WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 438,815: 76,395 56,118 99,565 226,634 225,647 402,594 381,330: 36,221 57,485
Old : 245,332: 58,826 79,372 13,353 153,419 133,594 225,599 226,320: 19,733 19,012
Other: 193,483: 71,878 31,054 31,903 73,215 92,053 176,996 155,010: 16,487 38,473
: : :
: : Changes in Commitments from: February 28, 2006 :
: 7,258: 1,513 -4,507 5,322 2,858 7,188 9,694 8,003: -2,436 -746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.8 22.7 51.6 51.4 91.7 86.9: 8.3 13.1
Old : 100.0: 24.0 32.4 5.4 62.5 54.5 92.0 92.3: 8.0 7.7
Other: 100.0: 37.1 16.1 16.5 37.8 47.6 91.5 80.1: 8.5 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 122 117 137 56 79 283 253:
Old : 293: 98 118 50 36 60 166 196:
Other: 260: 117 60 82 43 74 192 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 26.8 38.9 34.0 27.0 24.2 38.7 29.2
Old : 42.3 34.8 57.7 44.8 42.3 34.6 57.7 44.0
Other: 23.1 21.7 33.4 29.0 22.3 18.6 31.7 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 1,255,067: 235,525 80,257 271,770 555,715 607,282 1,063,011 959,309: 192,056 295,757
Old : 865,829: 173,572 148,016 130,178 418,177 415,268 721,928 693,463: 143,902 172,367
Other: 389,237: 148,032 18,319 55,514 137,538 192,014 341,083 265,847: 48,154 123,391
: : :
: : Changes in Commitments from: February 28, 2006 :
: -2,288: -11,302 165 3,049 8,047 -6,277 -207 -3,063: -2,082 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.4 21.7 44.3 48.4 84.7 76.4: 15.3 23.6
Old : 100.0: 20.0 17.1 15.0 48.3 48.0 83.4 80.1: 16.6 19.9
Other: 100.0: 38.0 4.7 14.3 35.3 49.3 87.6 68.3: 12.4 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 213 93 199 247 285 560 523:
Old : 657: 160 159 167 231 266 509 495:
Other: 468: 142 49 75 126 244 290 348:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 14.6 24.5 19.8 16.2 11.2 23.5 15.5
Old : 22.1 15.0 30.6 20.5 22.1 12.5 29.9 16.6
Other: 19.7 14.1 28.8 21.1 19.1 10.5 27.1 16.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 12,233: 5,527 258 530 2,274 9,739 8,331 10,527: 3,902 1,706
Old : 8,784: 5,110 236 103 970 7,424 6,183 7,763: 2,601 1,021
Other: 3,448: 485 89 359 1,304 2,315 2,148 2,763: 1,300 685
: : :
: : Changes in Commitments from: February 28, 2006 :
: 47: -59 -9 -57 252 234 136 168: -89 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 2.1 4.3 18.6 79.6 68.1 86.1: 31.9 13.9
Old : 100.0: 58.2 2.7 1.2 11.0 84.5 70.4 88.4: 29.6 11.6
Other: 100.0: 14.1 2.6 10.4 37.8 67.1 62.3 80.1: 37.7 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 5 4 12 15 37 21:
Old : 43: 21 4 3 6 14 28 20:
Other: 23: 5 4 3 9 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 : 26.7 45.3 40.2 71.7 26.5 38.2 37.2 61.6
Old : 36.9 47.6 51.4 75.6 36.9 47.3 51.4 75.3
Other: 35.5 54.6 51.6 68.6 25.9 44.5 35.7 54.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 418,719: 57,057 58,680 94,459 199,459 157,734 350,975 310,873: 67,743 107,845
Old : 335,303: 58,819 81,292 53,474 167,797 131,547 280,090 266,314: 55,214 68,990
Other: 83,415: 29,627 8,776 9,596 31,661 26,187 70,885 44,560: 12,530 38,855
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,149: 1,571 832 6,827 -3,824 -4,970 4,575 2,689: -2,425 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.0 22.6 47.6 37.7 83.8 74.2: 16.2 25.8
Old : 100.0: 17.5 24.2 15.9 50.0 39.2 83.5 79.4: 16.5 20.6
Other: 100.0: 35.5 10.5 11.5 38.0 31.4 85.0 53.4: 15.0 46.6
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 100 132 143 110 121 310 311:
