WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 336,450: 52,310 64,031 70,057 182,842 156,636 305,209 290,724: 31,241 45,726
Old : 295,288: 51,456 69,358 51,006 164,212 141,866 266,674 262,230: 28,614 33,058
Other: 41,161: 16,846 10,665 3,059 18,630 14,770 38,535 28,494: 2,626 12,667
: : :
: : Changes in Commitments from: October 4, 2005 :
: -2,567: -5,041 -5,667 1,223 -283 920 -4,101 -3,523: 1,534 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.0 20.8 54.3 46.6 90.7 86.4: 9.3 13.6
Old : 100.0: 17.4 23.5 17.3 55.6 48.0 90.3 88.8: 9.7 11.2
Other: 100.0: 40.9 25.9 7.4 45.3 35.9 93.6 69.2: 6.4 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 82 111 110 52 69 214 228:
Old : 284: 74 126 99 51 64 202 217:
Other: 146: 62 24 27 18 57 82 106:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 28.7 40.9 35.0 26.6 21.9 38.3 26.8
Old : 29.9 32.5 43.2 39.5 29.9 29.0 43.1 34.9
Other: 41.3 18.9 55.3 26.9 40.5 18.7 54.6 26.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 964,554: 136,214 161,938 171,271 498,857 404,795 806,343 738,005: 158,211 226,549
Old : 911,677: 123,580 169,022 155,422 482,940 377,463 761,943 701,908: 149,734 209,769
Other: 52,877: 22,473 2,754 6,011 15,917 27,332 44,400 36,097: 8,477 16,780
: : :
: : Changes in Commitments from: October 4, 2005 :
: 20,377: -1,177 6,750 2,837 18,237 8,766 19,897 18,353: 480 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.8 17.8 51.7 42.0 83.6 76.5: 16.4 23.5
Old : 100.0: 13.6 18.5 17.0 53.0 41.4 83.6 77.0: 16.4 23.0
Other: 100.0: 42.5 5.2 11.4 30.1 51.7 84.0 68.3: 16.0 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 154 139 163 222 221 458 457:
Old : 576: 144 151 156 221 219 451 452:
Other: 236: 54 29 26 45 127 112 170:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 16.8 28.2 21.5 16.8 13.9 25.4 17.8
Old : 20.3 16.3 29.6 21.2 17.6 13.3 26.7 17.3
Other: 18.5 29.0 31.2 35.8 17.9 27.5 28.9 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 7,812: 3,204 108 572 1,621 5,825 5,397 6,506: 2,415 1,306
Old : 7,805: 3,204 108 572 1,618 5,824 5,394 6,505: 2,411 1,300
Other: 7: 0 0 0 3 1 3 1: 4 6
: : :
: : Changes in Commitments from: October 4, 2005 :
: 288: 455 -125 -38 7 459 424 296: -135 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 1.4 7.3 20.7 74.6 69.1 83.3: 30.9 16.7
Old : 100.0: 41.1 1.4 7.3 20.7 74.6 69.1 83.3: 30.9 16.7
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 : 39: 14 6 5 9 16 27 23:
Old : 39: 14 6 5 9 16 27 23:
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 : 32.4 44.4 44.0 61.8 29.7 37.3 39.9 52.1
Old : 32.4 44.4 44.0 61.8 29.7 37.3 40.0 52.2
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 with Delta-adjusted Options and Futures Combined, 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 : 391,007: 51,721 48,782 86,268 186,552 146,701 324,540 281,751: 66,467 109,256
Old : 378,609: 51,584 50,489 80,462 181,696 142,463 313,742 273,413: 64,867 105,196
Other: 12,398: 5,618 3,774 325 4,855 4,238 10,798 8,338: 1,600 4,060
: : :
: : Changes in Commitments from: October 4, 2005 :
: 28,653: -204 -2,254 10,212 12,221 10,435 22,229 18,393: 6,423 10,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.5 22.1 47.7 37.5 83.0 72.1: 17.0 27.9
Old : 100.0: 13.6 13.3 21.3 48.0 37.6 82.9 72.2: 17.1 27.8
Other: 100.0: 45.3 30.4 2.6 39.2 34.2 87.1 67.3: 12.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 89 125 138 113 117 287 305:
Old : 358: 94 125 131 113 117 285 299:
Other: 96: 17 20 7 19 45 40 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 16.1 25.2 22.7 13.9 8.5 20.1 11.9
Old : 16.0 16.4 25.7 23.1 14.7 8.6 21.1 12.1
Other: 47.0 25.7 63.2 40.1 46.4 25.2 58.8 38.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 191,382: 30,045 8,925 39,977 91,663 127,666 161,685 176,567: 29,696 14,814
Old : 184,950: 30,495 8,474 37,251 89,188 125,608 156,934 171,332: 28,015 13,617
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 :
