WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 441,469: 60,571 60,378 109,245 235,012 208,927 404,828 378,550: 36,640 62,919
Old : 205,162: 39,992 81,537 11,706 137,323 96,908 189,021 190,152: 16,142 15,010
Other: 236,306: 74,509 32,770 43,609 97,690 112,019 215,808 188,398: 20,499 47,908
: : :
: : Changes in Commitments from: March 21, 2006 :
: 5,773: -673 1,234 4,260 959 -3,267 4,546 2,227: 1,227 3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.7 24.7 53.2 47.3 91.7 85.7: 8.3 14.3
Old : 100.0: 19.5 39.7 5.7 66.9 47.2 92.1 92.7: 7.9 7.3
Other: 100.0: 31.5 13.9 18.5 41.3 47.4 91.3 79.7: 8.7 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 118 94 134 63 77 259 253:
Old : 274: 85 113 48 42 56 146 198:
Other: 253: 108 63 84 46 72 192 183:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 24.9 39.5 31.9 27.4 22.1 39.2 26.9
Old : 45.2 31.6 59.6 41.9 45.2 31.1 59.5 41.4
Other: 21.5 23.6 30.2 31.6 20.6 19.6 28.3 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,322,489: 198,621 133,561 319,488 608,575 576,256 1,126,684 1,029,305: 195,805 293,184
Old : 884,075: 133,325 186,555 175,031 433,815 363,942 742,172 725,528: 141,903 158,548
Other: 438,414: 139,556 21,267 70,196 174,760 212,314 384,512 303,778: 53,902 134,636
: : :
: : Changes in Commitments from: March 21, 2006 :
: 25,672: -2,933 14,708 14,711 8,028 -5,514 19,806 23,905: 5,866 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.1 24.2 46.0 43.6 85.2 77.8: 14.8 22.2
Old : 100.0: 15.1 21.1 19.8 49.1 41.2 83.9 82.1: 16.1 17.9
Other: 100.0: 31.8 4.9 16.0 39.9 48.4 87.7 69.3: 12.3 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 177 126 181 251 268 517 510:
Old : 612: 138 164 155 237 241 470 472:
Other: 452: 129 55 79 120 234 279 339:
:----------------------------------------------------------------------------------------------------
: 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 13.5 24.6 18.9 16.2 9.2 23.5 12.9
Old : 21.9 13.5 31.2 19.2 21.9 9.4 29.8 14.1
Other: 21.9 14.4 32.9 21.7 21.1 11.3 30.9 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,335: 3,673 687 886 3,538 7,771 8,097 9,344: 3,237 1,990
Old : 6,170: 3,239 727 74 1,143 4,401 4,456 5,201: 1,714 969
Other: 5,165: 499 25 748 2,395 3,370 3,642 4,143: 1,523 1,022
: : :
: : Changes in Commitments from: March 21, 2006 :
: -94: -189 87 102 12 -186 -75 2: -19 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.1 7.8 31.2 68.6 71.4 82.4: 28.6 17.6
Old : 100.0: 52.5 11.8 1.2 18.5 71.3 72.2 84.3: 27.8 15.7
Other: 100.0: 9.7 0.5 14.5 46.4 65.3 70.5 80.2: 29.5 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 10 7 12 15 32 28:
Old : 38: 11 10 3 6 13 20 23:
Other: 28: 8 3 7 10 12 22 20:
:----------------------------------------------------------------------------------------------------
: 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 : 36.0 41.0 50.5 61.1 26.0 31.5 34.8 43.1
Old : 47.7 50.2 62.3 65.0 47.7 49.9 62.3 64.7
Other: 45.9 52.8 57.2 66.1 35.0 43.2 40.6 50.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 427,818: 46,222 79,965 95,590 213,721 138,372 355,532 313,928: 72,285 113,890
Old : 337,761: 46,898 102,841 52,379 180,616 111,047 279,893 266,267: 57,868 71,494
Other: 90,057: 31,424 9,225 11,111 33,104 27,326 75,639 47,661: 14,417 42,396
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,476: -4,140 16 -993 2,473 -1,452 -2,659 -2,429: 4,135 3,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.7 22.3 50.0 32.3 83.1 73.4: 16.9 26.6
