WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 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 : 302,803: 55,966 113,097 24,614 192,620 130,236 273,200 267,947: 29,603 34,856
Old : 239,767: 56,176 102,665 6,138 152,976 109,055 215,290 217,858: 24,477 21,909
Other: 63,036: 12,133 22,775 6,133 39,644 21,181 57,910 50,089: 5,126 12,947
: : :
: : Changes in Commitments from: December 6, 2005 :
: 6,691: 2,999 2,119 1,681 -103 2,561 4,577 6,361: 2,114 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 37.4 8.1 63.6 43.0 90.2 88.5: 9.8 11.5
Old : 100.0: 23.4 42.8 2.6 63.8 45.5 89.8 90.9: 10.2 9.1
Other: 100.0: 19.2 36.1 9.7 62.9 33.6 91.9 79.5: 8.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 83 132 62 48 58 171 217:
Old : 279: 85 124 32 40 45 146 180:
Other: 148: 38 51 19 18 55 68 113:
:----------------------------------------------------------------------------------------------------
: 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 : 31.7 27.8 46.1 34.8 31.7 23.7 45.8 29.9
Old : 39.0 33.1 52.8 40.6 39.0 33.0 52.8 39.9
Other: 58.4 21.7 67.9 32.0 51.9 17.4 59.7 25.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 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 : 770,146: 160,107 188,263 51,154 421,565 342,463 632,826 581,880: 137,320 188,266
Old : 666,580: 150,818 186,566 27,416 366,625 295,245 544,859 509,227: 121,721 157,353
Other: 103,566: 26,129 18,537 6,898 54,940 47,218 87,967 72,653: 15,599 30,913
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,546: 3,532 -223 -4,048 1,995 -718 1,479 -4,989: 1,067 7,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.4 6.6 54.7 44.5 82.2 75.6: 17.8 24.4
Old : 100.0: 22.6 28.0 4.1 55.0 44.3 81.7 76.4: 18.3 23.6
Other: 100.0: 25.2 17.9 6.7 53.0 45.6 84.9 70.2: 15.1 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 515: 139 120 80 156 178 335 351:
Old : 503: 141 120 60 150 166 316 323:
Other: 267: 48 49 12 46 142 99 198:
:----------------------------------------------------------------------------------------------------
: 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 17.2 29.7 22.8 19.3 16.8 29.4 22.0
Old : 22.1 17.2 31.9 23.3 22.1 16.7 31.8 22.4
Other: 39.4 24.8 49.7 31.9 39.0 24.3 48.4 29.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 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 : 10,218: 5,478 632 65 1,296 7,722 6,839 8,419: 3,379 1,799
Old : 9,838: 5,498 609 45 1,140 7,547 6,683 8,201: 3,155 1,637
Other: 380: 0 43 0 156 175 156 218: 224 162
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,206: 674 266 65 170 646 909 977: 297 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 6.2 0.6 12.7 75.6 66.9 82.4: 33.1 17.6
Old : 100.0: 55.9 6.2 0.5 11.6 76.7 67.9 83.4: 32.1 16.6
Other: 100.0: 0.0 11.3 0.0 41.1 46.1 41.1 57.4: 58.9 42.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 7 1 11 16 33 24:
Old : 48: 22 7 1 8 16 30 24:
Other: 13: 0 3 0 5 7 5 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 : 22.5 41.0 38.4 61.7 22.5 39.4 38.4 58.8
Old : 23.4 41.5 39.8 62.6 23.4 41.0 39.8 61.1
Other: 40.5 41.8 41.1 55.8 27.9 33.9 27.9 43.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 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 : 289,887: 49,798 62,320 33,047 153,942 119,230 236,787 214,597: 53,100 75,290
Old : 269,192: 48,586 65,343 26,180 143,716 111,052 218,482 202,575: 50,710 66,617
Other: 20,695: 7,316 3,081 763 10,226 8,178 18,305 12,022: 2,390 8,673
: : :
: : Changes in Commitments from: December 6, 2005 :
: -687: 4,485 -10,558 2,307 -8,130 6,732 -1,338 -1,519: 651 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 21.5 11.4 53.1 41.1 81.7 74.0: 18.3 26.0
Old : 100.0: 18.0 24.3 9.7 53.4 41.3 81.2 75.3: 18.8 24.7
Other: 100.0: 35.4 14.9 3.7 49.4 39.5 88.5 58.1: 11.5 41.9
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 84 96 81 89 98 232 231:
Old : 310: 89 96 75 86 95 226 224:
Other: 108: 19 23 7 27 48 49 76:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 16.9 31.1 23.6 19.5 13.5 28.3 19.8
Old : 22.0 17.5 32.5 24.6 22.0 14.1 31.3 20.9
Other: 44.1 25.3 61.6 33.8 41.2 24.8 56.6 32.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 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 : 202,053: 31,966 50,862 32,538 118,721 98,910 183,225 182,310: 18,828 19,743
Old : 187,003: 36,567 50,768 25,468 108,070 91,773 170,105 168,009: 16,898 18,994
Other: 15,050: 1,557 6,252 912 10,651 7,137 13,120 14,301: 1,930 749
