WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 277,537: 48,679 89,433 26,204 179,027 126,615 253,910 242,252: 23,627 35,285
Old : 258,505: 47,756 86,072 20,751 168,246 121,536 236,753 228,359: 21,752 30,146
Other: 19,032: 6,035 8,473 341 10,781 5,079 17,157 13,893: 1,875 5,139
: : :
: : Changes in Commitments from: September 6, 2005 :
: 15,985: 4,271 -1,629 6,355 3,804 8,729 14,430 13,455: 1,555 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.2 9.4 64.5 45.6 91.5 87.3: 8.5 12.7
Old : 100.0: 18.5 33.3 8.0 65.1 47.0 91.6 88.3: 8.4 11.7
Other: 100.0: 31.7 44.5 1.8 56.6 26.7 90.1 73.0: 9.9 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 75 103 58 42 55 155 190:
Old : 260: 72 112 50 38 51 143 186:
Other: 94: 25 26 6 12 39 40 68:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 31.2 49.1 40.1 32.6 25.8 46.1 32.3
Old : 34.9 33.4 50.1 41.6 34.9 30.1 49.4 37.1
Other: 53.8 38.4 67.6 45.8 53.8 38.1 67.6 45.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 708,211: 122,306 159,501 38,948 423,029 332,852 584,283 531,301: 123,928 176,910
Old : 671,804: 109,783 164,808 30,101 416,247 312,005 556,131 506,914: 115,673 164,890
Other: 36,407: 20,302 2,472 1,068 6,782 20,847 28,152 24,387: 8,255 12,020
: : :
: : Changes in Commitments from: September 6, 2005 :
: -863: -10,030 8,740 -1,100 9,527 -9,657 -1,603 -2,017: 740 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.5 5.5 59.7 47.0 82.5 75.0: 17.5 25.0
Old : 100.0: 16.3 24.5 4.5 62.0 46.4 82.8 75.5: 17.2 24.5
Other: 100.0: 55.8 6.8 2.9 18.6 57.3 77.3 67.0: 22.7 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 130 127 83 176 199 354 372:
Old : 537: 127 134 72 172 198 343 365:
Other: 238: 51 31 5 34 127 88 161:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 19.0 34.6 24.6 24.5 18.4 34.4 24.0
Old : 25.8 18.5 36.4 24.3 25.8 17.9 36.2 23.6
Other: 19.9 32.0 32.3 38.8 18.6 32.0 31.0 38.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,756: 2,275 588 19 1,202 3,572 3,496 4,179: 2,260 1,577
Old : 5,754: 2,275 588 19 1,201 3,571 3,495 4,178: 2,259 1,576
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 6, 2005 :
: -117: -108 0 -46 -100 -5 -254 -51: 137 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 10.2 0.3 20.9 62.1 60.7 72.6: 39.3 27.4
Old : 100.0: 39.5 10.2 0.3 20.9 62.1 60.7 72.6: 39.3 27.4
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 6 2 9 14 20 20:
Old : 33: 9 6 2 9 14 20 20:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 36.9 51.7 55.0 36.9 36.9 51.4 54.6
Old : 36.9 36.9 51.8 55.0 36.9 36.9 51.4 54.6
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 244,304: 58,961 43,025 17,068 123,463 118,674 199,492 178,767: 44,812 65,537
Old : 236,359: 58,734 44,109 13,177 121,101 116,198 193,012 173,484: 43,347 62,875
Other: 7,945: 4,081 2,770 37 2,362 2,476 6,480 5,283: 1,465 2,662
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,205: -1,057 4,196 2,106 1,978 -6,488 3,027 -186: -4,232 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.6 7.0 50.5 48.6 81.7 73.2: 18.3 26.8
Old : 100.0: 24.8 18.7 5.6 51.2 49.2 81.7 73.4: 18.3 26.6
Other: 100.0: 51.4 34.9 0.5 29.7 31.2 81.6 66.5: 18.4 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 98 87 66 78 106 217 234:
Old : 331: 100 92 58 77 105 211 228:
Other: 96: 16 24 1 13 48 29 73:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 18.4 33.9 26.0 23.4 14.9 33.3 22.1
Old : 24.2 18.6 35.0 26.5 24.2 15.3 34.5 22.8
Other: 55.5 30.7 68.8 46.4 55.5 28.7 66.0 42.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,383: 26,980 27,299 12,352 76,729 79,175 116,061 118,826: 21,322 18,557
Old : 133,691: 27,517 27,361 10,684 75,251 78,230 113,452 116,275: 20,239 17,416
Other: 3,692: 1,049 1,524 82 1,478 945 2,609 2,551: 1,083 1,141
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,170: 880 3,391 -441 771 -2,839 1,210 111: -40 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.9 9.0 55.9 57.6 84.5 86.5: 15.5 13.5
