WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 293,865: 43,129 88,326 40,620 184,535 129,620 268,284 258,565: 25,581 35,299
Old : 278,240: 42,194 86,034 36,549 175,397 124,722 254,140 247,305: 24,100 30,935
Other: 15,624: 4,567 5,924 438 9,138 4,897 14,143 11,260: 1,481 4,365
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,415: 2,540 5,854 1,314 1,099 97 4,953 7,265: 462 -1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 30.1 13.8 62.8 44.1 91.3 88.0: 8.7 12.0
Old : 100.0: 15.2 30.9 13.1 63.0 44.8 91.3 88.9: 8.7 11.1
Other: 100.0: 29.2 37.9 2.8 58.5 31.3 90.5 72.1: 9.5 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 71 120 75 50 57 169 213:
Old : 270: 72 124 71 47 56 162 211:
Other: 87: 25 22 12 13 35 44 63:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 28.7 47.1 37.2 31.8 23.4 44.5 28.6
Old : 33.5 30.2 48.3 38.0 33.5 25.9 46.9 32.3
Other: 46.5 37.9 65.5 46.4 45.7 37.8 63.5 45.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 881,842: 133,788 132,601 140,689 462,398 399,324 736,875 672,614: 144,968 209,228
Old : 838,590: 117,491 133,904 129,305 455,478 377,771 702,274 640,980: 136,316 197,610
Other: 43,252: 20,930 3,330 6,750 6,920 21,553 34,600 31,633: 8,652 11,619
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,775: 10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438: -1,629 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.0 16.0 52.4 45.3 83.6 76.3: 16.4 23.7
Old : 100.0: 14.0 16.0 15.4 54.3 45.0 83.7 76.4: 16.3 23.6
Other: 100.0: 48.4 7.7 15.6 16.0 49.8 80.0 73.1: 20.0 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 151 131 156 212 234 442 454:
Old : 575: 144 139 149 210 234 435 450:
Other: 235: 47 35 20 39 125 97 170:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 16.6 29.1 21.8 19.6 15.2 27.4 19.5
Old : 20.8 16.3 30.5 21.5 20.5 14.7 28.8 19.1
Other: 19.5 31.4 32.3 39.1 15.7 28.1 26.9 33.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 6,980: 2,309 525 577 1,889 4,040 4,776 5,143: 2,204 1,838
Old : 6,978: 2,309 525 576 1,888 4,039 4,774 5,141: 2,204 1,838
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -246: -107 28 9 -25 -366 -123 -329: -123 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.5 8.3 27.1 57.9 68.4 73.7: 31.6 26.3
Old : 100.0: 33.1 7.5 8.3 27.1 57.9 68.4 73.7: 31.6 26.3
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 7 6 10 15 25 25:
Old : 38: 12 7 6 10 15 25 25:
Other: 2: 0 0 1 1 1 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 : 29.9 33.2 46.9 47.8 29.7 31.1 42.8 44.3
Old : 29.9 33.2 46.9 47.8 29.7 31.1 42.8 44.3
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 330,423: 52,364 33,427 63,414 148,374 146,571 264,152 243,411: 66,271 87,011
Old : 324,090: 52,043 33,550 60,858 146,347 144,671 259,247 239,079: 64,843 85,011
Other: 6,332: 2,862 2,417 15 2,027 1,900 4,904 4,332: 1,428 2,000
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,912: 3,109 4,432 4,186 -1,840 -2,964 5,455 5,654: 2,458 2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.1 19.2 44.9 44.4 79.9 73.7: 20.1 26.3
Old : 100.0: 16.1 10.4 18.8 45.2 44.6 80.0 73.8: 20.0 26.2
Other: 100.0: 45.2 38.2 0.2 32.0 30.0 77.4 68.4: 22.6 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 97 108 130 105 126 279 297:
Old : 358: 95 109 127 104 125 277 292:
Other: 93: 9 26 2 12 50 23 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 19.4 29.3 27.0 18.3 12.4 25.4 17.5
Old : 19.9 19.7 29.7 27.3 18.7 12.6 25.9 17.8
Other: 59.3 33.1 70.0 47.3 59.3 33.1 70.0 47.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 151,253: 20,155 24,319 23,348 85,733 85,069 129,236 132,737: 22,017 18,516
Old : 148,121: 20,977 24,292 21,787 84,342 84,224 127,106 130,304: 21,015 17,817
Other: 3,132: 696 1,545 43 1,391 845 2,130 2,433: 1,002 699
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,923: 872 2,323 -1,205 -13 -1,562 -346 -444: 4,269 4,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 15.4 56.7 56.2 85.4 87.8: 14.6 12.2
Old : 100.0: 14.2 16.4 14.7 56.9 56.9 85.8 88.0: 14.2 12.0
