WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 393,296: 68,455 71,423 68,302 222,786 200,995 359,543 340,720: 33,753 52,576
Old : 217,027: 53,300 81,990 871 145,781 119,206 199,952 202,067: 17,075 14,960
Other: 176,269: 65,473 39,751 17,113 77,005 81,789 159,591 138,653: 16,678 37,616
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,211: -4,737 1,515 -329 590 -4,388 -4,476 -3,202: 1,265 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.2 17.4 56.6 51.1 91.4 86.6: 8.6 13.4
Old : 100.0: 24.6 37.8 0.4 67.2 54.9 92.1 93.1: 7.9 6.9
Other: 100.0: 37.1 22.6 9.7 43.7 46.4 90.5 78.7: 9.5 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 100 111 111 43 68 232 234:
Old : 267: 73 123 6 27 49 104 175:
Other: 245: 95 70 62 31 67 158 171:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 26.9 43.4 34.7 30.0 24.4 43.1 29.6
Old : 45.5 36.1 62.4 46.6 45.5 36.1 62.4 46.6
Other: 25.8 20.9 37.4 28.1 24.5 18.9 34.3 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,051,881: 250,920 96,557 142,596 514,692 549,444 908,208 788,597: 143,673 263,284
Old : 717,966: 201,753 146,215 40,295 371,623 377,815 613,671 564,325: 104,295 153,641
Other: 333,915: 134,358 35,533 17,110 143,069 171,629 294,537 224,272: 39,378 109,643
: : :
: : Changes in Commitments from: March 7, 2006 :
: -8,307: 1,188 7,161 -11,345 13,401 -3,591 3,244 -7,775: -11,551 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.2 13.6 48.9 52.2 86.3 75.0: 13.7 25.0
Old : 100.0: 28.1 20.4 5.6 51.8 52.6 85.5 78.6: 14.5 21.4
Other: 100.0: 40.2 10.6 5.1 42.8 51.4 88.2 67.2: 11.8 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 165 107 143 185 263 441 463:
Old : 602: 158 133 85 152 241 359 417:
Other: 442: 95 76 32 98 232 214 321:
:----------------------------------------------------------------------------------------------------
: 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 13.7 28.9 19.1 19.6 13.0 28.4 17.8
Old : 26.2 15.8 36.2 21.6 26.2 14.5 35.9 19.5
Other: 25.3 12.4 37.6 19.7 25.2 11.9 36.7 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 11,280: 5,150 69 173 2,234 9,248 7,557 9,490: 3,723 1,790
Old : 8,214: 4,696 216 0 1,039 6,930 5,735 7,146: 2,479 1,068
Other: 3,066: 601 0 26 1,195 2,318 1,822 2,344: 1,244 722
: : :
: : Changes in Commitments from: March 7, 2006 :
: -82: -421 -102 3 268 -172 -150 -271: 68 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.6 1.5 19.8 82.0 67.0 84.1: 33.0 15.9
Old : 100.0: 57.2 2.6 0.0 12.6 84.4 69.8 87.0: 30.2 13.0
Other: 100.0: 19.6 0.0 0.8 39.0 75.6 59.4 76.5: 40.6 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 1 4 14 14 34 19:
Old : 38: 15 5 0 4 14 19 19:
Other: 22: 7 0 2 11 10 18 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 : 28.9 47.4 42.5 72.9 28.9 41.1 40.2 63.5
Old : 39.7 46.7 54.8 74.0 39.7 46.7 54.8 74.0
Other: 35.3 64.6 50.0 75.4 27.7 53.9 39.6 62.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 348,345: 51,891 67,410 54,934 186,765 134,353 293,590 256,697: 54,755 91,648
Old : 274,207: 53,899 89,207 18,859 157,495 109,910 230,253 217,976: 43,954 56,231
Other: 74,138: 29,359 9,570 4,708 29,270 24,443 63,337 38,721: 10,801 35,417
: : :
: : Changes in Commitments from: March 7, 2006 :
: -4,932: -4,358 6,818 -2,178 466 -10,273 -6,070 -5,633: 1,138 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.4 15.8 53.6 38.6 84.3 73.7: 15.7 26.3
Old : 100.0: 19.7 32.5 6.9 57.4 40.1 84.0 79.5: 16.0 20.5
