WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 20, 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 : 301,415: 55,312 100,535 27,805 188,338 135,907 271,455 264,247: 29,960 37,168
Old : 234,950: 56,481 92,238 7,193 147,050 113,048 210,724 212,479: 24,226 22,471
Other: 66,465: 13,054 22,520 6,389 41,288 22,859 60,731 51,768: 5,734 14,697
: : :
: : Changes in Commitments from: December 13, 2005 :
: -1,388: -654 -12,562 3,191 -4,282 5,671 -1,745 -3,700: 357 2,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 33.4 9.2 62.5 45.1 90.1 87.7: 9.9 12.3
Old : 100.0: 24.0 39.3 3.1 62.6 48.1 89.7 90.4: 10.3 9.6
Other: 100.0: 19.6 33.9 9.6 62.1 34.4 91.4 77.9: 8.6 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 80 116 61 47 61 169 204:
Old : 264: 78 114 33 40 50 142 173:
Other: 146: 38 45 25 19 56 72 113:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 28.9 46.9 35.4 32.7 25.3 46.4 31.1
Old : 40.4 34.8 53.0 42.5 40.4 34.7 53.0 41.7
Other: 55.3 20.9 66.0 30.9 50.1 17.1 57.6 26.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 20, 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 : 773,337: 163,891 174,292 48,197 421,545 361,831 633,633 584,320: 139,704 189,017
Old : 665,941: 153,920 174,130 24,449 363,509 310,900 541,878 509,479: 124,063 156,462
Other: 107,396: 26,408 16,599 7,311 58,036 50,931 91,755 74,841: 15,641 32,555
: : :
: : Changes in Commitments from: December 13, 2005 :
: 3,191: 3,784 -13,971 -2,957 -20 19,368 807 2,440: 2,384 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.5 6.2 54.5 46.8 81.9 75.6: 18.1 24.4
Old : 100.0: 23.1 26.1 3.7 54.6 46.7 81.4 76.5: 18.6 23.5
Other: 100.0: 24.6 15.5 6.8 54.0 47.4 85.4 69.7: 14.6 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 141 106 77 163 190 339 351:
Old : 505: 142 110 52 156 176 323 316:
Other: 275: 46 49 14 48 153 100 211:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 17.2 29.6 23.2 19.8 17.0 29.4 22.5
Old : 22.6 17.4 31.7 23.9 22.6 17.0 31.5 23.0
Other: 39.0 23.4 49.2 30.5 38.6 22.9 48.3 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 20, 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 : 9,100: 4,806 436 0 1,250 7,094 6,056 7,530: 3,044 1,570
Old : 8,491: 4,806 417 0 936 6,728 5,742 7,145: 2,749 1,346
Other: 609: 0 19 0 314 366 314 385: 295 224
: : :
: : Changes in Commitments from: December 13, 2005 :
: -1,118: -672 -196 -65 -46 -628 -783 -889: -335 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 4.8 0.0 13.7 78.0 66.5 82.7: 33.5 17.3
Old : 100.0: 56.6 4.9 0.0 11.0 79.2 67.6 84.1: 32.4 15.9
Other: 100.0: 0.0 3.1 0.0 51.6 60.1 51.6 63.2: 48.4 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 5 0 10 16 27 21:
Old : 41: 17 5 0 8 16 25 21:
Other: 11: 0 1 0 5 7 5 8:
:----------------------------------------------------------------------------------------------------
: 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 40.5 42.7 61.9 27.1 38.3 42.7 57.5
Old : 29.1 41.2 45.8 62.8 29.1 41.0 45.8 61.2
Other: 51.2 54.7 51.6 63.2 43.3 49.9 43.3 55.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 20, 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 : 294,849: 54,193 47,946 33,456 151,604 130,977 239,253 212,379: 55,596 82,470
Old : 268,423: 51,940 54,294 23,575 140,832 120,644 216,347 198,513: 52,076 69,910
Other: 26,426: 11,380 2,779 754 10,772 10,333 22,906 13,866: 3,520 12,560
: : :
: : Changes in Commitments from: December 13, 2005 :
: 4,962: 4,395 -14,374 409 -2,338 11,747 2,466 -2,218: 2,496 7,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.3 11.3 51.4 44.4 81.1 72.0: 18.9 28.0
Old : 100.0: 19.4 20.2 8.8 52.5 44.9 80.6 74.0: 19.4 26.0
Other: 100.0: 43.1 10.5 2.9 40.8 39.1 86.7 52.5: 13.3 47.5
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 97 84 99 93 108 258 247:
Old : 328: 100 91 92 90 104 251 238:
Other: 131: 29 26 7 25 60 58 90:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 17.9 30.0 25.0 19.1 14.4 27.3 20.4
Old : 22.0 18.7 31.7 26.4 22.0 15.1 30.9 22.0
Other: 42.8 22.9 57.6 30.4 40.3 22.5 53.6 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 20, 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 : 180,918: 29,914 50,206 24,617 104,644 84,569 159,175 159,392: 21,743 21,526
Old : 165,902: 34,404 50,168 18,199 93,950 77,037 146,553 145,404: 19,349 20,498
Other: 15,016: 1,255 5,783 673 10,694 7,532 12,622 13,988: 2,394 1,028
: : :
: : Changes in Commitments from: December 13, 2005 :