Other: 100.0: 22.2 49.3 1.4 44.4 27.0 68.0 77.7: 32.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 25 45 35 49 44 102 106:
Old : 141: 33 44 34 49 44 102 105:
Other: 22: 3 9 3 9 3 14 13:
:----------------------------------------------------------------------------------------------------
: 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 27.1 33.8 38.0 21.8 19.7 31.1 28.0
Old : 22.5 27.6 34.5 38.8 22.3 20.5 31.8 28.9
Other: 59.9 55.5 65.3 73.3 41.5 42.8 46.9 55.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 828,336: 95,587 60,552 114,519 473,787 463,784 683,893 638,855: 144,443 189,481
Old : 828,336: 95,587 60,552 114,519 473,787 463,784 683,893 638,855: 144,443 189,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 50,124: 7,746 5,913 1,260 18,397 1,985 27,403 9,157: 22,721 40,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.3 13.8 57.2 56.0 82.6 77.1: 17.4 22.9
Old : 100.0: 11.5 7.3 13.8 57.2 56.0 82.6 77.1: 17.4 22.9
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 : 169: 30 34 48 78 85 137 140:
Old : 169: 30 34 48 78 85 137 140:
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 : 20.4 15.6 28.3 24.1 16.3 11.5 22.1 18.8
Old : 20.4 15.6 28.3 24.1 16.3 11.5 22.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 127,808: 16,560 9,136 21,897 63,237 76,800 101,694 107,833: 26,114 19,975
Old : 125,985: 16,822 9,132 21,401 61,954 75,814 100,177 106,347: 25,808 19,638
Other: 1,823: 55 321 179 1,283 986 1,517 1,486: 306 337
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,280: 2,135 1,356 1,178 -787 -1,009 2,526 1,525: -246 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.1 17.1 49.5 60.1 79.6 84.4: 20.4 15.6
Old : 100.0: 13.4 7.2 17.0 49.2 60.2 79.5 84.4: 20.5 15.6
Other: 100.0: 3.0 17.6 9.8 70.4 54.1 83.2 81.5: 16.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 33 32 39 49 48 106 104:
Old : 131: 36 32 39 49 48 106 104:
Other: 19: 1 5 3 11 3 14 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 : 18.7 32.6 28.4 43.2 13.9 27.1 21.4 34.3
Old : 18.5 33.1 28.1 43.7 13.9 27.6 21.2 34.9
Other: 56.0 60.1 75.0 77.0 56.0 56.3 69.0 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 7,107: 2,787 1,333 1,115 1,982 3,015 5,884 5,464: 1,223 1,643
Old : 7,107: 2,787 1,333 1,115 1,982 3,015 5,884 5,464: 1,223 1,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -472: -40 -83 -210 -101 -165 -350 -458: -121 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 18.8 15.7 27.9 42.4 82.8 76.9: 17.2 23.1
Old : 100.0: 39.2 18.8 15.7 27.9 42.4 82.8 76.9: 17.2 23.1
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 : 50: 16 10 11 14 17 36 32:
Old : 50: 16 10 11 14 17 36 32:
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 : 32.9 30.3 47.9 49.2 32.9 26.5 45.9 38.3
Old : 32.9 30.3 47.9 49.2 32.9 26.5 45.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 388,109: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,745 108,151
Old : 388,109: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,745 108,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,364: 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550: 6,189 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
Old : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
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 : 105: 13 25 6 44 47 61 75:
Old : 105: 13 25 6 44 47 61 75:
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 : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Old : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 2,351,871: 345,553 380,526 342,247 1,391,181 1,175,813 2,078,980 1,898,585: 272,891 453,286
Old : 2,351,871: 345,553 380,526 342,247 1,391,181 1,175,813 2,078,980 1,898,585: 272,891 453,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 65,031: 36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068: 16,772 75,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.2 14.6 59.2 50.0 88.4 80.7: 11.6 19.3
Old : 100.0: 14.7 16.2 14.6 59.2 50.0 88.4 80.7: 11.6 19.3
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 : 264: 54 70 71 103 121 195 226:
