WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 4, 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 : 297,221: 55,543 70,668 45,537 170,136 139,804 271,216 256,009: 26,005 41,212
Old : 262,047: 55,380 73,714 29,655 153,342 127,707 238,377 231,076: 23,670 30,971
Other: 35,174: 15,355 12,146 690 16,794 12,097 32,839 24,933: 2,335 10,241
: : :
: : Changes in Commitments from: September 27, 2005 :
: 15,334: 11,273 -10,457 11,104 -8,685 10,824 13,692 11,471: 1,642 3,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.8 15.3 57.2 47.0 91.3 86.1: 8.7 13.9
Old : 100.0: 21.1 28.1 11.3 58.5 48.7 91.0 88.2: 9.0 11.8
Other: 100.0: 43.7 34.5 2.0 47.7 34.4 93.4 70.9: 6.6 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 73 110 79 43 64 180 205:
Old : 267: 70 115 64 38 58 160 193:
Other: 136: 43 37 7 15 53 62 93:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 30.5 44.8 37.5 29.2 23.7 42.2 28.9
Old : 32.6 34.5 47.3 41.5 32.6 31.2 47.3 37.1
Other: 44.2 21.0 59.3 29.8 43.3 19.8 58.1 28.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 4, 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 : 749,162: 146,255 165,277 52,074 417,670 339,785 615,999 557,136: 133,163 192,026
Old : 705,814: 131,261 169,795 43,611 406,283 315,285 581,155 528,691: 124,659 177,123
Other: 43,348: 22,086 2,574 1,371 11,387 24,500 34,844 28,445: 8,504 14,903
: : :
: : Changes in Commitments from: September 27, 2005 :
: 28,939: 15,290 4,655 2,019 2,501 12,586 19,810 19,260: 9,129 9,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.1 7.0 55.8 45.4 82.2 74.4: 17.8 25.6
Old : 100.0: 18.6 24.1 6.2 57.6 44.7 82.3 74.9: 17.7 25.1
Other: 100.0: 51.0 5.9 3.2 26.3 56.5 80.4 65.6: 19.6 34.4
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 146 117 94 176 187 374 362:
Old : 532: 141 125 83 173 184 362 352:
Other: 232: 61 22 7 35 123 98 150:
:----------------------------------------------------------------------------------------------------
: 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 18.5 33.0 23.7 21.5 18.0 31.3 22.8
Old : 22.8 18.0 34.7 23.4 22.6 17.5 32.9 22.5
Other: 21.0 31.3 33.3 38.0 20.3 30.9 31.1 37.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,413: 2,814 449 78 1,098 4,713 3,990 5,240: 2,423 1,173
Old : 6,408: 2,814 449 77 1,095 4,712 3,986 5,238: 2,422 1,170
Other: 5: 0 0 1 3 1 4 2: 1 3
: : :
: : Changes in Commitments from: September 27, 2005 :
: 525: 270 -121 56 5 1,151 331 1,086: 194 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 7.0 1.2 17.1 73.5 62.2 81.7: 37.8 18.3
Old : 100.0: 43.9 7.0 1.2 17.1 73.5 62.2 81.7: 37.8 18.3
Other: 100.0: 0.0 0.0 20.0 60.0 20.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 5 3 7 16 21 22:
Old : 36: 12 5 3 7 16 21 22:
Other: 3: 0 0 1 2 1 3 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 : 36.7 42.7 51.2 60.1 36.7 38.8 49.3 56.1
Old : 36.7 42.7 51.2 60.2 36.7 38.9 49.4 56.1
Other: 80.0 40.0 80.0 40.0 40.0 0.0 40.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 4, 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 : 267,206: 57,675 55,468 24,390 139,835 113,097 221,900 192,955: 45,306 74,251
Old : 258,245: 57,733 56,462 19,725 136,884 110,401 214,342 186,588: 43,903 71,657
Other: 8,961: 4,535 3,599 72 2,951 2,696 7,558 6,367: 1,403 2,594
: : :
: : Changes in Commitments from: September 27, 2005 :
: 13,917: 1,430 1,137 2,019 9,421 6,105 12,870 9,261: 1,047 4,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.8 9.1 52.3 42.3 83.0 72.2: 17.0 27.8
Old : 100.0: 22.4 21.9 7.6 53.0 42.8 83.0 72.3: 17.0 27.7
Other: 100.0: 50.6 40.2 0.8 32.9 30.1 84.3 71.1: 15.7 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 84 100 69 86 98 215 238:
Old : 324: 89 101 62 86 96 211 232:
Other: 95: 15 23 3 16 44 32 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 : 20.1 14.3 29.0 21.3 20.1 10.0 28.2 15.8
Old : 20.8 14.4 29.9 21.6 20.8 10.1 29.1 16.1
Other: 53.2 24.9 67.1 45.4 52.9 24.7 65.5 42.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 4, 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 : 153,305: 36,834 12,176 14,660 75,972 111,544 127,466 138,380: 25,839 14,925
Old : 148,486: 36,619 11,979 12,864 74,590 109,764 124,073 134,607: 24,413 13,879
Other: 4,819: 1,875 1,857 136 1,382 1,780 3,393 3,773: 1,426 1,046
