WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 1, 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 : 305,362: 52,061 91,832 46,040 180,937 126,382 279,038 264,254: 26,324 41,108
Old : 260,986: 53,258 93,331 29,150 154,678 110,519 237,086 233,000: 23,900 27,986
Other: 44,376: 14,060 13,758 1,633 26,259 15,863 41,952 31,254: 2,424 13,122
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,605: 2,465 11,504 -427 1,060 -5,220 3,098 5,857: 3,507 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 30.1 15.1 59.3 41.4 91.4 86.5: 8.6 13.5
Old : 100.0: 20.4 35.8 11.2 59.3 42.3 90.8 89.3: 9.2 10.7
Other: 100.0: 31.7 31.0 3.7 59.2 35.7 94.5 70.4: 5.5 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 67 130 92 46 65 184 242:
Old : 284: 71 130 72 42 57 165 218:
Other: 145: 40 44 17 17 56 64 111:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 24.3 43.8 30.6 29.7 18.5 42.5 23.8
Old : 33.2 27.8 48.2 34.7 33.2 27.5 48.2 33.4
Other: 54.3 15.9 67.5 22.6 53.3 15.6 66.4 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 1, 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 : 859,864: 160,732 167,782 88,622 460,611 404,104 709,965 660,508: 149,899 199,356
Old : 807,141: 146,852 171,242 79,389 440,517 374,005 666,758 624,636: 140,383 182,505
Other: 52,723: 21,338 3,998 1,775 20,094 30,099 43,207 35,872: 9,516 16,851
: : :
: : Changes in Commitments from: October 25, 2005 :
: 32,556: 9,208 1,719 3,100 8,582 20,247 20,890 25,066: 11,666 7,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.5 10.3 53.6 47.0 82.6 76.8: 17.4 23.2
Old : 100.0: 18.2 21.2 9.8 54.6 46.3 82.6 77.4: 17.4 22.6
Other: 100.0: 40.5 7.6 3.4 38.1 57.1 82.0 68.0: 18.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 148 125 121 187 191 408 396:
Old : 557: 140 132 109 181 185 393 382:
Other: 246: 54 33 7 44 126 101 163:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 19.4 32.0 24.7 18.8 16.1 27.6 20.8
Old : 22.9 19.0 33.8 24.6 19.7 15.6 29.1 20.5
Other: 19.6 29.3 33.8 36.2 19.3 29.0 32.6 35.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 1, 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 : 6,544: 2,966 220 92 1,015 5,145 4,073 5,457: 2,471 1,087
Old : 6,535: 2,966 220 91 1,012 5,144 4,069 5,455: 2,466 1,080
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 25, 2005 :
: -739: -884 -97 75 118 -464 -691 -486: -48 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 3.4 1.4 15.5 78.6 62.2 83.4: 37.8 16.6
Old : 100.0: 45.4 3.4 1.4 15.5 78.7 62.3 83.5: 37.7 16.5
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 : 34: 12 4 3 12 13 26 18:
Old : 34: 12 4 3 12 13 26 18:
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 : 33.8 53.5 46.0 70.2 33.8 51.4 46.0 65.8
Old : 33.8 53.5 46.1 70.3 33.8 51.4 46.1 65.9
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, November 1, 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 : 274,636: 47,813 44,732 28,221 156,209 129,813 232,243 202,766: 42,393 71,870
Old : 259,107: 47,686 46,412 21,991 148,713 124,052 218,390 192,455: 40,717 66,652
Other: 15,529: 5,805 3,998 552 7,496 5,761 13,853 10,311: 1,676 5,218
: : :
: : Changes in Commitments from: October 25, 2005 :
: -14,595: 3,664 1,545 -657 -8,639 -6,454 -5,632 -5,566: -8,963 -9,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 10.3 56.9 47.3 84.6 73.8: 15.4 26.2
Old : 100.0: 18.4 17.9 8.5 57.4 47.9 84.3 74.3: 15.7 25.7
Other: 100.0: 37.4 25.7 3.6 48.3 37.1 89.2 66.4: 10.8 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 68 97 72 85 104 205 242:
Old : 310: 72 100 62 82 100 196 233:
Other: 108: 19 22 4 25 49 46 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 : 20.8 19.4 32.2 25.9 19.4 14.6 28.8 19.3
Old : 21.5 20.0 33.2 26.8 21.4 15.3 31.0 20.2
Other: 45.5 29.9 66.0 41.5 42.5 29.6 62.5 40.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 1, 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 : 171,539: 39,881 12,959 23,403 83,329 118,827 146,613 155,189: 24,926 16,350
Old : 162,600: 42,071 12,766 19,600 76,961 114,491 138,632 146,857: 23,968 15,743
Other: 8,939: 1,442 3,825 171 6,368 4,336 7,981 8,332: 958 607
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,738: -2,171 4,023 -187 5,399 -4,900 3,041 -1,064: -303 3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.6 13.6 48.6 69.3 85.5 90.5: 14.5 9.5