: -21,135: -2,052 -656 -7,921 -14,077 -14,341 -24,050 -22,918: 2,915 1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.8 13.6 57.8 46.7 88.0 88.1: 12.0 11.9
Old : 100.0: 20.7 30.2 11.0 56.6 46.4 88.3 87.6: 11.7 12.4
Other: 100.0: 8.4 38.5 4.5 71.2 50.2 84.1 93.2: 15.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 40 49 36 51 41 110 121:
Old : 165: 51 48 31 50 41 109 116:
Other: 44: 7 17 4 12 13 22 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 : 24.7 25.5 36.4 34.6 23.6 23.2 33.5 30.2
Old : 22.9 24.3 35.4 34.0 22.4 22.6 32.2 30.2
Other: 74.1 44.2 79.3 62.0 70.6 42.6 74.6 60.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 20, 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 : 562,932: 58,847 96,786 5,416 380,035 306,992 444,298 409,194: 118,634 153,738
Old : 562,932: 58,847 96,786 5,416 380,035 306,992 444,298 409,194: 118,634 153,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 15,402: 9,942 -11,469 -1,070 -2,887 37,595 5,985 25,056: 9,417 -9,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.2 1.0 67.5 54.5 78.9 72.7: 21.1 27.3
Old : 100.0: 10.5 17.2 1.0 67.5 54.5 78.9 72.7: 21.1 27.3
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 : 132: 18 36 12 52 60 77 102:
Old : 132: 18 36 12 52 60 77 102:
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 : 30.1 16.2 41.0 26.8 23.4 14.5 33.7 22.3
Old : 30.1 16.2 41.0 26.8 23.4 14.5 33.7 22.3
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 20, 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 : 139,295: 28,473 15,527 19,275 61,984 83,248 109,732 118,050: 29,563 21,245
Old : 129,338: 28,129 15,826 15,716 56,920 77,177 100,765 108,719: 28,573 20,619
Other: 9,957: 1,721 1,078 2,182 5,064 6,071 8,967 9,331: 990 626
: : :
: : Changes in Commitments from: December 13, 2005 :
: -611: 4,359 -2,374 1,330 -7,294 840 -1,605 -204: 994 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 11.1 13.8 44.5 59.8 78.8 84.7: 21.2 15.3
Old : 100.0: 21.7 12.2 12.2 44.0 59.7 77.9 84.1: 22.1 15.9
Other: 100.0: 17.3 10.8 21.9 50.9 61.0 90.1 93.7: 9.9 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 42 30 33 47 46 111 94:
Old : 138: 43 31 32 46 44 109 92:
Other: 48: 13 7 8 21 19 38 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 : 16.2 29.6 24.4 40.2 13.6 24.6 19.8 33.6
Old : 15.7 30.0 23.7 41.1 14.1 25.6 20.3 35.4
Other: 30.0 51.8 48.2 70.1 27.2 51.8 42.2 60.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 20, 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 : 8,406: 3,415 246 361 2,315 6,790 6,091 7,397: 2,315 1,009
Old : 8,227: 3,369 251 327 2,288 6,711 5,984 7,289: 2,243 938
Other: 179: 61 10 19 27 79 107 108: 72 71
: : :
: : Changes in Commitments from: December 13, 2005 :
: -159: 309 -111 -474 74 490 -91 -95: -68 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 2.9 4.3 27.5 80.8 72.5 88.0: 27.5 12.0
Old : 100.0: 41.0 3.1 4.0 27.8 81.6 72.7 88.6: 27.3 11.4
Other: 100.0: 34.1 5.6 10.6 15.1 44.1 59.8 60.3: 40.2 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 3 5 15 15 35 22:
Old : 49: 18 3 5 15 15 35 22:
Other: 12: 4 1 2 2 5 7 7:
:----------------------------------------------------------------------------------------------------
: 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 62.0 36.9 74.8 19.6 55.1 32.5 67.9
Old : 22.7 62.6 37.5 75.5 20.0 55.6 32.8 68.5
Other: 49.7 50.3 59.8 60.3 44.7 41.3 49.2 49.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 20, 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 : 365,759: 117,904 63,115 5,563 179,684 195,484 303,151 264,162: 62,608 101,597
Old : 365,759: 117,904 63,115 5,563 179,684 195,484 303,151 264,162: 62,608 101,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 8,961: 7,253 -8,273 -606 3,285 19,756 9,932 10,877: -971 -1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 17.3 1.5 49.1 53.4 82.9 72.2: 17.1 27.8
Old : 100.0: 32.2 17.3 1.5 49.1 53.4 82.9 72.2: 17.1 27.8
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 : 120: 24 24 7 42 54 68 83:
Old : 120: 24 24 7 42 54 68 83:
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 : 29.9 13.4 43.4 23.0 29.5 12.2 42.4 21.3
Old : 29.9 13.4 43.4 23.0 29.5 12.2 42.4 21.3
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 20, 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 : 1,600,491: 399,380 290,688 31,924 974,624 896,326 1,405,928 1,218,938: 194,563 381,553