: : :
: : Changes in Commitments from: December 6, 2005 :
: 14,392: 1,010 2,212 6,560 7,878 7,534 15,448 16,306: -1,056 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.2 16.1 58.8 49.0 90.7 90.2: 9.3 9.8
Old : 100.0: 19.6 27.1 13.6 57.8 49.1 91.0 89.8: 9.0 10.2
Other: 100.0: 10.3 41.5 6.1 70.8 47.4 87.2 95.0: 12.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 37 57 44 52 43 122 134:
Old : 182: 51 56 42 52 43 122 132:
Other: 48: 9 18 5 12 13 24 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 28.4 35.3 36.8 20.7 24.3 30.9 31.0
Old : 21.4 28.0 34.2 36.6 20.3 24.1 30.0 31.0
Other: 74.3 40.4 80.0 60.2 70.8 39.0 75.8 57.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 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 : 547,530: 48,905 108,255 6,486 382,922 269,397 438,313 384,138: 109,217 163,392
Old : 547,530: 48,905 108,255 6,486 382,922 269,397 438,313 384,138: 109,217 163,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -32,349: -5,729 -72 -2,332 -1,661 -19,777 -9,722 -22,181: -22,627 -10,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 19.8 1.2 69.9 49.2 80.1 70.2: 19.9 29.8
Old : 100.0: 8.9 19.8 1.2 69.9 49.2 80.1 70.2: 19.9 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 13 43 13 56 62 77 110:
Old : 138: 13 43 13 56 62 77 110:
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 15.8 39.7 24.6 22.7 14.3 32.9 20.8
Old : 28.6 15.8 39.7 24.6 22.7 14.3 32.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 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 : 139,906: 24,114 17,901 17,945 69,278 82,408 111,337 118,254: 28,569 21,652
Old : 129,834: 23,662 18,449 14,147 64,423 76,219 102,232 108,815: 27,602 21,019
Other: 10,072: 1,974 974 2,276 4,855 6,189 9,105 9,439: 967 633
: : :
: : Changes in Commitments from: December 6, 2005 :
: -4,332: 5,263 -10,446 2,852 -17,413 4,042 -9,298 -3,552: 4,966 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.8 12.8 49.5 58.9 79.6 84.5: 20.4 15.5
Old : 100.0: 18.2 14.2 10.9 49.6 58.7 78.7 83.8: 21.3 16.2
Other: 100.0: 19.6 9.7 22.6 48.2 61.4 90.4 93.7: 9.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 37 35 35 48 46 111 99:
Old : 140: 39 36 35 46 43 109 96:
Other: 46: 13 6 8 20 16 37 27:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 30.4 27.8 41.2 17.3 23.7 23.7 32.0
Old : 19.9 31.2 27.7 42.3 18.0 25.2 24.2 33.7
Other: 33.9 43.6 51.4 64.7 28.8 42.4 41.3 56.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 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 : 8,565: 3,106 357 835 2,241 6,300 6,182 7,492: 2,383 1,073
Old : 8,459: 3,090 364 819 2,215 6,242 6,124 7,425: 2,335 1,034
Other: 106: 23 0 9 26 58 58 67: 48 39
: : :
: : Changes in Commitments from: December 6, 2005 :
: 800: 174 29 -26 224 590 372 593: 428 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 4.2 9.7 26.2 73.6 72.2 87.5: 27.8 12.5
Old : 100.0: 36.5 4.3 9.7 26.2 73.8 72.4 87.8: 27.6 12.2
Other: 100.0: 21.7 0.0 8.5 24.5 54.7 54.7 63.2: 45.3 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 5 5 15 14 34 23:
Old : 49: 17 6 5 15 14 34 23:
Other: 10: 4 0 1 2 4 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 57.2 36.9 73.2 17.9 50.5 29.4 62.1
Old : 21.9 57.5 37.1 73.4 18.1 50.7 29.7 62.2
Other: 47.2 58.5 54.7 63.2 38.7 54.7 46.2 54.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 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 : 356,798: 110,651 71,388 6,169 176,399 175,728 293,219 253,285: 63,579 103,513
Old : 356,798: 110,651 71,388 6,169 176,399 175,728 293,219 253,285: 63,579 103,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 20,534: -2,605 6,224 1,772 19,588 10,793 18,755 18,789: 1,779 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.0 1.7 49.4 49.3 82.2 71.0: 17.8 29.0
Old : 100.0: 31.0 20.0 1.7 49.4 49.3 82.2 71.0: 17.8 29.0
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 : 115: 25 22 10 44 53 72 82:
Old : 115: 25 22 10 44 53 72 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 12.2 40.9 21.7 27.0 10.7 39.2 20.0
Old : 27.7 12.2 40.9 21.7 27.0 10.7 39.2 20.0
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 - Futures Only, December 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 : 1,713,583: 451,861 340,731 42,351 1,002,983 946,653 1,497,195 1,329,735: 216,388 383,848