Other: 100.0: 39.6 12.9 6.4 39.5 33.0 85.4 52.2: 14.6 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 75 121 95 93 109 248 272:
Old : 348: 83 130 54 85 100 207 252:
Other: 187: 59 37 18 43 73 113 117:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 14.8 32.3 22.4 21.4 11.2 29.7 15.9
Old : 28.6 17.2 40.1 26.6 28.6 14.2 39.1 21.8
Other: 28.0 14.9 41.4 22.3 27.4 12.9 39.4 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,121: 9,300 4,514 1,184 0 0 10,484 5,698: 4,637 9,423
Old : 9,100: 4,227 4,550 1,080 0 0 5,307 5,630: 3,793 3,470
Other: 6,021: 5,177 68 0 0 0 5,177 68: 844 5,953
: : :
: : Changes in Commitments from: March 7, 2006 :
: 583: 798 707 68 0 0 866 775: -283 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 29.9 7.8 0.0 0.0 69.3 37.7: 30.7 62.3
Old : 100.0: 46.5 50.0 11.9 0.0 0.0 58.3 61.9: 41.7 38.1
Other: 100.0: 86.0 1.1 0.0 0.0 0.0 86.0 1.1: 14.0 98.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 15 13 8 0 0 17 19:
Old : 28: 14 14 6 0 0 16 18:
Other: 8: 5 3 0 0 0 5 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 : 48.2 21.7 58.4 29.3 42.8 18.7 51.4 25.0
Old : 30.8 35.9 45.1 47.9 21.6 31.2 34.1 41.5
Other: 85.9 1.1 86.0 1.1 85.9 1.1 86.0 1.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 197,965: 46,449 15,717 28,809 98,784 136,347 174,042 180,873: 23,923 17,092
Old : 173,965: 49,568 20,024 16,524 86,949 122,248 153,041 158,796: 20,924 15,169
Other: 24,000: 5,922 4,734 3,244 11,835 14,099 21,001 22,077: 2,999 1,923
: : :
: : Changes in Commitments from: March 7, 2006 :
: 3,552: 4,465 -13 -1,377 1,460 6,339 4,548 4,949: -996 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.9 14.6 49.9 68.9 87.9 91.4: 12.1 8.6
Old : 100.0: 28.5 11.5 9.5 50.0 70.3 88.0 91.3: 12.0 8.7
Other: 100.0: 24.7 19.7 13.5 49.3 58.7 87.5 92.0: 12.5 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 56 33 36 44 45 124 103:
Old : 164: 61 34 31 42 43 119 99:
Other: 57: 14 15 10 13 20 31 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 : 25.2 43.8 35.8 55.1 23.6 42.9 32.8 48.9
Old : 26.9 44.5 38.1 56.6 26.8 44.0 37.3 54.7
Other: 61.8 44.6 76.6 59.6 57.6 43.1 63.5 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 596,121: 40,887 98,653 25,269 419,329 296,228 485,485 420,150: 110,636 175,971
Old : 596,121: 40,887 98,653 25,269 419,329 296,228 485,485 420,150: 110,636 175,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -54,627: -5,330 8,195 -17,787 -17,869 -24,569 -40,986 -34,161: -13,641 -20,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 16.5 4.2 70.3 49.7 81.4 70.5: 18.6 29.5
Old : 100.0: 6.9 16.5 4.2 70.3 49.7 81.4 70.5: 18.6 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 : 149: 22 42 19 59 67 91 118:
Old : 149: 22 42 19 59 67 91 118:
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 : 21.9 18.7 33.3 29.1 15.1 13.5 24.0 20.7
Old : 21.9 18.7 33.3 29.1 15.1 13.5 24.0 20.7
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, March 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 : 148,416: 19,610 36,676 24,273 78,005 60,859 121,888 121,808: 26,528 26,608
Old : 122,952: 20,034 34,821 15,204 63,695 50,058 98,933 100,083: 24,019 22,869
Other: 25,464: 3,398 5,677 5,247 14,310 10,801 22,955 21,725: 2,509 3,739
: : :
: : Changes in Commitments from: March 7, 2006 :
: 5,029: -201 1,402 1,962 440 505 2,201 3,869: 2,828 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 24.7 16.4 52.6 41.0 82.1 82.1: 17.9 17.9
Old : 100.0: 16.3 28.3 12.4 51.8 40.7 80.5 81.4: 19.5 18.6