Old : 378: 102 135 123 102 114 286 296:
Other: 196: 65 37 31 55 76 129 135:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 14.7 29.3 21.9 17.9 9.4 25.2 12.9
Old : 23.5 16.0 35.0 24.5 23.5 10.7 32.4 17.5
Other: 26.1 15.8 38.5 24.1 25.1 13.1 35.5 17.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,538: 8,502 3,807 1,116 0 0 9,618 4,923: 4,920 9,615
Old : 8,732: 3,414 3,819 1,049 0 0 4,463 4,868: 4,269 3,864
Other: 5,806: 5,155 55 0 0 0 5,155 55: 651 5,751
: : :
: : Changes in Commitments from: February 28, 2006 :
: 249: -24 -121 -304 0 0 -328 -425: 577 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 26.2 7.7 0.0 0.0 66.2 33.9: 33.8 66.1
Old : 100.0: 39.1 43.7 12.0 0.0 0.0 51.1 55.7: 48.9 44.3
Other: 100.0: 88.8 0.9 0.0 0.0 0.0 88.8 0.9: 11.2 99.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 8 9 0 0 14 15:
Old : 20: 11 9 7 0 0 13 14:
Other: 8: 6 2 0 0 0 6 2:
:----------------------------------------------------------------------------------------------------
: 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 : 49.9 23.7 59.6 30.8 43.6 21.6 52.7 26.2
Old : 30.8 39.5 45.0 51.0 20.6 36.1 34.7 43.7
Other: 87.8 0.9 88.8 0.9 87.8 0.9 88.8 0.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 219,805: 41,898 16,901 42,650 108,222 140,448 192,770 199,999: 27,035 19,806
Old : 195,274: 44,867 20,698 30,174 95,905 126,690 170,947 177,562: 24,327 17,711
Other: 24,531: 5,205 4,378 4,301 12,317 13,758 21,823 22,437: 2,708 2,095
: : :
: : Changes in Commitments from: February 28, 2006 :
: 20,285: 14,533 -3,480 4,065 2,747 20,939 21,345 21,523: -1,060 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.7 19.4 49.2 63.9 87.7 91.0: 12.3 9.0
Old : 100.0: 23.0 10.6 15.5 49.1 64.9 87.5 90.9: 12.5 9.1
Other: 100.0: 21.2 17.8 17.5 50.2 56.1 89.0 91.5: 11.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 55 48 47 49 49 140 120:
Old : 177: 62 46 45 49 48 138 118:
Other: 58: 17 16 16 13 18 38 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 41.9 33.4 52.0 21.2 35.3 29.6 41.5
Old : 24.2 42.9 34.8 53.5 23.8 38.1 33.1 47.0
Other: 61.2 42.9 74.9 56.9 57.1 41.2 62.0 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 835,108: 45,813 80,392 149,141 494,998 388,657 689,952 618,190: 145,156 216,918
Old : 835,108: 45,813 80,392 149,141 494,998 388,657 689,952 618,190: 145,156 216,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 64,327: -48,295 -3,994 57,707 64,441 -8,119 73,854 45,594: -9,526 18,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.6 17.9 59.3 46.5 82.6 74.0: 17.4 26.0
Old : 100.0: 5.5 9.6 17.9 59.3 46.5 82.6 74.0: 17.4 26.0
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 : 162: 33 34 47 73 79 127 139:
Old : 162: 33 34 47 73 79 127 139:
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 : 17.3 14.7 27.2 24.3 10.3 9.3 16.4 15.1
Old : 17.3 14.7 27.2 24.3 10.3 9.3 16.4 15.1
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, March 7, 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 : 159,962: 20,839 35,494 31,913 81,148 65,424 133,900 132,831: 26,062 27,131
Old : 133,388: 20,714 32,815 22,300 66,665 55,105 109,678 110,219: 23,710 23,168
Other: 26,574: 3,547 6,101 6,192 14,483 10,319 24,222 22,612: 2,352 3,962
: : :
: : Changes in Commitments from: February 28, 2006 :
: 8,910: 363 2,860 4,587 5,503 1,896 10,454 9,343: -1,544 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.2 20.0 50.7 40.9 83.7 83.0: 16.3 17.0
