WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 431,557: 74,881 60,625 94,243 223,776 218,459 392,900 373,327: 38,657 58,230
Old : 247,970: 58,714 81,661 13,512 153,704 131,675 225,931 226,848: 22,040 21,122
Other: 183,587: 68,585 31,382 28,313 70,072 86,784 166,970 146,479: 16,617 37,108
: : :
: : Changes in Commitments from: February 21, 2006 :
: -17,586: -2,404 -7,929 -8,126 -5,853 -1,300 -16,384 -17,356: -1,202 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.0 21.8 51.9 50.6 91.0 86.5: 9.0 13.5
Old : 100.0: 23.7 32.9 5.4 62.0 53.1 91.1 91.5: 8.9 8.5
Other: 100.0: 37.4 17.1 15.4 38.2 47.3 90.9 79.8: 9.1 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 129 103 133 58 81 276 248:
Old : 289: 95 114 52 37 65 165 198:
Other: 254: 111 58 77 44 76 185 181:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 25.9 39.4 33.1 27.3 23.4 39.2 28.3
Old : 42.0 33.2 57.4 43.1 42.0 32.8 57.4 42.2
Other: 23.7 21.9 34.0 29.7 22.7 19.4 31.9 25.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,257,355: 246,828 80,092 268,722 547,668 613,559 1,063,217 962,373: 194,138 294,982
Old : 890,487: 187,408 145,069 134,494 421,130 431,834 743,032 711,397: 147,455 179,090
Other: 366,868: 143,797 19,400 49,851 126,538 181,725 320,185 250,976: 46,683 115,892
: : :
: : Changes in Commitments from: February 21, 2006 :
: -52,872: 6,568 -14,277 -40,360 -6,325 7,439 -40,117 -47,198: -12,756 -5,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.4 21.4 43.6 48.8 84.6 76.5: 15.4 23.5
Old : 100.0: 21.0 16.3 15.1 47.3 48.5 83.4 79.9: 16.6 20.1
Other: 100.0: 39.2 5.3 13.6 34.5 49.5 87.3 68.4: 12.7 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 194 107 196 245 285 551 516:
Old : 651: 150 162 165 229 271 504 495:
Other: 457: 133 50 72 128 243 284 343:
:----------------------------------------------------------------------------------------------------
: 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 15.2 24.2 20.5 16.0 12.6 23.1 16.6
Old : 21.2 15.8 30.1 21.2 21.2 13.7 28.8 17.7
Other: 20.6 14.9 29.8 22.0 19.8 12.9 28.2 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,186: 5,587 268 586 2,022 9,504 8,195 10,358: 3,990 1,827
Old : 8,962: 5,177 288 117 903 7,384 6,197 7,790: 2,765 1,172
Other: 3,223: 535 104 344 1,120 2,120 1,998 2,568: 1,225 655
: : :
: : Changes in Commitments from: February 21, 2006 :
: -348: -224 -101 -142 226 40 -141 -203: -207 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 2.2 4.8 16.6 78.0 67.3 85.0: 32.7 15.0
Old : 100.0: 57.8 3.2 1.3 10.1 82.4 69.1 86.9: 30.9 13.1
Other: 100.0: 16.6 3.2 10.7 34.7 65.8 62.0 79.7: 38.0 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 22 4 6 10 14 36 22:
Old : 42: 21 5 5 5 13 28 21:
Other: 23: 6 4 3 8 11 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 43.3 38.5 69.4 25.2 36.6 36.1 60.3
Old : 34.3 45.8 49.0 72.7 34.3 45.2 48.9 72.1
Other: 35.5 53.2 51.8 68.5 26.9 44.1 36.6 54.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 416,569: 55,486 57,848 87,632 203,282 162,704 346,400 308,184: 70,169 108,385
Old : 338,784: 56,650 77,668 52,088 171,602 137,089 280,340 266,845: 58,445 71,940
Other: 77,785: 25,648 6,991 8,733 31,680 25,616 66,061 41,339: 11,724 36,445
: : :
: : Changes in Commitments from: February 21, 2006 :
: -55,712: -6,933 7,450 -19,481 -16,518 -30,726 -42,931 -42,756: -12,781 -12,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.9 21.0 48.8 39.1 83.2 74.0: 16.8 26.0
