WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 435,696: 61,244 59,143 104,985 234,053 212,195 400,283 376,323: 35,413 59,373
Old : 222,088: 42,452 79,472 16,140 146,495 109,142 205,087 204,754: 17,001 17,334
Other: 213,608: 71,440 32,318 36,198 87,558 103,053 195,196 171,569: 18,412 42,039
: : :
: : Changes in Commitments from: March 14, 2006 :
: -6,512: -10,846 146 1,160 5,597 -9,382 -4,090 -8,077: -2,422 1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.6 24.1 53.7 48.7 91.9 86.4: 8.1 13.6
Old : 100.0: 19.1 35.8 7.3 66.0 49.1 92.3 92.2: 7.7 7.8
Other: 100.0: 33.4 15.1 16.9 41.0 48.2 91.4 80.3: 8.6 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 104 106 140 60 77 266 251:
Old : 278: 85 118 53 38 59 154 199:
Other: 253: 110 61 86 48 72 193 185:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 25.4 40.3 32.7 28.1 22.7 40.1 27.6
Old : 43.5 31.5 59.2 41.5 43.5 30.7 59.1 40.7
Other: 23.9 23.5 33.5 30.8 22.7 19.8 30.9 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,296,817: 201,554 118,853 304,778 600,547 581,770 1,106,878 1,005,400: 189,939 291,417
Old : 874,107: 136,621 171,616 166,516 432,260 375,315 735,397 713,447: 138,710 160,660
Other: 422,710: 136,121 18,426 67,074 168,287 206,454 371,481 291,953: 51,229 130,757
: : :
: : Changes in Commitments from: March 14, 2006 :
: 37,221: -35,197 31,696 37,461 28,538 -26,747 30,802 42,410: 6,419 -5,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.2 23.5 46.3 44.9 85.4 77.5: 14.6 22.5
Old : 100.0: 15.6 19.6 19.0 49.5 42.9 84.1 81.6: 15.9 18.4
Other: 100.0: 32.2 4.4 15.9 39.8 48.8 87.9 69.1: 12.1 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 633: 183 115 181 243 270 511 509:
Old : 611: 145 157 153 228 247 464 474:
Other: 452: 128 53 78 126 238 283 341:
:----------------------------------------------------------------------------------------------------
: 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 14.1 25.0 19.5 16.2 9.5 23.4 13.1
Old : 22.1 14.5 32.0 20.5 22.1 10.1 30.0 14.6
Other: 21.6 14.2 32.0 21.4 20.7 10.7 30.1 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,428: 3,862 600 784 3,526 7,958 8,172 9,342: 3,256 2,086
Old : 6,831: 3,553 635 80 1,341 5,021 4,974 5,736: 1,858 1,095
Other: 4,597: 505 161 509 2,185 2,936 3,199 3,606: 1,398 991
: : :
: : Changes in Commitments from: March 14, 2006 :
: -689: -1,258 444 272 966 -1,578 -19 -861: -670 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 5.3 6.9 30.9 69.6 71.5 81.7: 28.5 18.3
Old : 100.0: 52.0 9.3 1.2 19.6 73.5 72.8 84.0: 27.2 16.0
Other: 100.0: 11.0 3.5 11.1 47.5 63.9 69.6 78.4: 30.4 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 7 6 15 15 35 25:
Old : 40: 14 7 3 7 14 23 22:
Other: 26: 8 3 6 11 12 21 19:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 40.7 46.7 60.6 25.6 30.9 35.0 44.1
Old : 42.9 44.0 57.8 63.4 42.9 43.7 57.8 63.1
Other: 46.4 52.6 58.1 67.3 34.9 42.1 41.1 50.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 426,342: 50,361 79,950 96,583 211,248 139,824 358,192 316,357: 68,150 109,985
Old : 340,891: 49,815 102,796 55,507 181,037 112,693 286,359 270,996: 54,532 69,894
Other: 85,451: 31,571 8,178 10,051 30,211 27,131 71,833 45,360: 13,618 40,091
: : :
: : Changes in Commitments from: March 14, 2006 :
: 10,901: -2,921 15,476 4,055 10,495 -9,522 11,629 10,009: -728 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.8 22.7 49.5 32.8 84.0 74.2: 16.0 25.8
