WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 27, 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 : 296,879: 57,266 89,200 29,877 184,214 141,300 271,357 260,377: 25,522 36,502
Old : 229,637: 58,658 84,144 7,257 144,133 116,707 210,048 208,108: 19,589 21,529
Other: 67,242: 14,347 20,795 6,881 40,081 24,593 61,309 52,269: 5,933 14,973
: : :
: : Changes in Commitments from: December 20, 2005 :
: -4,536: 1,954 -11,335 2,072 -4,124 5,393 -98 -3,870: -4,438 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.0 10.1 62.1 47.6 91.4 87.7: 8.6 12.3
Old : 100.0: 25.5 36.6 3.2 62.8 50.8 91.5 90.6: 8.5 9.4
Other: 100.0: 21.3 30.9 10.2 59.6 36.6 91.2 77.7: 8.8 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 76 112 71 46 62 175 202:
Old : 258: 81 106 38 40 50 146 169:
Other: 149: 42 46 27 19 56 77 113:
:----------------------------------------------------------------------------------------------------
: 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 : 33.1 29.7 47.4 36.4 33.1 25.9 47.2 31.7
Old : 41.6 35.8 54.2 44.0 41.6 35.7 54.1 43.2
Other: 53.0 20.4 65.0 30.5 48.2 16.3 56.5 24.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 27, 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 : 776,647: 173,175 146,061 51,860 421,892 387,177 646,927 585,098: 129,720 191,549
Old : 663,339: 161,326 147,243 26,194 361,988 331,669 549,508 505,106: 113,831 158,233
Other: 113,308: 29,536 16,505 7,979 59,904 55,508 97,419 79,992: 15,889 33,316
: : :
: : Changes in Commitments from: December 20, 2005 :
: 3,310: 9,284 -28,231 3,663 347 25,346 13,294 778: -9,984 2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 18.8 6.7 54.3 49.9 83.3 75.3: 16.7 24.7
Old : 100.0: 24.3 22.2 3.9 54.6 50.0 82.8 76.1: 17.2 23.9
Other: 100.0: 26.1 14.6 7.0 52.9 49.0 86.0 70.6: 14.0 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 141 102 84 158 198 345 356:
Old : 508: 144 107 59 152 185 328 322:
Other: 288: 46 54 17 49 161 105 224:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 17.7 29.7 24.0 19.8 17.5 29.6 23.4
Old : 22.8 17.9 31.8 24.7 22.8 17.6 31.6 23.9
Other: 37.2 22.2 47.4 29.0 36.6 21.9 46.5 27.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 27, 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 : 9,344: 4,703 450 0 1,481 7,260 6,184 7,710: 3,160 1,634
Old : 8,491: 4,703 431 0 986 6,671 5,689 7,102: 2,802 1,389
Other: 853: 0 19 0 495 589 495 608: 358 245
: : :
: : Changes in Commitments from: December 20, 2005 :
: 244: -103 14 0 231 166 128 180: 116 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 4.8 0.0 15.8 77.7 66.2 82.5: 33.8 17.5
Old : 100.0: 55.4 5.1 0.0 11.6 78.6 67.0 83.6: 33.0 16.4
Other: 100.0: 0.0 2.2 0.0 58.0 69.1 58.0 71.3: 42.0 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 5 0 11 16 26 21:
Old : 39: 15 5 0 9 16 24 21:
Other: 11: 0 1 0 5 8 5 9:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 41.8 43.2 62.4 26.9 38.9 42.3 56.8
Old : 29.6 41.6 46.6 62.6 29.6 41.1 46.6 60.8
Other: 57.8 64.4 58.0 71.0 51.9 61.5 51.9 65.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 27, 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 : 292,006: 55,477 43,978 33,938 149,942 132,142 239,357 210,058: 52,649 81,948
Old : 262,531: 52,861 49,662 24,019 137,048 120,946 213,928 194,627: 48,603 67,904
Other: 29,475: 11,671 3,371 864 12,894 11,196 25,429 15,431: 4,046 14,044
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,843: 1,284 -3,968 482 -1,662 1,165 104 -2,321: -2,947 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 15.1 11.6 51.3 45.3 82.0 71.9: 18.0 28.1
Old : 100.0: 20.1 18.9 9.1 52.2 46.1 81.5 74.1: 18.5 25.9
Other: 100.0: 39.6 11.4 2.9 43.7 38.0 86.3 52.4: 13.7 47.6
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 91 85 87 87 108 243 240:
Old : 322: 94 92 78 84 105 234 232:
Other: 134: 33 25 7 26 61 61 91:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 17.2 30.4 24.4 19.6 13.0 27.8 18.9
Old : 22.8 18.1 33.4 25.5 22.8 13.7 31.9 20.1
Other: 41.5 22.2 55.9 30.3 39.8 22.2 52.2 29.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 27, 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 : 178,118: 28,075 54,011 22,459 104,031 79,064 154,565 155,534: 23,553 22,584
Old : 162,958: 32,691 54,011 15,821 93,089 71,497 141,601 141,329: 21,357 21,629
Other: 15,160: 1,255 5,871 767 10,942 7,567 12,964 14,205: 2,196 955