Other: 100.0: 13.3 22.3 20.6 56.2 42.4 90.1 85.3: 9.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 40 53 43 48 44 114 125:
Old : 163: 42 58 39 46 41 112 118:
Other: 73: 22 18 15 23 21 53 46:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 17.6 35.9 27.3 20.4 15.5 29.6 22.2
Old : 22.6 17.9 33.4 27.4 19.3 15.4 27.1 23.2
Other: 44.8 35.1 60.1 52.4 42.7 33.3 52.6 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 12,002: 4,196 265 910 4,046 9,205 9,152 10,380: 2,850 1,622
Old : 9,189: 3,820 412 558 2,693 7,069 7,071 8,039: 2,118 1,150
Other: 2,813: 577 54 151 1,353 2,136 2,081 2,341: 732 472
: : :
: : Changes in Commitments from: March 7, 2006 :
: 489: 117 -130 137 87 267 341 274: 148 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 2.2 7.6 33.7 76.7 76.3 86.5: 23.7 13.5
Old : 100.0: 41.6 4.5 6.1 29.3 76.9 77.0 87.5: 23.0 12.5
Other: 100.0: 20.5 1.9 5.4 48.1 75.9 74.0 83.2: 26.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 23 6 8 19 20 48 30:
Old : 55: 21 7 7 16 17 42 26:
Other: 30: 8 3 7 9 15 19 23:
:----------------------------------------------------------------------------------------------------
: 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 56.2 38.2 64.9 18.3 44.2 27.7 51.2
Old : 26.6 58.3 39.1 68.0 22.9 49.1 33.7 57.6
Other: 45.2 54.2 60.3 68.9 30.3 33.0 38.3 47.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 472,446: 121,406 138,276 6,160 259,889 205,859 387,455 350,295: 84,991 122,151
Old : 472,446: 121,406 138,276 6,160 259,889 205,859 387,455 350,295: 84,991 122,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 25,753: 7,556 8,598 -2,507 27,188 17,367 32,237 23,458: -6,484 2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 29.3 1.3 55.0 43.6 82.0 74.1: 18.0 25.9
Old : 100.0: 25.7 29.3 1.3 55.0 43.6 82.0 74.1: 18.0 25.9
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 : 140: 23 37 6 60 54 87 93:
Old : 140: 23 37 6 60 54 87 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 12.5 41.8 21.7 28.3 12.1 40.6 20.3
Old : 28.5 12.5 41.8 21.7 28.3 12.1 40.6 20.3
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, March 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 : 2,108,707: 675,787 492,450 72,663 1,121,007 1,111,826 1,869,457 1,676,939: 239,250 431,768
Old : 2,108,707: 675,787 492,450 72,663 1,121,007 1,111,826 1,869,457 1,676,939: 239,250 431,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -26,042: -9,815 -45,179 6,896 -9,241 6,176 -12,160 -32,107: -13,882 6,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 23.4 3.4 53.2 52.7 88.7 79.5: 11.3 20.5
Old : 100.0: 32.0 23.4 3.4 53.2 52.7 88.7 79.5: 11.3 20.5
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 : 279: 73 70 37 92 105 175 202:
Old : 279: 73 70 37 92 105 175 202:
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 : 26.1 28.3 36.3 37.2 22.6 26.2 32.0 33.9
Old : 26.1 28.3 36.3 37.2 22.6 26.2 32.0 33.9
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, March 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 : 1,250,446: 313,370 346,472 21,031 750,539 610,663 1,084,940 978,166: 165,506 272,280
Old : 1,250,446: 313,370 346,472 21,031 750,539 610,663 1,084,940 978,166: 165,506 272,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -64,105: -13,757 -33,841 -5,784 -26,299 32,162 -45,840 -7,463: -18,265 -56,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 27.7 1.7 60.0 48.8 86.8 78.2: 13.2 21.8
