WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 29, 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 : 291,829: 48,554 102,254 24,606 186,037 126,029 259,197 252,889: 32,632 38,940
Old : 231,445: 49,897 92,963 7,071 146,719 105,106 203,687 205,140: 27,758 26,305
Other: 60,384: 12,110 22,744 4,082 39,318 20,923 55,510 47,749: 4,874 12,635
: : :
: : Changes in Commitments from: November 22, 2005 :
: -4,656: -1,900 -1,828 -3,065 -5,983 -2,913 -10,948 -7,806: 6,292 3,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 35.0 8.4 63.7 43.2 88.8 86.7: 11.2 13.3
Old : 100.0: 21.6 40.2 3.1 63.4 45.4 88.0 88.6: 12.0 11.4
Other: 100.0: 20.1 37.7 6.8 65.1 34.6 91.9 79.1: 8.1 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 78 126 64 53 62 172 222:
Old : 279: 84 116 40 47 50 153 188:
Other: 142: 30 55 22 15 54 60 116:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 27.9 46.3 34.9 30.6 22.0 44.7 28.4
Old : 37.8 33.1 51.1 40.6 37.8 33.1 51.1 39.8
Other: 61.0 21.7 71.1 31.2 54.4 16.9 64.0 24.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 29, 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 : 789,385: 150,946 189,901 59,994 441,366 347,702 652,306 597,597: 137,079 191,788
Old : 696,223: 147,397 189,420 33,399 392,484 307,840 573,280 530,659: 122,943 165,564
Other: 93,162: 24,771 21,703 5,373 48,882 39,862 79,026 66,938: 14,136 26,224
: : :
: : Changes in Commitments from: November 22, 2005 :
: -58,294: -11,413 2,024 -23,708 -14,176 -50,276 -49,297 -71,960: -8,997 13,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 24.1 7.6 55.9 44.0 82.6 75.7: 17.4 24.3
Old : 100.0: 21.2 27.2 4.8 56.4 44.2 82.3 76.2: 17.7 23.8
Other: 100.0: 26.6 23.3 5.8 52.5 42.8 84.8 71.9: 15.2 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 142 122 93 171 183 355 374:
Old : 516: 147 119 73 165 176 339 349:
Other: 253: 43 49 11 44 132 92 187:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 16.8 31.1 22.9 18.3 16.4 29.2 21.6
Old : 22.2 16.9 33.0 23.5 20.7 16.4 31.0 22.1
Other: 40.5 25.7 50.7 34.2 40.0 25.6 50.3 32.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 29, 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 : 9,061: 4,712 252 222 1,541 7,099 6,475 7,573: 2,586 1,488
Old : 8,928: 4,712 262 196 1,528 7,033 6,436 7,491: 2,492 1,437
Other: 133: 10 0 16 13 66 39 82: 94 51
: : :
: : Changes in Commitments from: November 22, 2005 :
: 792: 912 -106 54 -22 543 944 491: -152 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 2.8 2.5 17.0 78.3 71.5 83.6: 28.5 16.4
Old : 100.0: 52.8 2.9 2.2 17.1 78.8 72.1 83.9: 27.9 16.1
Other: 100.0: 7.5 0.0 12.0 9.8 49.6 29.3 61.7: 70.7 38.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 3 2 9 15 30 20:
Old : 43: 20 4 2 8 15 29 20:
Other: 7: 1 0 1 3 4 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 47.5 40.3 66.2 24.5 40.9 36.4 59.0
Old : 27.4 47.7 40.9 66.5 24.9 41.4 36.9 59.3
Other: 29.3 60.2 29.3 61.7 16.5 48.9 16.5 48.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 29, 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 : 286,509: 42,981 71,252 30,697 162,032 110,750 235,710 212,699: 50,799 73,810
Old : 268,737: 41,984 72,953 25,181 153,375 103,554 220,540 201,688: 48,197 67,049
Other: 17,772: 5,929 3,231 584 8,657 7,196 15,170 11,011: 2,602 6,761
: : :
: : Changes in Commitments from: November 22, 2005 :
: 14,247: -600 14,307 3,589 8,194 -7,239 11,183 10,657: 3,064 3,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 24.9 10.7 56.6 38.7 82.3 74.2: 17.7 25.8
Old : 100.0: 15.6 27.1 9.4 57.1 38.5 82.1 75.1: 17.9 24.9
Other: 100.0: 33.4 18.2 3.3 48.7 40.5 85.4 62.0: 14.6 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 68 111 66 92 92 209 232:
Old : 310: 75 109 60 90 89 203 226:
Other: 101: 15 25 4 23 43 41 69:
:----------------------------------------------------------------------------------------------------
: 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 16.0 32.5 21.5 19.9 12.5 30.0 18.0
Old : 21.9 16.4 33.6 22.3 21.5 13.0 32.3 18.8
Other: 49.4 28.5 65.4 38.0 46.1 28.0 61.7 36.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 29, 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 : 184,234: 29,267 39,775 27,635 104,009 93,599 160,911 161,009: 23,323 23,225
Old : 171,550: 32,999 40,657 20,544 96,265 87,838 149,808 149,039: 21,742 22,511
Other: 12,684: 2,481 5,331 878 7,744 5,761 11,103 11,970: 1,581 714
: : :
: : Changes in Commitments from: November 22, 2005 :
