WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 261,552: 44,408 91,062 19,849 175,223 117,886 239,480 228,797: 22,072 32,755
Old : 246,189: 43,700 88,868 15,783 166,085 113,113 225,568 217,764: 20,621 28,425
Other: 15,363: 4,579 6,065 195 9,138 4,773 13,912 11,033: 1,451 4,330
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,330: 3,292 4,687 -1,837 -124 164 1,331 3,014: -1 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 34.8 7.6 67.0 45.1 91.6 87.5: 8.4 12.5
Old : 100.0: 17.8 36.1 6.4 67.5 45.9 91.6 88.5: 8.4 11.5
Other: 100.0: 29.8 39.5 1.3 59.5 31.1 90.6 71.8: 9.4 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 64 114 51 43 51 146 187:
Old : 256: 67 117 42 37 50 131 185:
Other: 86: 22 24 5 13 34 38 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 30.3 52.0 39.1 34.9 25.2 49.2 31.2
Old : 37.0 32.1 53.6 40.7 37.0 28.3 52.2 35.5
Other: 47.3 38.6 66.6 47.2 46.5 38.5 64.9 45.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 709,074: 132,336 150,761 40,048 413,502 342,509 585,886 533,318: 123,188 175,756
Old : 672,498: 117,731 153,911 31,699 408,422 322,052 557,852 507,662: 114,646 164,836
Other: 36,576: 20,723 2,968 2,231 5,080 20,457 28,034 25,656: 8,542 10,920
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,920: 10,602 -76 -3,119 -9,244 -2,198 -1,761 -5,393: -3,159 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.3 5.6 58.3 48.3 82.6 75.2: 17.4 24.8
Old : 100.0: 17.5 22.9 4.7 60.7 47.9 83.0 75.5: 17.0 24.5
Other: 100.0: 56.7 8.1 6.1 13.9 55.9 76.6 70.1: 23.4 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 133 123 92 171 204 362 377:
Old : 542: 128 130 82 168 203 351 372:
Other: 232: 51 29 5 35 122 90 153:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 19.2 34.3 24.8 24.1 18.5 33.8 24.2
Old : 25.4 18.7 36.1 24.5 25.4 18.0 35.5 23.9
Other: 19.1 34.4 30.5 42.0 16.6 32.2 27.6 38.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 5,873: 2,383 588 65 1,302 3,577 3,750 4,230: 2,123 1,643
Old : 5,871: 2,383 588 64 1,301 3,576 3,748 4,228: 2,123 1,643
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -223: -143 33 35 11 -400 -97 -332: -126 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 10.0 1.1 22.2 60.9 63.9 72.0: 36.1 28.0
Old : 100.0: 40.6 10.0 1.1 22.2 60.9 63.8 72.0: 36.2 28.0
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 : 36: 11 7 3 9 14 23 21:
Old : 36: 11 7 3 9 14 23 21:
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 : 35.3 36.4 51.2 53.5 35.3 36.1 50.7 53.2
Old : 35.3 36.4 51.2 53.5 35.3 36.1 50.8 53.2
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 - Futures Only, 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 : 245,509: 60,018 38,829 14,962 121,485 125,162 196,465 178,953: 49,044 66,556
Old : 239,207: 59,949 39,235 12,154 119,481 123,262 191,584 174,651: 47,623 64,556
Other: 6,302: 2,877 2,402 0 2,004 1,900 4,881 4,302: 1,421 2,000
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,600: 4,452 5,275 -579 -4,171 -5,371 -298 -675: 1,898 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.8 6.1 49.5 51.0 80.0 72.9: 20.0 27.1
Old : 100.0: 25.1 16.4 5.1 49.9 51.5 80.1 73.0: 19.9 27.0
Other: 100.0: 45.7 38.1 0.0 31.8 30.1 77.5 68.3: 22.5 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 100 84 61 78 106 216 228:
Old : 333: 102 84 56 77 105 213 222:
Other: 92: 11 23 0 11 50 22 73:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 19.7 34.3 28.1 24.2 16.9 34.0 24.4
Old : 24.9 20.1 35.2 28.6 24.9 17.2 34.9 25.0
Other: 59.6 33.3 70.4 47.6 59.6 33.3 70.4 47.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 136,213: 26,100 23,908 12,793 75,958 82,014 114,851 118,715: 21,362 17,498
Old : 133,081: 26,922 23,881 11,232 74,567 81,169 112,721 116,282: 20,360 16,799
