WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, March 28, 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 : 384,330: 58,054 69,743 72,396 221,613 184,364 352,063 326,503: 32,267 57,827 Old : 189,290: 38,731 82,005 1,842 134,364 91,672 174,937 175,519: 14,353 13,771 Other: 195,040: 71,238 39,653 18,639 87,249 92,692 177,126 150,984: 17,914 44,056 : : : : : Changes in Commitments from: March 21, 2006 : : 1,713: 487 436 4,433 -3,879 -6,258 1,041 -1,389: 672 3,102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 18.1 18.8 57.7 48.0 91.6 85.0: 8.4 15.0 Old : 100.0: 20.5 43.3 1.0 71.0 48.4 92.4 92.7: 7.6 7.3 Other: 100.0: 36.5 20.3 9.6 44.7 47.5 90.8 77.4: 9.2 22.6 : : : :# Traders : Number of Traders in Each Category : All : 312: 99 102 115 49 66 228 233: Old : 259: 68 123 4 27 44 98 168: Other: 239: 97 67 66 36 65 165 168: :---------------------------------------------------------------------------------------------------- : 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 : 31.5 25.6 45.1 32.8 31.3 23.5 44.8 28.7 Old : 49.0 32.2 64.4 43.5 49.0 32.2 64.4 43.5 Other: 25.5 24.5 35.2 32.2 24.5 21.2 33.8 27.6 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, March 28, 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 : 1,089,960: 219,466 140,947 172,022 542,112 519,524 933,600 832,493: 156,360 257,467 Old : 734,184: 170,724 187,979 65,588 385,191 337,705 621,503 591,272: 112,681 142,912 Other: 355,776: 133,190 37,416 21,986 156,921 181,819 312,097 241,221: 43,679 114,555 : : : : : Changes in Commitments from: March 21, 2006 : : 31,867: -6,269 10,519 25,113 8,843 -4,849 27,687 30,783: 4,180 1,084 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 12.9 15.8 49.7 47.7 85.7 76.4: 14.3 23.6 Old : 100.0: 23.3 25.6 8.9 52.5 46.0 84.7 80.5: 15.3 19.5 Other: 100.0: 37.4 10.5 6.2 44.1 51.1 87.7 67.8: 12.3 32.2 : : : :# Traders : Number of Traders in Each Category : All : 609: 158 123 143 194 250 428 470: Old : 585: 139 146 92 166 222 361 412: Other: 429: 93 76 36 92 222 207 314: :---------------------------------------------------------------------------------------------------- : 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 : 19.5 13.1 28.8 18.0 19.5 11.8 28.3 16.1 Old : 26.2 14.6 36.2 20.7 26.2 13.1 36.0 19.0 Other: 25.6 13.5 38.5 20.5 25.0 12.9 37.5 18.8 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, March 28, 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 : 10,440: 3,686 627 540 3,183 7,487 7,409 8,654: 3,031 1,786 Old : 6,021: 3,239 789 0 1,129 4,363 4,368 5,152: 1,653 869 Other: 4,419: 633 24 354 2,054 3,124 3,041 3,502: 1,378 917 : : : : : Changes in Commitments from: March 21, 2006 : : -155: -188 116 67 29 -239 -92 -56: -63 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 6.0 5.2 30.5 71.7 71.0 82.9: 29.0 17.1 Old : 100.0: 53.8 13.1 0.0 18.8 72.5 72.5 85.6: 27.5 14.4 Other: 100.0: 14.3 0.5 8.0 46.5 70.7 68.8 79.2: 31.2 20.8 : : : :# Traders : Number of Traders in Each Category : All : 42: 14 8 7 12 14 31 27: Old : 38: 11 10 0 5 13 16 23: Other: 25: 9 1 7 10 10 21 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 : 36.1 43.2 51.9 64.1 28.2 32.8 37.7 45.0 Old : 48.9 51.4 63.9 66.0 48.9 51.3 63.9 65.9 Other: 46.5 59.6 57.7 73.0 40.3 50.2 48.2 60.8 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, March 28, 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 : 359,713: 48,230 82,184 58,648 195,818 123,408 302,696 264,240: 57,017 95,473 Old : 281,190: 50,360 103,415 20,955 164,845 98,861 236,160 223,231: 45,030 57,959 Other: 78,523: 29,631 10,530 5,932 30,973 24,547 66,536 41,009: 11,987 37,514 : : : : : Changes in Commitments from: March 21, 2006 : : 6,167: -2,781 1,143 2,265 3,288 -157 2,772 3,251: 3,395 2,916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 