Old : 1,600,491: 399,380 290,688 31,924 974,624 896,326 1,405,928 1,218,938: 194,563 381,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -113,092: -52,481 -50,043 -10,427 -28,359 -50,327 -91,267 -110,797: -21,825 -2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.2 2.0 60.9 56.0 87.8 76.2: 12.2 23.8
Old : 100.0: 25.0 18.2 2.0 60.9 56.0 87.8 76.2: 12.2 23.8
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 : 238: 52 67 34 73 95 148 173:
Old : 238: 52 67 34 73 95 148 173:
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 : 42.1 24.9 52.6 31.9 39.8 23.6 47.4 29.1
Old : 42.1 24.9 52.6 31.9 39.8 23.6 47.4 29.1
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 20, 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 : 1,101,948: 226,888 236,957 5,417 724,335 597,707 956,640 840,081: 145,308 261,867
Old : 1,101,948: 226,888 236,957 5,417 724,335 597,707 956,640 840,081: 145,308 261,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -37,619: 2,121 -13,368 -1,040 -19,535 -11,408 -18,454 -25,816: -19,165 -11,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.5 0.5 65.7 54.2 86.8 76.2: 13.2 23.8
Old : 100.0: 20.6 21.5 0.5 65.7 54.2 86.8 76.2: 13.2 23.8
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 : 171: 32 42 11 60 73 98 120:
Old : 171: 32 42 11 60 73 98 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 25.6 45.4 33.9 30.2 25.2 41.8 31.5
Old : 33.6 25.6 45.4 33.9 30.2 25.2 41.8 31.5
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 20, 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 : 429,431: 162,970 79,026 81,342 145,380 245,316 389,692 405,684: 39,739 23,747
Old : 429,431: 162,970 79,026 81,342 145,380 245,316 389,692 405,684: 39,739 23,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 35,267: 24,222 -3,743 -1,110 10,278 37,610 33,390 32,757: 1,877 2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 18.4 18.9 33.9 57.1 90.7 94.5: 9.3 5.5
Old : 100.0: 38.0 18.4 18.9 33.9 57.1 90.7 94.5: 9.3 5.5
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 : 117: 26 29 34 43 48 90 93:
Old : 117: 26 29 34 43 48 90 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 22.6 50.0 33.8 26.8 17.8 35.9 26.6
Old : 36.0 22.6 50.0 33.8 26.8 17.8 35.9 26.6
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 20, 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 : 37,594: 11,274 6,096 4 14,793 26,759 26,071 32,859: 11,523 4,735
Old : 37,594: 11,274 6,096 4 14,793 26,759 26,071 32,859: 11,523 4,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -26,675: -1,347 -2,280 -6,138 -21,458 -2,563 -28,943 -10,981: 2,268 -15,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.2 0.0 39.3 71.2 69.3 87.4: 30.7 12.6
Old : 100.0: 30.0 16.2 0.0 39.3 71.2 69.3 87.4: 30.7 12.6
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 : 54: 15 9 2 18 14 34 25:
Old : 54: 15 9 2 18 14 34 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 : 26.2 42.3 41.4 64.1 26.2 42.3 41.4 64.1
Old : 26.2 42.3 41.4 64.1 26.2 42.3 41.4 64.1
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, December 20, 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 : 54,517: 35,451 12,127 186 9,733 21,739 45,370 34,052: 9,147 20,465
Old : 54,517: 35,451 12,127 186 9,733 21,739 45,370 34,052: 9,147 20,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -61,571: -14,255 -5,871 -11,983 -4,596 -50,373 -30,834 -68,227: -30,737 6,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 22.2 0.3 17.9 39.9 83.2 62.5: 16.8 37.5
Old : 100.0: 65.0 22.2 0.3 17.9 39.9 83.2 62.5: 16.8 37.5
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 : 59: 24 13 1 12 14 36 28:
Old : 59: 24 13 1 12 14 36 28:
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 : 52.4 33.1 65.0 47.9 52.4 32.5 65.0 47.3
Old : 52.4 33.1 65.0 47.9 52.4 32.5 65.0 47.3
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 20, 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 : 33,619: 8,827 4,455 475 24,096 28,240 33,398 33,170: 221 449
Old : 33,619: 8,827 4,455 475 24,096 28,240 33,398 33,170: 221 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -2,048: 56 201 -80 -2,041 -1,913 -2,065 -1,792: 17 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 13.3 1.4 71.7 84.0 99.3 98.7: 0.7 1.3
Old : 100.0: 26.3 13.3 1.4 71.7 84.0 99.3 98.7: 0.7 1.3
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 : 51: 9 12 3 14 20 24 34:
Old : 51: 9 12 3 14 20 24 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 : 66.4 53.3 82.8 76.8 64.4 49.7 77.2 68.2
Old : 66.4 53.3 82.8 76.8 64.4 49.7 77.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005