Other: 3,132: 696 1,545 43 1,391 845 2,130 2,433: 1,002 699
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,514: 2,037 2,189 -2,381 -1,258 -1,604 -1,602 -1,796: 4,116 4,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.6 9.4 55.8 60.2 84.3 87.2: 15.7 12.8
Old : 100.0: 20.2 17.9 8.4 56.0 61.0 84.7 87.4: 15.3 12.6
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 : 138: 31 38 29 45 36 97 92:
Old : 138: 39 37 28 45 36 97 91:
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 : 24.1 29.3 35.8 40.6 24.1 24.1 34.5 33.2
Old : 24.7 30.0 36.6 41.5 24.7 25.1 35.3 34.4
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 - Futures Only, 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 : 672,598: 96,829 73,795 26,579 415,473 399,907 538,881 500,281: 133,717 172,317
Old : 672,598: 96,829 73,795 26,579 415,473 399,907 538,881 500,281: 133,717 172,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 36,604: 9,397 5,950 -6,243 10,472 -5,771 13,626 -6,064: 22,978 42,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.0 4.0 61.8 59.5 80.1 74.4: 19.9 25.6
Old : 100.0: 14.4 11.0 4.0 61.8 59.5 80.1 74.4: 19.9 25.6
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 : 160: 27 30 20 69 78 108 119:
Old : 160: 27 30 20 69 78 108 119:
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 : 23.3 17.8 32.6 26.5 20.0 13.9 27.2 22.2
Old : 23.3 17.8 32.6 26.5 20.0 13.9 27.2 22.2
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, 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 : 114,109: 17,571 8,894 15,095 57,019 71,428 89,685 95,417: 24,424 18,692
Old : 112,286: 17,833 8,890 14,599 55,736 70,442 88,168 93,931: 24,118 18,355
Other: 1,823: 55 321 179 1,283 986 1,517 1,486: 306 337
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,229: 1,945 1,344 1,027 -607 -1,129 2,365 1,242: -136 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.8 13.2 50.0 62.6 78.6 83.6: 21.4 16.4
Old : 100.0: 15.9 7.9 13.0 49.6 62.7 78.5 83.7: 21.5 16.3
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 : 124: 36 23 28 46 42 98 87:
Old : 124: 39 23 28 46 42 98 87:
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 : 18.5 34.4 29.5 45.7 15.5 30.8 23.7 38.6
Old : 18.4 35.0 29.1 46.3 15.5 31.4 23.5 39.4
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 - Futures Only, 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 : 6,564: 2,748 1,269 865 1,829 2,855 5,442 4,989: 1,122 1,575
Old : 6,564: 2,748 1,269 865 1,829 2,855 5,442 4,989: 1,122 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -451: -45 -125 -187 -114 -144 -346 -456: -105 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 19.3 13.2 27.9 43.5 82.9 76.0: 17.1 24.0
Old : 100.0: 41.9 19.3 13.2 27.9 43.5 82.9 76.0: 17.1 24.0
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 : 47: 15 8 8 12 16 32 28:
Old : 47: 15 8 8 12 16 32 28:
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 : 35.6 31.4 51.6 51.3 35.6 28.9 49.7 41.3
Old : 35.6 31.4 51.6 51.3 35.6 28.9 49.7 41.3
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 - Futures Only, 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 : 388,067: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,703 108,109
Old : 388,067: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,703 108,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,396: 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550: 6,221 -1,154
: : :
: : 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 - Futures Only, 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 : 1,857,524: 379,056 368,667 139,919 1,085,670 927,967 1,604,645 1,436,553: 252,879 420,971
