WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 326,592: 55,179 86,472 49,879 191,738 150,179 296,795 286,530: 29,796 40,062
Old : 254,531: 56,354 82,344 23,923 151,067 124,392 231,344 230,659: 23,187 23,872
Other: 72,061: 15,238 20,541 9,543 40,671 25,786 65,452 55,871: 6,610 16,190
: : :
: : Changes in Commitments from: December 20, 2005 :
: -4,694: 2,680 -12,310 1,457 -4,908 6,213 -771 -4,641: -3,923 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 26.5 15.3 58.7 46.0 90.9 87.7: 9.1 12.3
Old : 100.0: 22.1 32.4 9.4 59.4 48.9 90.9 90.6: 9.1 9.4
Other: 100.0: 21.1 28.5 13.2 56.4 35.8 90.8 77.5: 9.2 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 75 120 90 55 65 195 219:
Old : 265: 74 118 64 51 56 170 193:
Other: 151: 47 42 49 21 56 88 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 28.2 43.8 34.5 30.7 24.5 43.5 29.7
Old : 38.3 33.7 49.8 41.3 38.3 33.2 49.5 39.8
Other: 49.5 19.6 62.1 29.4 46.0 15.2 53.9 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 931,080: 152,285 146,423 136,706 477,819 433,412 766,809 716,541: 164,270 214,539
Old : 798,109: 137,207 150,457 102,274 413,851 368,250 653,332 620,981: 144,777 177,128
Other: 132,971: 31,755 12,644 17,754 63,968 65,162 113,477 95,560: 19,493 37,411
: : :
: : Changes in Commitments from: December 20, 2005 :
: 3,569: 9,815 -27,900 2,449 -1,225 26,323 11,039 872: -7,470 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.7 14.7 51.3 46.5 82.4 77.0: 17.6 23.0
Old : 100.0: 17.2 18.9 12.8 51.9 46.1 81.9 77.8: 18.1 22.2
Other: 100.0: 23.9 9.5 13.4 48.1 49.0 85.3 71.9: 14.7 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 121 140 133 211 219 420 418:
Old : 535: 114 155 122 207 208 405 403:
Other: 295: 64 41 44 63 169 142 240:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 16.7 26.2 22.5 16.8 15.5 25.7 20.4
Old : 19.4 16.7 28.3 22.7 19.4 15.4 28.0 20.5
Other: 32.1 21.7 41.0 28.5 31.6 21.2 39.7 27.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 9,793: 4,705 321 166 1,513 7,543 6,384 8,029: 3,409 1,764
Old : 8,891: 4,703 321 147 1,018 6,912 5,868 7,379: 3,023 1,512
Other: 902: 2 0 19 495 631 516 650: 386 252
: : :
: : Changes in Commitments from: December 20, 2005 :
: 256: -105 6 8 224 178 128 192: 128 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 3.3 1.7 15.4 77.0 65.2 82.0: 34.8 18.0
Old : 100.0: 52.9 3.6 1.7 11.4 77.7 66.0 83.0: 34.0 17.0
Other: 100.0: 0.2 0.0 2.1 54.9 70.0 57.2 72.1: 42.8 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 4 2 11 16 28 21:
Old : 39: 15 5 2 10 16 27 21:
Other: 12: 1 0 1 5 9 6 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 : 25.7 41.2 41.3 61.9 25.7 38.5 40.4 56.2
Old : 28.3 40.9 44.5 61.5 28.3 40.5 44.5 59.4
Other: 55.4 62.9 57.2 71.6 49.3 60.2 49.3 64.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 360,831: 56,299 37,552 70,297 167,320 156,377 293,915 264,225: 66,916 96,606
Old : 329,315: 53,719 44,007 59,082 154,229 144,592 267,030 247,681: 62,284 81,634
Other: 31,517: 11,773 2,738 2,021 13,091 11,785 26,885 16,544: 4,631 14,972
: : :
: : Changes in Commitments from: December 20, 2005 :
: -21,211: 3,674 -3,190 -15,858 -3,964 570 -16,148 -18,477: -5,063 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.4 19.5 46.4 43.3 81.5 73.2: 18.5 26.8
Old : 100.0: 16.3 13.4 17.9 46.8 43.9 81.1 75.2: 18.9 24.8
Other: 100.0: 37.4 8.7 6.4 41.5 37.4 85.3 52.5: 14.7 47.5
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 99 96 129 100 115 282 274:
Old : 342: 102 100 123 99 114 278 270:
Other: 141: 36 27 16 31 63 73 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 20.1 28.3 27.4 16.7 13.4 23.8 18.1
Old : 19.3 20.9 30.5 28.5 19.1 14.0 26.9 19.2
Other: 38.8 22.3 52.6 30.7 37.2 21.8 48.8 28.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 198,312: 20,772 53,589 37,400 115,237 83,419 173,409 174,408: 24,904 23,905
Old : 183,014: 25,365 53,566 30,646 104,295 75,852 160,306 160,064: 22,708 22,950
Other: 15,299: 1,275 5,891 886 10,942 7,567 13,103 14,344: 2,196 955
: : :
: : Changes in Commitments from: December 20, 2005 :
: -6,084: -568 4,066 -4,690 -2,545 -6,429 -7,802 -7,053: 1,718 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 27.0 18.9 58.1 42.1 87.4 87.9: 12.6 12.1
Old : 100.0: 13.9 29.3 16.7 57.0 41.4 87.6 87.5: 12.4 12.5