22.8 16.3 54.4 34.3 84.1 73.5: 15.9 26.5 Old : 100.0: 17.9 36.8 7.5 58.6 35.2 84.0 79.4: 16.0 20.6 Other: 100.0: 37.7 13.4 7.6 39.4 31.3 84.7 52.2: 15.3 47.8 : : : :# Traders : Number of Traders in Each Category : All : 367: 93 125 98 94 97 264 272: Old : 361: 97 138 62 82 86 221 253: Other: 178: 55 37 23 43 67 110 117: :---------------------------------------------------------------------------------------------------- : 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 : 21.9 13.3 31.4 20.9 21.0 11.3 29.6 15.4 Old : 28.0 15.5 39.1 25.0 28.0 14.6 38.8 21.8 Other: 27.4 14.4 39.9 21.6 26.7 12.6 38.3 18.1 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, March 28, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (THOUSAND BUSHELS) : : : : All : 14,701: 9,213 3,480 950 0 217 10,163 4,647: 4,538 10,054 Old : 8,209: 3,816 3,547 833 0 29 4,649 4,409: 3,560 3,800 Other: 6,492: 5,514 50 0 0 188 5,514 238: 978 6,254 : : : : : Changes in Commitments from: March 21, 2006 : : 447: 689 -395 8 0 217 697 -170: -250 617 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 23.7 6.5 0.0 1.5 69.1 31.6: 30.9 68.4 Old : 100.0: 46.5 43.2 10.1 0.0 0.4 56.6 53.7: 43.4 46.3 Other: 100.0: 84.9 0.8 0.0 0.0 2.9 84.9 3.7: 15.1 96.3 : : : :# Traders : Number of Traders in Each Category : All : 25: 13 11 7 0 1 14 18: Old : 25: 12 12 6 0 1 13 18: Other: 6: 4 1 0 0 1 4 2: :---------------------------------------------------------------------------------------------------- : 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 : 50.6 16.3 62.4 23.5 49.5 14.4 57.7 20.7 Old : 30.9 29.3 48.9 41.5 27.5 25.9 40.2 36.7 Other: 84.9 3.7 84.9 3.7 84.9 3.7 84.9 3.7 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, March 28, 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 : 189,347: 39,177 19,922 30,353 99,266 120,527 168,796 170,802: 20,551 18,545 Old : 163,294: 41,132 25,465 16,999 87,494 104,037 145,625 146,501: 17,669 16,793 Other: 26,053: 7,788 4,200 3,611 11,772 16,490 23,171 24,301: 2,882 1,752 : : : : : Changes in Commitments from: March 21, 2006 : : -2,939: -252 4,990 765 -3,404 -8,636 -2,891 -2,881: -48 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 10.5 16.0 52.4 63.7 89.1 90.2: 10.9 9.8 Old : 100.0: 25.2 15.6 10.4 53.6 63.7 89.2 89.7: 10.8 10.3 Other: 100.0: 29.9 16.1 13.9 45.2 63.3 88.9 93.3: 11.1 6.7 : : : :# Traders : Number of Traders in Each Category : All : 158: 47 38 41 47 38 119 106: Old : 158: 53 40 34 43 35 111 100: Other: 62: 20 13 13 15 20 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 : 27.0 40.5 38.2 50.1 25.0 39.7 35.2 45.9 Old : 29.1 40.3 41.2 50.7 29.1 40.0 40.4 48.7 Other: 60.2 45.4 75.3 61.7 56.3 43.6 63.2 55.4 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, March 28, 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 : 614,075: 57,095 133,783 13,498 440,366 288,202 510,959 435,483: 103,116 178,592 Old : 614,075: 57,095 133,783 13,498 440,366 288,202 510,959 435,483: 103,116 178,592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : -490: 5,819 22,541 -4,939 -3,223 -6,889 -2,343 10,713: 1,853 -11,203 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 21.8 2.2 71.7 46.9 83.2 70.9: 16.8 29.1 Old : 100.0: 9.3 21.8 2.2 71.7 46.9 83.2 70.9: 16.8 29.1 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 : 158: 27 46 21 64 61 104 115: Old : 158: 27 46 21 64 61 104 115: 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 : 26.6 19.3 36.9 29.6 20.7 13.6 28.6 20.5 Old : 26.6 19.3 36.9 29.6 20.7 13.6 28.6 20.