WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 20, 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 : 281,695: 45,158 89,539 29,821 183,244 127,162 258,223 246,522: 23,472 35,173
Old : 258,826: 45,013 89,682 21,095 170,686 118,888 236,794 229,665: 22,032 29,161
Other: 22,869: 8,553 8,265 318 12,558 8,274 21,429 16,857: 1,440 6,012
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,158: -3,521 106 3,617 4,217 547 4,313 4,270: -155 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 31.8 10.6 65.1 45.1 91.7 87.5: 8.3 12.5
Old : 100.0: 17.4 34.6 8.2 65.9 45.9 91.5 88.7: 8.5 11.3
Other: 100.0: 37.4 36.1 1.4 54.9 36.2 93.7 73.7: 6.3 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 67 112 61 45 59 155 199:
Old : 258: 68 115 50 39 52 140 189:
Other: 107: 28 31 5 14 43 46 75:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 29.4 49.1 37.8 32.1 24.3 45.7 30.6
Old : 34.9 31.9 50.8 40.0 34.9 29.1 50.1 36.3
Other: 51.9 38.1 66.5 44.9 51.9 36.6 66.4 43.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 20, 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 : 706,916: 127,751 155,827 43,911 413,415 330,211 585,077 529,949: 121,839 176,967
Old : 668,259: 114,516 160,879 34,569 405,795 308,423 554,880 503,871: 113,379 164,388
Other: 38,657: 20,351 2,064 2,226 7,620 21,788 30,197 26,078: 8,460 12,579
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,295: 5,445 -3,674 4,963 -9,614 -2,641 794 -1,352: -2,089 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.0 6.2 58.5 46.7 82.8 75.0: 17.2 25.0
Old : 100.0: 17.1 24.1 5.2 60.7 46.2 83.0 75.4: 17.0 24.6
Other: 100.0: 52.6 5.3 5.8 19.7 56.4 78.1 67.5: 21.9 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 126 130 80 175 199 350 372:
Old : 534: 120 137 68 171 197 335 365:
Other: 237: 58 23 5 37 127 97 153:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 18.8 33.1 24.3 23.1 18.3 33.1 23.7
Old : 24.3 18.3 35.0 24.1 24.3 17.8 35.0 23.5
Other: 19.8 32.9 31.3 39.9 18.2 30.7 28.7 36.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 20, 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 : 5,688: 2,352 732 19 1,095 3,433 3,466 4,184: 2,222 1,504
Old : 5,686: 2,352 732 19 1,094 3,432 3,465 4,183: 2,221 1,503
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 13, 2005 :
: -68: 77 144 0 -107 -139 -30 5: -38 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 12.9 0.3 19.3 60.4 60.9 73.6: 39.1 26.4
Old : 100.0: 41.4 12.9 0.3 19.2 60.4 60.9 73.6: 39.1 26.4
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 7 2 7 15 19 22:
Old : 35: 10 7 2 7 15 19 22:
Other: 1: 0 0 0 1 1 1 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 : 37.2 34.2 50.2 52.3 37.2 33.2 49.6 49.6
Old : 37.2 34.2 50.2 52.3 37.2 33.2 49.7 49.6
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 20, 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 : 248,126: 59,238 49,371 18,230 127,698 112,094 205,166 179,695: 42,960 68,431
Old : 239,827: 59,015 50,588 14,124 125,540 109,891 198,679 174,603: 41,148 65,224
Other: 8,299: 4,272 2,832 57 2,158 2,203 6,487 5,092: 1,812 3,207
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,822: 277 6,346 1,162 4,235 -6,580 5,674 928: -1,852 2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.9 7.3 51.5 45.2 82.7 72.4: 17.3 27.6
Old : 100.0: 24.6 21.1 5.9 52.3 45.8 82.8 72.8: 17.2 27.2
Other: 100.0: 51.5 34.1 0.7 26.0 26.5 78.2 61.4: 21.8 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 92 95 67 79 103 213 236:
Old : 327: 94 97 58 78 103 207 230:
Other: 92: 15 21 1 13 48 28 70:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 16.6 32.4 24.5 22.6 13.6 32.0 20.5
Old : 23.4 16.8 33.5 24.9 23.4 13.9 33.1 21.0
Other: 53.1 30.7 66.2 44.8 52.4 28.8 63.2 40.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 20, 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 : 140,203: 29,744 26,906 13,327 77,564 83,661 120,635 123,894: 19,568 16,309
Old : 135,884: 29,874 26,887 11,308 76,273 82,255 117,455 120,450: 18,429 15,434
Other: 4,319: 1,697 1,846 192 1,291 1,406 3,180 3,444: 1,139 875
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,820: 2,764 -393 975 835 4,486 4,574 5,068: -1,754 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.2 9.5 55.3 59.7 86.0 88.4: 14.0 11.6
