WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 387,030: 62,591 68,754 81,061 205,573 183,378 349,226 333,193: 37,804 53,837
Old : 276,587: 59,590 81,997 30,794 157,063 134,954 247,447 247,745: 29,140 28,842
Other: 110,444: 38,818 22,575 14,450 48,511 48,424 101,779 85,449: 8,665 24,995
: : :
: : Changes in Commitments from: January 24, 2006 :
: 30,554: 7,432 -7,239 15,103 1,485 13,599 24,020 21,462: 6,534 9,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.8 20.9 53.1 47.4 90.2 86.1: 9.8 13.9
Old : 100.0: 21.5 29.6 11.1 56.8 48.8 89.5 89.6: 10.5 10.4
Other: 100.0: 35.1 20.4 13.1 43.9 43.8 92.2 77.4: 7.8 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 96 124 123 54 66 237 238:
Old : 280: 87 116 87 47 58 197 203:
Other: 186: 78 47 63 27 57 127 145:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 26.9 42.9 33.6 29.7 24.8 42.7 29.8
Old : 39.1 31.3 51.6 39.3 39.1 31.0 51.6 38.4
Other: 36.4 22.8 51.8 30.1 34.1 20.6 48.6 26.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 1,182,962: 194,225 110,071 262,284 535,780 533,952 992,289 906,307: 190,673 276,655
Old : 942,490: 159,977 151,306 176,609 446,540 415,547 783,126 743,462: 159,364 199,028
Other: 240,472: 87,637 12,154 32,285 89,240 118,406 209,163 162,845: 31,309 77,627
: : :
: : Changes in Commitments from: January 24, 2006 :
: 98,793: 45,823 -44,244 52,082 -6,297 66,400 91,608 74,237: 7,185 24,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.3 22.2 45.3 45.1 83.9 76.6: 16.1 23.4
Old : 100.0: 17.0 16.1 18.7 47.4 44.1 83.1 78.9: 16.9 21.1
Other: 100.0: 36.4 5.1 13.4 37.1 49.2 87.0 67.7: 13.0 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 604: 169 126 184 230 241 503 473:
Old : 595: 135 174 161 219 231 470 456:
Other: 380: 116 40 57 88 195 219 278:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 15.6 25.6 20.8 16.0 12.5 23.6 16.7
Old : 19.6 14.8 29.1 20.4 19.6 11.8 27.0 16.1
Other: 24.2 20.8 32.5 27.3 23.6 19.4 30.5 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 13,052: 5,587 626 741 1,841 8,805 8,169 10,172: 4,883 2,880
Old : 11,333: 5,437 765 399 1,199 7,653 7,035 8,817: 4,297 2,516
Other: 1,719: 334 46 158 642 1,152 1,134 1,356: 586 364
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,296: 567 45 393 -134 870 826 1,307: 1,470 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 4.8 5.7 14.1 67.5 62.6 77.9: 37.4 22.1
Old : 100.0: 48.0 6.8 3.5 10.6 67.5 62.1 77.8: 37.9 22.2
Other: 100.0: 19.4 2.7 9.2 37.3 67.0 65.9 78.9: 34.1 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 8 6 11 16 37 26:
Old : 49: 21 9 6 10 16 36 26:
Other: 22: 9 1 5 4 10 13 16:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 39.0 36.7 57.1 22.8 33.9 33.6 51.4
Old : 26.3 38.9 38.7 56.3 26.3 37.5 38.7 54.7
Other: 45.7 61.7 61.6 73.0 42.7 60.3 52.1 65.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 433,486: 59,294 66,105 98,606 201,880 157,452 359,780 322,163: 73,706 111,323
Old : 377,011: 57,554 80,855 74,908 178,443 136,565 310,905 292,329: 66,106 84,682
Other: 56,476: 21,665 5,175 3,773 23,437 20,887 48,875 29,834: 7,601 26,642
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,729: 2,126 -9,139 -2,602 -1,564 4,717 -2,040 -7,024: 3,768 8,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.2 22.7 46.6 36.3 83.0 74.3: 17.0 25.7
Old : 100.0: 15.3 21.4 19.9 47.3 36.2 82.5 77.5: 17.5 22.5
Other: 100.0: 38.4 9.2 6.7 41.5 37.0 86.5 52.8: 13.5 47.2
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 105 117 144 99 100 296 290:
Old : 356: 98 129 128 93 96 276 280:
Other: 163: 52 29 24 45 63 104 111:
:----------------------------------------------------------------------------------------------------
: 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 16.7 29.1 25.0 16.5 9.4 23.6 13.5
Old : 20.8 17.5 32.4 26.9 20.4 10.9 28.4 16.7
Other: 32.3 20.0 45.3 27.3 31.9 17.5 42.2 23.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 205,164: 22,765 37,733 39,562 117,976 103,512 180,302 180,806: 24,862 24,358
Old : 185,469: 22,639 37,199 33,144 106,966 92,361 162,749 162,704: 22,721 22,766
Other: 19,695: 4,110 4,518 2,434 11,010 11,151 17,553 18,103: 2,141 1,592
: : :
: : Changes in Commitments from: January 24, 2006 :
: 7,814: 2,130 -2,914 1,185 3,454 9,950 6,770 8,221: 1,045 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.4 19.3 57.5 50.5 87.9 88.1: 12.1 11.9