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,227: 6,850 -12,724 1,164 -2,440 26,316 5,574 14,756: 5,653 -3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.9 9.6 49.6 72.8 83.1 90.3: 16.9 9.7
Old : 100.0: 24.7 8.1 8.7 50.2 73.9 83.6 90.7: 16.4 9.3
Other: 100.0: 38.9 38.5 2.8 28.7 36.9 70.4 78.3: 29.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 43 25 30 48 47 107 92:
Old : 138: 48 24 28 48 46 107 89:
Other: 31: 5 11 3 10 10 16 23:
:----------------------------------------------------------------------------------------------------
: 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 33.4 34.0 48.2 22.6 28.0 32.1 40.4
Old : 23.9 34.3 34.9 49.5 23.3 29.0 33.2 42.0
Other: 53.1 35.7 65.8 53.2 46.3 24.3 51.0 40.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 4, 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 : 582,145: 96,177 97,922 4,187 362,260 306,695 462,624 408,804: 119,521 173,341
Old : 582,145: 96,177 97,922 4,187 362,260 306,695 462,624 408,804: 119,521 173,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 26,472: -1,690 16,552 -934 21,727 -5,341 19,103 10,277: 7,369 16,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.8 0.7 62.2 52.7 79.5 70.2: 20.5 29.8
Old : 100.0: 16.5 16.8 0.7 62.2 52.7 79.5 70.2: 20.5 29.8
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 : 155: 24 33 19 57 76 90 119:
Old : 155: 24 33 19 57 76 90 119:
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 : 24.9 14.9 34.3 25.0 21.7 13.2 29.6 21.2
Old : 24.9 14.9 34.3 25.0 21.7 13.2 29.6 21.2
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, October 4, 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 : 130,923: 20,462 19,237 15,249 68,801 74,560 104,512 109,046: 26,411 21,877
Old : 127,290: 20,813 19,472 13,918 66,658 72,683 101,389 106,073: 25,901 21,217
Other: 3,633: 323 439 657 2,143 1,877 3,123 2,973: 510 660
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,011: 2,452 4,146 243 -363 -1,896 2,332 2,493: 1,679 1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.7 11.6 52.6 56.9 79.8 83.3: 20.2 16.7
Old : 100.0: 16.4 15.3 10.9 52.4 57.1 79.7 83.3: 20.3 16.7
Other: 100.0: 8.9 12.1 18.1 59.0 51.7 86.0 81.8: 14.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 36 33 47 46 96 108:
Old : 138: 36 36 33 47 45 96 107:
Other: 27: 4 7 3 14 6 21 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 28.4 33.8 40.4 16.5 25.3 24.7 31.4
Old : 23.3 28.9 33.5 41.1 16.8 25.8 24.6 32.1
Other: 53.2 50.5 72.3 71.4 41.9 41.8 54.0 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,041: 2,998 1,006 879 1,903 4,039 5,780 5,924: 1,261 1,117
Old : 7,041: 2,998 1,006 879 1,903 4,039 5,780 5,924: 1,261 1,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 631: 406 -252 92 8 833 506 673: 125 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 14.3 12.5 27.0 57.4 82.1 84.1: 17.9 15.9
Old : 100.0: 42.6 14.3 12.5 27.0 57.4 82.1 84.1: 17.9 15.9
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 : 46: 17 6 9 11 15 32 27:
Old : 46: 17 6 9 11 15 32 27:
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 : 33.8 39.5 50.0 55.8 33.8 33.1 48.9 49.4
Old : 33.8 39.5 50.0 55.8 33.8 33.1 48.9 49.4
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, October 4, 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 : 335,140: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,869 104,940
Old : 335,140: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,869 104,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -707: -3,628 19,818 -338 10,825 -18,463 6,859 1,017: -7,566 -1,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.5 0.4 55.6 48.8 80.9 68.7: 19.1 31.3
Old : 100.0: 24.9 19.5 0.4 55.6 48.8 80.9 68.7: 19.1 31.3
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 : 108: 21 22 4 42 45 64 70:
Old : 108: 21 22 4 42 45 64 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 : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Old : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
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, October 4, 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 : 1,641,098: 389,329 380,552 20,796 1,008,755 852,066 1,418,880 1,253,414: 222,218 387,684