: 13,395: -468 8,391 3,523 7,830 -2,272 10,885 9,642: 2,510 3,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.6 15.0 56.5 50.8 87.3 87.4: 12.7 12.6
Old : 100.0: 19.2 23.7 12.0 56.1 51.2 87.3 86.9: 12.7 13.1
Other: 100.0: 19.6 42.0 6.9 61.1 45.4 87.5 94.4: 12.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 33 51 41 53 41 111 127:
Old : 165: 41 53 35 51 40 108 121:
Other: 44: 6 15 4 14 14 23 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 : 23.5 29.1 34.4 37.2 20.7 27.2 31.2 34.1
Old : 21.7 29.1 33.4 37.9 21.3 27.3 31.8 34.7
Other: 67.3 35.0 78.4 54.9 64.3 32.5 74.3 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 29, 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 : 602,011: 55,221 93,792 19,887 408,777 305,097 483,885 418,776: 118,126 183,235
Old : 602,011: 55,221 93,792 19,887 408,777 305,097 483,885 418,776: 118,126 183,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 8,051: -29,650 -8,440 2,980 21,562 -22,090 -5,108 -27,550: 13,159 35,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.6 3.3 67.9 50.7 80.4 69.6: 19.6 30.4
Old : 100.0: 9.2 15.6 3.3 67.9 50.7 80.4 69.6: 19.6 30.4
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 : 151: 17 38 27 70 74 107 121:
Old : 151: 17 38 27 70 74 107 121:
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 14.9 34.4 23.0 20.2 13.0 27.7 19.1
Old : 26.1 14.9 34.4 23.0 20.2 13.0 27.7 19.1
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 29, 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 : 147,676: 19,888 30,423 16,841 86,352 75,716 123,081 122,980: 24,595 24,696
Old : 139,393: 19,700 30,773 13,757 81,955 70,873 115,412 115,403: 23,981 23,990
Other: 8,283: 1,453 915 1,819 4,397 4,843 7,669 7,577: 614 706
: : :
: : Changes in Commitments from: November 22, 2005 :
: 11,474: 1,657 6,940 236 11,191 2,049 13,084 9,225: -1,610 2,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.6 11.4 58.5 51.3 83.3 83.3: 16.7 16.7
Old : 100.0: 14.1 22.1 9.9 58.8 50.8 82.8 82.8: 17.2 17.2
Other: 100.0: 17.5 11.0 22.0 53.1 58.5 92.6 91.5: 7.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 31 46 32 47 44 99 107:
Old : 139: 34 48 32 46 42 98 105:
Other: 48: 13 11 8 19 17 36 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 : 27.1 27.7 37.5 37.1 22.3 18.9 30.1 26.6
Old : 27.3 27.8 37.4 37.4 23.1 19.4 30.7 27.6
Other: 38.2 36.5 57.4 57.2 31.3 34.0 43.9 44.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 29, 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 : 7,281: 3,318 264 353 1,960 5,900 5,631 6,517: 1,650 764
Old : 7,235: 3,315 269 340 1,960 5,877 5,615 6,486: 1,620 749
Other: 46: 8 0 8 0 23 16 31: 30 15
: : :
: : Changes in Commitments from: November 22, 2005 :
: 152: 97 -52 -73 46 383 70 258: 82 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 3.6 4.8 26.9 81.0 77.3 89.5: 22.7 10.5
Old : 100.0: 45.8 3.7 4.7 27.1 81.2 77.6 89.6: 22.4 10.4
Other: 100.0: 17.4 0.0 17.4 0.0 50.0 34.8 67.4: 65.2 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 5 7 14 15 36 25:
Old : 49: 20 5 7 14 15 36 25:
Other: 6: 3 0 2 0 3 3 5:
:----------------------------------------------------------------------------------------------------
: 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 59.7 42.5 72.9 23.0 50.9 36.3 63.9
Old : 26.2 60.0 42.7 73.0 23.2 51.1 36.5 64.0
Other: 34.8 65.2 34.8 67.4 17.4 50.0 17.4 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 29, 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 : 344,530: 95,983 59,381 5,813 174,165 158,902 275,961 224,096: 68,569 120,434
Old : 344,530: 95,983 59,381 5,813 174,165 158,902 275,961 224,096: 68,569 120,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,140: 13,195 -4,201 3,632 -7,735 -8,775 9,092 -9,344: -7,952 10,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.2 1.7 50.6 46.1 80.1 65.0: 19.9 35.0
Old : 100.0: 27.9 17.2 1.7 50.6 46.1 80.1 65.0: 19.9 35.0
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 : 107: 28 17 9 45 48 75 72:
Old : 107: 28 17 9 45 48 75 72:
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 : 24.0 14.5 36.0 24.2 23.4 13.3 33.5 22.1
Old : 24.0 14.5 36.0 24.2 23.4 13.3 33.5 22.1
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 29, 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 : 1,690,656: 370,376 310,567 54,983 1,034,721 937,606 1,460,080 1,303,156: 230,576 387,500