Old : 100.0: 14.6 30.2 16.3 53.1 33.1 84.0 79.5: 16.0 20.5
Other: 100.0: 36.9 9.6 11.8 35.4 31.8 84.1 53.1: 15.9 46.9
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 99 146 144 113 115 309 330:
Old : 394: 101 154 121 107 108 280 319:
Other: 193: 65 36 36 54 77 131 137:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 13.0 28.0 20.0 17.9 8.3 25.2 12.3
Old : 23.3 14.3 33.4 22.2 23.3 9.4 32.1 15.1
Other: 24.3 13.9 36.6 22.9 23.4 11.1 33.9 16.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,254: 8,524 3,875 942 0 0 9,466 4,817: 4,788 9,437
Old : 8,064: 3,230 3,880 879 0 0 4,109 4,759: 3,955 3,305
Other: 6,190: 5,357 58 0 0 0 5,357 58: 833 6,132
: : :
: : Changes in Commitments from: March 14, 2006 :
: -867: -776 -639 -242 0 0 -1,018 -881: 151 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 27.2 6.6 0.0 0.0 66.4 33.8: 33.6 66.2
Old : 100.0: 40.1 48.1 10.9 0.0 0.0 51.0 59.0: 49.0 41.0
Other: 100.0: 86.5 0.9 0.0 0.0 0.0 86.5 0.9: 13.5 99.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 11 7 0 0 14 16:
Old : 23: 12 11 6 0 0 13 16:
Other: 7: 5 2 0 0 0 5 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 : 50.5 18.2 60.4 26.8 47.4 17.1 55.1 24.0
Old : 30.8 32.1 45.4 47.1 23.6 30.3 35.6 42.5
Other: 86.5 0.9 86.5 0.9 86.5 0.9 86.5 0.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 215,407: 37,247 16,962 42,099 113,882 136,287 193,228 195,348: 22,179 20,059
Old : 187,764: 39,348 22,041 28,194 101,060 119,606 168,602 169,841: 19,162 17,923
Other: 27,643: 7,277 4,299 4,527 12,823 16,681 24,627 25,507: 3,017 2,136
: : :
: : Changes in Commitments from: March 14, 2006 :
: -6,530: -8,340 -440 1,389 4,190 -9,142 -2,761 -8,193: -3,769 1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.9 19.5 52.9 63.3 89.7 90.7: 10.3 9.3
Old : 100.0: 21.0 11.7 15.0 53.8 63.7 89.8 90.5: 10.2 9.5
Other: 100.0: 26.3 15.6 16.4 46.4 60.3 89.1 92.3: 10.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 51 37 45 50 48 127 117:
Old : 163: 54 41 40 49 47 123 114:
Other: 65: 18 16 17 15 24 41 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 : 24.0 40.4 34.1 50.0 21.9 36.3 30.9 41.7
Old : 25.2 40.6 36.3 50.8 25.2 36.6 35.3 44.6
Other: 58.4 44.1 73.3 57.5 54.7 41.5 61.7 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 809,552: 50,874 96,694 131,696 503,181 371,005 685,750 599,395: 123,802 210,158
Old : 809,552: 50,874 96,694 131,696 503,181 371,005 685,750 599,395: 123,802 210,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 22,228: 10,801 15,693 -12,327 31,019 4,211 29,493 7,577: -7,265 14,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.9 16.3 62.2 45.8 84.7 74.0: 15.3 26.0
Old : 100.0: 6.3 11.9 16.3 62.2 45.8 84.7 74.0: 15.3 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 : 171: 38 36 46 76 79 134 141:
Old : 171: 38 36 46 76 79 134 141:
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 15.2 28.9 24.0 13.2 10.3 19.4 15.9
Old : 19.3 15.2 28.9 24.0 13.2 10.3 19.4 15.9
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, March 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 : 166,539: 19,547 37,618 35,834 80,991 64,047 136,372 137,499: 30,167 29,040
Old : 136,796: 19,421 34,934 25,268 65,179 52,198 109,868 112,401: 26,927 24,395
Other: 29,743: 3,655 6,213 7,037 15,812 11,848 26,504 25,098: 3,239 4,645
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,901: -502 908 1,854 -636 -1,594 715 1,167: 1,186 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 22.6 21.5 48.6 38.5 81.9 82.6: 18.1 17.4
