WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 6, 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 : 296,112: 52,967 110,978 22,933 192,723 127,675 268,623 261,586: 27,489 34,526
Old : 234,541: 52,940 101,391 5,780 153,302 105,942 212,022 213,113: 22,519 21,428
Other: 61,571: 12,381 21,941 4,799 39,421 21,733 56,601 48,473: 4,970 13,098
: : :
: : Changes in Commitments from: November 29, 2005 :
: 4,283: 4,413 8,724 -1,673 6,686 1,646 9,426 8,697: -5,143 -4,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 37.5 7.7 65.1 43.1 90.7 88.3: 9.3 11.7
Old : 100.0: 22.6 43.2 2.5 65.4 45.2 90.4 90.9: 9.6 9.1
Other: 100.0: 20.1 35.6 7.8 64.0 35.3 91.9 78.7: 8.1 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 85 127 53 52 64 166 222:
Old : 281: 80 126 27 45 49 143 184:
Other: 144: 36 48 18 17 57 63 113:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 28.4 46.8 34.8 31.9 23.4 46.2 29.6
Old : 39.2 33.7 53.1 40.6 39.2 33.7 53.1 40.4
Other: 59.4 21.2 68.3 31.0 52.9 16.9 61.0 24.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 6, 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 : 767,600: 156,575 188,486 55,202 419,570 343,181 631,347 586,869: 136,253 180,731
Old : 670,142: 150,414 187,291 30,876 367,322 299,133 548,612 517,300: 121,530 152,842
Other: 97,458: 25,545 20,579 4,942 52,248 44,048 82,735 69,569: 14,723 27,889
: : :
: : Changes in Commitments from: November 29, 2005 :
: -21,785: 5,629 -1,415 -4,792 -21,796 -4,521 -20,959 -10,728: -826 -11,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.6 7.2 54.7 44.7 82.2 76.5: 17.8 23.5
Old : 100.0: 22.4 27.9 4.6 54.8 44.6 81.9 77.2: 18.1 22.8
Other: 100.0: 26.2 21.1 5.1 53.6 45.2 84.9 71.4: 15.1 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 143 121 86 156 174 341 350:
Old : 499: 145 118 63 148 165 321 321:
Other: 260: 47 50 13 44 136 96 194:
:----------------------------------------------------------------------------------------------------
: 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 17.8 30.0 23.7 19.2 17.6 29.7 22.9
Old : 21.8 18.1 31.8 24.4 21.8 17.7 31.8 23.5
Other: 41.3 25.5 51.3 32.4 40.9 25.1 50.7 30.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 6, 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 : 9,012: 4,804 366 0 1,126 7,076 5,930 7,442: 3,082 1,570
Old : 8,778: 4,804 366 0 1,042 6,965 5,846 7,331: 2,932 1,447
Other: 234: 0 0 0 84 111 84 111: 150 123
: : :
: : Changes in Commitments from: November 29, 2005 :
: -49: 92 114 -222 -415 -23 -545 -131: 496 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 4.1 0.0 12.5 78.5 65.8 82.6: 34.2 17.4
Old : 100.0: 54.7 4.2 0.0 11.9 79.3 66.6 83.5: 33.4 16.5
Other: 100.0: 0.0 0.0 0.0 35.9 47.4 35.9 47.4: 64.1 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 5 0 11 15 32 20:
Old : 44: 21 5 0 9 15 30 20:
Other: 9: 0 0 0 4 6 4 6:
:----------------------------------------------------------------------------------------------------
: 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 43.6 38.7 64.6 23.5 42.3 38.7 63.1
Old : 24.1 44.0 39.7 65.2 24.1 43.3 39.7 64.1
Other: 35.9 42.3 35.9 47.4 20.5 31.2 20.5 32.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 6, 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 : 290,574: 45,313 72,878 30,740 162,072 112,498 238,125 216,116: 52,449 74,458
Old : 272,135: 43,887 74,836 25,240 152,954 105,003 222,081 205,079: 50,054 67,056
Other: 18,439: 6,210 2,826 716 9,118 7,495 16,044 11,037: 2,395 7,402
: : :
: : Changes in Commitments from: November 29, 2005 :
: 4,065: 2,332 1,626 43 40 1,748 2,415 3,417: 1,650 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 25.1 10.6 55.8 38.7 81.9 74.4: 18.1 25.6
Old : 100.0: 16.1 27.5 9.3 56.2 38.6 81.6 75.4: 18.4 24.6
Other: 100.0: 33.7 15.3 3.9 49.4 40.6 87.0 59.9: 13.0 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 74 101 75 89 92 218 233:
Old : 312: 79 100 70 86 90 212 228:
Other: 94: 14 21 4 23 43 38 67:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 16.3 32.2 22.5 19.7 13.5 29.7 19.5
Old : 21.8 16.8 33.3 23.4 21.7 14.1 32.0 20.5
Other: 48.3 26.4 65.2 35.7 45.1 25.9 60.6 34.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 6, 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 : 187,661: 30,956 48,650 25,978 110,843 91,376 167,777 166,004: 19,884 21,657
Old : 174,086: 34,864 49,081 18,902 102,059 85,286 155,825 153,269: 18,261 20,817
Other: 13,575: 2,343 5,820 825 8,784 6,090 11,952 12,735: 1,623 840
: : :