Old : 100.0: 20.6 20.5 8.0 56.3 58.5 84.9 87.0: 15.1 13.0
Other: 100.0: 28.4 41.3 2.2 40.0 25.6 70.7 69.1: 29.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 32 41 27 47 35 95 95:
Old : 140: 38 41 26 47 35 95 94:
Other: 23: 4 8 3 9 4 15 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 28.9 36.1 40.0 24.0 25.3 34.4 33.7
Old : 24.7 29.7 36.9 41.1 24.7 26.5 35.4 35.2
Other: 54.6 45.6 66.6 64.0 47.4 34.8 53.0 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 608,165: 94,578 71,469 17,203 368,277 354,302 480,058 442,974: 128,107 165,191
Old : 608,165: 94,578 71,469 17,203 368,277 354,302 480,058 442,974: 128,107 165,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -64,433: -2,251 -2,326 -9,376 -47,196 -45,605 -58,823 -57,307: -5,610 -7,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.8 2.8 60.6 58.3 78.9 72.8: 21.1 27.2
Old : 100.0: 15.6 11.8 2.8 60.6 58.3 78.9 72.8: 21.1 27.2
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: 29 31 23 59 75 102 117:
Old : 156: 29 31 23 59 75 102 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 16.0 33.4 25.3 21.5 13.7 28.8 22.4
Old : 24.3 16.0 33.4 25.3 21.5 13.7 28.8 22.4
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,786: 16,533 11,750 15,347 60,968 71,169 92,848 98,266: 24,938 19,520
Old : 115,861: 16,761 11,604 14,863 59,600 70,193 91,224 96,660: 24,637 19,201
Other: 1,925: 117 491 139 1,368 976 1,624 1,606: 301 319
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,677: -1,038 2,856 252 3,949 -259 3,163 2,849: 514 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 10.0 13.0 51.8 60.4 78.8 83.4: 21.2 16.6
Old : 100.0: 14.5 10.0 12.8 51.4 60.6 78.7 83.4: 21.3 16.6
Other: 100.0: 6.1 25.5 7.2 71.1 50.7 84.4 83.4: 15.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 32 27 29 42 39 91 88:
Old : 120: 36 25 29 42 39 91 88:
Other: 21: 2 5 3 13 3 16 10:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 33.0 30.4 45.4 16.1 30.7 24.4 38.0
Old : 19.3 33.6 30.0 46.1 16.2 31.3 24.2 38.7
Other: 55.1 64.4 74.4 81.6 55.1 60.7 69.1 72.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,716: 2,794 1,439 953 1,958 2,634 5,705 5,026: 1,011 1,690
Old : 6,716: 2,794 1,439 953 1,958 2,634 5,705 5,026: 1,011 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 152: 46 170 88 129 -221 263 37: -111 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 21.4 14.2 29.2 39.2 84.9 74.8: 15.1 25.2
Old : 100.0: 41.6 21.4 14.2 29.2 39.2 84.9 74.8: 15.1 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 : 46: 16 8 9 12 15 31 30:
Old : 46: 16 8 9 12 15 31 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 : 40.0 32.9 56.1 49.1 39.9 29.2 54.0 41.4
Old : 40.0 32.9 56.1 49.1 39.9 29.2 54.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 387,103: 114,483 85,630 2,318 207,048 185,727 323,849 273,675: 63,254 113,428
Old : 387,103: 114,483 85,630 2,318 207,048 185,727 323,849 273,675: 63,254 113,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -964: 3,473 3,601 -4,613 -4,375 -5,271 -5,515 -6,283: 4,551 5,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 22.1 0.6 53.5 48.0 83.7 70.7: 16.3 29.3
Old : 100.0: 29.6 22.1 0.6 53.5 48.0 83.7 70.7: 16.3 29.3
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 : 111: 17 29 6 44 46 64 78:
Old : 111: 17 29 6 44 46 64 78:
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 : 29.0 13.9 44.2 22.1 27.3 12.7 41.2 20.7
Old : 29.0 13.9 44.2 22.1 27.3 12.7 41.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,919,250: 372,611 369,855 207,160 1,103,674 978,827 1,683,445 1,555,842: 235,805 363,408
Old : 1,919,250: 372,611 369,855 207,160 1,103,674 978,827 1,683,445 1,555,842: 235,805 363,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 61,726: -6,445 1,188 67,241 18,004 50,860 78,800 119,289: -17,074 -57,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 19.3 10.8 57.5 51.0 87.7 81.1: 12.3 18.9