Old : 100.0: 14.2 25.5 18.5 47.6 38.2 80.3 82.2: 19.7 17.8
Other: 100.0: 12.3 20.9 23.7 53.2 39.8 89.1 84.4: 10.9 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 36 59 48 55 51 123 137:
Old : 170: 46 56 46 53 48 121 132:
Other: 78: 17 25 23 27 24 59 57:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 17.1 33.3 25.9 19.8 14.6 28.1 21.1
Old : 21.0 17.4 30.5 26.1 18.9 14.0 25.6 21.7
Other: 42.0 29.3 56.5 45.7 40.4 28.1 50.6 38.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,662: 3,519 371 1,244 4,115 8,367 8,878 9,981: 2,784 1,680
Old : 8,334: 3,104 481 628 2,677 6,068 6,410 7,177: 1,924 1,157
Other: 3,328: 588 63 442 1,438 2,299 2,468 2,804: 859 523
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,237: -743 116 -147 -123 -1,127 -1,013 -1,158: -224 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.2 10.7 35.3 71.7 76.1 85.6: 23.9 14.4
Old : 100.0: 37.2 5.8 7.5 32.1 72.8 76.9 86.1: 23.1 13.9
Other: 100.0: 17.7 1.9 13.3 43.2 69.1 74.2 84.3: 25.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 23 6 11 20 21 47 34:
Old : 53: 18 8 7 17 19 40 29:
Other: 33: 8 5 8 10 16 22 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 48.4 40.1 60.6 19.3 37.0 28.9 43.7
Old : 29.4 50.0 43.5 63.3 25.1 41.2 37.8 49.4
Other: 42.1 49.7 56.0 64.7 29.5 31.8 34.6 44.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 502,968: 154,968 116,407 14,236 247,346 245,597 416,550 376,239: 86,418 126,729
Old : 502,968: 154,968 116,407 14,236 247,346 245,597 416,550 376,239: 86,418 126,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 21,893: 32,722 -22,072 4,717 -12,909 39,349 24,531 21,994: -2,638 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 23.1 2.8 49.2 48.8 82.8 74.8: 17.2 25.2
Old : 100.0: 30.8 23.1 2.8 49.2 48.8 82.8 74.8: 17.2 25.2
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 : 156: 31 39 18 62 63 104 109:
Old : 156: 31 39 18 62 63 104 109:
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 : 25.2 13.8 38.7 22.8 24.6 12.6 37.3 21.1
Old : 25.2 13.8 38.7 22.8 24.6 12.6 37.3 21.1
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 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 : 2,619,882: 587,956 363,536 342,808 1,451,969 1,402,344 2,382,732 2,108,688: 237,149 511,194
Old : 2,619,882: 587,956 363,536 342,808 1,451,969 1,402,344 2,382,732 2,108,688: 237,149 511,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -138,041: -43,070 -128,772 -49,645 -13,757 -1,046 -106,472 -179,463: -31,569 41,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.9 13.1 55.4 53.5 90.9 80.5: 9.1 19.5
Old : 100.0: 22.4 13.9 13.1 55.4 53.5 90.9 80.5: 9.1 19.5
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 : 298: 57 90 88 115 127 222 255:
Old : 298: 57 90 88 115 127 222 255:
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 23.3 36.2 31.3 20.9 21.4 28.2 25.2
Old : 28.2 23.3 36.2 31.3 20.9 21.4 28.2 25.2
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 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 : 1,365,944: 267,449 278,428 135,822 794,403 664,559 1,197,674 1,078,809: 168,269 287,135
Old : 1,365,944: 267,449 278,428 135,822 794,403 664,559 1,197,674 1,078,809: 168,269 287,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -59,144: -46,175 -66,228 5,895 -11,249 -733 -51,530 -61,066: -7,614 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 20.4 9.9 58.2 48.7 87.7 79.0: 12.3 21.0
