WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 8, 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 : 297,365: 50,384 96,463 33,296 186,574 128,051 270,254 257,810: 27,111 39,555
Old : 246,878: 52,111 92,152 18,745 152,323 109,734 223,179 220,631: 23,699 26,247
Other: 50,487: 10,587 16,625 2,237 34,251 18,317 47,075 37,179: 3,412 13,308
: : :
: : Changes in Commitments from: November 1, 2005 :
: -7,997: -1,677 4,631 -12,744 5,637 1,669 -8,784 -6,444: 787 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 32.4 11.2 62.7 43.1 90.9 86.7: 9.1 13.3
Old : 100.0: 21.1 37.3 7.6 61.7 44.4 90.4 89.4: 9.6 10.6
Other: 100.0: 21.0 32.9 4.4 67.8 36.3 93.2 73.6: 6.8 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 73 135 85 52 65 181 244:
Old : 287: 72 131 70 48 56 169 217:
Other: 141: 29 50 18 16 57 54 117:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 25.9 45.7 32.7 30.1 20.1 44.8 26.2
Old : 34.6 30.0 49.1 37.7 34.6 29.4 49.1 36.6
Other: 63.6 18.9 75.0 25.7 59.3 16.5 69.8 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 8, 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 : 867,838: 170,585 174,536 86,497 454,258 409,859 711,340 670,892: 156,498 196,946
Old : 796,492: 168,475 176,569 67,348 415,654 375,207 651,477 619,124: 145,015 177,368
Other: 71,346: 17,624 13,481 3,635 38,604 34,652 59,863 51,768: 11,483 19,578
: : :
: : Changes in Commitments from: November 1, 2005 :
: 7,974: 9,853 6,754 -2,125 -6,353 5,755 1,375 10,384: 6,599 -2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.1 10.0 52.3 47.2 82.0 77.3: 18.0 22.7
Old : 100.0: 21.2 22.2 8.5 52.2 47.1 81.8 77.7: 18.2 22.3
Other: 100.0: 24.7 18.9 5.1 54.1 48.6 83.9 72.6: 16.1 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 150 130 123 190 194 406 409:
Old : 562: 147 132 110 183 187 391 392:
Other: 250: 48 45 10 42 125 95 176:
:----------------------------------------------------------------------------------------------------
: 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 19.2 30.8 24.9 17.6 16.1 26.4 20.9
Old : 21.8 18.9 31.4 24.9 18.5 15.6 26.7 20.8
Other: 40.2 30.6 50.7 39.0 39.8 28.5 49.4 36.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 8, 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 : 7,089: 3,647 420 20 1,176 5,446 4,843 5,886: 2,246 1,203
Old : 7,067: 3,647 420 20 1,173 5,439 4,840 5,879: 2,227 1,188
Other: 22: 0 0 0 3 7 3 7: 19 15
: : :
: : Changes in Commitments from: November 1, 2005 :
: 545: 681 200 -72 161 301 770 429: -225 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 5.9 0.3 16.6 76.8 68.3 83.0: 31.7 17.0
Old : 100.0: 51.6 5.9 0.3 16.6 77.0 68.5 83.2: 31.5 16.8
Other: 100.0: 0.0 0.0 0.0 13.6 31.8 13.6 31.8: 86.4 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 6 2 11 12 27 18:
Old : 37: 14 6 2 11 12 27 18:
Other: 3: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 52.8 45.1 70.0 31.2 49.4 45.1 63.6
Old : 31.3 52.9 45.2 70.1 31.3 49.5 45.2 63.8
Other: 13.6 31.8 13.6 31.8 9.1 27.3 9.1 27.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 8, 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 : 270,161: 47,024 43,007 27,182 151,917 129,973 226,123 200,162: 44,038 69,999
Old : 253,483: 47,339 44,943 20,355 143,444 123,808 211,138 189,106: 42,345 64,377
Other: 16,678: 5,860 4,239 652 8,473 6,165 14,985 11,056: 1,693 5,622
: : :
: : Changes in Commitments from: November 1, 2005 :
: -4,475: -789 -1,725 -1,039 -4,292 160 -6,120 -2,604: 1,645 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.9 10.1 56.2 48.1 83.7 74.1: 16.3 25.9
Old : 100.0: 18.7 17.7 8.0 56.6 48.8 83.3 74.6: 16.7 25.4
Other: 100.0: 35.1 25.4 3.9 50.8 37.0 89.8 66.3: 10.2 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 66 92 67 84 97 200 226:
Old : 299: 73 93 57 83 94 194 218:
Other: 104: 17 24 5 22 45 42 72:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 20.3 32.5 26.5 19.8 16.1 30.1 21.1
Old : 22.0 21.1 33.8 27.5 22.0 16.9 32.4 22.2
Other: 47.7 29.1 66.5 39.7 44.3 28.7 63.1 38.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 8, 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 : 171,933: 39,247 16,804 24,862 84,785 112,263 148,894 153,929: 23,039 18,004
Old : 161,809: 40,831 17,168 20,845 78,515 107,083 140,191 145,096: 21,618 16,713
Other: 10,124: 2,178 3,398 255 6,270 5,180 8,703 8,833: 1,421 1,291
: : :