Old : 100.0: 16.7 22.9 15.4 50.7 40.5 82.7 78.8: 17.3 21.2
Other: 100.0: 33.0 9.0 11.2 40.7 32.9 84.9 53.1: 15.1 46.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 93 118 135 110 118 298 302:
Old : 364: 97 127 109 103 109 271 282:
Other: 191: 61 33 34 55 75 127 133:
:----------------------------------------------------------------------------------------------------
: 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 14.8 30.5 23.1 17.7 8.6 25.2 12.3
Old : 23.5 16.0 35.2 25.7 23.2 10.1 32.2 16.6
Other: 27.8 16.6 39.5 24.0 26.8 13.1 37.1 18.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,289: 8,526 3,928 1,420 0 0 9,946 5,348: 4,343 8,941
Old : 8,901: 3,872 3,985 1,323 0 0 5,195 5,308: 3,706 3,593
Other: 5,388: 4,751 40 0 0 0 4,751 40: 637 5,348
: : :
: : Changes in Commitments from: February 21, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 27.5 9.9 0.0 0.0 69.6 37.4: 30.4 62.6
Old : 100.0: 43.5 44.8 14.9 0.0 0.0 58.4 59.6: 41.6 40.4
Other: 100.0: 88.2 0.7 0.0 0.0 0.0 88.2 0.7: 11.8 99.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 8 10 0 0 17 15:
Old : 22: 13 9 9 0 0 16 15:
Other: 7: 6 1 0 0 0 6 1:
:----------------------------------------------------------------------------------------------------
: 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 : 48.3 24.6 59.8 32.8 42.3 22.5 52.2 27.5
Old : 31.6 39.6 46.9 52.2 21.8 36.2 34.8 43.7
Other: 88.0 0.7 88.2 0.7 88.0 0.7 88.2 0.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 199,520: 27,365 20,381 38,585 105,475 119,509 171,425 178,476: 28,095 21,044
Old : 176,641: 28,549 22,331 28,390 94,566 106,693 151,505 157,414: 25,136 19,227
Other: 22,879: 5,155 4,390 3,856 10,909 12,816 19,920 21,062: 2,959 1,817
: : :
: : Changes in Commitments from: February 21, 2006 :
: -8,907: -1,115 -4,532 -2,675 -7,023 -1,814 -10,813 -9,021: 1,906 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.2 19.3 52.9 59.9 85.9 89.5: 14.1 10.5
Old : 100.0: 16.2 12.6 16.1 53.5 60.4 85.8 89.1: 14.2 10.9
Other: 100.0: 22.5 19.2 16.9 47.7 56.0 87.1 92.1: 12.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 40 44 44 50 47 123 118:
Old : 161: 44 46 39 49 46 118 115:
Other: 50: 13 14 12 11 17 29 38:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 40.1 36.9 50.3 22.9 31.7 31.9 37.7
Old : 27.1 40.9 38.9 51.6 25.9 34.0 36.0 42.3
Other: 59.4 44.4 74.6 58.5 54.4 43.1 62.7 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 770,780: 94,108 84,385 91,434 430,556 396,776 616,098 572,595: 154,682 198,185
Old : 770,780: 94,108 84,385 91,434 430,556 396,776 616,098 572,595: 154,682 198,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -59,321: -12,176 -2,078 -27,001 -28,697 -22,647 -67,874 -51,726: 8,553 -7,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.9 11.9 55.9 51.5 79.9 74.3: 20.1 25.7
Old : 100.0: 12.2 10.9 11.9 55.9 51.5 79.9 74.3: 20.1 25.7
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 : 161: 30 38 48 72 78 129 138:
Old : 161: 30 38 48 72 78 129 138:
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 : 19.3 14.9 27.7 24.2 12.2 10.1 19.2 15.8
Old : 19.3 14.9 27.7 24.2 12.2 10.1 19.2 15.8
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 151,052: 20,476 32,634 27,326 75,644 63,528 123,446 123,488: 27,606 27,564
Old : 126,201: 18,557 28,780 20,099 62,248 53,677 100,904 102,556: 25,297 23,645