Old : 100.0: 13.9 30.4 15.5 53.5 32.9 82.9 78.8: 17.1 21.2
Other: 100.0: 34.9 10.2 12.3 36.8 30.3 84.0 52.9: 16.0 47.1
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 109 136 145 113 106 314 317:
Old : 389: 102 152 118 106 99 280 306:
Other: 191: 68 33 39 56 72 136 133:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 12.7 27.5 20.1 17.8 8.6 25.1 12.4
Old : 23.5 14.2 33.0 22.6 23.5 10.4 32.4 16.6
Other: 24.0 13.6 35.9 22.8 23.2 11.3 33.3 16.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 14,701: 9,213 3,480 950 0 217 10,163 4,647: 4,538 10,054
Old : 8,209: 3,816 3,547 833 0 29 4,649 4,409: 3,560 3,800
Other: 6,492: 5,514 50 0 0 188 5,514 238: 978 6,254
: : :
: : Changes in Commitments from: March 21, 2006 :
: 447: 689 -395 8 0 217 697 -170: -250 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 23.7 6.5 0.0 1.5 69.1 31.6: 30.9 68.4
Old : 100.0: 46.5 43.2 10.1 0.0 0.4 56.6 53.7: 43.4 46.3
Other: 100.0: 84.9 0.8 0.0 0.0 2.9 84.9 3.7: 15.1 96.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 11 7 0 1 14 18:
Old : 25: 12 12 6 0 1 13 18:
Other: 6: 4 1 0 0 1 4 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 : 50.6 16.3 62.4 23.5 49.5 14.4 57.7 20.7
Old : 30.9 29.3 48.9 41.5 27.5 25.9 40.2 36.7
Other: 84.9 3.7 84.9 3.7 84.9 3.7 84.9 3.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 210,628: 34,954 20,643 42,865 110,909 127,361 188,728 190,869: 21,900 19,759
Old : 182,390: 36,835 25,836 28,506 98,192 110,119 163,533 164,461: 18,856 17,929
Other: 28,238: 7,340 4,029 5,137 12,717 17,243 25,194 26,408: 3,044 1,830
: : :
: : Changes in Commitments from: March 21, 2006 :
: -4,779: -2,293 3,681 766 -2,973 -8,926 -4,501 -4,479: -279 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 20.4 52.7 60.5 89.6 90.6: 10.4 9.4
Old : 100.0: 20.2 14.2 15.6 53.8 60.4 89.7 90.2: 10.3 9.8
Other: 100.0: 26.0 14.3 18.2 45.0 61.1 89.2 93.5: 10.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 46 41 48 50 46 126 119:
Old : 162: 51 44 43 48 45 121 116:
Other: 64: 16 18 18 16 23 43 48:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 37.5 35.3 46.8 22.5 33.6 31.8 39.1
Old : 26.1 37.3 37.5 47.3 26.1 33.5 36.1 41.3
Other: 55.9 42.2 70.6 57.2 51.1 39.7 58.2 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 783,168: 51,020 121,932 112,521 496,861 352,830 660,402 587,283: 122,766 195,885
Old : 783,168: 51,020 121,932 112,521 496,861 352,830 660,402 587,283: 122,766 195,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -26,384: 146 25,238 -19,175 -6,319 -18,175 -25,348 -12,111: -1,036 -14,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 15.6 14.4 63.4 45.1 84.3 75.0: 15.7 25.0
Old : 100.0: 6.5 15.6 14.4 63.4 45.1 84.3 75.0: 15.7 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 28 48 47 72 72 128 139:
Old : 167: 28 48 47 72 72 128 139:
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 : 21.5 16.0 31.3 25.1 15.8 10.6 22.0 16.7
Old : 21.5 16.0 31.3 25.1 15.8 10.6 22.0 16.7
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 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 : 166,683: 23,946 34,059 35,414 77,377 69,058 136,736 138,531: 29,947 28,152
Old : 135,769: 23,765 31,285 24,867 60,733 56,203 109,366 112,356: 26,403 23,413
Other: 30,913: 3,701 6,294 7,026 16,643 12,855 27,370 26,175: 3,543 4,738
: : :
: : Changes in Commitments from: March 21, 2006 :
