WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 312,296: 48,934 88,443 46,995 189,013 138,899 284,942 274,337: 27,354 37,959
Old : 292,830: 47,717 85,095 41,435 178,232 133,568 267,385 260,099: 25,445 32,731
Other: 19,466: 6,075 8,207 701 10,781 5,330 17,557 14,238: 1,909 5,228
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,432: 5,805 118 6,375 4,479 9,279 16,658 15,772: 1,773 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.3 15.0 60.5 44.5 91.2 87.8: 8.8 12.2
Old : 100.0: 16.3 29.1 14.1 60.9 45.6 91.3 88.8: 8.7 11.2
Other: 100.0: 31.2 42.2 3.6 55.4 27.4 90.2 73.1: 9.8 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 88 107 87 49 61 185 217:
Old : 277: 82 119 82 47 57 178 213:
Other: 97: 30 22 13 12 42 47 72:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 29.5 44.8 38.1 29.7 24.0 41.7 29.7
Old : 31.6 31.3 45.4 38.8 31.6 27.6 44.4 33.8
Other: 52.6 37.6 66.1 45.1 52.6 37.2 65.5 44.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 890,355: 118,399 145,600 144,435 481,691 387,535 744,525 677,570: 145,830 212,785
Old : 847,565: 106,731 151,349 130,549 472,892 365,643 710,171 647,540: 137,394 200,025
Other: 42,790: 20,259 2,841 5,296 8,799 21,892 34,354 30,029: 8,436 12,761
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,513: -15,389 12,999 3,747 19,293 -11,790 7,651 4,956: 862 3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.4 16.2 54.1 43.5 83.6 76.1: 16.4 23.9
Old : 100.0: 12.6 17.9 15.4 55.8 43.1 83.8 76.4: 16.2 23.6
Other: 100.0: 47.3 6.6 12.4 20.6 51.2 80.3 70.2: 19.7 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 151 132 149 218 231 437 453:
Old : 573: 146 142 142 216 230 431 448:
Other: 242: 48 38 21 38 130 99 177:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 16.0 29.4 21.2 19.7 14.2 27.9 18.4
Old : 21.1 15.6 30.8 21.0 20.6 13.7 29.2 18.0
Other: 19.8 30.2 31.8 36.5 18.1 28.3 29.2 33.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 6,833: 2,193 495 535 1,755 4,048 4,484 5,078: 2,349 1,755
Old : 6,831: 2,193 495 535 1,754 4,047 4,483 5,077: 2,348 1,754
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 6, 2005 :
: -148: -116 -30 -42 -134 7 -292 -65: 145 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 7.2 7.8 25.7 59.2 65.6 74.3: 34.4 25.7
Old : 100.0: 32.1 7.2 7.8 25.7 59.2 65.6 74.3: 34.4 25.7
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 5 5 10 15 22 24:
Old : 35: 11 5 5 10 15 22 24:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 33.8 46.8 49.6 31.1 32.7 43.4 46.2
Old : 31.1 33.8 46.8 49.6 31.1 32.7 43.4 46.3
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 336,421: 51,280 39,606 67,292 155,875 139,875 274,447 246,773: 61,975 89,648
Old : 328,417: 50,992 40,595 63,444 153,480 137,393 267,916 241,433: 60,502 86,985
Other: 8,004: 4,066 2,789 71 2,395 2,482 6,531 5,341: 1,473 2,663
: : :
: : Changes in Commitments from: September 6, 2005 :
: 5,999: -1,084 6,179 3,879 7,500 -6,696 10,295 3,362: -4,296 2,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.8 20.0 46.3 41.6 81.6 73.4: 18.4 26.6
Old : 100.0: 15.5 12.4 19.3 46.7 41.8 81.6 73.5: 18.4 26.5
Other: 100.0: 50.8 34.8 0.9 29.9 31.0 81.6 66.7: 18.4 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 94 115 136 105 124 280 305:
Old : 360: 93 119 132 104 124 278 301:
Other: 96: 14 26 4 15 48 32 75:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.8 28.1 24.8 17.1 9.8 24.1 14.5
Old : 18.9 17.9 28.7 25.1 17.5 10.0 24.7 14.7
Other: 55.1 30.5 68.3 46.2 55.1 28.5 65.5 41.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 153,412: 20,361 27,732 23,263 87,769 82,685 131,393 133,680: 22,019 19,732
Old : 149,720: 20,876 27,772 21,617 86,291 81,740 128,784 131,129: 20,936 18,591
Other: 3,692: 1,049 1,524 82 1,478 945 2,609 2,551: 1,083 1,141
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,158: 206 3,412 -85 2,036 -2,384 2,156 943: 2 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.1 15.2 57.2 53.9 85.6 87.1: 14.4 12.9