Old : 100.0: 19.4 19.3 10.8 57.5 51.0 87.7 81.1: 12.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 61 64 40 90 108 166 199:
Old : 266: 61 64 40 90 108 166 199:
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 : 37.0 23.2 47.8 32.1 32.9 21.7 41.2 28.0
Old : 37.0 23.2 47.8 32.1 32.9 21.7 41.2 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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,200,876: 171,005 300,923 20,695 814,506 648,604 1,006,206 970,222: 194,670 230,654
Old : 1,200,876: 171,005 300,923 20,695 814,506 648,604 1,006,206 970,222: 194,670 230,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -110,371: 5,377 -39,605 -675 -121,437 -47,607 -116,735 -87,887: 6,364 -22,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.1 1.7 67.8 54.0 83.8 80.8: 16.2 19.2
Old : 100.0: 14.2 25.1 1.7 67.8 54.0 83.8 80.8: 16.2 19.2
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 : 176: 37 41 17 66 73 108 126:
Old : 176: 37 41 17 66 73 108 126:
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 : 33.2 24.0 44.4 34.5 32.1 23.1 41.9 32.8
Old : 33.2 24.0 44.4 34.5 32.1 23.1 41.9 32.8
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 485,843: 184,427 73,732 65,803 185,843 306,775 436,073 446,310: 49,770 39,533
Old : 485,843: 184,427 73,732 65,803 185,843 306,775 436,073 446,310: 49,770 39,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 72,619: 8,009 14,388 12,415 47,428 44,874 67,852 71,677: 4,767 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.2 13.5 38.3 63.1 89.8 91.9: 10.2 8.1
Old : 100.0: 38.0 15.2 13.5 38.3 63.1 89.8 91.9: 10.2 8.1
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 : 131: 36 29 33 53 53 107 97:
Old : 131: 36 29 33 53 53 107 97:
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 : 32.8 31.4 47.0 43.0 24.4 20.9 32.5 27.9
Old : 32.8 31.4 47.0 43.0 24.4 20.9 32.5 27.9
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,740: 7,995 6,176 2,549 29,119 30,737 39,663 39,462: 12,077 12,278
Old : 51,740: 7,995 6,176 2,549 29,119 30,737 39,663 39,462: 12,077 12,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 17,760: 438 1,132 2,331 10,463 9,120 13,232 12,583: 4,528 5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.9 4.9 56.3 59.4 76.7 76.3: 23.3 23.7
Old : 100.0: 15.5 11.9 4.9 56.3 59.4 76.7 76.3: 23.3 23.7
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 : 57: 13 11 9 27 19 45 34:
Old : 57: 13 11 9 27 19 45 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 43.2 46.9 57.6 19.8 25.5 29.0 35.6
Old : 32.5 43.2 46.9 57.6 19.8 25.5 29.0 35.6
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,525: 17,061 35,177 3,424 46,515 20,889 67,000 59,490: 15,525 23,035
Old : 82,525: 17,061 35,177 3,424 46,515 20,889 67,000 59,490: 15,525 23,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 10,662: 2,528 -563 2,303 1,173 3,196 6,004 4,936: 4,658 5,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 42.6 4.1 56.4 25.3 81.2 72.1: 18.8 27.9
Old : 100.0: 20.7 42.6 4.1 56.4 25.3 81.2 72.1: 18.8 27.9
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 : 80: 20 29 15 25 22 54 57:
Old : 80: 20 29 15 25 22 54 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 : 49.5 25.4 57.9 36.7 49.5 25.1 57.1 36.0
Old : 49.5 25.4 57.9 36.7 49.5 25.1 57.1 36.0
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Old : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -738: 492 -508 2,195 -2,529 -1,453 158 234: -896 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Old : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
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 : 56: 8 16 4 17 21 27 39:
Old : 56: 8 16 4 17 21 27 39:
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 : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Old : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005