WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 27, 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 : 281,887: 44,270 81,125 34,433 178,821 128,980 257,524 244,538: 24,363 37,349
Old : 255,011: 44,141 82,818 23,124 164,889 119,072 232,154 225,014: 22,857 29,997
Other: 26,876: 10,923 9,101 515 13,932 9,908 25,370 19,524: 1,506 7,352
: : :
: : Changes in Commitments from: September 20, 2005 :
: 192: -888 -8,414 4,612 -4,423 1,818 -699 -1,984: 891 2,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.8 12.2 63.4 45.8 91.4 86.8: 8.6 13.2
Old : 100.0: 17.3 32.5 9.1 64.7 46.7 91.0 88.2: 9.0 11.8
Other: 100.0: 40.6 33.9 1.9 51.8 36.9 94.4 72.6: 5.6 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 62 114 69 40 60 158 203:
Old : 260: 62 123 54 36 55 139 195:
Other: 122: 37 32 8 12 48 53 84:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 29.2 48.9 36.6 32.2 22.8 45.9 28.9
Old : 35.5 32.2 51.3 39.6 35.5 28.9 50.8 35.4
Other: 47.5 32.8 62.7 41.1 47.0 32.3 62.0 39.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 27, 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 : 720,223: 130,965 160,622 50,055 415,169 327,199 596,189 537,876: 124,034 182,347
Old : 679,036: 117,989 165,870 40,304 404,599 304,582 562,892 510,756: 116,144 168,280
Other: 41,187: 20,659 2,435 2,068 10,570 22,617 33,297 27,120: 7,890 14,067
: : :
: : Changes in Commitments from: September 20, 2005 :
: 13,307: 3,214 4,795 6,144 1,754 -3,012 11,112 7,927: 2,195 5,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.3 6.9 57.6 45.4 82.8 74.7: 17.2 25.3
Old : 100.0: 17.4 24.4 5.9 59.6 44.9 82.9 75.2: 17.1 24.8
Other: 100.0: 50.2 5.9 5.0 25.7 54.9 80.8 65.8: 19.2 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 531: 128 128 90 174 187 358 362:
Old : 525: 122 135 81 171 185 347 355:
Other: 232: 58 24 6 36 121 97 149:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 18.1 33.5 23.4 22.5 17.9 32.6 23.0
Old : 23.7 17.7 35.4 23.2 23.7 17.5 34.5 22.9
Other: 20.1 31.1 32.0 37.8 18.8 29.5 30.2 35.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 27, 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 : 5,888: 2,544 570 22 1,093 3,562 3,659 4,154: 2,229 1,734
Old : 5,885: 2,544 570 22 1,092 3,561 3,658 4,153: 2,227 1,732
Other: 3: 0 0 0 1 1 1 1: 2 2
: : :
: : Changes in Commitments from: September 20, 2005 :
: 200: 192 -162 3 -2 129 193 -30: 7 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 9.7 0.4 18.6 60.5 62.1 70.6: 37.9 29.4
Old : 100.0: 43.2 9.7 0.4 18.6 60.5 62.2 70.6: 37.8 29.4
Other: 100.0: 0.0 0.0 0.0 33.3 33.3 33.3 33.3: 66.7 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 6 2 7 15 20 21:
Old : 35: 11 6 2 7 15 20 21:
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 : 36.3 34.5 49.8 51.8 36.3 34.2 49.1 49.0
Old : 36.3 34.5 49.8 51.8 36.3 34.2 49.1 49.1
Other: 33.3 33.3 33.3 33.3 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 27, 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 : 253,289: 56,245 54,331 22,371 130,414 106,992 209,030 183,694: 44,259 69,595
Old : 245,189: 56,054 55,458 18,429 128,172 104,533 202,655 178,420: 42,534 66,769
Other: 8,100: 4,017 2,699 116 2,242 2,459 6,375 5,274: 1,725 2,826
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,163: -2,993 4,960 4,141 2,716 -5,102 3,864 3,999: 1,299 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.5 8.8 51.5 42.2 82.5 72.5: 17.5 27.5
Old : 100.0: 22.9 22.6 7.5 52.3 42.6 82.7 72.8: 17.3 27.2
Other: 100.0: 49.6 33.3 1.4 27.7 30.4 78.7 65.1: 21.3 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 85 104 67 82 95 211 238:
Old : 326: 88 107 59 81 93 206 231:
Other: 92: 14 21 4 14 46 29 71:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 15.1 30.9 22.6 21.7 11.8 30.4 18.6
Old : 22.4 15.1 31.9 22.9 22.4 11.9 31.4 18.9
Other: 54.5 26.3 68.9 43.7 53.8 25.3 65.6 39.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 27, 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 : 142,078: 29,984 24,900 13,496 78,412 85,228 121,892 123,624: 20,186 18,454
Old : 137,667: 29,981 24,972 11,447 77,283 83,756 118,711 120,175: 18,956 17,492
Other: 4,411: 1,765 1,690 287 1,129 1,472 3,181 3,449: 1,230 962
