WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 11, 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 : 297,599: 51,021 65,957 47,748 171,304 141,948 270,073 255,653: 27,526 41,946
Old : 258,362: 51,018 70,799 29,703 152,674 128,125 233,395 228,627: 24,967 29,735
Other: 39,237: 16,818 11,973 1,230 18,630 13,823 36,678 27,026: 2,559 12,211
: : :
: : Changes in Commitments from: October 4, 2005 :
: 378: -4,522 -4,711 2,211 1,168 2,144 -1,143 -356: 1,521 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 22.2 16.0 57.6 47.7 90.8 85.9: 9.2 14.1
Old : 100.0: 19.7 27.4 11.5 59.1 49.6 90.3 88.5: 9.7 11.5
Other: 100.0: 42.9 30.5 3.1 47.5 35.2 93.5 68.9: 6.5 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 70 108 84 47 66 185 209:
Old : 267: 66 119 66 41 60 161 197:
Other: 144: 49 36 10 18 55 69 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 30.1 45.0 36.4 29.3 23.3 42.5 28.7
Old : 33.2 34.5 48.3 41.4 33.2 31.5 48.3 38.0
Other: 43.3 18.8 58.0 26.9 42.5 18.5 57.2 26.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 11, 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 : 765,795: 147,810 170,224 54,632 430,799 349,189 633,241 574,045: 132,554 191,750
Old : 721,261: 133,247 174,983 46,099 417,323 324,059 596,669 545,141: 124,592 176,120
Other: 44,534: 21,863 2,541 1,233 13,476 25,130 36,572 28,904: 7,962 15,630
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,633: 1,555 4,947 2,558 13,129 9,404 17,242 16,909: -609 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 22.2 7.1 56.3 45.6 82.7 75.0: 17.3 25.0
Old : 100.0: 18.5 24.3 6.4 57.9 44.9 82.7 75.6: 17.3 24.4
Other: 100.0: 49.1 5.7 2.8 30.3 56.4 82.1 64.9: 17.9 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 150 117 101 184 188 390 369:
Old : 539: 140 126 89 181 186 376 360:
Other: 230: 58 22 6 39 120 100 146:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 19.1 33.0 24.8 21.1 18.4 30.7 23.3
Old : 23.0 18.6 34.7 24.6 22.2 17.8 32.4 23.0
Other: 20.4 31.5 33.7 38.8 19.9 31.4 31.6 38.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 11, 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 : 6,654: 3,271 339 18 1,108 5,138 4,397 5,495: 2,257 1,159
Old : 6,647: 3,271 339 18 1,105 5,137 4,394 5,494: 2,253 1,153
Other: 7: 0 0 0 3 1 3 1: 4 6
: : :
: : Changes in Commitments from: October 4, 2005 :
: 241: 457 -110 -60 10 425 407 255: -166 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 5.1 0.3 16.7 77.2 66.1 82.6: 33.9 17.4
Old : 100.0: 49.2 5.1 0.3 16.6 77.3 66.1 82.7: 33.9 17.3
Other: 100.0: 0.0 0.0 0.0 42.9 14.3 42.9 14.3: 57.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 4 2 9 16 26 20:
Old : 38: 15 4 2 9 16 26 20:
Other: 2: 0 0 0 2 1 2 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 : 34.9 46.5 46.9 65.1 34.9 43.0 46.9 60.4
Old : 34.9 46.5 46.9 65.1 34.9 43.1 46.9 60.4
Other: 42.9 14.3 42.9 14.3 28.6 0.0 28.6 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 11, 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 : 288,160: 58,096 54,032 29,109 151,573 122,401 238,778 205,542: 49,382 82,618
Old : 275,927: 58,333 56,144 22,997 146,755 118,177 228,085 197,318: 47,842 78,609
Other: 12,233: 5,653 3,778 222 4,818 4,224 10,693 8,224: 1,540 4,009
: : :
: : Changes in Commitments from: October 4, 2005 :
: 20,954: 421 -1,436 4,719 11,738 9,304 16,878 12,587: 4,076 8,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.8 10.1 52.6 42.5 82.9 71.3: 17.1 28.7
Old : 100.0: 21.1 20.3 8.3 53.2 42.8 82.7 71.5: 17.3 28.5
Other: 100.0: 46.2 30.9 1.8 39.4 34.5 87.4 67.2: 12.6 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 82 106 76 88 104 219 251:
Old : 329: 88 108 64 88 102 212 243:
Other: 95: 18 19 4 17 45 37 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 15.4 28.4 22.1 18.9 11.8 26.4 16.9
Old : 20.2 15.6 29.3 22.6 20.2 12.2 28.1 17.5
Other: 47.7 26.0 64.0 40.6 47.0 25.6 59.6 39.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 11, 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 : 165,082: 41,832 9,527 20,286 74,414 121,478 136,532 151,291: 28,550 13,791
Old : 158,650: 42,335 9,129 17,507 71,939 119,420 131,781 146,056: 26,869 12,594
Other: 6,432: 2,244 3,145 32 2,475 2,058 4,751 5,235: 1,681 1,197
: : :
: : Changes in Commitments from: October 4, 2005 :