Other: 24,851: 3,625 5,560 5,521 13,396 9,851 22,542 20,932: 2,309 3,919
: : :
: : Changes in Commitments from: February 21, 2006 :
: -2,324: -658 13,047 -5,059 3,099 -10,746 -2,619 -2,758: 295 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 21.6 18.1 50.1 42.1 81.7 81.8: 18.3 18.2
Old : 100.0: 14.7 22.8 15.9 49.3 42.5 80.0 81.3: 20.0 18.7
Other: 100.0: 14.6 22.4 22.2 53.9 39.6 90.7 84.2: 9.3 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 37 47 37 50 52 109 121:
Old : 156: 39 49 37 50 50 109 119:
Other: 64: 16 14 15 22 26 44 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 : 22.4 18.4 32.8 26.1 17.5 12.9 25.4 18.4
Old : 19.5 18.2 31.1 26.1 16.6 12.1 25.1 18.5
Other: 42.8 35.9 60.0 50.6 41.9 35.8 54.7 44.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,768: 4,225 521 1,305 4,158 9,317 9,687 11,142: 3,081 1,626
Old : 9,911: 3,775 604 857 2,882 7,357 7,514 8,818: 2,397 1,093
Other: 2,857: 533 0 364 1,276 1,959 2,173 2,324: 684 534
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,500: -96 143 -186 -144 -224 -427 -267: -1,074 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 4.1 10.2 32.6 73.0 75.9 87.3: 24.1 12.7
Old : 100.0: 38.1 6.1 8.6 29.1 74.2 75.8 89.0: 24.2 11.0
Other: 100.0: 18.7 0.0 12.7 44.7 68.6 76.1 81.3: 23.9 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 24 7 8 18 21 46 32:
Old : 55: 19 9 6 15 18 39 28:
Other: 30: 11 0 7 9 15 20 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 53.9 39.4 64.2 18.4 42.8 27.7 49.3
Old : 26.8 56.5 39.8 67.2 23.4 47.7 34.5 55.7
Other: 40.2 49.4 57.3 63.5 27.1 30.3 34.6 42.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 489,940: 136,144 149,900 11,779 249,560 199,734 397,483 361,413: 92,457 128,527
Old : 489,940: 136,144 149,900 11,779 249,560 199,734 397,483 361,413: 92,457 128,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -27,155: -1,074 10,301 -5,110 -19,488 -40,728 -25,673 -35,537: -1,482 8,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 30.6 2.4 50.9 40.8 81.1 73.8: 18.9 26.2
Old : 100.0: 27.8 30.6 2.4 50.9 40.8 81.1 73.8: 18.9 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 29 39 18 60 61 101 106:
Old : 151: 29 39 18 60 61 101 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.3 37.1 24.6 23.2 14.6 35.9 23.7
Old : 23.5 15.3 37.1 24.6 23.2 14.6 35.9 23.7
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,417,721: 590,408 418,022 301,407 1,233,676 1,241,490 2,125,491 1,960,919: 292,230 456,803
Old : 2,417,721: 590,408 418,022 301,407 1,233,676 1,241,490 2,125,491 1,960,919: 292,230 456,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -108,408: 37,376 -8,357 -66,702 -119,422 -52,903 -148,747 -127,961: 40,340 19,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.3 12.5 51.0 51.3 87.9 81.1: 12.1 18.9
Old : 100.0: 24.4 17.3 12.5 51.0 51.3 87.9 81.1: 12.1 18.9
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 : 274: 60 79 88 106 112 214 231:
Old : 274: 60 79 88 106 112 214 231:
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 : 24.5 21.5 33.2 29.1 19.7 20.3 28.1 26.3
Old : 24.5 21.5 33.2 29.1 19.7 20.3 28.1 26.3
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,497,044: 370,114 376,322 108,202 828,657 683,129 1,306,972 1,167,652: 190,072 329,392
