Old : 47.3 37.5 58.1 52.6 47.3 37.4 58.1 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 21, 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 : 31,818: 7,601 3,096 557 23,321 27,783 31,479 31,436: 339 382
Old : 31,818: 7,601 3,096 557 23,321 27,783 31,479 31,436: 339 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -1,046: 58 -568 0 -1,057 -485 -999 -1,053: -47 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.7 1.8 73.3 87.3 98.9 98.8: 1.1 1.2
Old : 100.0: 23.9 9.7 1.8 73.3 87.3 98.9 98.8: 1.1 1.2
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 : 47: 8 11 6 16 18 25 34:
Old : 47: 8 11 6 16 18 25 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 : 65.7 56.8 84.7 79.1 64.5 54.5 78.7 69.9
Old : 65.7 56.8 84.7 79.1 64.5 54.5 78.7 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006