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,875: 240 -2,006 169 848 1,567 1,257 -270: 618 2,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 17.5 9.5 55.2 60.0 85.8 87.0: 14.2 13.0
Old : 100.0: 21.8 18.1 8.3 56.1 60.8 86.2 87.3: 13.8 12.7
Other: 100.0: 40.0 38.3 6.5 25.6 33.4 72.1 78.2: 27.9 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 37 33 27 48 47 98 103:
Old : 143: 41 34 25 48 46 98 100:
Other: 29: 6 9 3 10 7 17 18:
:----------------------------------------------------------------------------------------------------
: 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 24.6 36.1 38.1 24.1 21.0 34.1 29.5
Old : 25.1 25.4 37.1 39.2 24.9 21.7 35.3 30.5
Other: 54.2 39.0 67.0 58.5 46.6 24.8 52.9 42.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 27, 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 : 555,673: 97,867 81,370 5,121 340,533 312,036 443,521 398,527: 112,152 157,146
Old : 555,673: 97,867 81,370 5,121 340,533 312,036 443,521 398,527: 112,152 157,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,094: 13,855 13,950 3,144 -16,627 -26,498 372 -9,404: 4,722 14,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.6 0.9 61.3 56.2 79.8 71.7: 20.2 28.3
Old : 100.0: 17.6 14.6 0.9 61.3 56.2 79.8 71.7: 20.2 28.3
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 : 147: 24 31 17 54 70 87 109:
Old : 147: 24 31 17 54 70 87 109:
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 : 26.0 15.8 35.4 26.3 23.1 14.0 31.0 22.7
Old : 26.0 15.8 35.4 26.3 23.1 14.0 31.0 22.7
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 27, 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 : 126,912: 18,010 15,091 15,006 69,164 76,456 102,180 106,553: 24,732 20,359
Old : 124,030: 18,863 15,283 13,320 67,425 75,375 99,608 103,978: 24,422 20,052
Other: 2,882: 282 943 551 1,739 1,081 2,572 2,575: 310 307
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,443: 1,674 2,754 217 -2,704 -1,731 -813 1,240: 2,256 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.9 11.8 54.5 60.2 80.5 84.0: 19.5 16.0
Old : 100.0: 15.2 12.3 10.7 54.4 60.8 80.3 83.8: 19.7 16.2
Other: 100.0: 9.8 32.7 19.1 60.3 37.5 89.2 89.3: 10.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 33 32 36 50 46 101 107:
Old : 136: 39 31 36 50 46 101 107:
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 : 23.4 29.2 32.9 44.1 15.5 26.7 23.6 33.1
Old : 23.3 29.9 32.6 45.1 15.6 27.4 23.6 33.9
Other: 50.6 54.5 74.9 77.7 48.9 45.7 62.8 61.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 27, 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 : 6,410: 2,592 1,258 787 1,895 3,206 5,274 5,251: 1,136 1,159
Old : 6,410: 2,592 1,258 787 1,895 3,206 5,274 5,251: 1,136 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -353: -245 -260 -127 -71 518 -443 131: 90 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 19.6 12.3 29.6 50.0 82.3 81.9: 17.7 18.1
Old : 100.0: 40.4 19.6 12.3 29.6 50.0 82.3 81.9: 17.7 18.1
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 : 46: 17 7 9 11 15 32 28:
Old : 46: 17 7 9 11 15 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 : 38.1 39.3 53.8 57.0 38.1 35.5 52.0 51.0
Old : 38.1 39.3 53.8 57.0 38.1 35.5 52.0 51.0
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 27, 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 : 335,847: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,435 106,664
Old : 335,847: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,435 106,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -10,934: -16,195 -6,200 -1,058 1,842 -3,938 -15,411 -11,196: 4,477 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.6 0.5 52.3 54.2 78.7 68.2: 21.3 31.8
Old : 100.0: 26.0 13.6 0.5 52.3 54.2 78.7 68.2: 21.3 31.8
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 : 98: 16 20 4 40 48 58 70:
Old : 98: 16 20 4 40 48 58 70:
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 : 31.5 14.2 45.3 23.2 31.5 13.0 44.3 21.0
Old : 31.5 14.2 45.3 23.2 31.5 13.0 44.3 21.0
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 27, 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 : 1,630,494: 382,286 358,753 37,346 977,101 866,586 1,396,733 1,262,685: 233,761 367,809
