WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 15, 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 : 303,926: 51,953 102,452 27,307 193,999 132,046 273,259 261,805: 30,667 42,121
Old : 250,401: 54,294 96,954 11,924 156,468 112,070 222,686 220,948: 27,715 29,453
Other: 53,525: 11,050 18,889 1,992 37,531 19,976 50,573 40,857: 2,952 12,668
: : :
: : Changes in Commitments from: November 8, 2005 :
: 6,561: 1,569 5,989 -5,989 7,425 3,995 3,005 3,995: 3,556 2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 33.7 9.0 63.8 43.4 89.9 86.1: 10.1 13.9
Old : 100.0: 21.7 38.7 4.8 62.5 44.8 88.9 88.2: 11.1 11.8
Other: 100.0: 20.6 35.3 3.7 70.1 37.3 94.5 76.3: 5.5 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 72 131 68 56 67 174 229:
Old : 277: 72 123 51 53 56 162 198:
Other: 138: 29 47 17 16 58 52 115:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 26.8 45.4 33.8 29.4 20.2 44.5 26.5
Old : 34.1 30.9 49.2 38.8 34.1 29.4 49.2 36.7
Other: 66.3 21.1 78.5 29.8 60.5 18.1 72.0 25.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 15, 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 : 855,305: 176,062 177,032 69,908 453,657 417,822 699,627 664,762: 155,678 190,543
Old : 778,388: 174,953 178,491 49,538 410,756 381,414 635,247 609,443: 143,141 168,945
Other: 76,917: 16,868 14,300 4,611 42,901 36,408 64,380 55,319: 12,537 21,598
: : :
: : Changes in Commitments from: November 8, 2005 :
: -12,533: 5,477 2,496 -16,589 -601 7,963 -11,713 -6,130: -820 -6,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.7 8.2 53.0 48.9 81.8 77.7: 18.2 22.3
Old : 100.0: 22.5 22.9 6.4 52.8 49.0 81.6 78.3: 18.4 21.7
Other: 100.0: 21.9 18.6 6.0 55.8 47.3 83.7 71.9: 16.3 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 161 123 120 191 194 416 394:
Old : 559: 162 120 106 182 187 399 375:
Other: 251: 49 44 10 46 124 98 176:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 19.3 29.8 25.3 17.1 16.8 25.9 21.8
Old : 21.3 19.2 31.1 25.6 18.6 16.4 26.9 21.8
Other: 39.4 29.7 49.6 37.8 39.1 28.8 49.0 35.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 15, 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 : 7,280: 3,597 369 92 1,397 5,475 5,086 5,936: 2,194 1,344
Old : 7,258: 3,597 370 89 1,394 5,468 5,080 5,927: 2,178 1,331
Other: 22: 1 0 2 3 7 6 9: 16 13
: : :
: : Changes in Commitments from: November 8, 2005 :
: 191: -50 -51 72 221 29 243 50: -52 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 5.1 1.3 19.2 75.2 69.9 81.5: 30.1 18.5
Old : 100.0: 49.6 5.1 1.2 19.2 75.3 70.0 81.7: 30.0 18.3
Other: 100.0: 4.5 0.0 9.1 13.6 31.8 27.3 40.9: 72.7 59.1
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 6 3 13 12 29 18:
Old : 36: 13 6 3 13 12 29 18:
Other: 4: 1 0 1 2 2 3 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 : 30.4 52.4 46.1 68.7 30.4 46.5 44.0 61.2
Old : 30.5 52.5 46.3 68.8 30.5 46.6 44.1 61.4
Other: 27.3 40.9 27.3 40.9 13.6 27.3 13.6 27.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 15, 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 : 268,851: 50,295 44,700 25,822 146,031 127,283 222,148 197,805: 46,703 71,046
Old : 251,427: 50,207 46,742 18,954 137,612 120,794 206,773 186,490: 44,654 64,937
Other: 17,424: 6,422 4,292 534 8,419 6,489 15,375 11,315: 2,049 6,109
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,310: 3,271 1,693 -1,360 -5,886 -2,690 -3,975 -2,357: 2,665 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.6 9.6 54.3 47.3 82.6 73.6: 17.4 26.4
Old : 100.0: 20.0 18.6 7.5 54.7 48.0 82.2 74.2: 17.8 25.8
Other: 100.0: 36.9 24.6 3.1 48.3 37.2 88.2 64.9: 11.8 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 77 97 66 87 96 214 221:
Old : 307: 83 96 56 86 93 208 213:
Other: 98: 17 22 3 22 42 40 66:
:----------------------------------------------------------------------------------------------------
: 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 19.8 32.3 26.0 19.9 16.3 29.5 21.8
Old : 22.3 20.5 33.4 27.2 22.3 17.2 32.2 23.4
Other: 47.1 28.7 65.3 38.9 43.8 28.3 62.0 38.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 15, 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 : 175,531: 36,302 23,397 25,756 91,225 106,465 153,283 155,618: 22,248 19,913
Old : 164,944: 39,377 24,753 19,843 84,625 101,364 143,845 145,960: 21,099 18,984
Other: 10,587: 2,051 3,770 787 6,600 5,101 9,438 9,658: 1,149 929