: : Changes in Commitments from: November 1, 2005 :
: 394: -634 3,845 1,459 1,456 -6,564 2,281 -1,260: -1,887 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.8 14.5 49.3 65.3 86.6 89.5: 13.4 10.5
Old : 100.0: 25.2 10.6 12.9 48.5 66.2 86.6 89.7: 13.4 10.3
Other: 100.0: 21.5 33.6 2.5 61.9 51.2 86.0 87.2: 14.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 41 37 42 49 47 115 116:
Old : 155: 45 38 37 47 46 112 111:
Other: 43: 6 14 3 15 13 23 29:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 35.3 34.7 48.9 20.5 34.8 30.1 40.2
Old : 22.7 36.2 34.8 49.1 21.8 35.6 32.1 43.0
Other: 68.7 40.1 78.1 60.9 67.9 33.7 73.9 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 8, 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 : 614,382: 94,218 123,407 15,193 383,036 306,565 492,447 445,165: 121,935 169,217
Old : 614,382: 94,218 123,407 15,193 383,036 306,565 492,447 445,165: 121,935 169,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 12,568: 9,045 -18,939 5,839 -12,907 14,829 1,977 1,729: 10,591 10,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.1 2.5 62.3 49.9 80.2 72.5: 19.8 27.5
Old : 100.0: 15.3 20.1 2.5 62.3 49.9 80.2 72.5: 19.8 27.5
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 : 159: 24 37 30 65 74 107 123:
Old : 159: 24 37 30 65 74 107 123:
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 14.3 36.3 24.5 21.8 14.1 30.2 23.2
Old : 25.7 14.3 36.3 24.5 21.8 14.1 30.2 23.2
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, November 8, 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 : 137,339: 19,515 21,407 16,082 75,685 74,632 111,282 112,121: 26,057 25,218
Old : 131,331: 19,575 21,686 14,013 72,186 71,251 105,774 106,950: 25,557 24,381
Other: 6,008: 926 707 1,083 3,499 3,381 5,508 5,171: 500 837
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,561: 637 -751 -159 -1,951 -3,584 -1,473 -4,494: -2,088 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.6 11.7 55.1 54.3 81.0 81.6: 19.0 18.4
Old : 100.0: 14.9 16.5 10.7 55.0 54.3 80.5 81.4: 19.5 18.6
Other: 100.0: 15.4 11.8 18.0 58.2 56.3 91.7 86.1: 8.3 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 37 34 47 43 104 102:
Old : 138: 34 40 34 47 42 104 101:
Other: 38: 12 6 6 15 14 30 23:
:----------------------------------------------------------------------------------------------------
: 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 31.2 35.1 39.0 19.1 23.1 26.7 30.0
Old : 25.2 31.5 34.8 39.6 19.6 24.0 27.4 31.1
Other: 44.5 40.7 66.2 65.8 30.8 29.7 43.8 39.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 8, 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 : 7,455: 3,086 271 757 1,933 5,600 5,776 6,628: 1,679 827
Old : 7,424: 3,090 276 748 1,933 5,584 5,771 6,608: 1,653 816
Other: 31: 5 4 0 0 16 5 20: 26 11
: : :
: : Changes in Commitments from: November 1, 2005 :
: -35: 402 -306 -126 -505 665 -229 233: 194 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 3.6 10.2 25.9 75.1 77.5 88.9: 22.5 11.1
Old : 100.0: 41.6 3.7 10.1 26.0 75.2 77.7 89.0: 22.3 11.0
Other: 100.0: 16.1 12.9 0.0 0.0 51.6 16.1 64.5: 83.9 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 5 6 14 16 33 25:
Old : 45: 17 5 6 14 16 33 25:
Other: 4: 1 1 0 0 2 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 60.3 45.2 72.8 22.8 49.2 35.7 58.7
Old : 26.8 60.5 45.3 72.9 22.9 49.4 35.8 58.7
Other: 16.1 64.5 16.1 64.5 16.1 64.5 16.1 64.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 8, 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 : 362,070: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,201 105,994
Old : 362,070: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,201 105,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,966: 9,843 -965 152 -3,411 7,954 6,584 7,141: -618 -1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.0 0.6 50.8 45.1 80.3 70.7: 19.7 29.3
Old : 100.0: 29.0 25.0 0.6 50.8 45.1 80.3 70.7: 19.7 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 23 26 6 46 50 72 79:
Old : 116: 23 26 6 46 50 72 79:
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 : 24.9 16.1 36.6 26.1 24.3 14.9 35.6 24.6
Old : 24.9 16.1 36.6 26.1 24.3 14.9 35.6 24.6
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, November 8, 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 : 1,788,392: 400,177 389,957 60,197 1,090,669 947,345 1,551,043 1,397,499: 237,349 390,893
