WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 25, 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 : 298,757: 49,596 80,328 46,467 179,877 131,602 275,940 258,397: 22,817 40,360
Old : 256,505: 51,102 83,992 28,901 155,793 116,553 235,796 229,446: 20,709 27,059
Other: 42,252: 14,482 12,324 1,578 24,084 15,049 40,144 28,951: 2,108 13,301
: : :
: : Changes in Commitments from: October 18, 2005 :
: 5,106: -2,656 13,864 1,387 8,089 -9,067 6,820 6,184: -1,714 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 26.9 15.6 60.2 44.0 92.4 86.5: 7.6 13.5
Old : 100.0: 19.9 32.7 11.3 60.7 45.4 91.9 89.5: 8.1 10.5
Other: 100.0: 34.3 29.2 3.7 57.0 35.6 95.0 68.5: 5.0 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 61 114 80 46 64 173 216:
Old : 264: 65 120 62 43 57 154 201:
Other: 137: 43 36 12 17 55 63 100:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 26.7 45.7 32.6 30.2 19.6 43.1 24.7
Old : 33.8 30.5 48.9 36.7 33.8 28.1 48.9 33.9
Other: 51.6 16.9 65.2 23.7 50.7 16.3 64.3 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 25, 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 : 827,308: 151,524 166,063 85,522 452,029 383,857 689,075 635,442: 138,233 191,866
Old : 777,722: 136,911 170,789 75,973 434,773 356,310 647,657 603,072: 130,065 174,650
Other: 49,586: 22,583 3,244 1,579 17,256 27,547 41,418 32,370: 8,168 17,216
: : :
: : Changes in Commitments from: October 18, 2005 :
: 30,173: -305 3,627 21,060 12,496 10,111 33,251 34,798: -3,078 -4,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.1 10.3 54.6 46.4 83.3 76.8: 16.7 23.2
Old : 100.0: 17.6 22.0 9.8 55.9 45.8 83.3 77.5: 16.7 22.5
Other: 100.0: 45.5 6.5 3.2 34.8 55.6 83.5 65.3: 16.5 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 145 130 119 184 188 404 394:
Old : 553: 135 141 106 178 183 388 381:
Other: 235: 60 27 5 38 120 100 150:
:----------------------------------------------------------------------------------------------------
: 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 19.4 33.0 24.5 19.8 16.3 28.9 20.9
Old : 23.7 18.9 34.8 24.4 20.8 15.7 30.5 20.6
Other: 19.5 30.7 32.7 37.0 19.1 30.3 30.8 35.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 25, 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 : 7,283: 3,850 317 17 897 5,609 4,764 5,943: 2,519 1,340
Old : 7,274: 3,850 317 17 894 5,608 4,761 5,942: 2,513 1,332
Other: 9: 0 0 0 3 1 3 1: 6 8
: : :
: : Changes in Commitments from: October 18, 2005 :
: 386: 307 -31 -27 4 304 284 246: 102 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 4.4 0.2 12.3 77.0 65.4 81.6: 34.6 18.4
Old : 100.0: 52.9 4.4 0.2 12.3 77.1 65.5 81.7: 34.5 18.3
Other: 100.0: 0.0 0.0 0.0 33.3 11.1 33.3 11.1: 66.7 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 4 2 9 13 27 17:
Old : 37: 16 4 2 9 13 27 17:
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 : 32.7 50.7 47.3 68.6 32.7 48.1 47.3 65.2
Old : 32.8 50.8 47.3 68.7 32.8 48.2 47.3 65.3
Other: 33.3 11.1 33.3 11.1 22.2 0.0 22.2 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 25, 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 : 289,231: 44,149 43,187 28,878 164,848 136,267 237,875 208,332: 51,356 80,899
Old : 274,400: 44,344 44,865 22,553 157,830 131,142 224,727 198,560: 49,673 75,840
Other: 14,831: 5,598 4,115 532 7,018 5,125 13,148 9,772: 1,683 5,059
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,560: -16,676 -5,868 -3,783 8,071 -1,416 -12,388 -11,067: 2,828 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.9 10.0 57.0 47.1 82.2 72.0: 17.8 28.0
Old : 100.0: 16.2 16.4 8.2 57.5 47.8 81.9 72.4: 18.1 27.6
Other: 100.0: 37.7 27.7 3.6 47.3 34.6 88.7 65.9: 11.3 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 58 93 78 93 102 210 234:
Old : 293: 61 94 67 92 100 203 225:
Other: 108: 16 26 4 21 49 39 78:
:----------------------------------------------------------------------------------------------------
: 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 18.4 30.3 25.0 18.5 13.4 26.9 17.7
Old : 20.2 19.0 31.0 25.7 20.2 14.0 28.9 18.6
Other: 44.8 28.1 66.5 40.5 42.1 28.1 62.8 39.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 25, 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 : 168,801: 42,052 8,936 23,590 77,930 123,727 143,572 156,253: 25,229 12,548
Old : 160,584: 43,476 8,978 19,598 73,456 120,101 136,530 148,677: 24,054 11,907