: 15,973: 2,566 -2,530 8,542 1,954 11,032 13,063 17,045: 2,910 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.7 20.9 47.9 66.7 84.5 92.3: 15.5 7.7
Old : 100.0: 16.5 4.6 20.1 48.2 67.9 84.9 92.6: 15.1 7.4
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 : 150: 45 26 39 56 55 126 106:
Old : 150: 52 25 36 56 54 126 102:
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 : 19.7 33.1 30.9 47.4 18.1 25.2 25.1 35.6
Old : 20.3 33.9 31.2 48.7 18.8 26.3 26.0 37.5
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 with Delta-adjusted Options and Futures Combined, 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 : 716,583: 72,806 80,572 92,736 429,993 354,468 595,535 527,776: 121,047 188,806
Old : 716,583: 72,806 80,572 92,736 429,993 354,468 595,535 527,776: 121,047 188,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -10,976: -16,765 -149 4,517 14,699 -11,513 2,451 -7,145: -13,427 -3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.2 12.9 60.0 49.5 83.1 73.7: 16.9 26.3
Old : 100.0: 10.2 11.2 12.9 60.0 49.5 83.1 73.7: 16.9 26.3
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 : 164: 35 29 44 76 80 126 138:
Old : 164: 35 29 44 76 80 126 138:
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 : 21.1 13.0 30.4 21.9 18.0 10.7 24.5 17.6
Old : 21.1 13.0 30.4 21.9 18.0 10.7 24.5 17.6
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 with Delta-adjusted Options and Futures Combined, 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 : 152,874: 15,682 20,086 26,075 80,165 82,530 121,922 128,691: 30,952 24,183
Old : 148,312: 16,513 20,303 24,049 77,447 80,456 118,009 124,807: 30,303 23,505
Other: 4,562: 380 995 815 2,718 2,074 3,913 3,884: 649 678
: : :
: : Changes in Commitments from: October 4, 2005 :
: 6,120: -1,480 744 1,203 3,716 3,471 3,438 5,418: 2,682 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.1 17.1 52.4 54.0 79.8 84.2: 20.2 15.8
Old : 100.0: 11.1 13.7 16.2 52.2 54.2 79.6 84.2: 20.4 15.8
Other: 100.0: 8.3 21.8 17.9 59.6 45.5 85.8 85.1: 14.2 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 24 45 40 58 53 109 122:
Old : 147: 27 45 40 58 52 109 121:
Other: 33: 3 14 8 14 8 23 24:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 27.0 34.7 37.8 18.0 22.9 24.7 28.2
Old : 24.1 27.5 34.3 38.6 18.2 23.5 25.2 28.9
Other: 54.0 41.1 74.3 66.7 44.6 36.4 52.2 48.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,030: 2,699 1,000 1,298 2,354 4,631 6,350 6,929: 1,680 1,101
Old : 8,026: 2,699 999 1,298 2,354 4,631 6,350 6,928: 1,676 1,098
Other: 4: 0 1 0 0 0 0 1: 4 3
: : :
: : Changes in Commitments from: October 4, 2005 :
: 284: -204 -83 -1 296 479 91 395: 193 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.5 16.2 29.3 57.7 79.1 86.3: 20.9 13.7
Old : 100.0: 33.6 12.4 16.2 29.3 57.7 79.1 86.3: 20.9 13.7
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 : 52: 18 9 12 17 18 40 34:
Old : 52: 18 9 12 17 18 40 34:
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 : 28.8 38.5 43.7 54.6 28.8 30.3 39.6 45.1
Old : 28.8 38.6 43.7 54.7 28.8 30.3 39.6 45.1
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 with Delta-adjusted Options and Futures Combined, 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 : 347,610: 92,804 80,694 2,058 188,816 164,603 283,678 247,355: 63,932 100,255
Old : 347,610: 92,804 80,694 2,058 188,816 164,603 283,678 247,355: 63,932 100,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12,367: 9,233 15,237 735 2,439 1,183 12,407 17,155: -39 -4,788
: : :
: : 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 46 48 66 73:
Old : 110: 19 22 4 46 48 66 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 42.4 25.1 30.8 14.8 41.9 23.9
Old : 30.8 15.9 42.4 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 with Delta-adjusted Options and Futures Combined, 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 : 2,100,541: 351,021 393,009 252,495 1,268,906 1,056,749 1,872,422 1,702,252: 228,119 398,289