Old : 1,641,098: 389,329 380,552 20,796 1,008,755 852,066 1,418,880 1,253,414: 222,218 387,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 10,604: 7,043 21,799 -16,550 31,654 -14,520 22,147 -9,271: -11,543 19,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 23.2 1.3 61.5 51.9 86.5 76.4: 13.5 23.6
Old : 100.0: 23.7 23.2 1.3 61.5 51.9 86.5 76.4: 13.5 23.6
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 : 249: 60 55 34 83 106 151 187:
Old : 249: 60 55 34 83 106 151 187:
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 : 33.4 26.6 47.9 34.4 31.8 26.0 46.2 32.9
Old : 33.4 26.6 47.9 34.4 31.8 26.0 46.2 32.9
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, October 4, 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 : 1,214,256: 236,492 343,786 21,813 813,152 574,857 1,071,457 940,456: 142,799 273,800
Old : 1,214,256: 236,492 343,786 21,813 813,152 574,857 1,071,457 940,456: 142,799 273,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 88,788: 51,162 81,665 4,285 45,091 -30,082 100,538 55,868: -11,750 32,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.3 1.8 67.0 47.3 88.2 77.5: 11.8 22.5
Old : 100.0: 19.5 28.3 1.8 67.0 47.3 88.2 77.5: 11.8 22.5
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 : 180: 43 35 21 66 71 113 123:
Old : 180: 43 35 21 66 71 113 123:
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 26.3 41.6 36.4 30.4 25.1 39.5 34.1
Old : 31.1 26.3 41.6 36.4 30.4 25.1 39.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 4, 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 : 353,263: 100,555 71,260 51,285 157,861 198,556 309,701 321,101: 43,562 32,162
Old : 353,263: 100,555 71,260 51,285 157,861 198,556 309,701 321,101: 43,562 32,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -110,705: -34,237 -10,464 -19,423 -49,736 -75,431 -103,396 -105,318: -7,309 -5,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 20.2 14.5 44.7 56.2 87.7 90.9: 12.3 9.1
Old : 100.0: 28.5 20.2 14.5 44.7 56.2 87.7 90.9: 12.3 9.1
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 : 120: 34 25 30 48 46 99 84:
Old : 120: 34 25 30 48 46 99 84:
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 : 22.5 26.1 33.1 39.4 18.2 22.8 26.5 32.7
Old : 22.5 26.1 33.1 39.4 18.2 22.8 26.5 32.7
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, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 35,810: 4,954 6,318 410 23,533 18,174 28,897 24,902: 6,913 10,908
Old : 35,810: 4,954 6,318 410 23,533 18,174 28,897 24,902: 6,913 10,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,242: 631 -711 404 195 1,224 1,230 917: 12 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.6 1.1 65.7 50.8 80.7 69.5: 19.3 30.5
Old : 100.0: 13.8 17.6 1.1 65.7 50.8 80.7 69.5: 19.3 30.5
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 : 52: 10 14 3 18 12 31 26:
Old : 52: 10 14 3 18 12 31 26:
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 : 46.7 40.3 61.1 51.3 46.7 37.8 61.1 48.8
Old : 46.7 40.3 61.1 51.3 46.7 37.8 61.1 48.8
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, October 4, 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 : 53,360: 23,585 29,814 529 11,402 13,847 35,516 44,190: 17,844 9,170
Old : 53,360: 23,585 29,814 529 11,402 13,847 35,516 44,190: 17,844 9,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,729: 3,890 2,939 172 -1,385 2,035 2,677 5,146: 2,052 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 55.9 1.0 21.4 26.0 66.6 82.8: 33.4 17.2
Old : 100.0: 44.2 55.9 1.0 21.4 26.0 66.6 82.8: 33.4 17.2
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 : 67: 20 25 3 15 10 38 35:
Old : 67: 20 25 3 15 10 38 35:
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 : 32.8 46.5 42.7 57.8 32.8 46.4 41.9 57.6
Old : 32.8 46.5 42.7 57.8 32.8 46.4 41.9 57.6
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, October 4, 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 : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Old : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -188: 120 -136 -110 -440 57 -430 -189: 242 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 2.2
Old : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 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 : 55: 7 17 3 15 20 24 38:
Old : 55: 7 17 3 15 20 24 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 : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Old : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005