: 144: 4,399 -3,559 -421 -3,614 5,011 364 1,032: -220 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 20.4 21.2 46.4 41.4 82.0 83.1: 18.0 16.9
Old : 100.0: 17.5 23.0 18.3 44.7 41.4 80.6 82.8: 19.4 17.2
Other: 100.0: 12.0 20.4 22.7 53.8 41.6 88.5 84.7: 11.5 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 44 49 53 60 57 139 138:
Old : 175: 49 51 52 57 51 136 131:
Other: 80: 17 25 23 29 27 63 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 19.6 30.2 27.8 17.9 17.7 25.6 24.1
Old : 18.0 19.5 27.2 28.1 16.6 17.2 23.9 25.0
Other: 40.7 30.6 54.6 47.4 39.4 29.1 49.6 39.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 12,249: 3,505 348 1,718 4,170 8,285 9,393 10,351: 2,856 1,897
Old : 8,459: 3,116 497 888 2,620 5,855 6,624 7,240: 1,835 1,219
Other: 3,790: 724 186 495 1,550 2,431 2,769 3,111: 1,020 679
: : :
: : Changes in Commitments from: March 21, 2006 :
: 587: -13 -22 474 54 -81 515 370: 72 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.8 14.0 34.0 67.6 76.7 84.5: 23.3 15.5
Old : 100.0: 36.8 5.9 10.5 31.0 69.2 78.3 85.6: 21.7 14.4
Other: 100.0: 19.1 4.9 13.1 40.9 64.1 73.1 82.1: 26.9 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 24 7 13 20 19 49 34:
Old : 54: 18 10 9 17 18 42 30:
Other: 33: 12 3 8 10 14 23 24:
:----------------------------------------------------------------------------------------------------
: 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 46.4 40.1 59.0 18.8 35.5 27.5 42.1
Old : 29.5 47.9 43.0 61.2 25.2 39.3 36.9 47.3
Other: 38.3 47.9 53.3 61.8 26.2 31.9 32.8 43.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 474,112: 155,881 117,633 13,367 225,870 218,734 395,118 349,734: 78,995 124,378
Old : 474,112: 155,881 117,633 13,367 225,870 218,734 395,118 349,734: 78,995 124,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -28,856: 913 1,226 -869 -21,476 -26,862 -21,432 -26,505: -7,424 -2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 24.8 2.8 47.6 46.1 83.3 73.8: 16.7 26.2
Old : 100.0: 32.9 24.8 2.8 47.6 46.1 83.3 73.8: 16.7 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: 35 34 18 58 62 102 105:
Old : 151: 35 34 18 58 62 102 105:
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 : 23.8 13.1 37.1 22.3 23.8 12.6 36.4 21.0
Old : 23.8 13.1 37.1 22.3 23.8 12.6 36.4 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,546,529: 589,035 428,257 287,970 1,437,919 1,361,496 2,314,923 2,077,723: 231,606 468,807
Old : 2,546,529: 589,035 428,257 287,970 1,437,919 1,361,496 2,314,923 2,077,723: 231,606 468,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -73,352: 1,079 64,721 -54,838 -14,050 -40,848 -67,809 -30,965: -5,543 -42,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.8 11.3 56.5 53.5 90.9 81.6: 9.1 18.4
Old : 100.0: 23.1 16.8 11.3 56.5 53.5 90.9 81.6: 9.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 60 77 79 117 123 217 239:
Old : 288: 60 77 79 117 123 217 239:
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 : 28.6 25.9 37.7 33.7 21.9 24.5 30.2 29.2
Old : 28.6 25.9 37.7 33.7 21.9 24.5 30.2 29.2
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 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 : 1,362,006: 269,333 283,445 135,211 800,986 652,607 1,205,531 1,071,263: 156,475 290,743
Old : 1,362,006: 269,333 283,445 135,211 800,986 652,607 1,205,531 1,071,263: 156,475 290,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,938: 1,884 5,018 -611 6,583 -11,953 7,857 -7,546: -11,794 3,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.8 9.9 58.8 47.9 88.5 78.7: 11.5 21.3