Old : 1,857,524: 379,056 368,667 139,919 1,085,670 927,967 1,604,645 1,436,553: 252,879 420,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 22,757: 12,096 28,410 -21,026 18,302 -50,316 9,372 -42,932: 13,385 65,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.8 7.5 58.4 50.0 86.4 77.3: 13.6 22.7
Old : 100.0: 20.4 19.8 7.5 58.4 50.0 86.4 77.3: 13.6 22.7
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 : 256: 62 58 34 87 102 163 182:
Old : 256: 62 58 34 87 102 163 182:
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 : 42.0 21.9 52.2 31.1 39.4 21.4 48.9 28.8
Old : 42.0 21.9 52.2 31.1 39.4 21.4 48.9 28.8
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, 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 : 1,311,247: 165,628 340,528 21,370 935,943 696,211 1,122,941 1,058,109: 188,306 253,138
Old : 1,311,247: 165,628 340,528 21,370 935,943 696,211 1,122,941 1,058,109: 188,306 253,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -71,030: 18,027 -29,204 -20,824 -111,679 -4,306 -114,476 -54,334: 43,446 -16,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 26.0 1.6 71.4 53.1 85.6 80.7: 14.4 19.3
Old : 100.0: 12.6 26.0 1.6 71.4 53.1 85.6 80.7: 14.4 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 : 179: 35 45 14 65 74 104 129:
Old : 179: 35 45 14 65 74 104 129:
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 : 36.4 22.8 48.6 34.6 33.1 20.5 41.9 30.5
Old : 36.4 22.8 48.6 34.6 33.1 20.5 41.9 30.5
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, 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 : 413,224: 176,418 59,344 53,388 138,415 261,901 368,221 374,633: 45,003 38,591
Old : 413,224: 176,418 59,344 53,388 138,415 261,901 368,221 374,633: 45,003 38,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,438: 21,748 12,772 3,810 -29,206 -33,064 -3,648 -16,482: -1,790 11,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 14.4 12.9 33.5 63.4 89.1 90.7: 10.9 9.3
Old : 100.0: 42.7 14.4 12.9 33.5 63.4 89.1 90.7: 10.9 9.3
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 : 106: 22 26 28 43 45 82 83:
Old : 106: 22 26 28 43 45 82 83:
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 : 39.6 37.5 55.0 48.6 31.4 29.3 40.9 37.2
Old : 39.6 37.5 55.0 48.6 31.4 29.3 40.9 37.2
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, 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 : 33,980: 7,557 5,044 218 18,656 21,617 26,431 26,879: 7,549 7,101
Old : 33,980: 7,557 5,044 218 18,656 21,617 26,431 26,879: 7,549 7,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,547: 656 -1,014 171 2,948 3,627 3,775 2,784: -228 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 0.6 54.9 63.6 77.8 79.1: 22.2 20.9
Old : 100.0: 22.2 14.8 0.6 54.9 63.6 77.8 79.1: 22.2 20.9
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 : 52: 13 8 2 22 14 36 23:
Old : 52: 13 8 2 22 14 36 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 : 30.5 49.5 48.0 63.4 29.9 42.9 43.6 56.8
Old : 30.5 49.5 48.0 63.4 29.9 42.9 43.6 56.8
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 - Futures Only, 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 : 71,863: 14,533 35,740 1,121 45,342 17,693 60,996 54,554: 10,867 17,309
Old : 71,863: 14,533 35,740 1,121 45,342 17,693 60,996 54,554: 10,867 17,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,985: 2,682 254 193 -3,054 -924 -179 -477: 3,164 3,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 49.7 1.6 63.1 24.6 84.9 75.9: 15.1 24.1
Old : 100.0: 20.2 49.7 1.6 63.1 24.6 84.9 75.9: 15.1 24.1
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 : 77: 18 30 8 19 14 43 46:
Old : 77: 18 30 8 19 14 43 46:
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 : 57.3 27.5 66.7 40.1 57.3 27.2 66.3 39.7
Old : 57.3 27.5 66.7 40.1 57.3 27.2 66.3 39.7
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, 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