Old : 100.0: 12.2 20.1 17.9 57.7 49.8 87.7 87.7: 12.3 12.3
Other: 100.0: 20.9 22.9 12.4 55.9 56.6 89.1 91.9: 10.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 35 56 46 53 46 119 127:
Old : 161: 40 53 44 53 46 116 125:
Other: 46: 11 12 11 11 17 27 35:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 28.4 35.6 37.1 22.3 21.9 31.4 27.5
Old : 24.9 27.5 36.1 36.5 24.3 20.7 33.3 26.8
Other: 67.7 42.6 78.1 56.4 62.5 41.1 69.5 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 730,709: 62,155 84,412 87,256 444,082 372,865 593,493 544,534: 137,215 186,175
Old : 730,709: 62,155 84,412 87,256 444,082 372,865 593,493 544,534: 137,215 186,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -22,902: -16,815 3,970 -370 8,361 -42,026 -8,824 -38,425: -14,078 15,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.6 11.9 60.8 51.0 81.2 74.5: 18.8 25.5
Old : 100.0: 8.5 11.6 11.9 60.8 51.0 81.2 74.5: 18.8 25.5
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 : 155: 25 42 41 68 72 119 129:
Old : 155: 25 42 41 68 72 119 129:
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 : 23.5 15.5 31.9 24.4 14.4 10.6 21.6 16.1
Old : 23.5 15.5 31.9 24.4 14.4 10.6 21.6 16.1
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 31, 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 : 144,389: 22,002 18,091 27,972 66,840 76,537 116,815 122,600: 27,574 21,789
Old : 128,163: 21,340 17,208 22,277 58,309 67,903 101,925 107,388: 26,238 20,774
Other: 16,226: 2,356 2,576 4,002 8,532 8,633 14,890 15,212: 1,336 1,014
: : :
: : Changes in Commitments from: January 24, 2006 :
: 452: 424 945 1,805 489 -1,306 2,719 1,444: -2,267 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.5 19.4 46.3 53.0 80.9 84.9: 19.1 15.1
Old : 100.0: 16.7 13.4 17.4 45.5 53.0 79.5 83.8: 20.5 16.2
Other: 100.0: 14.5 15.9 24.7 52.6 53.2 91.8 93.7: 8.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 40 39 39 52 56 113 117:
Old : 151: 39 41 39 52 55 113 116:
Other: 57: 16 8 15 21 23 41 43:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 22.2 29.1 32.4 16.8 19.9 23.0 26.9
Old : 19.4 22.3 27.8 33.5 17.0 19.8 23.6 27.7
Other: 42.2 40.3 59.1 55.3 38.0 40.3 50.6 51.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,140: 4,645 296 1,732 3,283 9,785 9,661 11,813: 3,480 1,328
Old : 11,493: 4,348 357 1,423 2,541 8,720 8,312 10,501: 3,180 991
Other: 1,648: 371 11 235 742 1,065 1,348 1,311: 299 336
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,336: 261 -76 264 619 1,140 1,144 1,328: 192 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 2.2 13.2 25.0 74.5 73.5 89.9: 26.5 10.1
Old : 100.0: 37.8 3.1 12.4 22.1 75.9 72.3 91.4: 27.7 8.6
Other: 100.0: 22.5 0.7 14.3 45.0 64.6 81.8 79.6: 18.2 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 34 4 11 21 21 57 34:
Old : 67: 30 7 11 20 21 55 34:
Other: 28: 11 2 8 8 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 : 19.3 55.4 30.5 65.9 14.3 46.3 21.8 53.7
Old : 19.3 56.5 29.7 67.1 16.3 49.4 24.9 57.8
Other: 41.0 52.5 57.9 67.6 25.8 29.8 36.2 40.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 486,648: 146,606 162,812 9,521 239,501 202,171 395,628 374,504: 91,020 112,144
Old : 486,648: 146,606 162,812 9,521 239,501 202,171 395,628 374,504: 91,020 112,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 20,142: 12,547 23,449 3,505 1,869 -9,862 17,921 17,092: 2,221 3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 33.5 2.0 49.2 41.5 81.3 77.0: 18.7 23.0
Old : 100.0: 30.1 33.5 2.0 49.2 41.5 81.3 77.0: 18.7 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 34 33 9 56 56 95 93:
Old : 148: 34 33 9 56 56 95 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 : 22.3 26.1 36.6 34.5 22.2 25.8 36.5 34.0
Old : 22.3 26.1 36.6 34.5 22.2 25.8 36.5 34.0
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 31, 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 : 2,463,730: 537,784 414,585 305,325 1,366,876 1,296,644 2,209,985 2,016,554: 253,745 447,177
Old : 2,463,730: 537,784 414,585 305,325 1,366,876 1,296,644 2,209,985 2,016,554: 253,745 447,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 130,356: 33,500 124,042 -23,035 131,468 8,309 141,933 109,316: -11,577 21,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 16.8 12.4 55.5 52.6 89.7 81.8: 10.3 18.2