Old : 100.0: 19.8 20.8 9.9 58.8 47.9 88.5 78.7: 11.5 21.3
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 : 197: 40 51 47 75 87 136 164:
Old : 197: 40 51 47 75 87 136 164:
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 : 24.2 15.9 34.3 22.1 20.4 14.8 30.1 20.6
Old : 24.2 15.9 34.3 22.1 20.4 14.8 30.1 20.6
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 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 : 1,031,553: 167,789 192,354 411,422 386,157 382,387 965,368 986,163: 66,185 45,390
Old : 1,031,553: 167,789 192,354 411,422 386,157 382,387 965,368 986,163: 66,185 45,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 33,279: 35,538 32,214 6,232 2,140 -833 43,910 37,613: -10,632 -4,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.6 39.9 37.4 37.1 93.6 95.6: 6.4 4.4
Old : 100.0: 16.3 18.6 39.9 37.4 37.1 93.6 95.6: 6.4 4.4
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 : 143: 46 31 56 53 53 125 118:
Old : 143: 46 31 56 53 53 125 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 32.8 40.3 44.9 9.0 14.9 14.4 18.9
Old : 29.5 32.8 40.3 44.9 9.0 14.9 14.4 18.9
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 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 : 41,090: 10,285 7,313 739 15,954 25,214 26,978 33,266: 14,111 7,824
Old : 41,090: 10,285 7,313 739 15,954 25,214 26,978 33,266: 14,111 7,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -1,466: -266 -209 -28 -125 -306 -419 -543: -1,047 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.8 1.8 38.8 61.4 65.7 81.0: 34.3 19.0
Old : 100.0: 25.0 17.8 1.8 38.8 61.4 65.7 81.0: 34.3 19.0
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 : 54: 21 7 8 16 12 37 27:
Old : 54: 21 7 8 16 12 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 40.4 44.3 60.6 29.5 40.4 44.3 60.6
Old : 29.5 40.4 44.3 60.6 29.5 40.4 44.3 60.6
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, March 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 : 74,975: 47,298 19,439 5,295 12,585 23,766 65,178 48,500: 9,797 26,475
Old : 74,975: 47,298 19,439 5,295 12,585 23,766 65,178 48,500: 9,797 26,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -1,548: -4,520 -2,120 2,183 791 2,304 -1,546 2,367: -2 -3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 25.9 7.1 16.8 31.7 86.9 64.7: 13.1 35.3
Old : 100.0: 63.1 25.9 7.1 16.8 31.7 86.9 64.7: 13.1 35.3
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 : 89: 31 28 18 15 21 54 59:
Old : 89: 31 28 18 15 21 54 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 25.3 56.5 33.6 43.8 23.8 53.9 31.0
Old : 44.4 25.3 56.5 33.6 43.8 23.8 53.9 31.0
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, March 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 : 14,011: 1,778 2,404 239 11,624 11,074 13,641 13,717: 370 294
Old : 14,011: 1,778 2,404 239 11,624 11,074 13,641 13,717: 370 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -405: 0 -27 0 -497 -394 -497 -421: 92 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 17.2 1.7 83.0 79.0 97.4 97.9: 2.6 2.1
Old : 100.0: 12.7 17.2 1.7 83.0 79.0 97.4 97.9: 2.6 2.1
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 : 40: 6 11 4 14 12 22 25:
Old : 40: 6 11 4 14 12 22 25:
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 : 52.3 62.7 76.3 80.3 52.3 57.5 75.2 73.7
Old : 52.3 62.7 76.3 80.3 52.3 57.5 75.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006