WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 22, 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 : 296,485: 50,454 104,082 27,671 192,020 128,942 270,145 260,695: 26,340 35,790
Old : 239,635: 50,515 94,446 12,895 153,172 109,180 216,582 216,521: 23,053 23,114
Other: 56,850: 11,472 21,169 3,243 38,848 19,762 53,563 44,174: 3,287 12,676
: : :
: : Changes in Commitments from: November 15, 2005 :
: -7,441: -1,499 1,630 364 -1,979 -3,104 -3,114 -1,110: -4,327 -6,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 35.1 9.3 64.8 43.5 91.1 87.9: 8.9 12.1
Old : 100.0: 21.1 39.4 5.4 63.9 45.6 90.4 90.4: 9.6 9.6
Other: 100.0: 20.2 37.2 5.7 68.3 34.8 94.2 77.7: 5.8 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 75 126 71 55 63 173 226:
Old : 275: 81 113 50 51 53 160 194:
Other: 140: 28 55 21 16 53 57 116:
:----------------------------------------------------------------------------------------------------
: 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 27.1 45.9 34.2 30.0 20.8 44.0 27.2
Old : 36.3 31.7 50.0 39.6 36.3 30.6 50.0 37.7
Other: 64.6 21.5 75.3 31.2 57.9 17.8 67.7 25.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 22, 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 : 847,679: 162,359 187,877 83,702 455,542 397,978 701,603 669,557: 146,076 178,122
Old : 761,750: 157,610 188,143 60,356 411,259 358,910 629,225 607,409: 132,525 154,341
Other: 85,929: 23,403 18,388 4,692 44,283 39,068 72,378 62,148: 13,551 23,781
: : :
: : Changes in Commitments from: November 15, 2005 :
: -7,626: -13,703 10,845 13,794 1,885 -19,844 1,976 4,795: -9,602 -12,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.2 9.9 53.7 46.9 82.8 79.0: 17.2 21.0
Old : 100.0: 20.7 24.7 7.9 54.0 47.1 82.6 79.7: 17.4 20.3
Other: 100.0: 27.2 21.4 5.5 51.5 45.5 84.2 72.3: 15.8 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 135 124 114 185 190 375 394:
Old : 520: 137 128 98 178 182 359 373:
Other: 257: 47 46 12 44 133 95 188:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 18.6 30.3 24.8 17.1 17.0 27.0 22.2
Old : 21.9 18.7 31.7 25.3 19.0 16.8 28.2 22.4
Other: 40.0 28.5 49.5 35.9 39.5 27.8 48.9 33.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 22, 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 : 8,269: 3,800 358 168 1,563 6,556 5,531 7,082: 2,738 1,187
Old : 8,190: 3,800 373 148 1,560 6,507 5,508 7,028: 2,682 1,162
Other: 79: 15 0 5 3 49 23 54: 56 25
: : :
: : Changes in Commitments from: November 15, 2005 :
: 989: 203 -11 76 166 1,081 445 1,146: 544 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 4.3 2.0 18.9 79.3 66.9 85.6: 33.1 14.4
Old : 100.0: 46.4 4.6 1.8 19.0 79.5 67.3 85.8: 32.7 14.2
Other: 100.0: 19.0 0.0 6.3 3.8 62.0 29.1 68.4: 70.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 4 3 10 13 27 17:
Old : 34: 14 4 3 9 13 26 17:
Other: 5: 1 0 1 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 52.2 43.9 70.1 26.8 42.4 39.2 60.0
Old : 27.5 52.3 44.4 70.3 27.1 42.4 39.6 60.1
Other: 29.1 68.4 29.1 68.4 21.5 60.8 21.5 60.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 22, 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 : 272,262: 43,581 56,945 27,108 153,838 117,989 224,527 202,042: 47,735 70,220
Old : 255,027: 41,546 57,984 21,955 145,795 111,404 209,296 191,343: 45,731 63,684
Other: 17,235: 6,550 3,476 638 8,043 6,585 15,231 10,699: 2,004 6,536
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,411: -6,714 12,245 1,286 7,807 -9,294 2,379 4,237: 1,032 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.9 10.0 56.5 43.3 82.5 74.2: 17.5 25.8
Old : 100.0: 16.3 22.7 8.6 57.2 43.7 82.1 75.0: 17.9 25.0
Other: 100.0: 38.0 20.2 3.7 46.7 38.2 88.4 62.1: 11.6 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 59 97 70 92 90 205 224:
Old : 295: 68 100 62 91 87 200 216:
Other: 100: 18 24 5 23 40 44 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 : 20.8 18.5 32.4 24.2 19.8 14.5 29.6 20.1
Old : 22.1 19.1 33.5 25.2 22.1 15.1 32.0 21.1
Other: 47.7 27.3 63.3 37.2 44.2 26.5 59.8 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 22, 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 : 170,839: 29,735 31,384 24,112 96,179 95,871 150,026 151,367: 20,813 19,472
Old : 159,951: 33,442 32,601 17,599 89,260 90,797 140,301 140,997: 19,650 18,954
Other: 10,888: 2,021 4,511 785 6,919 5,074 9,725 10,370: 1,163 518
: : :