Old : 1,713,583: 451,861 340,731 42,351 1,002,983 946,653 1,497,195 1,329,735: 216,388 383,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 6,515: 53,073 3,538 -7,603 -9,355 4,432 36,115 367: -29,600 6,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.9 2.5 58.5 55.2 87.4 77.6: 12.6 22.4
Old : 100.0: 26.4 19.9 2.5 58.5 55.2 87.4 77.6: 12.6 22.4
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 : 241: 54 65 33 76 99 146 181:
Old : 241: 54 65 33 76 99 146 181:
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 : 39.3 26.3 48.9 34.6 37.4 25.2 44.2 31.6
Old : 39.3 26.3 48.9 34.6 37.4 25.2 44.2 31.6
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, December 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 : 1,139,567: 224,767 250,325 6,457 743,870 609,115 975,094 865,897: 164,473 273,670
Old : 1,139,567: 224,767 250,325 6,457 743,870 609,115 975,094 865,897: 164,473 273,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -55,806: -40,051 -11,536 -5,185 -16,778 -18,745 -62,014 -35,466: 6,208 -20,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.0 0.6 65.3 53.5 85.6 76.0: 14.4 24.0
Old : 100.0: 19.7 22.0 0.6 65.3 53.5 85.6 76.0: 14.4 24.0
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: 35 40 13 55 78 97 124:
Old : 171: 35 40 13 55 78 97 124:
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 : 35.3 24.1 47.2 32.4 32.3 23.7 44.2 30.9
Old : 35.3 24.1 47.2 32.4 32.3 23.7 44.2 30.9
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, December 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 : 394,164: 138,748 82,769 82,452 135,102 207,706 356,302 372,927: 37,862 21,237
Old : 394,164: 138,748 82,769 82,452 135,102 207,706 356,302 372,927: 37,862 21,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 53,833: 36,082 8,249 9,923 11,702 40,214 57,707 58,386: -3,874 -4,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 21.0 20.9 34.3 52.7 90.4 94.6: 9.6 5.4
Old : 100.0: 35.2 21.0 20.9 34.3 52.7 90.4 94.6: 9.6 5.4
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 : 118: 31 28 37 41 47 93 93:
Old : 118: 31 28 37 41 47 93 93:
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 : 31.0 21.8 43.8 34.5 22.0 15.6 30.8 25.0
Old : 31.0 21.8 43.8 34.5 22.0 15.6 30.8 25.0
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, December 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 : 64,269: 12,621 8,376 6,142 36,251 29,322 55,014 43,840: 9,255 20,429
Old : 64,269: 12,621 8,376 6,142 36,251 29,322 55,014 43,840: 9,255 20,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 22,797: 1,387 1,426 5,495 14,193 9,599 21,075 16,520: 1,722 6,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 13.0 9.6 56.4 45.6 85.6 68.2: 14.4 31.8
Old : 100.0: 19.6 13.0 9.6 56.4 45.6 85.6 68.2: 14.4 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 20 17 27 20 59 43:
Old : 70: 18 20 17 27 20 59 43:
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 25.0 44.2 37.5 25.6 22.7 37.0 29.9
Old : 28.6 25.0 44.2 37.5 25.6 22.7 37.0 29.9
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, December 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 : 116,088: 49,706 17,998 12,169 14,329 72,112 76,204 102,279: 39,884 13,809
Old : 116,088: 49,706 17,998 12,169 14,329 72,112 76,204 102,279: 39,884 13,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 20,902: -2,132 -3,004 11,700 -6,031 7,816 3,537 16,512: 17,365 4,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 15.5 10.5 12.3 62.1 65.6 88.1: 34.4 11.9
Old : 100.0: 42.8 15.5 10.5 12.3 62.1 65.6 88.1: 34.4 11.9
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 : 86: 35 18 22 25 22 70 52:
Old : 86: 35 18 22 25 22 70 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 46.0 35.7 59.7 24.8 45.8 32.2 57.9
Old : 25.4 46.0 35.7 59.7 24.8 45.8 32.2 57.9
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, December 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 : 35,667: 8,771 4,254 555 26,137 30,153 35,463 34,962: 204 705
Old : 35,667: 8,771 4,254 555 26,137 30,153 35,463 34,962: 204 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -2,523: -23 2 0 -2,527 -2,694 -2,550 -2,692: 27 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.9 1.6 73.3 84.5 99.4 98.0: 0.6 2.0
Old : 100.0: 24.6 11.9 1.6 73.3 84.5 99.4 98.0: 0.6 2.0
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 : 55: 11 11 4 18 21 30 35:
Old : 55: 11 11 4 18 21 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 53.9 79.9 74.2 61.0 49.1 75.0 66.6
Old : 62.3 53.9 79.9 74.2 61.0 49.1 75.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005