Old : 100.0: 13.9 18.5 14.4 57.6 54.6 86.0 87.6: 14.0 12.4
Other: 100.0: 28.4 41.3 2.2 40.0 25.6 70.7 69.1: 29.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 30 46 34 51 42 101 110:
Old : 145: 35 47 33 51 42 101 109:
Other: 23: 4 8 3 9 4 15 13:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 26.6 33.6 37.2 21.6 20.7 30.7 28.1
Old : 22.4 27.3 33.9 38.1 22.2 21.6 31.4 29.3
Other: 54.6 45.6 66.6 64.0 47.4 34.8 53.0 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 757,678: 91,919 58,641 100,867 423,401 414,987 616,187 574,496: 141,490 183,182
Old : 757,678: 91,919 58,641 100,867 423,401 414,987 616,187 574,496: 141,490 183,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -70,659: -3,668 -1,911 -13,652 -50,386 -48,797 -67,706 -64,359: -2,953 -6,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.7 13.3 55.9 54.8 81.3 75.8: 18.7 24.2
Old : 100.0: 12.1 7.7 13.3 55.9 54.8 81.3 75.8: 18.7 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 33 32 48 70 80 130 135:
Old : 164: 33 32 48 70 80 130 135:
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 : 21.1 14.0 28.8 23.1 17.3 10.7 23.1 18.2
Old : 21.1 14.0 28.8 23.1 17.3 10.7 23.1 18.2
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 133,214: 14,978 12,180 23,157 68,323 76,718 106,458 112,055: 26,756 21,158
Old : 131,289: 15,206 12,034 22,673 66,955 75,742 104,834 110,449: 26,455 20,839
Other: 1,925: 117 491 139 1,368 976 1,624 1,606: 301 319
: : :
: : Changes in Commitments from: September 6, 2005 :
: 5,406: -1,582 3,044 1,261 5,086 -82 4,764 4,222: 642 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.1 17.4 51.3 57.6 79.9 84.1: 20.1 15.9
Old : 100.0: 11.6 9.2 17.3 51.0 57.7 79.9 84.1: 20.1 15.9
Other: 100.0: 6.1 25.5 7.2 71.1 50.7 84.4 83.4: 15.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 36 41 46 45 102 106:
Old : 130: 35 34 41 46 45 102 106:
Other: 21: 2 5 3 13 3 16 10:
:----------------------------------------------------------------------------------------------------
: 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 30.9 29.5 42.4 14.5 26.7 21.8 33.2
Old : 19.7 31.3 29.2 42.9 14.6 27.1 21.6 33.7
Other: 55.1 64.4 74.4 81.6 55.1 60.7 69.1 72.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 7,272: 2,780 1,570 1,210 2,164 2,756 6,154 5,536: 1,118 1,736
Old : 7,272: 2,780 1,570 1,210 2,164 2,756 6,154 5,536: 1,118 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 165: -7 237 95 182 -260 270 73: -105 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 21.6 16.6 29.8 37.9 84.6 76.1: 15.4 23.9
Old : 100.0: 38.2 21.6 16.6 29.8 37.9 84.6 76.1: 15.4 23.9
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 : 50: 15 12 11 15 17 36 34:
Old : 50: 15 12 11 15 17 36 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 : 37.0 31.9 52.1 47.6 36.8 27.1 50.0 39.1
Old : 37.0 31.9 52.1 47.6 36.8 27.1 50.0 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 388,152: 114,492 85,630 2,819 207,048 185,727 324,360 274,176: 63,792 113,975
Old : 388,152: 114,492 85,630 2,819 207,048 185,727 324,360 274,176: 63,792 113,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 43: 3,482 3,601 -4,112 -4,375 -5,271 -5,004 -5,782: 5,047 5,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 22.1 0.7 53.3 47.8 83.6 70.6: 16.4 29.4
Old : 100.0: 29.5 22.1 0.7 53.3 47.8 83.6 70.6: 16.4 29.4
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 : 112: 18 29 7 44 46 65 79:
Old : 112: 18 29 7 44 46 65 79:
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 : 29.0 13.9 44.1 22.1 27.3 12.7 41.1 20.7
Old : 29.0 13.9 44.1 22.1 27.3 12.7 41.1 20.7
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 2,412,355: 330,666 375,559 416,968 1,407,735 1,226,878 2,155,368 2,019,405: 256,987 392,951
Old : 2,412,355: 330,666 375,559 416,968 1,407,735 1,226,878 2,155,368 2,019,405: 256,987 392,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 60,485: -14,887 -4,967 74,721 16,554 51,066 76,388 120,820: -15,904 -60,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.6 17.3 58.4 50.9 89.3 83.7: 10.7 16.3
