WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 449,143: 77,285 68,554 102,370 229,629 219,759 409,284 390,682: 39,859 58,461
Old : 283,084: 63,809 87,141 30,553 164,630 143,216 258,991 260,910: 24,093 22,174
Other: 166,059: 63,190 31,126 22,103 64,999 76,543 150,293 129,772: 15,767 36,287
: : :
: : Changes in Commitments from: February 14, 2006 :
: 23,767: -1,038 1,380 14,811 12,047 9,943 25,820 26,133: -2,052 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 15.3 22.8 51.1 48.9 91.1 87.0: 8.9 13.0
Old : 100.0: 22.5 30.8 10.8 58.2 50.6 91.5 92.2: 8.5 7.8
Other: 100.0: 38.1 18.7 13.3 39.1 46.1 90.5 78.1: 9.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 113 122 127 58 74 266 244:
Old : 290: 90 123 79 48 63 198 206:
Other: 227: 101 54 71 38 66 163 168:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 25.2 37.7 32.5 26.1 22.9 37.5 27.5
Old : 37.4 30.6 50.6 39.5 37.4 29.8 50.6 38.4
Other: 27.5 22.4 38.6 30.1 26.3 20.4 37.1 27.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 1,310,227: 240,260 94,368 309,082 553,992 606,121 1,103,334 1,009,571: 206,893 300,656
Old : 981,878: 193,911 154,460 188,695 434,252 444,945 816,858 788,100: 165,020 193,778
Other: 328,349: 122,854 16,413 43,882 119,740 161,176 286,476 221,471: 41,873 106,878
: : :
: : Changes in Commitments from: February 14, 2006 :
: 34,245: 17,529 3,025 1,734 8,001 29,826 27,264 34,585: 6,981 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 7.2 23.6 42.3 46.3 84.2 77.1: 15.8 22.9
Old : 100.0: 19.7 15.7 19.2 44.2 45.3 83.2 80.3: 16.8 19.7
Other: 100.0: 37.4 5.0 13.4 36.5 49.1 87.2 67.4: 12.8 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 199 114 201 242 272 544 512:
Old : 635: 155 167 177 228 262 503 497:
Other: 434: 127 53 68 114 225 263 324:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 14.4 23.5 19.7 15.3 11.6 22.1 15.3
Old : 19.1 14.5 27.5 19.8 19.1 12.0 26.2 15.7
Other: 22.2 15.2 31.3 21.9 21.4 13.1 29.4 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 12,534: 5,811 369 729 1,796 9,464 8,336 10,562: 4,198 1,972
Old : 9,714: 5,423 390 260 902 7,626 6,585 8,276: 3,129 1,437
Other: 2,820: 521 112 335 895 1,838 1,751 2,285: 1,069 535
: : :
: : Changes in Commitments from: February 14, 2006 :
: 77: -139 -19 54 92 89 6 124: 71 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 2.9 5.8 14.3 75.5 66.5 84.3: 33.5 15.7
Old : 100.0: 55.8 4.0 2.7 9.3 78.5 67.8 85.2: 32.2 14.8
Other: 100.0: 18.5 4.0 11.9 31.7 65.2 62.1 81.0: 37.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 7 6 11 14 40 23:
Old : 49: 25 6 5 8 14 35 23:
Other: 24: 7 4 5 7 11 17 17:
:----------------------------------------------------------------------------------------------------
: 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 41.5 37.8 65.4 24.8 36.4 35.5 58.4
Old : 32.0 43.3 45.6 67.2 32.0 43.3 45.6 67.1
Other: 37.5 52.9 54.0 69.0 30.6 44.9 39.3 56.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 472,281: 62,419 50,398 107,112 219,800 193,430 389,332 350,940: 82,949 121,341
Old : 399,583: 59,975 67,185 77,116 189,990 168,623 327,081 312,924: 72,502 86,659
Other: 72,698: 26,276 7,045 6,164 29,811 24,807 62,251 38,016: 10,447 34,682
: : :
: : Changes in Commitments from: February 14, 2006 :
: 12,900: 3,225 -7,835 2,337 -160 8,240 5,401 2,741: 7,498 10,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.7 22.7 46.5 41.0 82.4 74.3: 17.6 25.7
Old : 100.0: 15.0 16.8 19.3 47.5 42.2 81.9 78.3: 18.1 21.7
Other: 100.0: 36.1 9.7 8.5 41.0 34.1 85.6 52.3: 14.4 47.7
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 113 117 158 113 113 326 311:
Old : 378: 110 127 138 109 108 304 298:
Other: 188: 57 36 28 54 72 121 128:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 16.9 29.3 25.7 15.3 8.5 21.9 12.3
Old : 21.5 18.6 32.2 28.2 19.4 10.2 26.9 15.8
Other: 29.9 17.0 40.2 23.5 28.8 13.5 38.3 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 208,426: 28,480 24,913 41,260 112,498 121,323 182,238 187,496: 26,189 20,930
Old : 185,239: 29,366 25,786 32,008 100,619 108,051 161,993 165,845: 23,246 19,393
Other: 23,188: 4,837 4,850 3,529 11,879 13,272 20,245 21,651: 2,943 1,537
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,592: 5,529 -5,765 -593 -5,703 8,831 -767 2,472: 2,359 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.0 19.8 54.0 58.2 87.4 90.0: 12.6 10.0