Other: 100.0: 8.3 38.5 5.8 71.5 49.5 85.6 93.8: 14.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 42 50 37 57 44 119 125:
Old : 169: 54 49 33 57 43 118 120:
Other: 46: 6 19 7 12 14 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 : 23.7 21.6 34.1 29.4 21.7 16.6 30.8 23.5
Old : 22.0 20.2 33.1 28.7 20.5 15.6 29.4 23.0
Other: 74.3 42.9 79.6 60.4 70.9 41.6 75.4 58.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 716,233: 75,469 79,228 67,593 428,197 390,260 571,259 537,081: 144,974 179,153
Old : 716,233: 75,469 79,228 67,593 428,197 390,260 571,259 537,081: 144,974 179,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 43,296: 24,788 -7,717 -1,334 9,045 43,456 32,499 34,406: 10,797 8,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.1 9.4 59.8 54.5 79.8 75.0: 20.2 25.0
Old : 100.0: 10.5 11.1 9.4 59.8 54.5 79.8 75.0: 20.2 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 : 144: 22 34 30 63 72 103 118:
Old : 144: 22 34 30 63 72 103 118:
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 : 23.8 14.0 33.6 23.8 18.6 12.1 27.6 19.5
Old : 23.8 14.0 33.6 23.8 18.6 12.1 27.6 19.5
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, December 27, 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 : 154,556: 32,327 13,818 23,802 67,862 97,264 123,991 134,883: 30,565 19,673
Old : 143,588: 31,909 13,845 19,803 62,094 90,691 113,806 124,339: 29,783 19,249
Other: 10,968: 1,617 1,171 2,800 5,768 6,572 10,186 10,544: 782 424
: : :
: : Changes in Commitments from: December 20, 2005 :
: -16: 3,564 -980 -3,861 2,287 8,228 1,990 3,388: -2,006 -3,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.9 15.4 43.9 62.9 80.2 87.3: 19.8 12.7
Old : 100.0: 22.2 9.6 13.8 43.2 63.2 79.3 86.6: 20.7 13.4
Other: 100.0: 14.7 10.7 25.5 52.6 59.9 92.9 96.1: 7.1 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 51 29 38 49 55 121 109:
Old : 154: 53 30 38 48 53 120 107:
Other: 52: 14 8 17 22 20 42 40:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 27.0 23.2 39.5 11.9 20.9 17.5 28.4
Old : 15.0 27.3 22.6 40.7 12.4 22.1 18.5 30.3
Other: 34.3 49.1 51.3 65.7 31.9 48.7 45.6 58.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 8,793: 3,158 264 634 2,547 6,949 6,339 7,847: 2,453 946
Old : 8,575: 3,096 274 596 2,519 6,839 6,211 7,708: 2,365 867
Other: 217: 76 4 25 28 110 129 138: 89 79
: : :
: : Changes in Commitments from: December 20, 2005 :
: -343: 73 11 -256 79 109 -103 -136: -240 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 3.0 7.2 29.0 79.0 72.1 89.2: 27.9 10.8
Old : 100.0: 36.1 3.2 6.9 29.4 79.7 72.4 89.9: 27.6 10.1
Other: 100.0: 34.9 1.8 11.4 12.9 50.7 59.2 63.8: 40.8 36.2
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 5 5 20 16 41 23:
Old : 54: 17 6 5 20 16 41 23:
Other: 14: 5 1 3 2 6 8 9:
:----------------------------------------------------------------------------------------------------
: 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 60.9 35.0 74.3 18.8 54.2 30.8 64.5
Old : 22.0 61.6 35.5 74.9 19.3 54.8 31.0 65.1
Other: 43.9 47.6 59.2 63.1 40.2 42.4 47.8 52.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 393,353: 114,104 92,631 4,928 209,686 193,452 328,718 291,011: 64,635 102,342
Old : 393,353: 114,104 92,631 4,928 209,686 193,452 328,718 291,011: 64,635 102,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 26,599: -3,808 29,746 -1,231 30,002 -2,178 24,963 26,336: 1,636 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 23.5 1.3 53.3 49.2 83.6 74.0: 16.4 26.0
Old : 100.0: 29.0 23.5 1.3 53.3 49.2 83.6 74.0: 16.4 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 25 22 6 44 54 70 81:
Old : 121: 25 22 6 44 54 70 81:
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 18.5 45.9 28.0 30.8 17.4 45.0 26.5
Old : 31.0 18.5 45.9 28.0 30.8 17.4 45.0 26.5
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, December 27, 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 : 1,999,213: 406,850 257,193 207,853 1,146,347 1,149,933 1,761,050 1,614,978: 238,163 384,235
Old : 1,999,213: 406,850 257,193 207,853 1,146,347 1,149,933 1,761,050 1,614,978: 238,163 384,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -70,068: 5,915 412 -53,705 -40,745 10,210 -88,535 -43,083: 18,467 -26,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.9 10.4 57.3 57.5 88.1 80.8: 11.9 19.2