Old : 2,100,541: 351,021 393,009 252,495 1,268,906 1,056,749 1,872,422 1,702,252: 228,119 398,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -12,711: 8,602 -269 15,864 -12,991 -311 11,474 15,283: -24,185 -27,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.7 12.0 60.4 50.3 89.1 81.0: 10.9 19.0
Old : 100.0: 16.7 18.7 12.0 60.4 50.3 89.1 81.0: 10.9 19.0
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 : 268: 58 68 79 109 121 203 232:
Old : 268: 58 68 79 109 121 203 232:
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 : 29.7 21.7 41.8 28.6 26.8 21.2 38.2 26.2
Old : 29.7 21.7 41.8 28.6 26.8 21.2 38.2 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,590,953: 179,976 396,153 199,632 1,069,831 700,836 1,449,439 1,296,622: 141,514 294,332
Old : 1,590,953: 179,976 396,153 199,632 1,069,831 700,836 1,449,439 1,296,622: 141,514 294,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 94,275: 9,571 60,727 38 99,949 30,242 109,557 91,007: -15,282 3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 24.9 12.5 67.2 44.1 91.1 81.5: 8.9 18.5
Old : 100.0: 11.3 24.9 12.5 67.2 44.1 91.1 81.5: 8.9 18.5
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 : 193: 42 46 42 81 86 141 156:
Old : 193: 42 46 42 81 86 141 156:
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 : 30.9 21.2 41.5 31.0 26.9 20.7 36.1 29.3
Old : 30.9 21.2 41.5 31.0 26.9 20.7 36.1 29.3
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 with Delta-adjusted Options and Futures Combined, 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 : 620,271: 123,392 108,286 240,409 206,271 239,059 570,072 587,753: 50,199 32,518
Old : 620,271: 123,392 108,286 240,409 206,271 239,059 570,072 587,753: 50,199 32,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 46,616: 12,920 22,242 16,813 13,966 11,798 43,698 50,853: 2,918 -4,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.5 38.8 33.3 38.5 91.9 94.8: 8.1 5.2
Old : 100.0: 19.9 17.5 38.8 33.3 38.5 91.9 94.8: 8.1 5.2
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 : 142: 40 31 39 59 58 119 108:
Old : 142: 40 31 39 59 58 119 108:
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 : 27.6 34.2 41.1 46.6 15.6 17.1 21.2 23.0
Old : 27.6 34.2 41.1 46.6 15.6 17.1 21.2 23.0
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, 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 : 36,793: 4,068 6,198 773 23,540 18,472 28,381 25,443: 8,412 11,351
Old : 36,793: 4,068 6,198 773 23,540 18,472 28,381 25,443: 8,412 11,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -300: -880 -169 -141 -113 70 -1,134 -240: 835 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.8 2.1 64.0 50.2 77.1 69.2: 22.9 30.8
Old : 100.0: 11.1 16.8 2.1 64.0 50.2 77.1 69.2: 22.9 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 : 48: 8 12 6 20 11 33 24:
Old : 48: 8 12 6 20 11 33 24:
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 : 45.5 38.9 58.7 50.5 45.5 38.1 58.7 49.4
Old : 45.5 38.9 58.7 50.5 45.5 38.1 58.7 49.4
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, 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 : 66,618: 25,599 29,063 5,700 16,346 22,165 47,645 56,928: 18,973 9,690
Old : 66,618: 25,599 29,063 5,700 16,346 22,165 47,645 56,928: 18,973 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,075: 2,832 -66 1,093 3,554 6,910 7,478 7,937: 597 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 43.6 8.6 24.5 33.3 71.5 85.5: 28.5 14.5
Old : 100.0: 38.4 43.6 8.6 24.5 33.3 71.5 85.5: 28.5 14.5
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 : 85: 30 23 15 22 16 58 48:
Old : 85: 30 23 15 22 16 58 48:
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 : 27.5 43.6 37.8 53.6 27.3 43.0 34.5 52.0
Old : 27.5 43.6 37.8 53.6 27.3 43.0 34.5 52.0
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 with Delta-adjusted Options and Futures Combined, 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