WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 18, 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 : 293,651: 52,252 66,464 45,080 171,788 140,669 269,120 252,213: 24,531 41,438
Old : 252,441: 52,400 71,643 27,170 150,772 125,206 230,342 224,019: 22,099 28,422
Other: 41,210: 16,188 11,157 1,574 21,016 15,463 38,778 28,194: 2,432 13,016
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,948: 1,231 507 -2,668 484 -1,279 -953 -3,440: -2,995 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.6 15.4 58.5 47.9 91.6 85.9: 8.4 14.1
Old : 100.0: 20.8 28.4 10.8 59.7 49.6 91.2 88.7: 8.8 11.3
Other: 100.0: 39.3 27.1 3.8 51.0 37.5 94.1 68.4: 5.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 70 102 76 47 66 176 201:
Old : 259: 69 111 58 43 60 155 189:
Other: 135: 44 32 9 17 55 64 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 : 29.8 29.3 45.5 35.3 29.8 22.5 42.9 27.6
Old : 33.8 33.6 48.9 40.3 33.8 31.0 48.9 37.1
Other: 45.8 17.4 60.8 24.9 44.9 17.1 59.8 24.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 18, 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 : 797,135: 151,829 162,436 64,462 439,533 373,746 655,824 600,644: 141,311 196,491
Old : 748,923: 136,669 166,996 55,166 423,891 347,269 615,726 569,431: 133,197 179,492
Other: 48,212: 22,714 2,994 1,742 15,642 26,477 40,098 31,213: 8,114 16,999
: : :
: : Changes in Commitments from: October 11, 2005 :
: 31,340: 4,019 -7,788 9,830 8,734 24,557 22,583 26,599: 8,757 4,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.4 8.1 55.1 46.9 82.3 75.4: 17.7 24.6
Old : 100.0: 18.2 22.3 7.4 56.6 46.4 82.2 76.0: 17.8 24.0
Other: 100.0: 47.1 6.2 3.6 32.4 54.9 83.2 64.7: 16.8 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 149 128 107 186 187 396 375:
Old : 540: 136 138 96 183 186 383 368:
Other: 231: 60 26 5 37 118 99 147:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 19.4 32.9 24.8 20.5 17.3 29.6 21.6
Old : 23.4 18.9 34.7 24.7 21.5 16.7 31.3 21.4
Other: 20.5 31.2 33.7 37.6 20.1 30.5 31.8 36.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 18, 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 : 6,897: 3,543 348 44 893 5,305 4,480 5,697: 2,417 1,200
Old : 6,888: 3,543 348 43 890 5,304 4,476 5,695: 2,412 1,193
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 11, 2005 :
: 243: 272 9 26 -215 167 83 202: 160 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 5.0 0.6 12.9 76.9 65.0 82.6: 35.0 17.4
Old : 100.0: 51.4 5.1 0.6 12.9 77.0 65.0 82.7: 35.0 17.3
Other: 100.0: 0.0 0.0 11.1 33.3 11.1 44.4 22.2: 55.6 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 5 3 8 16 25 21:
Old : 38: 14 5 3 8 16 25 21:
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 : 34.3 48.8 48.5 65.3 34.3 45.9 48.5 61.3
Old : 34.4 48.9 48.5 65.4 34.4 45.9 48.5 61.4
Other: 44.4 22.2 44.4 22.2 22.2 0.0 22.2 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 18, 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 : 298,791: 60,825 49,055 32,661 156,777 137,683 250,263 219,399: 48,528 79,392
Old : 285,372: 61,341 50,954 26,203 150,829 133,581 238,373 210,738: 46,999 74,634
Other: 13,419: 5,475 4,092 467 5,948 4,102 11,890 8,661: 1,529 4,758
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,631: 2,729 -4,977 3,552 5,204 15,282 11,485 13,857: -854 -3,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.4 10.9 52.5 46.1 83.8 73.4: 16.2 26.6
Old : 100.0: 21.5 17.9 9.2 52.9 46.8 83.5 73.8: 16.5 26.2
Other: 100.0: 40.8 30.5 3.5 44.3 30.6 88.6 64.5: 11.4 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 94 96 90 97 111 240 265:
Old : 343: 101 98 79 96 110 234 257:
Other: 104: 16 23 2 21 50 38 74:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 17.4 27.4 24.0 17.9 13.5 25.7 18.1
Old : 19.2 17.7 28.2 24.7 19.2 14.1 27.4 19.1
Other: 46.3 26.7 64.5 40.0 44.5 26.7 60.4 38.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 18, 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 : 170,678: 43,563 9,562 21,867 76,682 125,654 142,112 157,083: 28,566 13,595
Old : 163,321: 44,272 9,200 18,786 73,526 123,041 136,584 151,027: 26,737 12,294
Other: 7,357: 2,339 3,410 33 3,156 2,613 5,528 6,056: 1,829 1,301
: : :
: : Changes in Commitments from: October 11, 2005 :
: 5,596: 1,731 35 1,581 2,268 4,176 5,580 5,792: 16 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.6 12.8 44.9 73.6 83.3 92.0: 16.7 8.0
Old : 100.0: 27.1 5.6 11.5 45.0 75.3 83.6 92.5: 16.4 7.5