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders - Futures Only, March 28, 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 : 151,113: 23,437 34,545 25,889 73,923 63,513 123,249 123,947: 27,864 27,166 Old : 123,100: 23,769 32,069 17,177 57,592 51,299 98,538 100,545: 24,562 22,555 Other: 28,013: 3,215 6,023 5,165 16,331 12,214 24,711 23,402: 3,302 4,611 : : : : : Changes in Commitments from: March 21, 2006 : : 1,211: 3,840 -3,815 747 -3,467 4,600 1,120 1,532: 91 -321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 22.9 17.1 48.9 42.0 81.6 82.0: 18.4 18.0 Old : 100.0: 19.3 26.1 14.0 46.8 41.7 80.0 81.7: 20.0 18.3 Other: 100.0: 11.5 21.5 18.4 58.3 43.6 88.2 83.5: 11.8 16.5 : : : :# Traders : Number of Traders in Each Category : All : 168: 40 49 47 53 49 126 126: Old : 167: 47 49 46 51 45 124 121: Other: 74: 16 23 13 26 23 54 47: :---------------------------------------------------------------------------------------------------- : 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 20.5 32.0 29.4 18.8 19.0 27.5 26.0 Old : 18.4 20.5 28.5 30.0 17.2 18.6 25.3 27.2 Other: 44.8 32.9 59.2 50.6 43.4 30.9 53.6 41.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, March 28, 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 : 11,237: 3,499 267 1,161 3,878 8,040 8,538 9,468: 2,699 1,769 Old : 7,914: 3,086 382 646 2,433 5,710 6,165 6,738: 1,749 1,176 Other: 3,323: 668 140 260 1,445 2,330 2,373 2,730: 950 593 : : : : : Changes in Commitments from: March 21, 2006 : : 525: -42 -19 418 93 -77 469 322: 56 203 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 2.4 10.3 34.5 71.5 76.0 84.3: 24.0 15.7 Old : 100.0: 39.0 4.8 8.2 30.7 72.2 77.9 85.1: 22.1 14.9 Other: 100.0: 20.1 4.2 7.8 43.5 70.1 71.4 82.2: 28.6 17.8 : : : :# Traders : Number of Traders in Each Category : All : 53: 22 6 11 16 18 42 32: Old : 48: 17 8 9 12 16 35 28: Other: 29: 10 3 7 8 13 19 22: :---------------------------------------------------------------------------------------------------- : 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 : 28.7 50.0 40.1 60.5 19.7 38.9 29.2 46.3 Old : 29.7 51.2 43.8 63.3 26.1 43.1 38.6 51.7 Other: 41.9 52.6 54.6 66.9 28.8 34.4 35.6 47.2 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, March 28, 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 : 454,340: 155,865 118,484 2,646 219,450 214,317 377,961 335,447: 76,379 118,893 Old : 454,340: 155,865 118,484 2,646 219,450 214,317 377,961 335,447: 76,379 118,893 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : -31,602: 2,469 1,923 -4,609 -22,619 -26,918 -24,759 -29,604: -6,843 -1,998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 26.1 0.6 48.3 47.2 83.2 73.8: 16.8 26.2 Old : 100.0: 34.3 26.1 0.6 48.3 47.2 83.2 73.8: 16.8 26.2 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 : 148: 32 34 5 54 62 88 99: Old : 148: 32 34 5 54 62 88 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 : 24.8 13.7 38.7 23.3 24.8 13.1 38.0 21.9 Old : 24.8 13.7 38.7 23.3 24.8 13.1 38.0 21.9 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 28, 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 : 2,013,325: 608,531 434,869 51,221 1,146,426 1,097,135 1,806,178 1,583,225: 207,147 430,100 Old : 2,013,325: 608,531 434,869 51,221 1,146,426 1,097,135 1,806,178 1,583,225: 207,147 430,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : 29,142: -21,171 68,890 736 49,659 2,405 29,224 72,031: -82 -42,889 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 21.6 2.5 56.9 54.5 89.7 78.6: 10.3 21.4 Old : 100.0: 30.2 21.6 2.5 56.9 54.5 89.7 78.6: 10.3 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 : 274: 66 68 33 88 106 163 198: Old : 274: 66 68 33 88 106 163 198: 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 : 29.3 32.5 40.2 39.7 24.8 30.8 34.9 36.9 Old : 29.3 32.5 40.2 39.7 24.8 30.8 34.9 36.9 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 28, 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 : 1,187,408: 271,116 280,651 29,329 739,719 603,312 1,040,164 