Other: 8,217: 2,400 3,782 168 4,474 3,626 7,042 7,576: 1,175 641
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,877: -1,511 -626 1,723 1,248 -1,927 1,460 -830: -3,337 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.3 14.0 46.2 73.3 85.1 92.6: 14.9 7.4
Old : 100.0: 27.1 5.6 12.2 45.7 74.8 85.0 92.6: 15.0 7.4
Other: 100.0: 29.2 46.0 2.0 54.4 44.1 85.7 92.2: 14.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 48 19 35 45 51 115 98:
Old : 144: 57 17 31 44 50 113 93:
Other: 37: 4 16 3 12 11 19 28:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 38.3 33.2 53.8 20.8 35.9 30.1 46.1
Old : 22.1 39.0 33.3 54.7 21.9 36.8 31.7 49.0
Other: 69.7 34.0 81.9 56.7 62.3 30.0 71.8 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 25, 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 : 595,634: 85,206 119,681 7,958 390,773 290,083 483,937 417,722: 111,697 177,912
Old : 595,634: 85,206 119,681 7,958 390,773 290,083 483,937 417,722: 111,697 177,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,351: -7,676 -783 3,934 4,441 -2,286 699 865: 652 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.1 1.3 65.6 48.7 81.2 70.1: 18.8 29.9
Old : 100.0: 14.3 20.1 1.3 65.6 48.7 81.2 70.1: 18.8 29.9
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 : 154: 23 36 23 62 69 99 114:
Old : 154: 23 36 23 62 69 99 114:
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 14.1 35.3 24.3 20.8 13.2 29.7 22.1
Old : 24.3 14.1 35.3 24.3 20.8 13.2 29.7 22.1
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 25, 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 : 138,721: 18,847 21,102 14,799 72,498 77,128 106,144 113,029: 32,577 25,692
Old : 132,981: 19,121 21,521 12,565 69,515 73,932 101,201 108,018: 31,780 24,963
Other: 5,740: 895 750 1,065 2,983 3,196 4,943 5,011: 797 729
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,289: -1,714 2,381 -289 1,263 -738 -740 1,354: 4,029 1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 10.7 52.3 55.6 76.5 81.5: 23.5 18.5
Old : 100.0: 14.4 16.2 9.4 52.3 55.6 76.1 81.2: 23.9 18.8
Other: 100.0: 15.6 13.1 18.6 52.0 55.7 86.1 87.3: 13.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 28 36 30 43 42 91 100:
Old : 129: 29 38 30 43 40 91 97:
Other: 36: 11 8 6 14 11 28 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 : 26.4 31.2 36.5 40.9 19.2 20.9 24.6 27.2
Old : 26.5 31.7 36.3 41.3 19.7 21.8 25.2 28.2
Other: 40.6 39.1 62.8 64.4 30.2 31.9 42.8 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 25, 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 : 7,420: 2,494 738 801 2,502 4,619 5,797 6,158: 1,623 1,262
Old : 7,412: 2,495 738 800 2,502 4,619 5,797 6,157: 1,615 1,255
Other: 8: 0 1 0 0 0 0 1: 8 7
: : :
: : Changes in Commitments from: October 18, 2005 :
: -54: -130 15 -102 188 -177 -44 -264: -10 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.9 10.8 33.7 62.3 78.1 83.0: 21.9 17.0
Old : 100.0: 33.7 10.0 10.8 33.8 62.3 78.2 83.1: 21.8 16.9
Other: 100.0: 0.0 12.5 0.0 0.0 0.0 0.0 12.5: 100.0 87.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 5 6 14 15 30 23:
Old : 41: 13 5 6 14 15 30 23:
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 : 30.5 49.6 47.2 66.4 28.3 35.7 40.0 49.9
Old : 30.5 49.7 47.2 66.5 28.3 35.7 40.0 49.9
Other: 0.0 12.5 0.0 12.5 0.0 12.5 0.0 12.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 25, 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 : 372,316: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,100 107,305
Old : 372,316: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,100 107,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 17,236: 7,897 10,900 45 4,287 -1,692 12,229 9,253: 5,007 7,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 28.8
Old : 100.0: 27.3 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 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 : 118: 23 26 5 46 49 71 78:
Old : 118: 23 26 5 46 49 71 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 : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Old : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
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 25, 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 : 1,729,381: 349,595 432,913 36,675 1,101,705 862,563 1,487,975 1,332,151: 241,406 397,230