Old : 100.0: 15.5 24.6 16.7 50.0 41.3 82.2 82.6: 17.8 17.4
Other: 100.0: 13.3 23.0 23.3 54.5 38.8 91.1 85.1: 8.9 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 39 57 43 55 51 120 133:
Old : 173: 43 58 41 55 48 120 128:
Other: 71: 16 22 19 23 22 51 51:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 17.6 32.6 25.4 18.4 13.7 26.1 19.4
Old : 19.5 17.7 30.9 25.9 17.6 13.4 25.8 19.6
Other: 41.5 33.9 58.1 49.9 41.0 33.4 53.0 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 12,421: 4,196 422 1,209 4,121 9,261 9,526 10,893: 2,895 1,528
Old : 9,470: 3,703 501 770 2,823 7,219 7,296 8,491: 2,174 979
Other: 2,951: 572 0 360 1,298 2,042 2,230 2,402: 720 549
: : :
: : Changes in Commitments from: February 28, 2006 :
: -348: -29 -99 -95 -37 -55 -161 -249: -187 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.4 9.7 33.2 74.6 76.7 87.7: 23.3 12.3
Old : 100.0: 39.1 5.3 8.1 29.8 76.2 77.0 89.7: 23.0 10.3
Other: 100.0: 19.4 0.0 12.2 44.0 69.2 75.6 81.4: 24.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 26 6 8 21 21 50 32:
Old : 58: 19 10 6 17 19 42 29:
Other: 31: 11 0 7 10 16 21 23:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 54.4 40.3 64.9 19.6 44.8 28.6 51.2
Old : 28.9 57.3 41.5 68.3 25.1 50.3 35.7 58.4
Other: 39.6 49.8 56.6 63.8 26.7 31.3 34.1 43.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 455,422: 115,080 129,912 12,482 232,708 188,492 360,271 330,887: 95,152 124,536
Old : 455,422: 115,080 129,912 12,482 232,708 188,492 360,271 330,887: 95,152 124,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -34,517: -21,064 -19,987 703 -16,851 -11,242 -37,212 -30,526: 2,695 -3,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 28.5 2.7 51.1 41.4 79.1 72.7: 20.9 27.3
Old : 100.0: 25.3 28.5 2.7 51.1 41.4 79.1 72.7: 20.9 27.3
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 : 133: 23 36 16 58 54 91 96:
Old : 133: 23 36 16 58 54 91 96:
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 : 27.0 13.0 40.1 21.7 27.0 12.1 38.0 20.2
Old : 27.0 13.0 40.1 21.7 27.0 12.1 38.0 20.2
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, March 7, 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 : 2,801,886: 632,568 540,860 422,094 1,468,824 1,375,666 2,523,486 2,338,621: 278,401 463,265
Old : 2,801,886: 632,568 540,860 422,094 1,468,824 1,375,666 2,523,486 2,338,621: 278,401 463,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 384,165: 42,159 122,838 120,687 235,148 134,177 397,994 377,702: -13,829 6,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.3 15.1 52.4 49.1 90.1 83.5: 9.9 16.5
Old : 100.0: 22.6 19.3 15.1 52.4 49.1 90.1 83.5: 9.9 16.5
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 : 301: 62 97 90 115 117 229 252:
Old : 301: 62 97 90 115 117 229 252:
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 : 26.4 23.0 34.0 31.7 20.0 21.3 27.1 28.0
Old : 26.4 23.0 34.0 31.7 20.0 21.3 27.1 28.0
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, March 7, 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 : 1,488,010: 309,409 371,421 150,406 833,709 621,136 1,293,524 1,142,964: 194,486 345,047
Old : 1,488,010: 309,409 371,421 150,406 833,709 621,136 1,293,524 1,142,964: 194,486 345,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -9,034: -60,705 -4,901 42,204 5,053 -61,992 -13,448 -24,688: 4,414 15,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 25.0 10.1 56.0 41.7 86.9 76.8: 13.1 23.2