913,292: 147,244 274,116 Old : 1,187,408: 271,116 280,651 29,329 739,719 603,312 1,040,164 913,292: 147,244 274,116 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : 8,194: 10,443 7,252 1,241 11,034 -3,436 22,718 5,057: -14,524 3,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 23.6 2.5 62.3 50.8 87.6 76.9: 12.4 23.1 Old : 100.0: 22.8 23.6 2.5 62.3 50.8 87.6 76.9: 12.4 23.1 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 : 189: 43 43 26 67 77 117 139: Old : 189: 43 43 26 67 77 117 139: 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 : 26.6 18.2 37.8 25.3 22.8 17.0 33.7 23.6 Old : 26.6 18.2 37.8 25.3 22.8 17.0 33.7 23.6 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 28, 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 : 609,327: 148,854 148,470 140,824 268,809 280,734 558,487 570,028: 50,840 39,299 Old : 609,327: 148,854 148,470 140,824 268,809 280,734 558,487 570,028: 50,840 39,299 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : 8,887: 17,606 4,669 10,229 -10,144 -7,099 17,691 7,799: -8,804 1,088 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 24.4 23.1 44.1 46.1 91.7 93.6: 8.3 6.4 Old : 100.0: 24.4 24.4 23.1 44.1 46.1 91.7 93.6: 8.3 6.4 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 : 134: 41 28 45 49 50 113 106: Old : 134: 41 28 45 49 50 113 106: 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 : 18.9 25.0 31.7 35.4 14.8 19.6 20.8 26.3 Old : 18.9 25.0 31.7 35.4 14.8 19.6 20.8 26.3 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, March 28, 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 : 39,493: 10,127 7,358 3 15,733 25,017 25,863 32,378: 13,630 7,115 Old : 39,493: 10,127 7,358 3 15,733 25,017 25,863 32,378: 13,630 7,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : -1,565: -115 -111 -171 -100 -340 -386 -622: -1,179 -943 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 18.6 0.0 39.8 63.3 65.5 82.0: 34.5 18.0 Old : 100.0: 25.6 18.6 0.0 39.8 63.3 65.5 82.0: 34.5 18.0 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 : 52: 17 9 1 16 12 33 22: Old : 52: 17 9 1 16 12 33 22: 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 42.1 46.1 63.1 30.7 42.1 46.1 63.1 Old : 30.7 42.1 46.1 63.1 30.7 42.1 46.1 63.1 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 28, 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 : 65,451: 47,422 17,268 662 8,738 22,397 56,822 40,327: 8,629 25,124 Old : 65,451: 47,422 17,268 662 8,738 22,397 56,822 40,327: 8,629 25,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : -3,879: -4,140 -1,949 83 729 2,146 -3,328 280: -551 -4,159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 26.4 1.0 13.4 34.2 86.8 61.6: 13.2 38.4 Old : 100.0: 72.5 26.4 1.0 13.4 34.2 86.8 61.6: 13.2 38.4 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 : 84: 30 24 4 14 20 45 47: Old : 84: 30 24 4 14 20 45 47: 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 : 50.2 25.3 61.4 33.7 50.2 25.3 61.4 33.6 Old : 50.2 25.3 61.4 33.7 50.2 25.3 61.4 33.6 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 28, 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 : 14,011: 1,778 2,404 239 11,624 11,074 13,641 13,717: 370 294 Old : 14,011: 1,778 2,404 239 11,624 11,074 13,641 13,717: 370 294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : -405: 0 -27 0 -497 -394 -497 -421: 92 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 17.2 1.7 83.0 79.0 97.4 97.9: 2.6 2.1 Old : 100.0: 12.7 17.2 1.7 83.0 79.0 97.4 97.9: 2.6 2.1 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 : 40: 6 11 4 14 12 22 25: Old : 40: 6 11 4 14 12 22 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 62.7 76.3 80.3 52.3 57.5 75.2 73.7 Old : 52.3 62.7 76.3 80.3 52.3 57.5 75.2 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006