Old : 100.0: 20.4 12.9 10.4 57.3 57.5 88.1 80.8: 11.9 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 : 246: 63 56 65 92 112 184 204:
Old : 246: 63 56 65 92 112 184 204:
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 : 34.2 22.7 44.7 30.0 30.2 18.8 37.0 24.2
Old : 34.2 22.7 44.7 30.0 30.2 18.8 37.0 24.2
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, December 27, 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 : 1,174,134: 203,603 215,968 59,142 744,055 647,926 1,006,800 923,035: 167,334 251,099
Old : 1,174,134: 203,603 215,968 59,142 744,055 647,926 1,006,800 923,035: 167,334 251,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -30,609: -15,652 -21,214 -4,512 -23,430 16,137 -43,595 -9,589: 12,986 -21,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.4 5.0 63.4 55.2 85.7 78.6: 14.3 21.4
Old : 100.0: 17.3 18.4 5.0 63.4 55.2 85.7 78.6: 14.3 21.4
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 : 167: 29 40 27 63 84 106 137:
Old : 167: 29 40 27 63 84 106 137:
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 : 34.0 23.0 44.8 31.3 30.0 22.7 40.7 28.7
Old : 34.0 23.0 44.8 31.3 30.0 22.7 40.7 28.7
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, December 27, 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 : 679,256: 187,910 89,892 268,902 180,661 285,878 637,473 644,673: 41,783 34,583
Old : 679,256: 187,910 89,892 268,902 180,661 285,878 637,473 644,673: 41,783 34,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 26,715: 8,700 959 7,450 15,050 19,105 31,200 27,514: -4,485 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.2 39.6 26.6 42.1 93.8 94.9: 6.2 5.1
Old : 100.0: 27.7 13.2 39.6 26.6 42.1 93.8 94.9: 6.2 5.1
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 : 130: 33 30 41 52 54 108 103:
Old : 130: 33 30 41 52 54 108 103:
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 : 34.4 26.7 51.0 40.1 20.8 11.8 26.9 17.4
Old : 34.4 26.7 51.0 40.1 20.8 11.8 26.9 17.4
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, December 27, 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 : 39,142: 11,091 6,344 484 15,056 26,882 26,631 33,710: 12,511 5,432
Old : 39,142: 11,091 6,344 484 15,056 26,882 26,631 33,710: 12,511 5,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 372: -209 226 -17 106 -7 -120 201: 492 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 16.2 1.2 38.5 68.7 68.0 86.1: 32.0 13.9
Old : 100.0: 28.3 16.2 1.2 38.5 68.7 68.0 86.1: 32.0 13.9
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 : 54: 17 8 5 18 14 36 26:
Old : 54: 17 8 5 18 14 36 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 : 25.2 40.6 40.0 62.6 25.1 40.6 40.0 62.6
Old : 25.2 40.6 40.0 62.6 25.1 40.6 40.0 62.6
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, December 27, 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 : 66,514: 37,516 17,591 4,913 14,030 22,185 56,458 44,688: 10,056 21,827
Old : 66,514: 37,516 17,591 4,913 14,030 22,185 56,458 44,688: 10,056 21,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 5,901: 3,014 6,259 349 2,675 -1,011 6,038 5,597: -137 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 26.4 7.4 21.1 33.4 84.9 67.2: 15.1 32.8
Old : 100.0: 56.4 26.4 7.4 21.1 33.4 84.9 67.2: 15.1 32.8
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: 28 18 13 14 18 45 46:
Old : 70: 28 18 13 14 18 45 46:
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 : 45.7 30.2 57.9 48.4 45.7 26.6 57.6 43.2
Old : 45.7 30.2 57.9 48.4 45.7 26.6 57.6 43.2
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, December 27, 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 : 34,054: 8,893 4,362 475 24,461 28,704 33,829 33,541: 225 513
Old : 34,054: 8,893 4,362 475 24,461 28,704 33,829 33,541: 225 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 435: 66 -93 0 365 464 431 371: 4 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.8 1.4 71.8 84.3 99.3 98.5: 0.7 1.5
Old : 100.0: 26.1 12.8 1.4 71.8 84.3 99.3 98.5: 0.7 1.5
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 : 50: 9 12 3 15 19 25 33:
Old : 50: 9 12 3 15 19 25 33:
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 : 65.5 55.3 82.3 78.7 63.6 51.9 77.1 70.1
Old : 65.5 55.3 82.3 78.7 63.6 51.9 77.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005