Old : 1,497,044: 370,114 376,322 108,202 828,657 683,129 1,306,972 1,167,652: 190,072 329,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -201,900: 10,725 -3,237 -85,250 -142,758 -105,652 -217,282 -194,138: 15,382 -7,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 25.1 7.2 55.4 45.6 87.3 78.0: 12.7 22.0
Old : 100.0: 24.7 25.1 7.2 55.4 45.6 87.3 78.0: 12.7 22.0
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 : 197: 37 50 39 75 90 134 157:
Old : 197: 37 50 39 75 90 134 157:
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 : 22.2 18.2 32.9 25.0 19.1 17.4 28.4 24.0
Old : 22.2 18.2 32.9 25.0 19.1 17.4 28.4 24.0
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 912,801: 114,838 106,929 419,175 315,509 336,407 849,522 862,512: 63,279 50,289
Old : 912,801: 114,838 106,929 419,175 315,509 336,407 849,522 862,512: 63,279 50,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 64,626: 8,651 32 39,949 13,750 19,106 62,351 59,087: 2,275 5,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.7 45.9 34.6 36.9 93.1 94.5: 6.9 5.5
Old : 100.0: 12.6 11.7 45.9 34.6 36.9 93.1 94.5: 6.9 5.5
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 : 144: 34 40 52 63 55 129 117:
Old : 144: 34 40 52 63 55 129 117:
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 : 28.2 31.9 40.3 44.7 9.2 9.6 13.9 13.4
Old : 28.2 31.9 40.3 44.7 9.2 9.6 13.9 13.4
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 43,484: 11,829 8,519 676 17,848 26,516 30,354 35,712: 13,130 7,772
Old : 43,484: 11,829 8,519 676 17,848 26,516 30,354 35,712: 13,130 7,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -784: -860 -250 -15 142 -161 -733 -426: -52 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 19.6 1.6 41.0 61.0 69.8 82.1: 30.2 17.9
Old : 100.0: 27.2 19.6 1.6 41.0 61.0 69.8 82.1: 30.2 17.9
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 : 58: 15 13 8 22 12 41 29:
Old : 58: 15 13 8 22 12 41 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 : 25.8 40.7 39.7 61.0 25.7 40.4 39.6 59.6
Old : 25.8 40.7 39.7 61.0 25.7 40.4 39.6 59.6
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 94,442: 42,999 27,979 4,685 37,218 38,959 84,902 71,623: 9,539 22,819
Old : 94,442: 42,999 27,979 4,685 37,218 38,959 84,902 71,623: 9,539 22,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -2,786: -4,960 1,999 593 986 -2,371 -3,381 221: 594 -3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 29.6 5.0 39.4 41.3 89.9 75.8: 10.1 24.2
Old : 100.0: 45.5 29.6 5.0 39.4 41.3 89.9 75.8: 10.1 24.2
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 : 93: 38 25 21 17 20 63 58:
Old : 93: 38 25 21 17 20 63 58:
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 : 46.8 38.3 56.8 56.1 46.8 37.2 56.3 51.0
Old : 46.8 38.3 56.8 56.1 46.8 37.2 56.3 51.0
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 24,159: 7,620 2,909 557 15,621 20,286 23,798 23,752: 361 407
Old : 24,159: 7,620 2,909 557 15,621 20,286 23,798 23,752: 361 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -7,659: 19 -187 0 -7,700 -7,497 -7,681 -7,684: 22 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 12.0 2.3 64.7 84.0 98.5 98.3: 1.5 1.7
Old : 100.0: 31.5 12.0 2.3 64.7 84.0 98.5 98.3: 1.5 1.7
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 : 46: 8 11 6 14 18 23 34:
Old : 46: 8 11 6 14 18 23 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 : 64.7 56.8 83.6 75.8 59.5 46.6 74.0 63.9
Old : 64.7 56.8 83.6 75.8 59.5 46.6 74.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006