Old : 1,690,656: 370,376 310,567 54,983 1,034,721 937,606 1,460,080 1,303,156: 230,576 387,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -12,154: -6,742 -14,353 1,224 -26,157 -41,064 -31,675 -54,193: 19,521 42,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.4 3.3 61.2 55.5 86.4 77.1: 13.6 22.9
Old : 100.0: 21.9 18.4 3.3 61.2 55.5 86.4 77.1: 13.6 22.9
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 : 239: 54 60 39 87 99 161 179:
Old : 239: 54 60 39 87 99 161 179:
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 : 37.6 24.4 46.1 32.7 36.3 23.1 43.2 29.2
Old : 37.6 24.4 46.1 32.7 36.3 23.1 43.2 29.2
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 29, 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 : 1,217,825: 243,502 275,848 65,007 755,660 598,758 1,064,169 939,613: 153,656 278,212
Old : 1,217,825: 243,502 275,848 65,007 755,660 598,758 1,064,169 939,613: 153,656 278,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -88,870: 32,788 -73,754 1,506 -152,410 -106,104 -118,116 -178,352: 29,246 89,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.7 5.3 62.0 49.2 87.4 77.2: 12.6 22.8
Old : 100.0: 20.0 22.7 5.3 62.0 49.2 87.4 77.2: 12.6 22.8
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 : 173: 38 43 28 60 68 111 126:
Old : 173: 38 43 28 60 68 111 126:
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 : 31.8 23.0 43.0 31.0 28.8 22.5 38.7 28.5
Old : 31.8 23.0 43.0 31.0 28.8 22.5 38.7 28.5
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 29, 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 : 403,576: 124,136 87,515 72,022 165,656 210,861 361,814 370,398: 41,762 33,178
Old : 403,576: 124,136 87,515 72,022 165,656 210,861 361,814 370,398: 41,762 33,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 27,283: 13,210 -8,137 18,764 -42 19,710 31,932 30,337: -4,649 -3,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 21.7 17.8 41.0 52.2 89.7 91.8: 10.3 8.2
Old : 100.0: 30.8 21.7 17.8 41.0 52.2 89.7 91.8: 10.3 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 : 117: 34 24 36 48 48 100 92:
Old : 117: 34 24 36 48 48 100 92:
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 21.3 38.9 34.5 18.0 17.5 26.7 26.0
Old : 24.5 21.3 38.9 34.5 18.0 17.5 26.7 26.0
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 29, 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 : 38,981: 10,573 6,686 16 21,749 18,873 32,338 25,575: 6,643 13,406
Old : 38,981: 10,573 6,686 16 21,749 18,873 32,338 25,575: 6,643 13,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,166: 163 504 -169 172 384 166 719: 1,000 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.2 0.0 55.8 48.4 83.0 65.6: 17.0 34.4
Old : 100.0: 27.1 17.2 0.0 55.8 48.4 83.0 65.6: 17.0 34.4
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 : 53: 12 13 3 19 12 33 26:
Old : 53: 12 13 3 19 12 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.3 57.0 48.5 41.5 36.3 57.0 47.5
Old : 41.5 36.3 57.0 48.5 41.5 36.3 57.0 47.5
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 29, 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 : 87,776: 45,713 23,163 796 22,705 53,695 69,214 77,654: 18,562 10,122
Old : 87,776: 45,713 23,163 796 22,705 53,695 69,214 77,654: 18,562 10,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 7,386: 6,220 691 174 494 7,164 6,888 8,029: 498 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 26.4 0.9 25.9 61.2 78.9 88.5: 21.1 11.5
Old : 100.0: 52.1 26.4 0.9 25.9 61.2 78.9 88.5: 21.1 11.5
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 : 89: 33 26 8 19 16 56 46:
Old : 89: 33 26 8 19 16 56 46:
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 : 34.9 45.5 47.8 64.1 34.9 45.4 47.8 63.0
Old : 34.9 45.5 47.8 64.1 34.9 45.4 47.8 63.0
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 29, 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 : 35,296: 8,663 3,838 476 25,688 30,175 34,827 34,489: 469 807
Old : 35,296: 8,663 3,838 476 25,688 30,175 34,827 34,489: 469 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -671: -421 -249 407 -166 -322 -180 -164: -491 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 10.9 1.3 72.8 85.5 98.7 97.7: 1.3 2.3
Old : 100.0: 24.5 10.9 1.3 72.8 85.5 98.7 97.7: 1.3 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 : 53: 10 11 4 18 20 30 33:
Old : 53: 10 11 4 18 20 30 33:
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 : 63.0 49.2 81.2 71.5 61.4 44.2 75.7 63.1
Old : 63.0 49.2 81.2 71.5 61.4 44.2 75.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005