Old : 100.0: 25.1 27.7 1.7 60.0 48.8 86.8 78.2: 13.2 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 : 195: 42 46 25 68 81 118 144:
Old : 195: 42 46 25 68 81 118 144:
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 21.1 35.0 28.6 19.9 20.6 30.6 27.6
Old : 23.9 21.1 35.0 28.6 19.9 20.6 30.6 27.6
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, March 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 : 555,796: 115,895 150,667 117,330 257,123 250,666 490,348 518,663: 65,448 37,133
Old : 555,796: 115,895 150,667 117,330 257,123 250,666 490,348 518,663: 65,448 37,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 98,395: 6,485 14,798 14,944 56,777 68,375 78,206 98,117: 20,189 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.1 21.1 46.3 45.1 88.2 93.3: 11.8 6.7
Old : 100.0: 20.9 27.1 21.1 46.3 45.1 88.2 93.3: 11.8 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 : 132: 37 29 40 50 48 111 98:
Old : 132: 37 29 40 50 48 111 98:
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 : 16.5 25.1 29.2 40.1 12.0 20.9 20.0 30.0
Old : 16.5 25.1 29.2 40.1 12.0 20.9 20.0 30.0
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, March 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 : 56,527: 11,900 7,709 7,860 25,407 31,487 45,167 47,056: 11,360 9,471
Old : 56,527: 11,900 7,709 7,860 25,407 31,487 45,167 47,056: 11,360 9,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 12,915: -98 -1,046 7,818 6,597 4,872 14,317 11,644: -1,402 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.6 13.9 44.9 55.7 79.9 83.2: 20.1 16.8
Old : 100.0: 21.1 13.6 13.9 44.9 55.7 79.9 83.2: 20.1 16.8
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 : 59: 18 10 14 25 18 49 36:
Old : 59: 18 10 14 25 18 49 36:
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 : 22.2 33.3 40.6 51.8 21.4 30.8 34.4 45.4
Old : 22.2 33.3 40.6 51.8 21.4 30.8 34.4 45.4
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, March 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 : 112,108: 45,105 34,314 11,700 43,683 45,402 100,488 91,416: 11,620 20,692
Old : 112,108: 45,105 34,314 11,700 43,683 45,402 100,488 91,416: 11,620 20,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 22,847: 1,435 3,823 11,427 7,483 10,884 20,345 26,134: 2,502 -3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 30.6 10.4 39.0 40.5 89.6 81.5: 10.4 18.5
Old : 100.0: 40.2 30.6 10.4 39.0 40.5 89.6 81.5: 10.4 18.5
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 : 101: 31 33 23 27 24 71 68:
Old : 101: 31 33 23 27 24 71 68:
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 : 45.0 36.9 55.4 52.5 43.4 35.9 50.9 45.6
Old : 45.0 36.9 55.4 52.5 43.4 35.9 50.9 45.6
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, March 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 : 14,702: 1,662 2,025 270 12,471 12,139 14,403 14,434: 299 268
Old : 14,702: 1,662 2,025 270 12,471 12,139 14,403 14,434: 299 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -7,189: -5,761 -854 -236 -1,201 -6,054 -7,198 -7,144: 9 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.8 1.8 84.8 82.6 98.0 98.2: 2.0 1.8
Old : 100.0: 11.3 13.8 1.8 84.8 82.6 98.0 98.2: 2.0 1.8
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 : 39: 4 12 4 14 12 20 26:
Old : 39: 4 12 4 14 12 20 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 : 57.3 64.2 79.8 81.2 57.3 59.2 78.7 75.0
Old : 57.3 64.2 79.8 81.2 57.3 59.2 78.7 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006