Old : 100.0: 25.9 7.9 12.1 47.3 70.4 85.3 90.3: 14.7 9.7
Other: 100.0: 16.1 42.8 1.9 71.2 48.5 89.3 93.2: 10.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 40 29 44 48 51 119 110:
Old : 149: 49 28 39 47 50 117 105:
Other: 44: 6 17 4 14 13 23 32:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 36.6 32.7 51.0 20.4 35.4 30.2 41.6
Old : 21.5 37.4 32.5 51.6 21.5 36.3 31.9 44.6
Other: 76.7 36.8 84.4 60.3 69.0 33.7 75.3 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 1, 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 : 601,814: 85,173 142,346 9,354 395,943 291,736 490,470 443,436: 111,344 158,378
Old : 601,814: 85,173 142,346 9,354 395,943 291,736 490,470 443,436: 111,344 158,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,180: -33 22,665 1,396 5,170 1,653 6,533 25,714: -353 -19,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 23.7 1.6 65.8 48.5 81.5 73.7: 18.5 26.3
Old : 100.0: 14.2 23.7 1.6 65.8 48.5 81.5 73.7: 18.5 26.3
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 : 158: 21 41 26 63 70 98 123:
Old : 158: 21 41 26 63 70 98 123:
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 : 26.6 13.7 37.2 23.6 23.2 13.7 31.2 22.7
Old : 26.6 13.7 37.2 23.6 23.2 13.7 31.2 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, November 1, 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 : 140,900: 18,878 22,158 16,241 77,636 78,216 112,755 116,615: 28,145 24,285
Old : 135,079: 18,998 22,623 14,070 74,485 74,989 107,553 111,682: 27,526 23,397
Other: 5,821: 914 569 1,137 3,151 3,227 5,202 4,933: 619 888
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,179: 31 1,056 1,442 5,138 1,088 6,611 3,586: -4,432 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.7 11.5 55.1 55.5 80.0 82.8: 20.0 17.2
Old : 100.0: 14.1 16.7 10.4 55.1 55.5 79.6 82.7: 20.4 17.3
Other: 100.0: 15.7 9.8 19.5 54.1 55.4 89.4 84.7: 10.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 32 39 35 45 44 102 105:
Old : 138: 34 40 35 45 43 102 104:
Other: 36: 12 6 7 15 12 30 22:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 31.3 37.8 39.3 19.9 20.9 25.6 27.2
Old : 28.4 31.9 37.7 39.7 20.4 21.9 26.3 28.4
Other: 43.2 38.6 65.2 63.6 32.5 30.7 42.7 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 1, 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 : 7,490: 2,684 577 883 2,438 4,935 6,005 6,395: 1,485 1,095
Old : 7,467: 2,693 575 874 2,438 4,934 6,005 6,383: 1,462 1,084
Other: 23: 0 11 0 0 1 0 12: 23 11
: : :
: : Changes in Commitments from: October 25, 2005 :
: 70: 190 -161 82 -64 316 208 237: -138 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.7 11.8 32.6 65.9 80.2 85.4: 19.8 14.6
Old : 100.0: 36.1 7.7 11.7 32.7 66.1 80.4 85.5: 19.6 14.5
Other: 100.0: 0.0 47.8 0.0 0.0 4.3 0.0 52.2: 100.0 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 6 5 14 16 29 25:
Old : 41: 13 5 5 14 16 29 25:
Other: 3: 0 2 0 0 1 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 54.3 50.3 70.3 27.0 41.0 39.3 52.4
Old : 30.7 54.4 50.4 70.5 27.1 41.1 39.4 52.5
Other: 0.0 52.2 0.0 52.2 0.0 52.2 0.0 52.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 1, 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 : 356,104: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 71,819 107,169
Old : 356,104: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 71,819 107,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,212: -6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076: -3,281 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.7 0.6 52.6 43.6 79.8 69.9: 20.2 30.1
Old : 100.0: 26.7 25.7 0.6 52.6 43.6 79.8 69.9: 20.2 30.1
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 : 118: 24 26 5 45 48 71 77:
Old : 118: 24 26 5 45 48 71 77:
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 16.1 37.7 25.7 25.6 14.9 36.7 24.4
Old : 26.0 16.1 37.7 25.7 25.6 14.9 36.7 24.4
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, November 1, 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 : 1,746,486: 351,198 417,725 45,576 1,108,157 878,868 1,504,931 1,342,169: 241,555 404,317
Old : 1,746,486: 351,198 417,725 45,576 1,108,157 878,868 1,504,931 1,342,169: 241,555 404,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 17,105: 1,603 -15,188 8,901 6,452 16,305 16,956 10,018: 149 7,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.9 2.6 63.5 50.3 86.2 76.8: 13.8 23.2
