WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,330 COMMITMENTS 58,054 69,743 72,396 221,613 184,364 352,063 326,503 32,267 57,827 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,713) 487 436 4,433 -3,879 -6,258 1,041 -1,389 672 3,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 18.1 18.8 57.7 48.0 91.6 85.0 8.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 99 102 115 49 66 228 233 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,089,960 COMMITMENTS 219,466 140,947 172,022 542,112 519,524 933,600 832,493 156,360 257,467 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 31,867) -6,269 10,519 25,113 8,843 -4,849 27,687 30,783 4,180 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 12.9 15.8 49.7 47.7 85.7 76.4 14.3 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 158 123 143 194 250 428 470 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,440 COMMITMENTS 3,686 627 540 3,183 7,487 7,409 8,654 3,031 1,786 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -155) -188 116 67 29 -239 -92 -56 -63 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 6.0 5.2 30.5 71.7 71.0 82.9 29.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 8 7 12 14 31 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,713 COMMITMENTS 48,230 82,184 58,648 195,818 123,408 302,696 264,240 57,017 95,473 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 6,167) -2,781 1,143 2,265 3,288 -157 2,772 3,251 3,395 2,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 22.8 16.3 54.4 34.3 84.1 73.5 15.9 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 93 125 98 94 97 264 272 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 14,701 COMMITMENTS 9,213 3,480 950 0 217 10,163 4,647 4,538 10,054 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 447) 689 -395 8 0 217 697 -170 -250 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 23.7 6.5 0.0 1.5 69.1 31.6 30.9 68.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 11 7 0 1 14 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 189,347 COMMITMENTS 39,177 19,922 30,353 99,266 120,527 168,796 170,802 20,551 18,545 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -2,939) -252 4,990 765 -3,404 -8,636 -2,891 -2,881 -48 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.5 16.0 52.4 63.7 89.1 90.2 10.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 47 38 41 47 38 119 106 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,075 COMMITMENTS 57,095 133,783 13,498 440,366 288,202 510,959 435,483 103,116 178,592 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -490) 5,819 22,541 -4,939 -3,223 -6,889 -2,343 10,713 1,853 -11,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 21.8 2.2 71.7 46.9 83.2 70.9 16.8 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 27 46 21 64 61 104 115 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 151,113 COMMITMENTS 23,437 34,545 25,889 73,923 63,513 123,249 123,947 27,864 27,166 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,211) 3,840 -3,815 747 -3,467 4,600 1,120 1,532 91 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 22.9 17.1 48.9 42.0 81.6 82.0 18.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 40 49 47 53 49 126 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,237 COMMITMENTS 3,499 267 1,161 3,878 8,040 8,538 9,468 2,699 1,769 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 525) -42 -19 418 93 -77 469 322 56 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 2.4 10.3 34.5 71.5 76.0 84.3 24.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 22 6 11 16 18 42 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 454,340 COMMITMENTS 155,865 118,484 2,646 219,450 214,317 377,961 335,447 76,379 118,893 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -31,602) 2,469 1,923 -4,609 -22,619 -26,918 -24,759 -29,604 -6,843 -1,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 26.1 0.6 48.3 47.2 83.2 73.8 16.8 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 32 34 5 54 62 88 99 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,013,325 COMMITMENTS 608,531 434,869 51,221 1146426 1097135 1806178 1583225 207,147 430,100 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 29,142) -21,171 68,890 736 49,659 2,405 29,224 72,031 -82 -42,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 21.6 2.5 56.9 54.5 89.7 78.6 10.3 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 66 68 33 88 106 163 198 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,187,408 COMMITMENTS 271,116 280,651 29,329 739,719 603,312 1040164 913,292 147,244 274,116 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 8,194) 10,443 7,252 1,241 11,034 -3,436 22,718 5,057 -14,524 3,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 23.6 2.5 62.3 50.8 87.6 76.9 12.4 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 43 43 26 67 77 117 139 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 609,327 COMMITMENTS 148,854 148,470 140,824 268,809 280,734 558,487 570,028 50,840 39,299 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 8,887) 17,606 4,669 10,229 -10,144 -7,099 17,691 7,799 -8,804 1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 24.4 23.1 44.1 46.1 91.7 93.6 8.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 41 28 45 49 50 113 106 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 39,493 COMMITMENTS 10,127 7,358 3 15,733 25,017 25,863 32,378 13,630 7,115 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -1,565) -115 -111 -171 -100 -340 -386 -622 -1,179 -943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 18.6 0.0 39.8 63.3 65.5 82.0 34.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 9 1 16 12 33 22 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 65,451 COMMITMENTS 47,422 17,268 662 8,738 22,397 56,822 40,327 8,629 25,124 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,879) -4,140 -1,949 83 729 2,146 -3,328 280 -551 -4,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 26.4 1.0 13.4 34.2 86.8 61.6 13.2 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 24 4 14 20 45 47 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,011 COMMITMENTS 1,778 2,404 239 11,624 11,074 13,641 13,717 370 294 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -405) 0 -27 0 -497 -394 -497 -421 92 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 17.2 1.7 83.0 79.0 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 11 4 14 12 22 25
Updated March 31, 2006