Old : 1,729,381: 349,595 432,913 36,675 1,101,705 862,563 1,487,975 1,332,151: 241,406 397,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 51,150: -53,192 67,336 3,796 81,436 -29,411 32,040 41,721: 19,110 9,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.0 2.1 63.7 49.9 86.0 77.0: 14.0 23.0
Old : 100.0: 20.2 25.0 2.1 63.7 49.9 86.0 77.0: 14.0 23.0
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 : 257: 58 60 31 90 102 158 183:
Old : 257: 58 60 31 90 102 158 183:
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 : 31.9 26.9 42.2 34.8 30.0 26.4 39.8 32.9
Old : 31.9 26.9 42.2 34.8 30.0 26.4 39.8 32.9
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 25, 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 : 1,409,649: 259,179 461,204 27,827 989,766 615,064 1,276,772 1,104,095: 132,877 305,554
Old : 1,409,649: 259,179 461,204 27,827 989,766 615,064 1,276,772 1,104,095: 132,877 305,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 56,470: 4,948 37,345 1,818 51,481 267 58,247 39,430: -1,777 17,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.7 2.0 70.2 43.6 90.6 78.3: 9.4 21.7
Old : 100.0: 18.4 32.7 2.0 70.2 43.6 90.6 78.3: 9.4 21.7
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 : 188: 43 45 28 65 67 116 132:
Old : 188: 43 45 28 65 67 116 132:
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 : 36.2 24.4 47.3 35.4 35.4 24.0 45.0 34.3
Old : 36.2 24.4 47.3 35.4 35.4 24.0 45.0 34.3
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 25, 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 : 452,728: 156,746 105,379 65,271 185,862 245,933 407,879 416,583: 44,849 36,145
Old : 452,728: 156,746 105,379 65,271 185,862 245,933 407,879 416,583: 44,849 36,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 29,701: 17,996 89 5,064 4,275 22,947 27,335 28,100: 2,366 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 23.3 14.4 41.1 54.3 90.1 92.0: 9.9 8.0
Old : 100.0: 34.6 23.3 14.4 41.1 54.3 90.1 92.0: 9.9 8.0
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 : 128: 35 28 31 54 50 109 90:
Old : 128: 35 28 31 54 50 109 90:
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 : 25.8 22.8 39.0 36.5 23.2 18.4 31.6 27.9
Old : 25.8 22.8 39.0 36.5 23.2 18.4 31.6 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, October 25, 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 : 37,850: 4,841 8,985 12 25,780 17,207 30,633 26,204: 7,217 11,646
Old : 37,850: 4,841 8,985 12 25,780 17,207 30,633 26,204: 7,217 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,572: -1,039 1,845 10 2,194 -599 1,165 1,256: 407 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.7 0.0 68.1 45.5 80.9 69.2: 19.1 30.8
Old : 100.0: 12.8 23.7 0.0 68.1 45.5 80.9 69.2: 19.1 30.8
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 : 51: 10 13 1 19 10 30 23:
Old : 51: 10 13 1 19 10 30 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 : 44.2 39.8 59.8 53.4 44.2 39.8 59.8 53.3
Old : 44.2 39.8 59.8 53.4 44.2 39.8 59.8 53.3
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 25, 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 : 66,951: 28,373 27,237 539 20,768 28,479 49,680 56,255: 17,271 10,696
Old : 66,951: 28,373 27,237 539 20,768 28,479 49,680 56,255: 17,271 10,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -2,731: 625 -8,098 -89 -2,018 5,336 -1,482 -2,851: -1,249 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 40.7 0.8 31.0 42.5 74.2 84.0: 25.8 16.0
Old : 100.0: 42.4 40.7 0.8 31.0 42.5 74.2 84.0: 25.8 16.0
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 : 74: 25 20 4 20 12 46 35:
Old : 74: 25 20 4 20 12 46 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 : 36.2 54.9 48.4 64.5 36.2 54.6 47.3 63.7
Old : 36.2 54.9 48.4 64.5 36.2 54.6 47.3 63.7
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 25, 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 : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Old : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,531: -1,895 -144 0 394 -1,454 -1,501 -1,598: -30 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Old : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 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 : 52: 7 12 3 17 21 26 34:
Old : 52: 7 12 3 17 21 26 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 : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Old : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005