WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,803 COMMITMENTS 55,966 113,097 24,614 192,620 130,236 273,200 267,947 29,603 34,856 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 6,691) 2,999 2,119 1,681 -103 2,561 4,577 6,361 2,114 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 37.4 8.1 63.6 43.0 90.2 88.5 9.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 83 132 62 48 58 171 217 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 770,146 COMMITMENTS 160,107 188,263 51,154 421,565 342,463 632,826 581,880 137,320 188,266 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,546) 3,532 -223 -4,048 1,995 -718 1,479 -4,989 1,067 7,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 24.4 6.6 54.7 44.5 82.2 75.6 17.8 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515) 139 120 80 156 178 335 351 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,218 COMMITMENTS 5,478 632 65 1,296 7,722 6,839 8,419 3,379 1,799 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,206) 674 266 65 170 646 909 977 297 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 6.2 0.6 12.7 75.6 66.9 82.4 33.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 22 7 1 11 16 33 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,887 COMMITMENTS 49,798 62,320 33,047 153,942 119,230 236,787 214,597 53,100 75,290 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -687) 4,485 -10,558 2,307 -8,130 6,732 -1,338 -1,519 651 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 21.5 11.4 53.1 41.1 81.7 74.0 18.3 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 84 96 81 89 98 232 231 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 202,053 COMMITMENTS 31,966 50,862 32,538 118,721 98,910 183,225 182,310 18,828 19,743 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 14,392) 1,010 2,212 6,560 7,878 7,534 15,448 16,306 -1,056 -1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 25.2 16.1 58.8 49.0 90.7 90.2 9.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 37 57 44 52 43 122 134 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 547,530 COMMITMENTS 48,905 108,255 6,486 382,922 269,397 438,313 384,138 109,217 163,392 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -32,349) -5,729 -72 -2,332 -1,661 -19,777 -9,722 -22,181 -22,627 -10,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 19.8 1.2 69.9 49.2 80.1 70.2 19.9 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 13 43 13 56 62 77 110 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 139,906 COMMITMENTS 24,114 17,901 17,945 69,278 82,408 111,337 118,254 28,569 21,652 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -4,332) 5,263 -10,446 2,852 -17,413 4,042 -9,298 -3,552 4,966 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 12.8 12.8 49.5 58.9 79.6 84.5 20.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 37 35 35 48 46 111 99 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,565 COMMITMENTS 3,106 357 835 2,241 6,300 6,182 7,492 2,383 1,073 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 800) 174 29 -26 224 590 372 593 428 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 4.2 9.7 26.2 73.6 72.2 87.5 27.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 18 5 5 15 14 34 23 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,798 COMMITMENTS 110,651 71,388 6,169 176,399 175,728 293,219 253,285 63,579 103,513 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 20,534) -2,605 6,224 1,772 19,588 10,793 18,755 18,789 1,779 1,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 20.0 1.7 49.4 49.3 82.2 71.0 17.8 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 25 22 10 44 53 72 82 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,713,583 COMMITMENTS 451,861 340,731 42,351 1002983 946,653 1497195 1329735 216,388 383,848 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 6,515) 53,073 3,538 -7,603 -9,355 4,432 36,115 367 -29,600 6,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 19.9 2.5 58.5 55.2 87.4 77.6 12.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 54 65 33 76 99 146 181 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,567 COMMITMENTS 224,767 250,325 6,457 743,870 609,115 975,094 865,897 164,473 273,670 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -55,806) -40,051 -11,536 -5,185 -16,778 -18,745 -62,014 -35,466 6,208 -20,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 22.0 0.6 65.3 53.5 85.6 76.0 14.4 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 35 40 13 55 78 97 124 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 394,164 COMMITMENTS 138,748 82,769 82,452 135,102 207,706 356,302 372,927 37,862 21,237 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 53,833) 36,082 8,249 9,923 11,702 40,214 57,707 58,386 -3,874 -4,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 21.0 20.9 34.3 52.7 90.4 94.6 9.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 31 28 37 41 47 93 93 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,269 COMMITMENTS 12,621 8,376 6,142 36,251 29,322 55,014 43,840 9,255 20,429 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 22,797) 1,387 1,426 5,495 14,193 9,599 21,075 16,520 1,722 6,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 13.0 9.6 56.4 45.6 85.6 68.2 14.4 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 20 17 27 20 59 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,088 COMMITMENTS 49,706 17,998 12,169 14,329 72,112 76,204 102,279 39,884 13,809 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 20,902) -2,132 -3,004 11,700 -6,031 7,816 3,537 16,512 17,365 4,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 15.5 10.5 12.3 62.1 65.6 88.1 34.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 35 18 22 25 22 70 52 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,667 COMMITMENTS 8,771 4,254 555 26,137 30,153 35,463 34,962 204 705 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -2,523) -23 2 0 -2,527 -2,694 -2,550 -2,692 27 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 11.9 1.6 73.3 84.5 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 11 4 18 21 30 35
Updated December 16, 2005