Old : 100.0: 20.8 25.0 10.1 56.0 41.7 86.9 76.8: 13.1 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 : 191: 38 53 43 70 78 130 152:
Old : 191: 38 53 43 70 78 130 152:
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 : 21.4 17.2 31.5 25.0 17.9 16.1 27.2 23.3
Old : 21.4 17.2 31.5 25.0 17.9 16.1 27.2 23.3
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, March 7, 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 : 764,570: 98,281 139,646 336,030 271,308 243,723 705,619 719,399: 58,951 45,171
Old : 764,570: 98,281 139,646 336,030 271,308 243,723 705,619 719,399: 58,951 45,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -148,231: -16,557 32,717 -83,145 -44,201 -92,684 -143,903 -143,113: -4,328 -5,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.3 44.0 35.5 31.9 92.3 94.1: 7.7 5.9
Old : 100.0: 12.9 18.3 44.0 35.5 31.9 92.3 94.1: 7.7 5.9
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 : 136: 39 33 47 56 47 120 105:
Old : 136: 39 33 47 56 47 120 105:
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 : 30.4 34.5 42.9 47.9 8.3 10.3 13.8 15.7
Old : 30.4 34.5 42.9 47.9 8.3 10.3 13.8 15.7
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, March 7, 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 : 45,213: 12,085 8,818 659 19,064 26,785 31,808 36,262: 13,405 8,951
Old : 45,213: 12,085 8,818 659 19,064 26,785 31,808 36,262: 13,405 8,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,729: 256 299 -17 1,215 268 1,455 550: 275 1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.5 1.5 42.2 59.2 70.4 80.2: 29.6 19.8
Old : 100.0: 26.7 19.5 1.5 42.2 59.2 70.4 80.2: 29.6 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 : 61: 16 13 8 25 13 45 30:
Old : 61: 16 13 8 25 13 45 30:
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 : 25.4 39.4 38.8 58.8 25.3 38.7 38.8 57.1
Old : 25.4 39.4 38.8 58.8 25.3 38.7 38.8 57.1
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, March 7, 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 : 97,766: 41,874 31,216 5,483 40,400 35,891 87,757 72,590: 10,009 25,177
Old : 97,766: 41,874 31,216 5,483 40,400 35,891 87,757 72,590: 10,009 25,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,325: -1,125 3,237 798 3,182 -3,068 2,855 967: 470 2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 31.9 5.6 41.3 36.7 89.8 74.2: 10.2 25.8
Old : 100.0: 42.8 31.9 5.6 41.3 36.7 89.8 74.2: 10.2 25.8
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 : 92: 34 27 23 18 19 64 57:
Old : 92: 34 27 23 18 19 64 57:
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 : 48.0 39.4 59.4 53.5 46.7 38.4 58.1 51.4
Old : 48.0 39.4 59.4 53.5 46.7 38.4 58.1 51.4
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, March 7, 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 : 21,891: 7,423 2,879 506 13,672 18,193 21,601 21,578: 290 313
Old : 21,891: 7,423 2,879 506 13,672 18,193 21,601 21,578: 290 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -2,268: -197 -30 -51 -1,949 -2,093 -2,197 -2,174: -71 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 13.2 2.3 62.5 83.1 98.7 98.6: 1.3 1.4
Old : 100.0: 33.9 13.2 2.3 62.5 83.1 98.7 98.6: 1.3 1.4
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 : 46: 6 12 5 16 19 23 35:
Old : 46: 6 12 5 16 19 23 35:
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 : 63.9 53.6 79.7 73.6 63.9 48.7 79.0 68.7
Old : 63.9 53.6 79.7 73.6 63.9 48.7 79.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006