: : Changes in Commitments from: November 15, 2005 :
: -4,692: -6,567 7,987 -1,644 4,954 -10,594 -3,257 -4,251: -1,435 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.4 14.1 56.3 56.1 87.8 88.6: 12.2 11.4
Old : 100.0: 20.9 20.4 11.0 55.8 56.8 87.7 88.2: 12.3 11.8
Other: 100.0: 18.6 41.4 7.2 63.5 46.6 89.3 95.2: 10.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 33 41 37 48 44 103 117:
Old : 151: 43 43 32 46 42 100 111:
Other: 42: 5 16 3 12 15 20 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 : 24.3 30.7 35.8 41.0 22.2 29.2 32.8 36.5
Old : 22.7 30.8 34.7 41.1 22.5 29.6 32.9 37.2
Other: 69.3 35.8 80.7 55.7 69.3 33.2 77.5 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 22, 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 : 593,960: 84,871 102,232 16,907 387,215 327,187 488,993 446,326: 104,967 147,634
Old : 593,960: 84,871 102,232 16,907 387,215 327,187 488,993 446,326: 104,967 147,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -53,859: -12,506 -13,908 -116 -19,041 -15,738 -31,663 -29,762: -22,196 -24,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.2 2.8 65.2 55.1 82.3 75.1: 17.7 24.9
Old : 100.0: 14.3 17.2 2.8 65.2 55.1 82.3 75.1: 17.7 24.9
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 : 152: 24 35 30 61 71 105 116:
Old : 152: 24 35 30 61 71 105 116:
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 : 24.5 14.5 34.5 24.4 19.8 14.0 28.4 23.0
Old : 24.5 14.5 34.5 24.4 19.8 14.0 28.4 23.0
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 22, 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 : 136,202: 18,231 23,483 16,605 75,161 73,667 109,997 113,755: 26,205 22,447
Old : 128,969: 18,133 23,654 14,241 71,030 69,326 103,404 107,221: 25,565 21,748
Other: 7,233: 969 700 1,493 4,131 4,341 6,593 6,534: 640 699
: : :
: : Changes in Commitments from: November 15, 2005 :
: -277: -3,729 4,118 -248 3,990 -3,095 13 775: -290 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.2 12.2 55.2 54.1 80.8 83.5: 19.2 16.5
Old : 100.0: 14.1 18.3 11.0 55.1 53.8 80.2 83.1: 19.8 16.9
Other: 100.0: 13.4 9.7 20.6 57.1 60.0 91.2 90.3: 8.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 30 36 30 47 45 95 101:
Old : 131: 30 40 30 46 43 94 99:
Other: 45: 13 7 6 18 17 34 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 : 22.4 29.1 33.5 37.5 20.2 23.3 27.7 31.1
Old : 22.8 29.3 32.9 38.1 20.8 24.2 28.4 32.4
Other: 39.9 34.1 59.6 58.1 30.5 30.3 41.4 42.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 22, 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 : 7,129: 3,221 316 426 1,914 5,517 5,561 6,259: 1,568 870
Old : 7,090: 3,223 314 418 1,914 5,498 5,555 6,230: 1,535 860
Other: 39: 5 9 1 0 19 6 29: 33 10
: : :
: : Changes in Commitments from: November 15, 2005 :
: -263: 49 119 -242 6 -150 -187 -273: -76 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 4.4 6.0 26.8 77.4 78.0 87.8: 22.0 12.2
Old : 100.0: 45.5 4.4 5.9 27.0 77.5 78.3 87.9: 21.7 12.1
Other: 100.0: 12.8 23.1 2.6 0.0 48.7 15.4 74.4: 84.6 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 6 7 13 14 33 25:
Old : 46: 17 6 7 13 14 33 25:
Other: 5: 1 2 1 0 2 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 59.2 43.9 71.9 24.0 50.1 37.5 62.6
Old : 26.9 59.5 44.1 72.1 24.1 50.4 37.8 62.7
Other: 15.4 74.4 15.4 74.4 12.8 71.8 12.8 71.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 22, 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 : 343,390: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,521 109,950
Old : 343,390: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,521 109,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -27,256: -21,166 -33,216 23 -11,788 5,447 -32,931 -27,746: 5,675 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Old : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
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: 22 22 6 46 55 71 80:
Old : 113: 22 22 6 46 55 71 80:
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 : 25.6 14.3 36.1 23.9 24.9 13.3 34.5 22.8
Old : 25.6 14.3 36.1 23.9 24.9 13.3 34.5 22.8
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 22, 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 : 1,702,810: 377,118 324,920 53,759 1,060,878 978,670 1,491,755 1,357,349: 211,055 345,461