: 11,777: 4,998 -2,649 5,626 -1,558 9,934 9,066 12,911: 2,711 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 5.8 12.3 45.1 73.6 82.7 91.6: 17.3 8.4
Old : 100.0: 26.7 5.8 11.0 45.3 75.3 83.1 92.1: 16.9 7.9
Other: 100.0: 34.9 48.9 0.5 38.5 32.0 73.9 81.4: 26.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 48 20 32 46 48 113 92:
Old : 141: 55 19 29 45 47 112 88:
Other: 33: 4 11 2 12 10 18 22:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 36.2 32.0 51.4 20.9 33.3 29.9 45.1
Old : 21.8 37.3 32.2 52.6 21.8 34.4 31.2 47.8
Other: 55.6 35.1 70.9 53.4 54.8 29.7 62.3 45.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 11, 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 : 564,979: 79,577 100,607 3,739 377,692 292,926 461,008 397,272: 103,971 167,707
Old : 564,979: 79,577 100,607 3,739 377,692 292,926 461,008 397,272: 103,971 167,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -17,166: -16,600 2,685 -448 15,432 -13,769 -1,616 -11,532: -15,550 -5,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.8 0.7 66.9 51.8 81.6 70.3: 18.4 29.7
Old : 100.0: 14.1 17.8 0.7 66.9 51.8 81.6 70.3: 18.4 29.7
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 : 149: 21 33 17 60 68 91 108:
Old : 149: 21 33 17 60 68 91 108:
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 : 26.0 15.7 35.9 25.3 22.7 13.6 30.9 22.6
Old : 26.0 15.7 35.9 25.3 22.7 13.6 30.9 22.6
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, October 11, 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 : 136,513: 19,014 19,772 16,559 71,922 77,770 107,495 114,101: 29,018 22,412
Old : 132,102: 19,833 20,098 14,574 69,355 75,696 103,762 110,368: 28,340 21,734
Other: 4,411: 380 873 786 2,567 2,074 3,733 3,733: 678 678
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,590: -1,448 535 1,310 3,121 3,210 2,983 5,055: 2,607 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.5 12.1 52.7 57.0 78.7 83.6: 21.3 16.4
Old : 100.0: 15.0 15.2 11.0 52.5 57.3 78.5 83.5: 21.5 16.5
Other: 100.0: 8.6 19.8 17.8 58.2 47.0 84.6 84.6: 15.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 28 36 31 52 47 98 108:
Old : 139: 30 37 30 52 45 98 105:
Other: 29: 3 10 6 14 8 21 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 : 24.0 29.4 35.3 41.0 18.6 25.8 26.1 31.8
Old : 23.7 30.0 34.9 41.8 19.0 26.5 26.8 32.6
Other: 52.5 42.5 73.4 69.0 42.7 37.7 50.6 49.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 11, 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 : 7,352: 2,737 909 926 2,247 4,512 5,910 6,347: 1,442 1,005
Old : 7,348: 2,738 909 925 2,247 4,512 5,910 6,346: 1,438 1,002
Other: 4: 0 1 0 0 0 0 1: 4 3
: : :
: : Changes in Commitments from: October 4, 2005 :
: 311: -261 -97 47 344 473 130 423: 181 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 12.4 12.6 30.6 61.4 80.4 86.3: 19.6 13.7
Old : 100.0: 37.3 12.4 12.6 30.6 61.4 80.4 86.4: 19.6 13.6
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 16 8 9 14 16 35 29:
Old : 49: 16 8 9 14 16 35 29:
Other: 1: 0 1 0 0 0 0 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 : 31.4 41.3 47.6 58.8 31.4 33.0 43.3 49.5
Old : 31.5 41.3 47.6 58.8 31.5 33.1 43.4 49.5
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 11, 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 : 347,437: 92,804 80,694 2,058 188,737 164,603 283,599 247,355: 63,838 100,082
Old : 347,437: 92,804 80,694 2,058 188,737 164,603 283,599 247,355: 63,838 100,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12,297: 9,233 15,237 735 2,360 1,183 12,328 17,155: -31 -4,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
Old : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
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 : 110: 19 22 4 45 48 65 73:
Old : 110: 19 22 4 45 48 65 73:
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 : 30.8 15.9 42.5 25.1 30.8 14.8 41.9 23.9
Old : 30.8 15.9 42.5 25.1 30.8 14.8 41.9 23.9
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, October 11, 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 : 1,626,370: 401,854 383,641 27,554 999,765 857,238 1,429,173 1,268,433: 197,197 357,937