Old : 100.0: 21.8 16.8 12.4 55.5 52.6 89.7 81.8: 10.3 18.2
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 : 264: 52 75 73 107 117 200 224:
Old : 264: 52 75 73 107 117 200 224:
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 : 29.8 22.6 37.2 31.2 22.4 21.1 29.6 26.7
Old : 29.8 22.6 37.2 31.2 22.4 21.1 29.6 26.7
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 31, 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 : 1,384,652: 237,772 312,007 145,391 812,502 613,880 1,195,666 1,071,278: 188,986 313,374
Old : 1,384,652: 237,772 312,007 145,391 812,502 613,880 1,195,666 1,071,278: 188,986 313,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 155,268: 59,833 83,889 24,057 90,743 -6,554 174,633 101,392: -19,365 53,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.5 10.5 58.7 44.3 86.4 77.4: 13.6 22.6
Old : 100.0: 17.2 22.5 10.5 58.7 44.3 86.4 77.4: 13.6 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 : 192: 34 52 43 77 88 133 161:
Old : 192: 34 52 43 77 88 133 161:
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 : 25.7 18.7 35.0 26.2 22.3 17.8 29.9 23.7
Old : 25.7 18.7 35.0 26.2 22.3 17.8 29.9 23.7
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 31, 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 : 788,452: 159,197 111,661 281,412 285,940 346,847 726,548 739,920: 61,903 48,532
Old : 788,452: 159,197 111,661 281,412 285,940 346,847 726,548 739,920: 61,903 48,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 48,438: -22,657 33,095 12,898 45,158 -7,787 35,398 38,205: 13,041 10,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 14.2 35.7 36.3 44.0 92.1 93.8: 7.9 6.2
Old : 100.0: 20.2 14.2 35.7 36.3 44.0 92.1 93.8: 7.9 6.2
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 : 140: 30 35 49 63 54 122 114:
Old : 140: 30 35 49 63 54 122 114:
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 : 29.7 33.4 42.7 43.4 16.7 15.4 21.1 20.0
Old : 29.7 33.4 42.7 43.4 16.7 15.4 21.1 20.0
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 40,578: 9,740 6,050 579 17,320 27,962 27,639 34,591: 12,939 5,987
Old : 40,578: 9,740 6,050 579 17,320 27,962 27,639 34,591: 12,939 5,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -53: 886 -536 84 754 688 1,725 236: -1,778 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.9 1.4 42.7 68.9 68.1 85.2: 31.9 14.8
Old : 100.0: 24.0 14.9 1.4 42.7 68.9 68.1 85.2: 31.9 14.8
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 : 57: 14 10 6 23 14 39 28:
Old : 57: 14 10 6 23 14 39 28:
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 : 24.7 43.3 39.6 64.2 24.7 43.3 39.6 64.2
Old : 24.7 43.3 39.6 64.2 24.7 43.3 39.6 64.2
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 31, 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 : 89,714: 38,825 28,906 5,085 33,600 33,257 77,509 67,248: 12,205 22,466
Old : 89,714: 38,825 28,906 5,085 33,600 33,257 77,509 67,248: 12,205 22,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,971: 1,158 -2,181 1,605 -203 5,954 2,560 5,379: 1,410 -1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 32.2 5.7 37.5 37.1 86.4 75.0: 13.6 25.0
Old : 100.0: 43.3 32.2 5.7 37.5 37.1 86.4 75.0: 13.6 25.0
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 : 80: 32 21 15 16 17 54 47:
Old : 80: 32 21 15 16 17 54 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 : 46.6 33.2 55.5 54.3 46.6 31.7 55.5 51.2
Old : 46.6 33.2 55.5 54.3 46.6 31.7 55.5 51.2
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 31, 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 : 32,542: 7,507 4,189 523 24,123 27,218 32,153 31,930: 389 612
Old : 32,542: 7,507 4,189 523 24,123 27,218 32,153 31,930: 389 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -59: -130 28 44 -36 -594 -122 -522: 63 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.9 1.6 74.1 83.6 98.8 98.1: 1.2 1.9
Old : 100.0: 23.1 12.9 1.6 74.1 83.6 98.8 98.1: 1.2 1.9
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 : 48: 7 13 5 15 17 24 33:
Old : 48: 7 13 5 15 17 24 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 : 68.2 58.6 85.9 81.4 66.2 53.1 80.0 72.5
Old : 68.2 58.6 85.9 81.4 66.2 53.1 80.0 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006