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,598: -2,945 6,593 894 6,440 -5,798 4,389 1,689: -791 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 13.3 14.7 52.0 60.7 87.3 88.7: 12.7 11.3
Old : 100.0: 23.9 15.0 12.0 51.3 61.5 87.2 88.5: 12.8 11.5
Other: 100.0: 19.4 35.6 7.4 62.3 48.2 89.1 91.2: 10.9 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 36 41 36 50 48 107 117:
Old : 151: 42 43 30 48 47 103 112:
Other: 46: 7 15 4 15 15 25 31:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 34.1 34.4 44.9 20.5 33.5 30.2 38.9
Old : 22.5 34.9 34.3 45.1 21.8 34.3 32.3 40.0
Other: 68.4 36.2 80.0 57.4 68.4 34.0 75.8 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 15, 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 : 647,819: 97,377 116,140 17,023 406,256 342,925 520,656 476,088: 127,163 171,731
Old : 647,819: 97,377 116,140 17,023 406,256 342,925 520,656 476,088: 127,163 171,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 33,437: 3,159 -7,267 1,830 23,220 36,360 28,209 30,923: 5,228 2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 17.9 2.6 62.7 52.9 80.4 73.5: 19.6 26.5
Old : 100.0: 15.0 17.9 2.6 62.7 52.9 80.4 73.5: 19.6 26.5
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 : 162: 25 35 29 67 74 111 119:
Old : 162: 25 35 29 67 74 111 119:
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 : 24.8 14.1 34.4 23.9 21.2 13.3 29.1 22.4
Old : 24.8 14.1 34.4 23.9 21.2 13.3 29.1 22.4
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 15, 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 : 136,479: 21,960 19,365 16,853 71,171 76,762 109,984 112,980: 26,495 23,499
Old : 129,526: 22,202 19,974 13,970 67,403 72,646 103,575 106,590: 25,951 22,936
Other: 6,953: 1,115 748 1,526 3,768 4,116 6,409 6,390: 544 563
: : :
: : Changes in Commitments from: November 8, 2005 :
: -860: 2,445 -2,042 771 -4,514 2,130 -1,298 859: 438 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 14.2 12.3 52.1 56.2 80.6 82.8: 19.4 17.2
Old : 100.0: 17.1 15.4 10.8 52.0 56.1 80.0 82.3: 20.0 17.7
Other: 100.0: 16.0 10.8 21.9 54.2 59.2 92.2 91.9: 7.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 38 33 32 50 49 108 104:
Old : 143: 39 35 32 50 47 108 102:
Other: 44: 12 7 6 17 17 32 28:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 30.2 31.0 38.5 18.1 25.3 25.1 32.7
Old : 22.1 30.6 30.5 38.9 18.7 26.4 26.1 34.2
Other: 43.1 35.5 63.3 57.8 29.9 27.8 43.1 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 15, 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 : 7,392: 3,172 197 668 1,908 5,667 5,748 6,532: 1,644 860
Old : 7,357: 3,175 202 658 1,908 5,648 5,741 6,508: 1,616 849
Other: 35: 7 5 0 0 19 7 24: 28 11
: : :
: : Changes in Commitments from: November 8, 2005 :
: -63: 86 -74 -89 -25 67 -28 -96: -35 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 2.7 9.0 25.8 76.7 77.8 88.4: 22.2 11.6
Old : 100.0: 43.2 2.7 8.9 25.9 76.8 78.0 88.5: 22.0 11.5
Other: 100.0: 20.0 14.3 0.0 0.0 54.3 20.0 68.6: 80.0 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 4 6 13 16 32 25:
Old : 46: 18 4 6 13 16 32 25:
Other: 5: 2 1 0 0 2 2 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 : 26.1 57.4 45.0 73.3 23.5 48.4 36.2 60.4
Old : 26.2 57.7 45.2 73.4 23.6 48.7 36.3 60.5
Other: 20.0 68.6 20.0 68.6 20.0 68.6 20.0 68.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 15, 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 : 370,646: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 70,846 109,460
Old : 370,646: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 70,846 109,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,576: -980 6,192 0 9,911 -1,082 8,931 5,110: -355 3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 26.1 0.6 52.3 43.8 80.9 70.5: 19.1 29.5
Old : 100.0: 28.0 26.1 0.6 52.3 43.8 80.9 70.5: 19.1 29.5
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 : 118: 24 28 6 48 48 75 79:
Old : 118: 24 28 6 48 48 75 79:
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 : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
Old : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
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 15, 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 : 1,902,039: 375,501 363,110 64,555 1,125,385 1,058,226 1,565,441 1,485,891: 336,598 416,148