Old : 100.0: 15.9 13.9 17.3 54.3 58.3 87.5 89.5: 12.5 10.5
Other: 100.0: 20.9 20.9 15.2 51.2 57.2 87.3 93.4: 12.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 47 52 53 48 49 131 132:
Old : 172: 50 55 50 48 49 128 130:
Other: 53: 14 14 12 12 18 31 39:
:----------------------------------------------------------------------------------------------------
: 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 35.1 36.3 44.6 21.6 27.1 30.0 33.0
Old : 26.7 35.0 37.9 45.0 24.3 27.4 33.8 35.8
Other: 60.0 46.0 74.9 59.7 55.6 45.1 63.7 56.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 830,102: 106,285 86,464 118,435 459,253 419,423 683,973 624,321: 146,129 205,780
Old : 830,102: 106,285 86,464 118,435 459,253 419,423 683,973 624,321: 146,129 205,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -18,235: -1,962 -11,814 -3,050 -16,030 3,435 -21,042 -11,429: 2,807 -6,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.4 14.3 55.3 50.5 82.4 75.2: 17.6 24.8
Old : 100.0: 12.8 10.4 14.3 55.3 50.5 82.4 75.2: 17.6 24.8
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 : 174: 31 48 53 76 82 141 150:
Old : 174: 31 48 53 76 82 141 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 15.2 31.1 25.3 12.9 9.3 19.9 14.9
Old : 21.3 15.2 31.1 25.3 12.9 9.3 19.9 14.9
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, February 21, 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 : 153,376: 21,134 19,588 32,385 72,546 74,274 126,065 126,246: 27,311 27,129
Old : 132,234: 21,515 17,459 24,991 60,277 65,426 106,783 107,876: 25,451 24,358
Other: 21,142: 2,252 4,762 4,760 12,269 8,848 19,282 18,371: 1,860 2,771
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,810: -2,007 -1,238 77 4,562 1,619 2,632 459: 178 2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.8 21.1 47.3 48.4 82.2 82.3: 17.8 17.7
Old : 100.0: 16.3 13.2 18.9 45.6 49.5 80.8 81.6: 19.2 18.4
Other: 100.0: 10.7 22.5 22.5 58.0 41.8 91.2 86.9: 8.8 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 39 41 41 58 55 122 120:
Old : 158: 44 40 40 58 54 122 118:
Other: 66: 18 12 17 22 25 46 49:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 19.3 29.7 29.5 14.5 15.1 21.4 20.7
Old : 17.9 19.7 27.5 30.7 14.0 14.6 20.4 21.2
Other: 43.9 38.9 60.1 52.9 43.9 38.9 56.8 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 14,269: 4,321 378 1,490 4,302 9,541 10,114 11,409: 4,155 2,860
Old : 11,873: 3,996 425 1,074 3,216 7,995 8,287 9,494: 3,587 2,380
Other: 2,396: 428 56 313 1,086 1,546 1,827 1,915: 569 481
: : :
: : Changes in Commitments from: February 14, 2006 :
: 605: -188 47 179 504 -311 496 -84: 109 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.6 10.4 30.1 66.9 70.9 80.0: 29.1 20.0
Old : 100.0: 33.7 3.6 9.0 27.1 67.3 69.8 80.0: 30.2 20.0
Other: 100.0: 17.9 2.4 13.1 45.3 64.5 76.3 79.9: 23.7 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 26 7 9 20 19 50 31:
Old : 59: 21 9 8 19 17 46 28:
Other: 29: 9 3 8 9 13 21 21:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 50.2 34.7 60.2 15.5 39.4 23.6 45.9
Old : 23.0 51.2 34.4 61.3 18.6 42.3 28.0 50.3
Other: 41.0 49.1 55.9 63.3 28.8 29.3 35.4 40.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 517,095: 137,218 139,599 16,889 269,048 240,462 423,156 396,950: 93,939 120,145
Old : 517,095: 137,218 139,599 16,889 269,048 240,462 423,156 396,950: 93,939 120,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 17,709: 4,455 -2,111 3,982 8,016 20,848 16,453 22,718: 1,255 -5,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 27.0 3.3 52.0 46.5 81.8 76.8: 18.2 23.2
Old : 100.0: 26.5 27.0 3.3 52.0 46.5 81.8 76.8: 18.2 23.2
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 : 153: 31 39 13 59 59 96 105:
Old : 153: 31 39 13 59 59 96 105:
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 : 22.7 18.2 36.0 27.5 22.7 17.0 35.0 25.6
Old : 22.7 18.2 36.0 27.5 22.7 17.0 35.0 25.6
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, February 21, 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 : 2,526,129: 553,032 426,379 368,109 1,353,098 1,294,393 2,274,239 2,088,880: 251,890 437,249
Old : 2,526,129: 553,032 426,379 368,109 1,353,098 1,294,393 2,274,239 2,088,880: 251,890 437,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -121,870: 15,712 -828 -19,794 -82,719 -55,059 -86,801 -75,680: -35,069 -46,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 16.9 14.6 53.6 51.2 90.0 82.7: 10.0 17.3