Old : 1,788,392: 400,177 389,957 60,197 1,090,669 947,345 1,551,043 1,397,499: 237,349 390,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 41,906: 48,979 -27,768 14,621 -17,488 68,477 46,112 55,330: -4,206 -13,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 21.8 3.4 61.0 53.0 86.7 78.1: 13.3 21.9
Old : 100.0: 22.4 21.8 3.4 61.0 53.0 86.7 78.1: 13.3 21.9
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 : 271: 70 58 35 95 107 180 185:
Old : 271: 70 58 35 95 107 180 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 27.2 38.6 36.9 26.2 26.7 33.9 34.0
Old : 29.8 27.2 38.6 36.9 26.2 26.7 33.9 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 8, 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 : 1,469,846: 277,060 463,890 45,613 1,013,885 671,224 1,336,558 1,180,727: 133,288 289,119
Old : 1,469,846: 277,060 463,890 45,613 1,013,885 671,224 1,336,558 1,180,727: 133,288 289,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 25,751: 23,175 152 5,356 87 36,688 28,618 42,196: -2,867 -16,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.6 3.1 69.0 45.7 90.9 80.3: 9.1 19.7
Old : 100.0: 18.8 31.6 3.1 69.0 45.7 90.9 80.3: 9.1 19.7
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 : 196: 43 46 30 68 75 119 143:
Old : 196: 43 46 30 68 75 119 143:
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 : 34.8 25.0 46.3 35.5 32.9 24.7 42.1 32.4
Old : 34.8 25.0 46.3 35.5 32.9 24.7 42.1 32.4
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, November 8, 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 : 325,079: 97,742 82,782 42,668 143,587 165,420 283,997 290,870: 41,082 34,209
Old : 325,079: 97,742 82,782 42,668 143,587 165,420 283,997 290,870: 41,082 34,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -111,113: -57,386 -21,997 -8,024 -52,397 -80,288 -117,807 -110,309: 6,694 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 25.5 13.1 44.2 50.9 87.4 89.5: 12.6 10.5
Old : 100.0: 30.1 25.5 13.1 44.2 50.9 87.4 89.5: 12.6 10.5
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 : 114: 29 24 31 45 48 91 88:
Old : 114: 29 24 31 45 48 91 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 : 27.0 24.0 41.8 36.9 25.0 20.6 37.1 30.9
Old : 27.0 24.0 41.8 36.9 25.0 20.6 37.1 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, November 8, 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 : 37,543: 5,702 7,763 5 25,935 17,645 31,642 25,413: 5,901 12,130
Old : 37,543: 5,702 7,763 5 25,935 17,645 31,642 25,413: 5,901 12,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -77: 572 -735 5 -79 318 498 -412: -575 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 20.7 0.0 69.1 47.0 84.3 67.7: 15.7 32.3
Old : 100.0: 15.2 20.7 0.0 69.1 47.0 84.3 67.7: 15.7 32.3
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: 14 10 1 18 11 32 22:
Old : 52: 14 10 1 18 11 32 22:
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 : 45.0 40.1 61.0 53.7 45.0 39.9 61.0 53.6
Old : 45.0 40.1 61.0 53.7 45.0 39.9 61.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 8, 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 : 70,291: 27,286 22,675 580 25,747 38,319 53,613 61,574: 16,678 8,717
Old : 70,291: 27,286 22,675 580 25,747 38,319 53,613 61,574: 16,678 8,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,345: -1,456 -4,382 -34 2,466 2,993 976 -1,423: -2,321 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 32.3 0.8 36.6 54.5 76.3 87.6: 23.7 12.4
Old : 100.0: 38.8 32.3 0.8 36.6 54.5 76.3 87.6: 23.7 12.4
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 : 80: 28 21 5 20 14 50 38:
Old : 80: 28 21 5 20 14 50 38:
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 : 38.2 50.8 48.9 63.1 38.2 50.6 46.5 63.0
Old : 38.2 50.8 48.9 63.1 38.2 50.6 46.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 8, 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 : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Old : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 824: 95 -73 0 789 871 884 798: -60 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 2.3
Old : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 8 12 3 21 20 31 33:
Old : 54: 8 12 3 21 20 31 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 : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Old : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005