: : Changes in Commitments from: November 29, 2005 :
: 3,427: 1,689 8,875 -1,657 6,834 -2,223 6,866 4,995: -3,439 -1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.9 13.8 59.1 48.7 89.4 88.5: 10.6 11.5
Old : 100.0: 20.0 28.2 10.9 58.6 49.0 89.5 88.0: 10.5 12.0
Other: 100.0: 17.3 42.9 6.1 64.7 44.9 88.0 93.8: 12.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 32 60 34 53 40 109 124:
Old : 168: 43 57 31 51 40 107 121:
Other: 45: 8 15 5 14 13 26 30:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 28.1 35.4 36.6 21.9 25.5 32.5 32.2
Old : 22.2 28.1 34.2 36.6 21.3 25.7 31.8 32.7
Other: 67.5 39.1 77.1 57.6 64.2 36.7 73.2 55.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 6, 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 : 579,879: 54,634 108,327 8,818 384,583 289,174 448,035 406,319: 131,844 173,560
Old : 579,879: 54,634 108,327 8,818 384,583 289,174 448,035 406,319: 131,844 173,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -22,132: -587 14,535 -11,069 -24,194 -15,923 -35,850 -12,457: 13,718 -9,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.7 1.5 66.3 49.9 77.3 70.1: 22.7 29.9
Old : 100.0: 9.4 18.7 1.5 66.3 49.9 77.3 70.1: 22.7 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 16 45 18 60 69 89 119:
Old : 148: 16 45 18 60 69 89 119:
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 : 28.8 14.9 38.3 22.9 22.9 13.5 31.2 19.5
Old : 28.8 14.9 38.3 22.9 22.9 13.5 31.2 19.5
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, December 6, 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 : 144,238: 18,851 28,347 15,093 86,691 78,366 120,635 121,806: 23,603 22,432
Old : 135,195: 18,572 28,754 11,640 81,926 72,842 112,138 113,236: 23,057 21,959
Other: 9,043: 1,663 977 2,069 4,765 5,524 8,497 8,570: 546 473
: : :
: : Changes in Commitments from: November 29, 2005 :
: -3,438: -1,037 -2,076 -1,748 339 2,650 -2,446 -1,174: -992 -2,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.7 10.5 60.1 54.3 83.6 84.4: 16.4 15.6
Old : 100.0: 13.7 21.3 8.6 60.6 53.9 82.9 83.8: 17.1 16.2
Other: 100.0: 18.4 10.8 22.9 52.7 61.1 94.0 94.8: 6.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 29 42 31 51 50 99 111:
Old : 139: 33 42 31 50 46 98 107:
Other: 49: 13 9 8 20 19 37 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 : 25.9 27.6 36.7 37.7 20.8 18.9 28.5 26.8
Old : 26.0 27.7 36.6 38.1 21.5 19.0 29.1 27.9
Other: 37.8 38.6 57.4 58.8 31.0 37.2 43.2 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 6, 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 : 7,765: 2,932 328 861 2,017 5,710 5,810 6,899: 1,955 866
Old : 7,688: 2,919 332 844 2,017 5,663 5,780 6,839: 1,908 849
Other: 77: 17 0 13 0 47 30 60: 47 17
: : :
: : Changes in Commitments from: November 29, 2005 :
: 484: -386 64 508 57 -190 179 382: 305 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.2 11.1 26.0 73.5 74.8 88.8: 25.2 11.2
Old : 100.0: 38.0 4.3 11.0 26.2 73.7 75.2 89.0: 24.8 11.0
Other: 100.0: 22.1 0.0 16.9 0.0 61.0 39.0 77.9: 61.0 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 5 5 13 14 31 22:
Old : 44: 16 5 5 13 14 31 22:
Other: 7: 4 0 2 0 3 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 : 23.4 55.1 40.7 72.4 20.0 47.6 32.4 59.4
Old : 23.6 55.3 40.9 72.7 20.2 47.7 32.6 59.4
Other: 39.0 72.7 39.0 77.9 22.1 61.0 22.1 61.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 6, 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 : 336,264: 113,256 65,164 4,397 156,811 164,935 274,464 234,496: 61,800 101,768
Old : 336,264: 113,256 65,164 4,397 156,811 164,935 274,464 234,496: 61,800 101,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -8,266: 17,273 5,783 -1,416 -17,354 6,033 -1,497 10,400: -6,769 -18,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 19.4 1.3 46.6 49.0 81.6 69.7: 18.4 30.3
Old : 100.0: 33.7 19.4 1.3 46.6 49.0 81.6 69.7: 18.4 30.3
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 : 116: 30 20 7 44 49 76 74:
Old : 116: 30 20 7 44 49 76 74:
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 : 22.3 13.0 35.3 23.1 21.6 10.8 33.6 19.5
Old : 22.3 13.0 35.3 23.1 21.6 10.8 33.6 19.5
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, December 6, 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 : 1,707,068: 398,788 337,193 49,954 1,012,338 942,221 1,461,080 1,329,368: 245,988 377,700