Old : 264: 54 70 71 103 121 195 226:
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 : 37.9 18.4 47.5 26.8 35.6 17.6 43.1 23.7
Old : 37.9 18.4 47.5 26.8 35.6 17.6 43.1 23.7
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, September 6, 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 : 1,520,448: 148,243 330,548 144,377 1,026,646 778,794 1,319,266 1,253,719: 201,182 266,729
Old : 1,520,448: 148,243 330,548 144,377 1,026,646 778,794 1,319,266 1,253,719: 201,182 266,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -33,141: 12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201: 42,533 -16,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 21.7 9.5 67.5 51.2 86.8 82.5: 13.2 17.5
Old : 100.0: 9.7 21.7 9.5 67.5 51.2 86.8 82.5: 13.2 17.5
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 : 184: 36 47 40 74 82 128 151:
Old : 184: 36 47 40 74 82 128 151:
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 : 33.1 19.9 44.6 30.4 28.8 17.7 36.6 26.1
Old : 33.1 19.9 44.6 30.4 28.8 17.7 36.6 26.1
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, September 6, 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 : 736,574: 159,183 46,379 322,351 202,654 321,781 684,188 690,511: 52,386 46,064
Old : 736,574: 159,183 46,379 322,351 202,654 321,781 684,188 690,511: 52,386 46,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 43,457: 23,040 1,530 35,804 -13,780 -8,399 45,064 28,935: -1,607 14,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.3 43.8 27.5 43.7 92.9 93.7: 7.1 6.3
Old : 100.0: 21.6 6.3 43.8 27.5 43.7 92.9 93.7: 7.1 6.3
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 : 117: 22 32 40 50 49 100 94:
Old : 117: 22 32 40 50 49 100 94:
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 : 47.1 42.4 57.6 54.2 17.2 15.5 21.2 20.6
Old : 47.1 42.4 57.6 54.2 17.2 15.5 21.2 20.6
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, September 6, 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 : 35,233: 7,601 5,213 533 18,861 21,746 26,995 27,493: 8,238 7,740
Old : 35,233: 7,601 5,213 533 18,861 21,746 26,995 27,493: 8,238 7,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,645: 752 -991 105 2,991 3,610 3,847 2,724: -203 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.8 1.5 53.5 61.7 76.6 78.0: 23.4 22.0
Old : 100.0: 21.6 14.8 1.5 53.5 61.7 76.6 78.0: 23.4 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 : 53: 12 10 7 22 15 37 29:
Old : 53: 12 10 7 22 15 37 29:
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 : 29.4 47.7 46.3 61.1 28.9 41.4 42.1 54.8
Old : 29.4 47.7 46.3 61.1 28.9 41.4 42.1 54.8
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, September 6, 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 : 77,319: 14,635 34,823 4,452 46,710 19,934 65,797 59,209: 11,522 18,111
Old : 77,319: 14,635 34,823 4,452 46,710 19,934 65,797 59,209: 11,522 18,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,792: 2,671 -80 814 -2,877 -704 608 30: 3,184 3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 45.0 5.8 60.4 25.8 85.1 76.6: 14.9 23.4
Old : 100.0: 18.9 45.0 5.8 60.4 25.8 85.1 76.6: 14.9 23.4
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 : 82: 20 33 15 19 16 50 53:
Old : 82: 20 33 15 19 16 50 53:
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 : 53.3 26.6 61.9 39.1 53.3 24.7 61.6 36.3
Old : 53.3 26.6 61.9 39.1 53.3 24.7 61.6 36.3
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, September 6, 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 : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Old : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,167: -696 -84 2,600 -4,000 -4,711 -2,096 -2,195: -71 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
Old : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
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 : 56: 8 16 4 19 20 29 38:
Old : 56: 8 16 4 19 20 29 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 : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Old : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005