Old : 100.0: 21.9 16.9 14.6 53.6 51.2 90.0 82.7: 10.0 17.3
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 : 283: 69 69 83 116 124 220 241:
Old : 283: 69 69 83 116 124 220 241:
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 : 27.4 21.6 34.6 30.0 19.9 19.4 26.9 25.0
Old : 27.4 21.6 34.6 30.0 19.9 19.4 26.9 25.0
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, February 21, 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 : 1,698,944: 359,388 379,558 193,451 971,414 788,780 1,524,254 1,361,790: 174,690 337,154
Old : 1,698,944: 359,388 379,558 193,451 971,414 788,780 1,524,254 1,361,790: 174,690 337,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 51,553: 29,938 17,024 -6,745 23,842 42,483 47,035 52,762: 4,518 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.3 11.4 57.2 46.4 89.7 80.2: 10.3 19.8
Old : 100.0: 21.2 22.3 11.4 57.2 46.4 89.7 80.2: 10.3 19.8
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 : 216: 47 52 53 79 98 147 182:
Old : 216: 47 52 53 79 98 147 182:
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 : 25.8 19.1 35.6 26.9 18.9 15.6 27.0 21.4
Old : 25.8 19.1 35.6 26.9 18.9 15.6 27.0 21.4
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, February 21, 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 : 848,175: 106,186 106,898 379,226 301,759 317,301 787,171 803,424: 61,004 44,751
Old : 848,175: 106,186 106,898 379,226 301,759 317,301 787,171 803,424: 61,004 44,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 9,843: -23,001 -7,744 27,530 9,338 -3,177 13,867 16,609: -4,024 -6,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.6 44.7 35.6 37.4 92.8 94.7: 7.2 5.3
Old : 100.0: 12.5 12.6 44.7 35.6 37.4 92.8 94.7: 7.2 5.3
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 : 141: 38 33 50 62 52 128 110:
Old : 141: 38 33 50 62 52 128 110:
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 : 27.8 33.8 40.0 47.2 8.1 9.4 12.8 13.3
Old : 27.8 33.8 40.0 47.2 8.1 9.4 12.8 13.3
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, February 21, 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 : 44,268: 12,689 8,769 691 17,706 26,678 31,086 36,138: 13,182 8,130
Old : 44,268: 12,689 8,769 691 17,706 26,678 31,086 36,138: 13,182 8,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,933: 3,017 2,216 69 691 1,532 3,777 3,817: 156 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.8 1.6 40.0 60.3 70.2 81.6: 29.8 18.4
Old : 100.0: 28.7 19.8 1.6 40.0 60.3 70.2 81.6: 29.8 18.4
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 : 61: 16 13 8 24 13 43 31:
Old : 61: 16 13 8 24 13 43 31:
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 40.5 39.1 59.7 24.2 40.3 39.1 58.4
Old : 24.3 40.5 39.1 59.7 24.2 40.3 39.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 97,228: 47,959 25,980 4,092 36,233 41,330 88,283 71,402: 8,945 25,826
Old : 97,228: 47,959 25,980 4,092 36,233 41,330 88,283 71,402: 8,945 25,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -3,235: 1,891 2,253 -2,893 -1,570 507 -2,572 -133: -663 -3,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 26.7 4.2 37.3 42.5 90.8 73.4: 9.2 26.6
Old : 100.0: 49.3 26.7 4.2 37.3 42.5 90.8 73.4: 9.2 26.6
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 : 92: 34 27 17 17 21 62 54:
Old : 92: 34 27 17 17 21 62 54:
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 : 44.9 36.1 55.1 51.8 44.9 34.7 55.1 47.5
Old : 44.9 36.1 55.1 51.8 44.9 34.7 55.1 47.5
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, February 21, 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 : 31,818: 7,601 3,096 557 23,321 27,783 31,479 31,436: 339 382
Old : 31,818: 7,601 3,096 557 23,321 27,783 31,479 31,436: 339 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -1,046: 58 -568 0 -1,057 -485 -999 -1,053: -47 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.7 1.8 73.3 87.3 98.9 98.8: 1.1 1.2
Old : 100.0: 23.9 9.7 1.8 73.3 87.3 98.9 98.8: 1.1 1.2
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 : 47: 8 11 6 16 18 25 34:
Old : 47: 8 11 6 16 18 25 34:
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 : 65.7 56.8 84.7 79.1 64.5 54.5 78.7 69.9
Old : 65.7 56.8 84.7 79.1 64.5 54.5 78.7 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006