Old : 100.0: 19.6 20.4 9.9 58.2 48.7 87.7 79.0: 12.3 21.0
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 : 205: 41 53 47 77 92 139 171:
Old : 205: 41 53 47 77 92 139 171:
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 14.3 33.8 21.2 19.5 13.3 29.3 19.0
Old : 23.5 14.3 33.8 21.2 19.5 13.3 29.3 19.0
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, March 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 : 998,274: 132,251 160,140 405,189 384,017 383,220 921,457 948,550: 76,817 49,725
Old : 998,274: 132,251 160,140 405,189 384,017 383,220 921,457 948,550: 76,817 49,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 77,581: 16,985 -4,560 22,356 42,940 58,311 82,282 76,107: -4,701 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.0 40.6 38.5 38.4 92.3 95.0: 7.7 5.0
Old : 100.0: 13.2 16.0 40.6 38.5 38.4 92.3 95.0: 7.7 5.0
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 : 144: 45 30 52 57 54 126 114:
Old : 144: 45 30 52 57 54 126 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 31.9 38.9 44.0 7.3 12.1 12.4 16.6
Old : 28.8 31.9 38.9 44.0 7.3 12.1 12.4 16.6
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 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 : 42,555: 10,552 7,522 767 16,079 25,520 27,397 33,809: 15,158 8,747
Old : 42,555: 10,552 7,522 767 16,079 25,520 27,397 33,809: 15,158 8,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -15,790: -1,731 -209 -7,717 -9,648 -6,129 -19,096 -14,055: 3,306 -1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.7 1.8 37.8 60.0 64.4 79.4: 35.6 20.6
Old : 100.0: 24.8 17.7 1.8 37.8 60.0 64.4 79.4: 35.6 20.6
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 : 55: 17 12 9 16 12 37 29:
Old : 55: 17 12 9 16 12 37 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 : 28.1 39.1 42.1 58.0 28.1 39.1 42.1 58.0
Old : 28.1 39.1 42.1 58.0 28.1 39.1 42.1 58.0
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 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 : 76,523: 51,818 21,559 3,112 11,794 21,462 66,724 46,133: 9,799 30,390
Old : 76,523: 51,818 21,559 3,112 11,794 21,462 66,724 46,133: 9,799 30,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -45,117: 7,630 -14,654 -13,308 -36,876 -25,374 -42,555 -53,336: -2,562 8,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 28.2 4.1 15.4 28.0 87.2 60.3: 12.8 39.7
Old : 100.0: 67.7 28.2 4.1 15.4 28.0 87.2 60.3: 12.8 39.7
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 : 91: 29 34 17 14 20 54 60:
Old : 91: 29 34 17 14 20 54 60:
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 : 46.5 22.5 58.4 31.2 45.9 21.0 56.9 29.7
Old : 46.5 22.5 58.4 31.2 45.9 21.0 56.9 29.7
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 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 : 14,416: 1,778 2,431 239 12,121 11,468 14,138 14,138: 278 278
Old : 14,416: 1,778 2,431 239 12,121 11,468 14,138 14,138: 278 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -286: 116 406 -31 -350 -671 -265 -296: -21 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.9 1.7 84.1 79.6 98.1 98.1: 1.9 1.9
Old : 100.0: 12.3 16.9 1.7 84.1 79.6 98.1 98.1: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 12 4 14 12 22 26:
Old : 41: 6 12 4 14 12 22 26:
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 : 54.6 63.8 77.8 80.9 54.6 58.7 76.6 74.5
Old : 54.6 63.8 77.8 80.9 54.6 58.7 76.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006