Old : 100.0: 22.0 19.8 8.3 56.1 60.5 86.4 88.6: 13.6 11.4
Other: 100.0: 39.3 42.7 4.4 29.9 32.6 73.6 79.7: 26.4 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 38 38 32 47 42 104 104:
Old : 149: 44 39 31 47 40 104 101:
Other: 31: 6 10 4 10 8 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 27.8 36.1 39.4 23.9 24.7 33.7 32.4
Old : 24.9 28.6 37.0 40.6 24.7 25.7 34.8 33.6
Other: 53.7 39.1 67.3 58.5 49.1 28.7 55.6 45.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 20, 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 : 550,579: 84,012 67,420 1,977 357,160 338,534 443,149 407,931: 107,430 142,648
Old : 550,579: 84,012 67,420 1,977 357,160 338,534 443,149 407,931: 107,430 142,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -57,586: -10,566 -4,049 -15,226 -11,117 -15,768 -36,909 -35,043: -20,677 -22,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.2 0.4 64.9 61.5 80.5 74.1: 19.5 25.9
Old : 100.0: 15.3 12.2 0.4 64.9 61.5 80.5 74.1: 19.5 25.9
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 : 149: 31 28 14 56 69 94 104:
Old : 149: 31 28 14 56 69 94 104:
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 : 27.3 16.3 36.9 27.3 23.3 14.5 31.6 23.6
Old : 27.3 16.3 36.9 27.3 23.3 14.5 31.6 23.6
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 - Futures Only, September 20, 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 : 125,469: 16,336 12,337 14,789 71,868 78,187 102,993 105,313: 22,476 20,156
Old : 122,657: 17,084 12,336 13,253 70,178 77,106 100,515 102,695: 22,142 19,962
Other: 2,812: 308 1,057 480 1,690 1,081 2,478 2,618: 334 194
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,683: -197 587 -558 10,900 7,018 10,145 7,047: -2,462 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.8 11.8 57.3 62.3 82.1 83.9: 17.9 16.1
Old : 100.0: 13.9 10.1 10.8 57.2 62.9 81.9 83.7: 18.1 16.3
Other: 100.0: 11.0 37.6 17.1 60.1 38.4 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 34 28 34 47 43 99 98:
Old : 131: 38 28 34 47 43 99 98:
Other: 26: 2 10 4 13 3 19 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 : 23.5 30.9 34.2 47.1 17.8 27.7 25.9 35.8
Old : 23.5 31.6 34.0 48.1 17.9 28.5 25.9 36.9
Other: 51.3 54.5 74.3 77.9 50.2 47.6 64.3 63.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 20, 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 : 6,763: 2,837 1,518 914 1,966 2,688 5,717 5,120: 1,046 1,643
Old : 6,763: 2,837 1,518 914 1,966 2,688 5,717 5,120: 1,046 1,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 47: 43 79 -39 8 54 12 94: 35 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 22.4 13.5 29.1 39.7 84.5 75.7: 15.5 24.3
Old : 100.0: 41.9 22.4 13.5 29.1 39.7 84.5 75.7: 15.5 24.3
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 : 48: 17 10 8 12 15 32 30:
Old : 48: 17 10 8 12 15 32 30:
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 : 39.3 32.8 55.2 49.9 39.3 29.8 53.3 43.8
Old : 39.3 32.8 55.2 49.9 39.3 29.8 53.3 43.8
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 20, 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 : 346,781: 103,394 51,839 2,719 173,710 185,821 279,823 240,379: 66,958 106,402
Old : 346,781: 103,394 51,839 2,719 173,710 185,821 279,823 240,379: 66,958 106,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,322: -11,089 -33,791 401 -33,338 94 -44,026 -33,296: 3,704 -7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 14.9 0.8 50.1 53.6 80.7 69.3: 19.3 30.7
Old : 100.0: 29.8 14.9 0.8 50.1 53.6 80.7 69.3: 19.3 30.7
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 : 102: 17 23 6 40 46 60 72:
Old : 102: 17 23 6 40 46 60 72:
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 16.0 44.1 24.4 29.6 14.8 41.7 22.1
Old : 30.9 16.0 44.1 24.4 29.6 14.8 41.7 22.1
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 20, 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 : 1,718,813: 380,478 400,132 78,883 1,014,552 927,123 1,473,913 1,406,138: 244,900 312,675
Old : 1,718,813: 380,478 400,132 78,883 1,014,552 927,123 1,473,913 1,406,138: 244,900 312,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -200,437: 7,867 30,277 -128,277 -89,122 -51,704 -209,532 -149,704: 9,095 -50,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 23.3 4.6 59.0 53.9 85.8 81.8: 14.2 18.2