Old : 1,902,039: 375,501 363,110 64,555 1,125,385 1,058,226 1,565,441 1,485,891: 336,598 416,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 113,647: -24,676 -26,847 4,358 34,716 110,881 14,398 88,392: 99,249 25,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.1 3.4 59.2 55.6 82.3 78.1: 17.7 21.9
Old : 100.0: 19.7 19.1 3.4 59.2 55.6 82.3 78.1: 17.7 21.9
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 : 274: 75 54 37 98 108 187 185:
Old : 274: 75 54 37 98 108 187 185:
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 : 32.7 25.9 39.1 35.8 28.1 24.5 34.3 31.4
Old : 32.7 25.9 39.1 35.8 28.1 24.5 34.3 31.4
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 15, 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 : 1,461,691: 261,129 456,881 41,222 1,017,345 670,566 1,319,696 1,168,669: 141,995 293,022
Old : 1,461,691: 261,129 456,881 41,222 1,017,345 670,566 1,319,696 1,168,669: 141,995 293,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -8,155: -15,931 -7,009 -4,391 3,460 -658 -16,862 -12,058: 8,707 3,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 31.3 2.8 69.6 45.9 90.3 80.0: 9.7 20.0
Old : 100.0: 17.9 31.3 2.8 69.6 45.9 90.3 80.0: 9.7 20.0
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 : 197: 43 46 28 72 76 123 142:
Old : 197: 43 46 28 72 76 123 142:
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 : 35.5 25.0 47.8 35.8 33.0 24.6 42.9 31.9
Old : 35.5 25.0 47.8 35.8 33.0 24.6 42.9 31.9
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 15, 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 : 346,087: 102,592 83,148 50,352 150,091 178,777 303,035 312,277: 43,052 33,810
Old : 346,087: 102,592 83,148 50,352 150,091 178,777 303,035 312,277: 43,052 33,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 21,008: 4,850 366 7,684 6,504 13,357 19,038 21,407: 1,970 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 24.0 14.5 43.4 51.7 87.6 90.2: 12.4 9.8
Old : 100.0: 29.6 24.0 14.5 43.4 51.7 87.6 90.2: 12.4 9.8
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 : 116: 32 21 32 50 47 99 85:
Old : 116: 32 21 32 50 47 99 85:
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 23.1 41.3 37.8 23.6 20.2 34.2 30.0
Old : 26.0 23.1 41.3 37.8 23.6 20.2 34.2 30.0
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 15, 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 : 37,458: 6,349 8,596 5 26,010 17,535 32,364 26,136: 5,094 11,322
Old : 37,458: 6,349 8,596 5 26,010 17,535 32,364 26,136: 5,094 11,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -85: 647 833 0 75 -110 722 723: -807 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.9 0.0 69.4 46.8 86.4 69.8: 13.6 30.2
Old : 100.0: 16.9 22.9 0.0 69.4 46.8 86.4 69.8: 13.6 30.2
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 : 57: 15 13 2 19 11 35 25:
Old : 57: 15 13 2 19 11 35 25:
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 : 45.1 39.9 61.3 53.2 45.1 39.8 61.3 53.1
Old : 45.1 39.9 61.3 53.2 45.1 39.8 61.3 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 15, 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 : 77,729: 30,386 25,915 676 31,984 40,508 63,046 67,099: 14,683 10,630
Old : 77,729: 30,386 25,915 676 31,984 40,508 63,046 67,099: 14,683 10,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,438: 3,100 3,240 96 6,237 2,189 9,433 5,525: -1,995 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 33.3 0.9 41.1 52.1 81.1 86.3: 18.9 13.7
Old : 100.0: 39.1 33.3 0.9 41.1 52.1 81.1 86.3: 18.9 13.7
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 : 84: 29 27 4 18 14 49 43:
Old : 84: 29 27 4 18 14 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 : 42.7 49.1 53.6 62.6 42.7 48.9 51.4 62.5
Old : 42.7 49.1 53.6 62.6 42.7 48.9 51.4 62.5
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 15, 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 : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Old : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 61: 319 267 13 -282 -251 50 29: 11 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
Old : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
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 : 54: 9 12 4 18 20 29 34:
Old : 54: 9 12 4 18 20 29 34:
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 : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
Old : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005