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,800: -1,839 3,805 -2,158 -613 -5,505 -4,610 -3,858: 1,810 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 30.3 12.6 58.4 44.4 86.8 87.3: 13.2 12.7
Old : 100.0: 20.1 33.1 9.7 57.1 43.9 86.9 86.7: 13.1 13.3
Other: 100.0: 8.3 38.7 5.1 72.2 49.9 85.5 93.7: 14.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 40 49 30 52 42 108 119:
Old : 167: 52 49 25 51 41 107 113:
Other: 45: 7 17 5 12 14 23 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 : 25.6 23.2 36.2 31.6 23.8 21.6 33.9 29.2
Old : 23.8 21.8 35.3 30.8 23.0 20.9 32.7 29.2
Other: 75.0 43.3 80.2 61.0 71.6 42.0 75.6 59.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 27, 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 : 603,790: 77,600 93,997 4,740 390,643 346,221 472,983 444,958: 130,807 158,832
Old : 603,790: 77,600 93,997 4,740 390,643 346,221 472,983 444,958: 130,807 158,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 40,858: 18,753 -2,789 -676 10,608 39,229 28,685 35,764: 12,173 5,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 15.6 0.8 64.7 57.3 78.3 73.7: 21.7 26.3
Old : 100.0: 12.9 15.6 0.8 64.7 57.3 78.3 73.7: 21.7 26.3
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 : 138: 16 37 10 54 66 76 107:
Old : 138: 16 37 10 54 66 76 107:
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 15.4 38.9 25.8 21.6 13.5 32.4 21.3
Old : 27.7 15.4 38.9 25.8 21.6 13.5 32.4 21.3
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 27, 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 : 141,842: 31,747 14,210 17,235 65,042 92,223 114,024 123,668: 27,818 18,174
Old : 131,552: 31,282 14,288 13,795 59,350 85,678 104,427 113,761: 27,125 17,791
Other: 10,290: 1,714 1,171 2,191 5,692 6,545 9,597 9,907: 693 383
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,547: 3,274 -1,317 -2,040 3,058 8,975 4,292 5,618: -1,745 -3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 10.0 12.2 45.9 65.0 80.4 87.2: 19.6 12.8
Old : 100.0: 23.8 10.9 10.5 45.1 65.1 79.4 86.5: 20.6 13.5
Other: 100.0: 16.7 11.4 21.3 55.3 63.6 93.3 96.3: 6.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 47 28 34 45 51 113 101:
Old : 146: 48 30 33 44 49 111 99:
Other: 51: 14 7 10 21 20 40 33:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 27.7 24.4 40.6 12.9 22.3 19.4 30.3
Old : 15.7 28.0 23.8 41.8 13.5 23.6 20.5 32.3
Other: 35.6 52.3 52.7 70.0 32.1 51.9 45.4 62.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 27, 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 : 8,467: 3,323 263 409 2,468 6,913 6,200 7,585: 2,267 882
Old : 8,287: 3,263 268 389 2,440 6,803 6,092 7,460: 2,195 827
Other: 180: 65 0 15 28 110 108 125: 72 55
: : :
: : Changes in Commitments from: December 20, 2005 :
: 61: -92 17 48 153 123 109 188: -48 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.1 4.8 29.1 81.6 73.2 89.6: 26.8 10.4
Old : 100.0: 39.4 3.2 4.7 29.4 82.1 73.5 90.0: 26.5 10.0
Other: 100.0: 36.1 0.0 8.3 15.6 61.1 60.0 69.4: 40.0 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 4 5 17 15 38 22:
Old : 51: 19 4 5 17 15 38 22:
Other: 13: 5 0 2 2 6 7 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 : 22.2 62.9 36.2 75.5 19.5 56.1 31.8 66.7
Old : 22.7 63.4 36.5 76.0 19.9 56.4 32.0 67.1
Other: 50.0 52.2 60.0 69.4 45.0 51.1 51.7 61.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 27, 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 : 392,658: 114,104 92,631 4,928 209,686 193,449 328,718 291,008: 63,940 101,650
Old : 392,658: 114,104 92,631 4,928 209,686 193,449 328,718 291,008: 63,940 101,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 26,899: -3,800 29,516 -635 30,002 -2,035 25,567 26,846: 1,332 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 23.6 1.3 53.4 49.3 83.7 74.1: 16.3 25.9
Old : 100.0: 29.1 23.6 1.3 53.4 49.3 83.7 74.1: 16.3 25.9
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 : 121: 25 22 6 44 54 70 81:
Old : 121: 25 22 6 44 54 70 81:
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 : 31.0 18.5 46.0 28.1 30.8 17.4 45.1 26.6
Old : 31.0 18.5 46.0 28.1 30.8 17.4 45.1 26.6
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 27, 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 : 1,587,737: 400,277 290,635 25,098 945,544 906,432 1,370,919 1,222,165: 216,818 365,572