Old : 100.0: 22.1 23.3 4.6 59.0 53.9 85.8 81.8: 14.2 18.2
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 : 258: 61 56 31 90 107 163 184:
Old : 258: 61 56 31 90 107 163 184:
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 : 33.7 24.0 42.5 35.0 30.7 23.1 39.2 33.7
Old : 33.7 24.0 42.5 35.0 30.7 23.1 39.2 33.7
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 - Futures Only, September 20, 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 : 1,136,123: 175,318 272,177 19,714 765,693 613,149 960,725 905,040: 175,398 231,083
Old : 1,136,123: 175,318 272,177 19,714 765,693 613,149 960,725 905,040: 175,398 231,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -64,753: 4,313 -28,746 -981 -48,813 -35,455 -45,481 -65,182: -19,272 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 24.0 1.7 67.4 54.0 84.6 79.7: 15.4 20.3
Old : 100.0: 15.4 24.0 1.7 67.4 54.0 84.6 79.7: 15.4 20.3
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 : 176: 40 34 13 67 73 112 115:
Old : 176: 40 34 13 67 73 112 115:
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 : 32.5 23.9 42.2 34.4 31.1 23.0 39.6 32.3
Old : 32.5 23.9 42.2 34.4 31.1 23.0 39.6 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 20, 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 : 502,043: 157,966 88,993 71,302 218,886 306,337 448,154 466,632: 53,889 35,411
Old : 502,043: 157,966 88,993 71,302 218,886 306,337 448,154 466,632: 53,889 35,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 16,200: -26,461 15,261 5,499 33,043 -438 12,081 20,322: 4,119 -4,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 17.7 14.2 43.6 61.0 89.3 92.9: 10.7 7.1
Old : 100.0: 31.5 17.7 14.2 43.6 61.0 89.3 92.9: 10.7 7.1
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 : 152: 39 36 36 64 51 126 100:
Old : 152: 39 36 36 64 51 126 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 23.9 36.1 40.4 18.6 21.2 25.9 30.8
Old : 25.8 23.9 36.1 40.4 18.6 21.2 25.9 30.8
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 20, 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 : 33,616: 3,790 6,958 0 23,811 17,109 27,601 24,067: 6,015 9,549
Old : 33,616: 3,790 6,958 0 23,811 17,109 27,601 24,067: 6,015 9,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -18,124: -4,205 782 -2,549 -5,308 -13,628 -12,062 -15,395: -6,062 -2,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.7 0.0 70.8 50.9 82.1 71.6: 17.9 28.4
Old : 100.0: 11.3 20.7 0.0 70.8 50.9 82.1 71.6: 17.9 28.4
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 : 46: 8 13 0 16 10 24 23:
Old : 46: 8 13 0 16 10 24 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 : 50.4 46.2 64.9 55.4 50.4 45.9 64.9 55.1
Old : 50.4 46.2 64.9 55.4 50.4 45.9 64.9 55.1
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 20, 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 : 49,554: 19,303 30,394 405 16,179 8,191 35,887 38,990: 13,667 10,564
Old : 49,554: 19,303 30,394 405 16,179 8,191 35,887 38,990: 13,667 10,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -32,971: 2,242 -4,783 -3,019 -30,336 -12,698 -31,113 -20,500: -1,858 -12,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 61.3 0.8 32.6 16.5 72.4 78.7: 27.6 21.3
Old : 100.0: 39.0 61.3 0.8 32.6 16.5 72.4 78.7: 27.6 21.3
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 : 62: 18 24 2 17 4 37 28:
Old : 62: 18 24 2 17 4 37 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 : 38.3 46.5 48.4 58.6 38.3 46.4 48.4 58.5
Old : 38.3 46.5 48.4 58.6 38.3 46.4 48.4 58.5
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 20, 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 : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Old : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,623: 5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352: -208 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
Old : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
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 : 56: 8 16 3 16 20 26 37:
Old : 56: 8 16 3 16 20 26 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 : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Old : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005