Other: 100.0: 31.8 46.4 0.4 42.9 35.5 75.1 82.3: 24.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 57 18 30 48 50 121 91:
Old : 148: 64 16 27 47 49 120 87:
Other: 36: 4 14 3 12 11 19 26:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 36.5 31.6 52.5 20.4 34.6 29.2 46.0
Old : 21.3 37.5 31.6 53.7 21.3 35.5 30.6 48.9
Other: 59.0 34.6 72.4 52.8 58.3 29.6 65.0 45.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 18, 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 : 594,283: 92,882 120,464 4,024 386,332 292,369 483,238 416,857: 111,045 177,426
Old : 594,283: 92,882 120,464 4,024 386,332 292,369 483,238 416,857: 111,045 177,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 29,304: 13,305 19,857 285 8,640 -557 22,230 19,585: 7,074 9,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.3 0.7 65.0 49.2 81.3 70.1: 18.7 29.9
Old : 100.0: 15.6 20.3 0.7 65.0 49.2 81.3 70.1: 18.7 29.9
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 : 154: 24 35 17 59 69 91 113:
Old : 154: 24 35 17 59 69 91 113:
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 : 25.3 15.1 35.1 25.0 21.7 13.4 30.6 22.7
Old : 25.3 15.1 35.1 25.0 21.7 13.4 30.6 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, October 18, 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 : 135,432: 20,561 18,721 15,088 71,235 77,866 106,884 111,675: 28,548 23,757
Old : 130,594: 21,150 18,991 13,091 68,347 75,391 102,588 107,473: 28,006 23,121
Other: 4,838: 541 860 867 2,888 2,475 4,296 4,202: 542 636
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,081: 1,547 -1,051 -1,471 -687 96 -611 -2,426: -470 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.8 11.1 52.6 57.5 78.9 82.5: 21.1 17.5
Old : 100.0: 16.2 14.5 10.0 52.3 57.7 78.6 82.3: 21.4 17.7
Other: 100.0: 11.2 17.8 17.9 59.7 51.2 88.8 86.9: 11.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 30 36 30 48 45 97 102:
Old : 134: 32 38 30 48 43 97 100:
Other: 36: 9 9 6 15 10 28 21:
:----------------------------------------------------------------------------------------------------
: 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 30.6 36.7 42.0 19.5 24.0 25.7 30.3
Old : 25.7 31.4 36.3 42.9 19.9 24.7 26.3 31.0
Other: 46.6 42.4 66.2 65.7 35.0 30.3 44.9 41.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 18, 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 : 7,474: 2,624 723 903 2,314 4,796 5,841 6,422: 1,633 1,052
Old : 7,466: 2,626 723 901 2,314 4,796 5,841 6,420: 1,625 1,046
Other: 8: 0 2 0 0 0 0 2: 8 6
: : :
: : Changes in Commitments from: October 11, 2005 :
: 122: -113 -186 -23 67 284 -69 75: 191 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 9.7 12.1 31.0 64.2 78.2 85.9: 21.8 14.1
Old : 100.0: 35.2 9.7 12.1 31.0 64.2 78.2 86.0: 21.8 14.0
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 5 9 14 16 34 27:
Old : 46: 15 5 9 14 16 34 27:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 44.7 45.6 63.1 29.5 35.3 41.1 51.2
Old : 29.5 44.7 45.7 63.2 29.5 35.4 41.1 51.2
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 18, 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 : 355,080: 93,564 86,377 2,052 189,371 167,329 284,987 255,758: 70,093 99,322
Old : 355,080: 93,564 86,377 2,052 189,371 167,329 284,987 255,758: 70,093 99,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,643: 760 5,683 -6 634 2,726 1,388 8,403: 6,255 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 24.3 0.6 53.3 47.1 80.3 72.0: 19.7 28.0
Old : 100.0: 26.4 24.3 0.6 53.3 47.1 80.3 72.0: 19.7 28.0
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 : 113: 21 24 4 43 48 65 75:
Old : 113: 21 24 4 43 48 65 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 : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
Old : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
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 18, 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 : 1,678,231: 402,787 365,577 32,879 1,020,269 891,974 1,455,935 1,290,430: 222,296 387,801
Old : 1,678,231: 402,787 365,577 32,879 1,020,269 891,974 1,455,935 1,290,430: 222,296 387,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 51,861: 933 -18,064 5,325 20,504 34,736 26,762 21,997: 25,099 29,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.8 2.0 60.8 53.1 86.8 76.9: 13.2 23.1
Old : 100.0: 24.0 21.8 2.0 60.8 53.1 86.8 76.9: 13.2 23.1
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 : 268: 72 51 36 93 106 173 185:
Old : 268: 72 51 36 93 106 173 185:
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 : 30.0 26.7 40.0 34.3 27.7 26.2 37.4 32.9
Old : 30.0 26.7 40.0 34.3 27.7 26.2 37.4 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 18, 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 : 1,353,179: 254,231 423,859 26,009 938,285 614,797 1,218,525 1,064,665: 134,654 288,514
Old : 1,353,179: 254,231 423,859 26,009 938,285 614,797 1,218,525 1,064,665: 134,654 288,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 48,643: 14,546 21,079 3,901 23,578 12,280 42,025 37,260: 6,618 11,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.3 1.9 69.3 45.4 90.0 78.7: 10.0 21.3
Old : 100.0: 18.8 31.3 1.9 69.3 45.4 90.0 78.7: 10.0 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 : 182: 43 40 23 68 66 117 123:
Old : 182: 43 40 23 68 66 117 123:
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 : 33.9 25.2 44.4 36.7 33.1 24.8 42.0 35.2
Old : 33.9 25.2 44.4 36.7 33.1 24.8 42.0 35.2
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 18, 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 : 423,027: 138,750 105,290 60,207 181,587 222,986 380,544 388,483: 42,483 34,544
Old : 423,027: 138,750 105,290 60,207 181,587 222,986 380,544 388,483: 42,483 34,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 43,699: 26,160 13,196 8,456 12,867 15,088 47,483 36,740: -3,784 6,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 24.9 14.2 42.9 52.7 90.0 91.8: 10.0 8.2
Old : 100.0: 32.8 24.9 14.2 42.9 52.7 90.0 91.8: 10.0 8.2
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 : 129: 33 28 30 55 51 106 91:
Old : 129: 33 28 30 55 51 106 91:
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 : 26.3 23.5 39.7 38.1 24.5 19.7 32.7 29.6
Old : 26.3 23.5 39.7 38.1 24.5 19.7 32.7 29.6
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 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 36,278: 5,880 7,140 2 23,586 17,806 29,468 24,948: 6,810 11,330
Old : 36,278: 5,880 7,140 2 23,586 17,806 29,468 24,948: 6,810 11,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,338: 1,827 1,083 -1 152 -372 1,978 710: -640 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.7 0.0 65.0 49.1 81.2 68.8: 18.8 31.2
Old : 100.0: 16.2 19.7 0.0 65.0 49.1 81.2 68.8: 18.8 31.2
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 : 53: 12 13 1 19 11 32 24:
Old : 53: 12 13 1 19 11 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 38.4 59.7 50.1 46.1 37.9 59.7 49.6
Old : 46.1 38.4 59.7 50.1 46.1 37.9 59.7 49.6
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 18, 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 : 69,682: 27,748 35,335 628 22,786 23,143 51,162 59,106: 18,520 10,576
Old : 69,682: 27,748 35,335 628 22,786 23,143 51,162 59,106: 18,520 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,288: 1,101 4,854 256 7,604 2,838 8,961 7,948: 327 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 50.7 0.9 32.7 33.2 73.4 84.8: 26.6 15.2
Old : 100.0: 39.8 50.7 0.9 32.7 33.2 73.4 84.8: 26.6 15.2
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 : 84: 26 28 5 21 12 49 43:
Old : 84: 26 28 5 21 12 49 43:
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 43.6 49.0 55.2 36.4 43.2 47.7 54.8
Old : 36.4 43.6 49.0 55.2 36.4 43.2 47.7 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, October 18, 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 : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Old : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,256: 0 -33 0 1,312 1,466 1,312 1,433: -56 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
Old : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
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 : 55: 7 15 3 16 21 25 37:
Old : 55: 7 15 3 16 21 25 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 : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Old : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 18, 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 : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Old : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 0.9
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 : 20: 2 6 0 5 7 7 13:
Old : 20: 2 6 0 5 7 7 13:
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 : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
Old : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005