Old : 100.0: 20.1 23.9 2.6 63.5 50.3 86.2 76.8: 13.8 23.2
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 : 253: 58 59 35 84 104 157 183:
Old : 253: 58 59 35 84 104 157 183:
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 28.3 41.7 37.2 29.0 27.8 38.8 35.4
Old : 31.5 28.3 41.7 37.2 29.0 27.8 38.8 35.4
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, November 1, 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 : 1,444,095: 253,885 463,738 40,257 1,013,798 634,536 1,307,940 1,138,531: 136,155 305,564
Old : 1,444,095: 253,885 463,738 40,257 1,013,798 634,536 1,307,940 1,138,531: 136,155 305,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 34,446: -5,294 2,534 12,430 24,032 19,472 31,168 34,436: 3,278 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.1 2.8 70.2 43.9 90.6 78.8: 9.4 21.2
Old : 100.0: 17.6 32.1 2.8 70.2 43.9 90.6 78.8: 9.4 21.2
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 : 189: 41 45 23 67 70 115 131:
Old : 189: 41 45 23 67 70 115 131:
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 : 34.8 24.9 45.5 35.1 33.4 24.5 43.2 33.7
Old : 34.8 24.9 45.5 35.1 33.4 24.5 43.2 33.7
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, November 1, 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 : 436,192: 155,128 104,779 50,692 195,984 245,708 401,804 401,179: 34,388 35,013
Old : 436,192: 155,128 104,779 50,692 195,984 245,708 401,804 401,179: 34,388 35,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,536: -1,618 -600 -14,579 10,122 -225 -6,075 -15,404: -10,461 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.0 11.6 44.9 56.3 92.1 92.0: 7.9 8.0
Old : 100.0: 35.6 24.0 11.6 44.9 56.3 92.1 92.0: 7.9 8.0
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 : 128: 37 27 36 51 50 109 93:
Old : 128: 37 27 36 51 50 109 93:
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 : 27.6 24.1 40.3 39.5 25.5 19.8 34.7 31.1
Old : 27.6 24.1 40.3 39.5 25.5 19.8 34.7 31.1
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, November 1, 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 : 37,620: 5,130 8,498 0 26,014 17,327 31,144 25,825: 6,476 11,795
Old : 37,620: 5,130 8,498 0 26,014 17,327 31,144 25,825: 6,476 11,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -230: 289 -487 -12 234 120 511 -379: -741 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.6 0.0 69.1 46.1 82.8 68.6: 17.2 31.4
Old : 100.0: 13.6 22.6 0.0 69.1 46.1 82.8 68.6: 17.2 31.4
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 : 54: 12 13 0 19 11 31 24:
Old : 54: 12 13 0 19 11 31 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 : 44.7 39.4 60.3 53.1 44.7 39.3 60.3 52.9
Old : 44.7 39.4 60.3 53.1 44.7 39.3 60.3 52.9
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, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 71,636: 28,742 27,057 614 23,281 35,326 52,637 62,997: 18,999 8,639
Old : 71,636: 28,742 27,057 614 23,281 35,326 52,637 62,997: 18,999 8,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,685: 369 -180 75 2,513 6,847 2,957 6,742: 1,728 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 37.8 0.9 32.5 49.3 73.5 87.9: 26.5 12.1
Old : 100.0: 40.1 37.8 0.9 32.5 49.3 73.5 87.9: 26.5 12.1
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 : 85: 29 23 4 21 15 53 39:
Old : 85: 29 23 4 21 15 53 39:
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 : 33.0 58.5 43.7 67.8 33.0 58.2 41.9 66.5
Old : 33.0 58.5 43.7 67.8 33.0 58.2 41.9 66.5
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, November 1, 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 : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Old : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -669: 43 80 -6 -736 -710 -699 -636: 30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 2.2
Old : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 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 : 52: 7 13 3 16 21 25 35:
Old : 52: 7 13 3 16 21 25 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 : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Old : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2005