Old : 1,587,737: 400,277 290,635 25,098 945,544 906,432 1,370,919 1,222,165: 216,818 365,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -12,754: 897 -53 -6,826 -29,080 10,106 -35,009 3,227: 22,255 -15,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 18.3 1.6 59.6 57.1 86.3 77.0: 13.7 23.0
Old : 100.0: 25.2 18.3 1.6 59.6 57.1 86.3 77.0: 13.7 23.0
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 : 236: 55 61 34 67 99 145 171:
Old : 236: 55 61 34 67 99 145 171:
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 : 39.4 25.2 51.7 32.6 37.1 23.6 45.7 29.9
Old : 39.4 25.2 51.7 32.6 37.1 23.6 45.7 29.9
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 27, 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 : 1,083,245: 216,007 213,276 5,323 703,674 622,437 925,004 841,036: 158,241 242,209
Old : 1,083,245: 216,007 213,276 5,323 703,674 622,437 925,004 841,036: 158,241 242,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -18,703: -10,881 -23,681 -94 -20,661 24,730 -31,636 955: 12,933 -19,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.7 0.5 65.0 57.5 85.4 77.6: 14.6 22.4
Old : 100.0: 19.9 19.7 0.5 65.0 57.5 85.4 77.6: 14.6 22.4
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 : 164: 30 36 10 58 76 94 116:
Old : 164: 30 36 10 58 76 94 116:
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 : 35.1 25.0 46.8 33.5 31.1 24.6 42.6 30.9
Old : 35.1 25.0 46.8 33.5 31.1 24.6 42.6 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 27, 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 : 451,088: 172,385 80,736 82,699 159,547 262,983 414,631 426,418: 36,457 24,670
Old : 451,088: 172,385 80,736 82,699 159,547 262,983 414,631 426,418: 36,457 24,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 21,657: 9,415 1,710 1,357 14,167 17,667 24,939 20,734: -3,282 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 17.9 18.3 35.4 58.3 91.9 94.5: 8.1 5.5
Old : 100.0: 38.2 17.9 18.3 35.4 58.3 91.9 94.5: 8.1 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 : 119: 27 30 35 45 46 93 93:
Old : 119: 27 30 35 45 46 93 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 : 36.1 22.4 50.0 34.1 27.3 17.9 36.4 26.2
Old : 36.1 22.4 50.0 34.1 27.3 17.9 36.4 26.2
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 27, 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 : 37,962: 11,076 6,295 4 14,908 26,747 25,988 33,046: 11,974 4,916
Old : 37,962: 11,076 6,295 4 14,908 26,747 25,988 33,046: 11,974 4,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 368: -198 199 0 115 -12 -83 187: 451 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 16.6 0.0 39.3 70.5 68.5 87.1: 31.5 12.9
Old : 100.0: 29.2 16.6 0.0 39.3 70.5 68.5 87.1: 31.5 12.9
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 : 53: 15 8 2 18 14 34 24:
Old : 53: 15 8 2 18 14 34 24:
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 : 25.9 41.9 41.3 64.6 25.9 41.9 41.2 64.6
Old : 25.9 41.9 41.3 64.6 25.9 41.9 41.2 64.6
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 27, 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 : 59,990: 38,390 18,351 108 12,442 20,619 50,940 39,078: 9,050 20,912
Old : 59,990: 38,390 18,351 108 12,442 20,619 50,940 39,078: 9,050 20,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 5,473: 2,939 6,224 -78 2,709 -1,120 5,570 5,026: -97 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 30.6 0.2 20.7 34.4 84.9 65.1: 15.1 34.9
Old : 100.0: 64.0 30.6 0.2 20.7 34.4 84.9 65.1: 15.1 34.9
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 : 66: 26 16 1 13 17 39 34:
Old : 66: 26 16 1 13 17 39 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 : 50.6 31.3 63.9 49.9 50.6 30.6 63.9 49.2
Old : 50.6 31.3 63.9 49.9 50.6 30.6 63.9 49.2
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 27, 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 : 34,054: 8,893 4,362 475 24,461 28,704 33,829 33,541: 225 513
Old : 34,054: 8,893 4,362 475 24,461 28,704 33,829 33,541: 225 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 435: 66 -93 0 365 464 431 371: 4 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.8 1.4 71.8 84.3 99.3 98.5: 0.7 1.5
Old : 100.0: 26.1 12.8 1.4 71.8 84.3 99.3 98.5: 0.7 1.5
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 : 50: 9 12 3 15 19 25 33:
Old : 50: 9 12 3 15 19 25 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 : 65.5 55.3 82.3 78.7 63.6 51.9 77.1 70.1
Old : 65.5 55.3 82.3 78.7 63.6 51.9 77.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005