Old : 1,702,810: 377,118 324,920 53,759 1,060,878 978,670 1,491,755 1,357,349: 211,055 345,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -199,229: 1,617 -38,190 -10,796 -64,507 -79,556 -73,686 -128,542: -125,543 -70,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.1 3.2 62.3 57.5 87.6 79.7: 12.4 20.3
Old : 100.0: 22.1 19.1 3.2 62.3 57.5 87.6 79.7: 12.4 20.3
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 : 246: 54 63 36 88 101 161 181:
Old : 246: 54 63 36 88 101 161 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 25.3 45.1 34.4 33.2 23.8 40.9 29.6
Old : 36.5 25.3 45.1 34.4 33.2 23.8 40.9 29.6
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 22, 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 : 1,306,695: 210,714 349,602 63,501 908,070 704,862 1,182,285 1,117,965: 124,410 188,730
Old : 1,306,695: 210,714 349,602 63,501 908,070 704,862 1,182,285 1,117,965: 124,410 188,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -154,996: -50,415 -107,279 22,279 -109,275 34,296 -137,411 -50,704: -17,585 -104,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.8 4.9 69.5 53.9 90.5 85.6: 9.5 14.4
Old : 100.0: 16.1 26.8 4.9 69.5 53.9 90.5 85.6: 9.5 14.4
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 : 177: 33 45 25 64 75 110 132:
Old : 177: 33 45 25 64 75 110 132:
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 : 34.1 24.5 47.8 35.0 30.8 22.0 40.2 29.7
Old : 34.1 24.5 47.8 35.0 30.8 22.0 40.2 29.7
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 22, 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 : 376,293: 110,926 95,652 53,258 165,698 191,151 329,882 340,061: 46,411 36,232
Old : 376,293: 110,926 95,652 53,258 165,698 191,151 329,882 340,061: 46,411 36,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 30,206: 8,334 12,504 2,906 15,607 12,374 26,847 27,784: 3,359 2,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 25.4 14.2 44.0 50.8 87.7 90.4: 12.3 9.6
Old : 100.0: 29.5 25.4 14.2 44.0 50.8 87.7 90.4: 12.3 9.6
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 : 117: 30 24 34 51 48 101 89:
Old : 117: 30 24 34 51 48 101 89:
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 : 25.4 22.1 40.3 36.2 22.1 18.6 31.4 28.8
Old : 25.4 22.1 40.3 36.2 22.1 18.6 31.4 28.8
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 22, 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 : 37,815: 10,410 6,182 185 21,577 18,489 32,172 24,856: 5,643 12,959
Old : 37,815: 10,410 6,182 185 21,577 18,489 32,172 24,856: 5,643 12,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 357: 4,061 -2,414 180 -4,433 954 -192 -1,280: 549 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.3 0.5 57.1 48.9 85.1 65.7: 14.9 34.3
Old : 100.0: 27.5 16.3 0.5 57.1 48.9 85.1 65.7: 14.9 34.3
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: 15 11 2 18 12 33 25:
Old : 54: 15 11 2 18 12 33 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 : 41.9 37.2 57.9 49.1 41.9 37.2 57.9 48.3
Old : 41.9 37.2 57.9 49.1 41.9 37.2 57.9 48.3
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 22, 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 : 80,390: 39,493 22,472 622 22,211 46,531 62,326 69,625: 18,064 10,765
Old : 80,390: 39,493 22,472 622 22,211 46,531 62,326 69,625: 18,064 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,661: 9,107 -3,443 -54 -9,773 6,023 -720 2,526: 3,381 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 28.0 0.8 27.6 57.9 77.5 86.6: 22.5 13.4
Old : 100.0: 49.1 28.0 0.8 27.6 57.9 77.5 86.6: 22.5 13.4
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 : 83: 34 20 5 17 16 55 37:
Old : 83: 34 20 5 17 16 55 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 : 36.2 48.4 44.8 64.0 36.2 48.3 44.8 62.6
Old : 36.2 48.4 44.8 64.0 36.2 48.3 44.8 62.6
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, November 22, 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 : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Old : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,353: 1,848 357 0 -96 1,470 1,752 1,827: 601 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
Old : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
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 : 54: 10 12 4 18 20 30 34:
Old : 54: 10 12 4 18 20 30 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 : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
Old : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005