Old : 1,707,068: 398,788 337,193 49,954 1,012,338 942,221 1,461,080 1,329,368: 245,988 377,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 16,412: 28,412 26,626 -5,029 -22,383 4,615 1,000 26,212: 15,412 -9,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 19.8 2.9 59.3 55.2 85.6 77.9: 14.4 22.1
Old : 100.0: 23.4 19.8 2.9 59.3 55.2 85.6 77.9: 14.4 22.1
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 : 244: 55 62 36 82 106 151 190:
Old : 244: 55 62 36 82 106 151 190:
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 : 39.0 25.2 48.2 32.9 37.3 23.8 44.5 29.8
Old : 39.0 25.2 48.2 32.9 37.3 23.8 44.5 29.8
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, December 6, 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 : 1,195,373: 264,818 261,861 11,642 760,648 627,860 1,037,108 901,363: 158,265 294,010
Old : 1,195,373: 264,818 261,861 11,642 760,648 627,860 1,037,108 901,363: 158,265 294,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -22,452: 21,316 -13,987 -53,365 4,988 29,102 -27,061 -38,250: 4,609 15,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.9 1.0 63.6 52.5 86.8 75.4: 13.2 24.6
Old : 100.0: 22.2 21.9 1.0 63.6 52.5 86.8 75.4: 13.2 24.6
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 : 169: 36 37 18 54 79 99 125:
Old : 169: 36 37 18 54 79 99 125:
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 : 36.6 23.0 47.4 30.8 33.7 22.6 44.4 29.5
Old : 36.6 23.0 47.4 30.8 33.7 22.6 44.4 29.5
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, December 6, 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 : 340,331: 102,666 74,520 72,529 123,400 167,492 298,595 314,541: 41,736 25,790
Old : 340,331: 102,666 74,520 72,529 123,400 167,492 298,595 314,541: 41,736 25,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -63,245: -21,470 -12,995 507 -42,256 -43,369 -63,219 -55,857: -26 -7,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 21.9 21.3 36.3 49.2 87.7 92.4: 12.3 7.6
Old : 100.0: 30.2 21.9 21.3 36.3 49.2 87.7 92.4: 12.3 7.6
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 : 112: 28 28 35 43 41 92 85:
Old : 112: 28 28 35 43 41 92 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 : 27.7 22.3 40.0 34.3 19.5 13.6 27.8 23.0
Old : 27.7 22.3 40.0 34.3 19.5 13.6 27.8 23.0
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, December 6, 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 : 41,472: 11,234 6,950 647 22,058 19,723 33,939 27,320: 7,533 14,152
Old : 41,472: 11,234 6,950 647 22,058 19,723 33,939 27,320: 7,533 14,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,491: 661 264 631 309 850 1,601 1,745: 890 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 16.8 1.6 53.2 47.6 81.8 65.9: 18.2 34.1
Old : 100.0: 27.1 16.8 1.6 53.2 47.6 81.8 65.9: 18.2 34.1
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 : 55: 13 13 7 21 14 40 29:
Old : 55: 13 13 7 21 14 40 29:
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 : 39.2 34.8 53.8 47.0 39.2 34.8 53.8 45.8
Old : 39.2 34.8 53.8 47.0 39.2 34.8 53.8 45.8
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, December 6, 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 : 95,186: 51,838 21,002 469 20,360 64,296 72,667 85,767: 22,519 9,419
Old : 95,186: 51,838 21,002 469 20,360 64,296 72,667 85,767: 22,519 9,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 7,410: 6,125 -2,161 -327 -2,345 10,601 3,453 8,113: 3,957 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 22.1 0.5 21.4 67.5 76.3 90.1: 23.7 9.9
Old : 100.0: 54.5 22.1 0.5 21.4 67.5 76.3 90.1: 23.7 9.9
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 : 89: 38 21 8 19 17 59 44:
Old : 89: 38 21 8 19 17 59 44:
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 : 32.4 51.9 45.8 68.5 32.4 51.7 45.8 68.3
Old : 32.4 51.9 45.8 68.5 32.4 51.7 45.8 68.3
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, December 6, 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 : 38,190: 8,794 4,252 555 28,664 32,847 38,013 37,654: 177 536
Old : 38,190: 8,794 4,252 555 28,664 32,847 38,013 37,654: 177 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,894: 131 414 79 2,976 2,672 3,186 3,165: -292 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.1 1.5 75.1 86.0 99.5 98.6: 0.5 1.4
Old : 100.0: 23.0 11.1 1.5 75.1 86.0 99.5 98.6: 0.5 1.4
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 : 56: 11 12 4 19 20 31 35:
Old : 56: 11 12 4 19 20 31 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 : 59.0 51.2 79.2 72.4 56.8 38.7 69.5 57.4
Old : 59.0 51.2 79.2 72.4 56.8 38.7 69.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005