Old : 1,626,370: 401,854 383,641 27,554 999,765 857,238 1,429,173 1,268,433: 197,197 357,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -14,728: 12,525 3,089 6,758 -8,990 5,172 10,293 15,019: -25,021 -29,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 23.6 1.7 61.5 52.7 87.9 78.0: 12.1 22.0
Old : 100.0: 24.7 23.6 1.7 61.5 52.7 87.9 78.0: 12.1 22.0
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 : 253: 63 53 35 84 108 157 186:
Old : 253: 63 53 35 84 108 157 186:
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 : 34.6 27.9 48.7 35.6 32.7 27.4 46.7 34.2
Old : 34.6 27.9 48.7 35.6 32.7 27.4 46.7 34.2
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 - Futures Only, October 11, 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 : 1,304,536: 239,685 402,780 22,108 914,707 602,517 1,176,500 1,027,405: 128,036 277,131
Old : 1,304,536: 239,685 402,780 22,108 914,707 602,517 1,176,500 1,027,405: 128,036 277,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 90,280: 3,193 58,994 295 101,555 27,660 105,043 86,949: -14,763 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 30.9 1.7 70.1 46.2 90.2 78.8: 9.8 21.2
Old : 100.0: 18.4 30.9 1.7 70.1 46.2 90.2 78.8: 9.8 21.2
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 : 186: 43 39 20 69 70 116 125:
Old : 186: 43 39 20 69 70 116 125:
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 : 34.1 25.7 45.1 37.3 33.2 25.3 42.3 35.7
Old : 34.1 25.7 45.1 37.3 33.2 25.3 42.3 35.7
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 - Futures Only, October 11, 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 : 379,328: 112,590 92,094 51,751 168,720 207,898 333,061 351,743: 46,267 27,585
Old : 379,328: 112,590 92,094 51,751 168,720 207,898 333,061 351,743: 46,267 27,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 26,065: 12,035 20,834 466 10,859 9,342 23,360 30,642: 2,705 -4,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.3 13.6 44.5 54.8 87.8 92.7: 12.2 7.3
Old : 100.0: 29.7 24.3 13.6 44.5 54.8 87.8 92.7: 12.2 7.3
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 : 125: 31 27 30 52 49 101 88:
Old : 125: 31 27 30 52 49 101 88:
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 : 25.7 24.5 37.6 38.5 22.5 21.3 31.6 30.9
Old : 25.7 24.5 37.6 38.5 22.5 21.3 31.6 30.9
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, October 11, 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 : 34,940: 4,053 6,057 3 23,434 18,178 27,490 24,238: 7,450 10,702
Old : 34,940: 4,053 6,057 3 23,434 18,178 27,490 24,238: 7,450 10,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -870: -901 -261 -407 -99 4 -1,407 -664: 537 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.3 0.0 67.1 52.0 78.7 69.4: 21.3 30.6
Old : 100.0: 11.6 17.3 0.0 67.1 52.0 78.7 69.4: 21.3 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 12 1 19 11 28 23:
Old : 48: 8 12 1 19 11 28 23:
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 : 47.9 41.0 61.8 52.8 47.9 40.1 61.8 52.0
Old : 47.9 41.0 61.8 52.8 47.9 40.1 61.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 11, 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 : 60,394: 26,647 30,481 372 15,182 20,305 42,201 51,158: 18,193 9,236
Old : 60,394: 26,647 30,481 372 15,182 20,305 42,201 51,158: 18,193 9,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 7,034: 3,062 667 -157 3,780 6,458 6,685 6,968: 349 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 50.5 0.6 25.1 33.6 69.9 84.7: 30.1 15.3
Old : 100.0: 44.1 50.5 0.6 25.1 33.6 69.9 84.7: 30.1 15.3
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 : 78: 24 22 3 22 13 48 36:
Old : 78: 24 22 3 22 13 48 36:
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 : 30.3 48.1 39.9 58.4 30.2 47.4 38.6 57.8
Old : 30.3 48.1 39.9 58.4 30.2 47.4 38.6 57.8
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, October 11, 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 : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Old : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 183: 10 -112 0 162 152 172 40: 11 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
Old : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 7 15 3 15 21 24 37:
Old : 54: 7 15 3 15 21 24 37:
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 : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Old : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005