Old : 1,630,494: 382,286 358,753 37,346 977,101 866,586 1,396,733 1,262,685: 233,761 367,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -88,319: 1,808 -41,379 -41,537 -37,451 -60,537 -77,180 -143,453: -11,139 55,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.0 2.3 59.9 53.1 85.7 77.4: 14.3 22.6
Old : 100.0: 23.4 22.0 2.3 59.9 53.1 85.7 77.4: 14.3 22.6
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 : 246: 60 51 30 85 108 153 181:
Old : 246: 60 51 30 85 108 153 181:
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 25.3 45.8 34.6 32.7 24.9 43.2 33.0
Old : 33.7 25.3 45.8 34.6 32.7 24.9 43.2 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 27, 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 : 1,125,468: 185,330 262,121 17,528 768,061 604,939 970,919 884,588: 154,549 240,880
Old : 1,125,468: 185,330 262,121 17,528 768,061 604,939 970,919 884,588: 154,549 240,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -10,655: 10,012 -10,056 -2,186 2,368 -8,210 10,194 -20,452: -20,849 9,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.3 1.6 68.2 53.7 86.3 78.6: 13.7 21.4
Old : 100.0: 16.5 23.3 1.6 68.2 53.7 86.3 78.6: 13.7 21.4
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 : 172: 38 38 14 65 68 108 115:
Old : 172: 38 38 14 65 68 108 115:
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 : 31.1 23.8 42.3 33.1 29.7 22.7 39.0 30.7
Old : 31.1 23.8 42.3 33.1 29.7 22.7 39.0 30.7
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 27, 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 : 463,968: 134,792 81,724 70,708 207,597 273,987 413,097 426,419: 50,871 37,549
Old : 463,968: 134,792 81,724 70,708 207,597 273,987 413,097 426,419: 50,871 37,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -38,075: -23,174 -7,269 -594 -11,289 -32,350 -35,057 -40,213: -3,018 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 17.6 15.2 44.7 59.1 89.0 91.9: 11.0 8.1
Old : 100.0: 29.1 17.6 15.2 44.7 59.1 89.0 91.9: 11.0 8.1
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 : 142: 38 32 35 58 53 118 98:
Old : 142: 38 32 35 58 53 118 98:
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 : 23.4 23.9 35.0 41.1 16.3 18.9 23.8 30.4
Old : 23.4 23.9 35.0 41.1 16.3 18.9 23.8 30.4
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 27, 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 : 34,568: 4,323 7,029 6 23,338 16,950 27,667 23,985: 6,901 10,583
Old : 34,568: 4,323 7,029 6 23,338 16,950 27,667 23,985: 6,901 10,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 952: 533 71 6 -473 -159 66 -82: 886 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.3 0.0 67.5 49.0 80.0 69.4: 20.0 30.6
Old : 100.0: 12.5 20.3 0.0 67.5 49.0 80.0 69.4: 20.0 30.6
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 : 47: 8 13 2 17 10 27 23:
Old : 47: 8 13 2 17 10 27 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 : 48.4 44.5 63.9 54.2 48.4 44.2 63.9 53.9
Old : 48.4 44.5 63.9 54.2 48.4 44.2 63.9 53.9
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 27, 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 : 48,631: 19,695 26,875 357 12,787 11,812 32,839 39,044: 15,792 9,587
Old : 48,631: 19,695 26,875 357 12,787 11,812 32,839 39,044: 15,792 9,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -923: 392 -3,519 -48 -3,392 3,621 -3,048 54: 2,125 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 55.3 0.7 26.3 24.3 67.5 80.3: 32.5 19.7
Old : 100.0: 40.5 55.3 0.7 26.3 24.3 67.5 80.3: 32.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 16 24 3 13 13 31 38:
Old : 63: 16 24 3 13 13 31 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 : 37.0 45.0 48.2 55.1 37.0 44.6 48.2 54.8
Old : 37.0 45.0 48.2 55.1 37.0 44.6 48.2 54.8
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 27, 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 : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Old : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -402: -336 77 0 -73 -550 -409 -473: 7 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
Old : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
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 : 56: 7 17 3 16 20 25 38:
Old : 56: 7 17 3 16 20 25 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 : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
Old : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005