Old : 100.0: 13.7 15.6 17.3 58.4 50.9 89.3 83.7: 10.7 16.3
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 : 275: 56 73 80 106 130 205 242:
Old : 275: 56 73 80 106 130 205 242:
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 : 33.9 19.5 43.9 28.3 29.8 17.8 36.6 23.1
Old : 33.9 19.5 43.9 28.3 29.8 17.8 36.6 23.1
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,428,798: 146,529 298,014 151,012 924,519 735,311 1,222,059 1,184,337: 206,739 244,461
Old : 1,428,798: 146,529 298,014 151,012 924,519 735,311 1,222,059 1,184,337: 206,739 244,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -91,649: -1,715 -32,534 6,635 -102,127 -43,483 -97,207 -69,382: 5,557 -22,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.9 10.6 64.7 51.5 85.5 82.9: 14.5 17.1
Old : 100.0: 10.3 20.9 10.6 64.7 51.5 85.5 82.9: 14.5 17.1
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 : 183: 39 45 45 76 85 134 156:
Old : 183: 39 45 45 76 85 134 156:
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 : 30.6 20.3 41.0 29.6 27.2 18.8 36.0 26.8
Old : 30.6 20.3 41.0 29.6 27.2 18.8 36.0 26.8
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 765,591: 177,384 60,265 294,471 236,489 363,705 708,344 718,441: 57,247 47,150
Old : 765,591: 177,384 60,265 294,471 236,489 363,705 708,344 718,441: 57,247 47,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 29,016: 18,201 13,887 -27,880 33,835 41,924 24,156 27,930: 4,861 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.9 38.5 30.9 47.5 92.5 93.8: 7.5 6.2
Old : 100.0: 23.2 7.9 38.5 30.9 47.5 92.5 93.8: 7.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 43 31 47 61 59 129 112:
Old : 146: 43 31 47 61 59 129 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.1 50.9 47.1 15.5 13.8 20.0 18.8
Old : 37.3 36.1 50.9 47.1 15.5 13.8 20.0 18.8
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 53,251: 8,161 6,610 2,956 29,473 30,935 40,590 40,501: 12,661 12,750
Old : 53,251: 8,161 6,610 2,956 29,473 30,935 40,590 40,501: 12,661 12,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,018: 560 1,396 2,423 10,611 9,188 13,594 13,007: 4,423 5,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.4 5.6 55.3 58.1 76.2 76.1: 23.8 23.9
Old : 100.0: 15.3 12.4 5.6 55.3 58.1 76.2 76.1: 23.8 23.9
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 : 59: 12 14 14 28 19 48 39:
Old : 59: 12 14 14 28 19 48 39:
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 : 31.6 42.0 45.6 56.0 19.2 24.8 28.2 34.6
Old : 31.6 42.0 45.6 56.0 19.2 24.8 28.2 34.6
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 88,319: 17,202 34,408 7,130 48,066 23,162 72,398 64,701: 15,920 23,618
Old : 88,319: 17,202 34,408 7,130 48,066 23,162 72,398 64,701: 15,920 23,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 10,999: 2,567 -415 2,678 1,356 3,229 6,601 5,492: 4,398 5,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 39.0 8.1 54.4 26.2 82.0 73.3: 18.0 26.7
Old : 100.0: 19.5 39.0 8.1 54.4 26.2 82.0 73.3: 18.0 26.7
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 : 85: 24 30 23 25 23 62 63:
Old : 85: 24 30 23 25 23 62 63:
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 : 46.2 24.6 54.1 36.0 46.2 23.4 53.4 33.6
Old : 46.2 24.6 54.1 36.0 46.2 23.4 53.4 33.6
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 with Delta-adjusted Options and Futures Combined, September 13, 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 : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Old : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -738: 492 -508 2,195 -2,529 -1,453 158 234: -896 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Old : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 16 4 17 21 27 39:
Old : 56: 8 16 4 17 21 27 39:
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 : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Old : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005