WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 356,477: 55,159 75,994 65,958 204,089 169,779 325,206 311,731: 31,271 44,746
Old : 261,651: 52,502 81,259 26,973 159,503 129,813 238,978 238,045: 22,673 23,606
Other: 94,826: 28,298 20,375 13,345 44,586 39,966 86,228 73,686: 8,597 21,140
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,041: 276 3,231 4,720 676 552 5,671 8,502: -631 -3,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.3 18.5 57.3 47.6 91.2 87.4: 8.8 12.6
Old : 100.0: 20.1 31.1 10.3 61.0 49.6 91.3 91.0: 8.7 9.0
Other: 100.0: 29.8 21.5 14.1 47.0 42.1 90.9 77.7: 9.1 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 89 107 112 54 67 219 224:
Old : 270: 79 114 78 49 58 183 198:
Other: 165: 67 38 55 24 57 110 131:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 27.0 45.0 33.9 31.1 24.1 44.9 29.3
Old : 41.3 32.3 54.9 40.4 41.3 31.5 54.5 38.9
Other: 40.9 22.6 56.1 30.3 37.0 16.9 47.4 24.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,084,169: 148,403 154,316 210,202 542,077 467,553 900,681 832,070: 183,487 252,099
Old : 895,890: 124,997 175,752 151,163 465,859 377,225 742,019 704,140: 153,872 191,751
Other: 188,278: 55,885 11,042 26,559 76,218 90,328 158,663 127,930: 29,616 60,348
: : :
: : Changes in Commitments from: January 17, 2006 :
: 33,491: -1,344 27,390 8,967 14,113 -3,516 21,736 32,842: 11,756 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.2 19.4 50.0 43.1 83.1 76.7: 16.9 23.3
Old : 100.0: 14.0 19.6 16.9 52.0 42.1 82.8 78.6: 17.2 21.4
Other: 100.0: 29.7 5.9 14.1 40.5 48.0 84.3 67.9: 15.7 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 127 138 166 228 222 461 447:
Old : 553: 112 164 151 220 209 437 429:
Other: 322: 87 36 52 77 172 181 243:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 15.3 27.5 20.9 16.8 12.6 24.9 17.2
Old : 21.0 14.6 30.9 20.5 20.4 11.8 28.2 16.8
Other: 24.4 21.5 32.5 28.6 23.7 20.3 31.1 25.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 10,756: 5,020 582 349 1,975 7,935 7,343 8,865: 3,413 1,891
Old : 9,412: 4,975 587 207 1,372 7,016 6,554 7,810: 2,858 1,602
Other: 1,344: 51 1 135 602 919 788 1,055: 556 289
: : :
: : Changes in Commitments from: January 17, 2006 :
: 334: -171 109 164 333 -27 326 246: 9 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 5.4 3.2 18.4 73.8 68.3 82.4: 31.7 17.6
Old : 100.0: 52.9 6.2 2.2 14.6 74.5 69.6 83.0: 30.4 17.0
Other: 100.0: 3.8 0.1 10.1 44.8 68.4 58.7 78.5: 41.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 7 4 10 15 32 24:
Old : 45: 20 7 4 9 15 31 24:
Other: 17: 5 1 4 3 10 9 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 41.2 42.6 61.2 25.6 34.6 40.0 52.8
Old : 29.3 42.5 45.7 60.9 29.3 40.6 45.7 57.7
Other: 50.7 63.9 58.6 74.9 44.5 61.6 45.3 65.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 431,758: 57,168 75,244 101,208 203,444 152,735 361,820 329,188: 69,938 102,570
Old : 383,457: 55,477 87,292 80,770 184,026 135,733 320,273 303,795: 63,184 79,662
Other: 48,301: 18,989 5,251 3,140 19,418 17,002 41,547 25,393: 6,754 22,908
: : :
: : Changes in Commitments from: January 17, 2006 :
: 21,267: -155 12,280 10,506 11,115 -370 21,466 22,416: -199 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.4 23.4 47.1 35.4 83.8 76.2: 16.2 23.8
Old : 100.0: 14.5 22.8 21.1 48.0 35.4 83.5 79.2: 16.5 20.8
Other: 100.0: 39.3 10.9 6.5 40.2 35.2 86.0 52.6: 14.0 47.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 106 121 147 100 102 292 303:
Old : 363: 102 127 135 97 97 277 294:
Other: 153: 45 30 23 41 59 97 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 16.5 29.2 25.4 16.1 7.7 23.0 12.0
Old : 20.5 18.0 32.0 27.3 19.5 9.6 27.2 14.7
Other: 32.4 20.9 44.5 27.9 31.0 19.6 41.6 25.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,748: 8,626 4,494 1,264 0 213 9,890 5,971: 4,858 8,777
Old : 11,413: 5,815 4,459 1,255 0 181 7,070 5,895: 4,343 5,518
Other: 3,335: 2,816 40 4 0 32 2,820 76: 515 3,259
: : :
: : Changes in Commitments from: January 17, 2006 :
: -330: -165 1,166 -1,205 0 18 -1,370 -21: 1,040 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 30.5 8.6 0.0 1.4 67.1 40.5: 32.9 59.5
Old : 100.0: 51.0 39.1 11.0 0.0 1.6 61.9 51.7: 38.1 48.3
Other: 100.0: 84.4 1.2 0.1 0.0 1.0 84.6 2.3: 15.4 97.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 9 8 0 1 14 14:
Old : 20: 10 9 7 0 1 13 14:
Other: 6: 4 1 1 0 1 4 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 : 55.2 23.1 62.8 33.2 48.8 21.2 56.1 29.1
Old : 49.2 29.5 57.1 42.6 40.9 27.0 48.8 37.3
Other: 84.6 2.3 84.6 2.3 84.4 2.2 84.4 2.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 197,350: 20,634 40,647 38,377 114,521 93,562 173,533 172,585: 23,817 24,764
Old : 179,690: 21,517 40,527 32,302 104,119 83,605 157,938 156,434: 21,752 23,256
Other: 17,659: 3,244 4,246 1,949 10,402 9,957 15,594 16,151: 2,065 1,508
: : :
: : Changes in Commitments from: January 17, 2006 :
: 10,405: 1,122 5,879 3,532 4,470 948 9,124 10,358: 1,280 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 20.6 19.4 58.0 47.4 87.9 87.5: 12.1 12.5
Old : 100.0: 12.0 22.6 18.0 57.9 46.5 87.9 87.1: 12.1 12.9
Other: 100.0: 18.4 24.0 11.0 58.9 56.4 88.3 91.5: 11.7 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 33 61 46 56 48 121 135:
Old : 170: 42 59 43 56 48 120 132:
Other: 47: 10 14 11 12 16 27 36:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 25.4 36.5 33.4 24.0 20.7 33.3 26.4
Old : 25.5 24.2 36.5 32.6 24.8 19.2 33.7 25.5
Other: 72.7 41.3 79.6 54.7 66.9 40.5 71.4 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 753,610: 78,969 80,442 87,626 435,721 414,891 602,317 582,959: 151,294 170,652
Old : 753,610: 78,969 80,442 87,626 435,721 414,891 602,317 582,959: 151,294 170,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,668: 1,827 -2,867 2,925 9,459 10,040 14,211 10,099: -11,543 -7,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.7 11.6 57.8 55.1 79.9 77.4: 20.1 22.6
Old : 100.0: 10.5 10.7 11.6 57.8 55.1 79.9 77.4: 20.1 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 33 36 37 62 73 115 126:
Old : 156: 33 36 37 62 73 115 126:
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 : 22.8 16.0 30.9 25.4 13.0 10.8 19.4 16.7
Old : 22.8 16.0 30.9 25.4 13.0 10.8 19.4 16.7
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 with Delta-adjusted Options and Futures Combined, January 24, 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 : 143,937: 21,577 17,146 26,167 66,352 77,843 114,096 121,156: 29,841 22,781
Old : 129,032: 21,382 16,809 20,568 58,395 70,023 100,344 107,400: 28,688 21,633
Other: 14,904: 1,954 2,096 3,841 7,957 7,820 13,752 13,756: 1,153 1,148
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,663: -326 5,123 1,636 -304 -7,907 1,006 -1,148: 657 2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.9 18.2 46.1 54.1 79.3 84.2: 20.7 15.8
Old : 100.0: 16.6 13.0 15.9 45.3 54.3 77.8 83.2: 22.2 16.8
Other: 100.0: 13.1 14.1 25.8 53.4 52.5 92.3 92.3: 7.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 40 36 37 51 58 111 118:
Old : 150: 44 35 37 51 57 111 117:
Other: 55: 11 13 15 21 23 42 42:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 22.9 29.8 32.9 18.6 19.8 24.7 26.3
Old : 20.0 23.7 28.3 34.1 19.1 19.9 25.5 28.2
Other: 40.7 37.2 57.9 52.6 36.8 36.5 50.4 48.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 11,804: 4,385 372 1,467 2,665 8,645 8,517 10,484: 3,287 1,320
Old : 10,646: 4,253 441 1,141 2,254 8,023 7,648 9,605: 2,998 1,041
Other: 1,158: 225 24 233 411 622 869 879: 289 279
: : :
: : Changes in Commitments from: January 17, 2006 :
: 707: 69 41 495 145 196 709 731: -2 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.1 12.4 22.6 73.2 72.2 88.8: 27.8 11.2
Old : 100.0: 39.9 4.1 10.7 21.2 75.4 71.8 90.2: 28.2 9.8
Other: 100.0: 19.4 2.1 20.1 35.5 53.7 75.0 75.9: 25.0 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 30 5 8 19 17 51 28:
Old : 62: 28 7 8 18 16 50 27:
Other: 23: 8 2 5 7 9 17 14:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 56.1 31.8 66.9 15.8 47.4 24.1 55.5
Old : 20.8 57.5 31.7 68.4 17.6 50.0 26.7 58.7
Other: 38.7 51.6 59.3 67.5 22.8 26.8 31.0 33.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 466,506: 134,059 139,363 6,016 237,632 212,032 377,707 357,412: 88,798 109,094
Old : 466,506: 134,059 139,363 6,016 237,632 212,032 377,707 357,412: 88,798 109,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 15,333: 3,664 4,349 -24 8,692 3,584 12,332 7,909: 3,000 7,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.9 1.3 50.9 45.5 81.0 76.6: 19.0 23.4
Old : 100.0: 28.7 29.9 1.3 50.9 45.5 81.0 76.6: 19.0 23.4
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 : 142: 29 28 9 55 60 89 92:
Old : 142: 29 28 9 55 60 89 92:
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 : 25.5 28.9 40.3 37.4 25.5 28.5 40.1 37.0
Old : 25.5 28.9 40.3 37.4 25.5 28.5 40.1 37.0
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 with Delta-adjusted Options and Futures Combined, January 24, 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 : 2,333,374: 504,284 290,543 328,360 1,235,408 1,288,335 2,068,053 1,907,238: 265,322 426,137
Old : 2,333,374: 504,284 290,543 328,360 1,235,408 1,288,335 2,068,053 1,907,238: 265,322 426,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 190,203: 83,971 58,314 72,206 69,653 53,062 225,831 183,582: -35,629 6,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.5 14.1 52.9 55.2 88.6 81.7: 11.4 18.3
Old : 100.0: 21.6 12.5 14.1 52.9 55.2 88.6 81.7: 11.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 60 75 82 110 124 212 239:
Old : 276: 60 75 82 110 124 212 239:
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 21.6 36.2 28.3 20.3 17.9 27.6 22.1
Old : 28.5 21.6 36.2 28.3 20.3 17.9 27.6 22.1
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 with Delta-adjusted Options and Futures Combined, January 24, 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 : 1,229,384: 177,939 228,118 121,334 721,759 620,434 1,021,033 969,886: 208,351 259,498
Old : 1,229,384: 177,939 228,118 121,334 721,759 620,434 1,021,033 969,886: 208,351 259,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 10,777: 9,530 27,190 14,331 -20,748 -24,635 3,113 16,885: 7,665 -6,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.6 9.9 58.7 50.5 83.1 78.9: 16.9 21.1
Old : 100.0: 14.5 18.6 9.9 58.7 50.5 83.1 78.9: 16.9 21.1
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 : 179: 29 50 42 68 90 122 157:
Old : 179: 29 50 42 68 90 122 157:
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 : 30.8 17.8 39.2 25.5 27.3 16.8 34.7 22.4
Old : 30.8 17.8 39.2 25.5 27.3 16.8 34.7 22.4
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 with Delta-adjusted Options and Futures Combined, January 24, 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 : 740,013: 181,854 78,566 268,514 240,782 354,634 691,150 701,715: 48,863 38,298
Old : 740,013: 181,854 78,566 268,514 240,782 354,634 691,150 701,715: 48,863 38,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 50,873: 5,277 -58 24,376 19,261 18,898 48,914 43,216: 1,958 7,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 10.6 36.3 32.5 47.9 93.4 94.8: 6.6 5.2
Old : 100.0: 24.6 10.6 36.3 32.5 47.9 93.4 94.8: 6.6 5.2
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 : 143: 32 35 48 60 50 124 108:
Old : 143: 32 35 48 60 50 124 108:
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 : 34.6 32.2 47.8 45.3 21.2 18.0 25.1 23.3
Old : 34.6 32.2 47.8 45.3 21.2 18.0 25.1 23.3
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 with Delta-adjusted Options and Futures Combined, January 24, 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 : 40,630: 8,853 6,586 495 16,566 27,274 25,914 34,355: 14,716 6,276
Old : 40,630: 8,853 6,586 495 16,566 27,274 25,914 34,355: 14,716 6,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,398: -2,691 -52 -17 123 -1,499 -2,586 -1,568: 1,188 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 16.2 1.2 40.8 67.1 63.8 84.6: 36.2 15.4
Old : 100.0: 21.8 16.2 1.2 40.8 67.1 63.8 84.6: 36.2 15.4
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 : 54: 12 12 7 19 13 34 29:
Old : 54: 12 12 7 19 13 34 29:
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 : 24.3 42.4 39.0 63.8 24.3 42.4 39.0 63.8
Old : 24.3 42.4 39.0 63.8 24.3 42.4 39.0 63.8
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 with Delta-adjusted Options and Futures Combined, January 24, 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 : 85,743: 37,667 31,087 3,480 33,802 27,303 74,949 61,869: 10,795 23,874
Old : 85,743: 37,667 31,087 3,480 33,802 27,303 74,949 61,869: 10,795 23,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,979: -1,880 8,938 -3,818 10,009 -2,489 4,312 2,630: -2,332 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 36.3 4.1 39.4 31.8 87.4 72.2: 12.6 27.8
Old : 100.0: 43.9 36.3 4.1 39.4 31.8 87.4 72.2: 12.6 27.8
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 : 83: 30 24 15 17 18 54 50:
Old : 83: 30 24 15 17 18 54 50:
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 : 50.7 35.8 60.0 54.8 50.7 33.2 60.0 51.9
Old : 50.7 35.8 60.0 54.8 50.7 33.2 60.0 51.9
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 with Delta-adjusted Options and Futures Combined, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 32,601: 7,637 4,161 479 24,159 27,812 32,275 32,452: 326 149
Old : 32,601: 7,637 4,161 479 24,159 27,812 32,275 32,452: 326 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,115: -1,134 -115 -33 -242 -1,087 -1,409 -1,235: 294 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.8 1.5 74.1 85.3 99.0 99.5: 1.0 0.5
Old : 100.0: 23.4 12.8 1.5 74.1 85.3 99.0 99.5: 1.0 0.5
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 : 48: 7 12 4 15 18 23 33:
Old : 48: 7 12 4 15 18 23 33:
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 : 68.5 56.0 85.8 81.5 66.4 53.1 79.9 72.6
Old : 68.5 56.0 85.8 81.5 66.4 53.1 79.9 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006