WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 316,660: 43,297 87,630 52,050 193,785 139,063 289,132 278,743: 27,528 37,917
Old : 293,150: 43,026 88,057 42,853 181,227 130,454 267,106 261,364: 26,044 31,786
Other: 23,510: 8,554 7,856 914 12,558 8,609 22,026 17,378: 1,484 6,132
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,364: -5,637 -814 5,055 4,772 164 4,190 4,406: 174 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.7 16.4 61.2 43.9 91.3 88.0: 8.7 12.0
Old : 100.0: 14.7 30.0 14.6 61.8 44.5 91.1 89.2: 8.9 10.8
Other: 100.0: 36.4 33.4 3.9 53.4 36.6 93.7 73.9: 6.3 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 79 116 89 52 64 183 225:
Old : 275: 81 118 81 49 57 173 216:
Other: 109: 33 27 16 14 45 55 80:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 27.7 45.1 36.1 29.2 22.5 41.3 27.9
Old : 31.5 29.8 46.2 37.1 31.5 26.5 44.7 32.8
Other: 50.5 37.1 64.7 44.5 50.4 35.6 64.6 43.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 896,292: 119,573 144,501 155,960 476,699 383,980 752,232 684,441: 144,060 211,851
Old : 850,235: 107,882 150,684 140,288 466,542 360,825 714,712 651,797: 135,523 198,439
Other: 46,057: 20,531 2,657 6,833 10,157 23,155 37,520 32,644: 8,537 13,413
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,937: 1,174 -1,099 11,525 -4,992 -3,554 7,707 6,872: -1,769 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 17.4 53.2 42.8 83.9 76.4: 16.1 23.6
Old : 100.0: 12.7 17.7 16.5 54.9 42.4 84.1 76.7: 15.9 23.3
Other: 100.0: 44.6 5.8 14.8 22.1 50.3 81.5 70.9: 18.5 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 140 143 145 218 230 435 450:
Old : 570: 129 157 138 215 228 427 444:
Other: 240: 51 33 23 42 130 105 174:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 15.6 28.2 20.7 18.3 13.7 26.9 17.9
Old : 19.9 15.1 29.7 20.5 19.2 13.2 28.3 17.6
Other: 19.3 30.5 30.9 37.4 17.4 26.7 27.9 31.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 6,731: 2,280 609 516 1,620 3,930 4,416 5,055: 2,314 1,675
Old : 6,729: 2,280 609 516 1,619 3,929 4,415 5,054: 2,313 1,674
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 13, 2005 :
: -102: 86 114 -19 -135 -118 -68 -23: -35 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.0 7.7 24.1 58.4 65.6 75.1: 34.4 24.9
Old : 100.0: 33.9 9.1 7.7 24.1 58.4 65.6 75.1: 34.4 24.9
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 : 37: 10 8 5 8 16 21 26:
Old : 37: 10 8 5 8 16 21 26:
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 : 32.0 31.8 47.8 47.8 31.4 30.0 42.0 43.5
Old : 32.0 31.8 47.8 47.8 31.4 30.0 42.0 43.5
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 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 : 343,961: 51,317 45,769 71,629 161,537 133,847 284,483 251,245: 59,478 92,716
Old : 335,592: 51,407 47,258 67,189 159,348 131,639 277,944 246,086: 57,648 89,506
Other: 8,369: 4,239 2,840 111 2,189 2,208 6,539 5,159: 1,830 3,210
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,539: 37 6,163 4,336 5,662 -6,028 10,036 4,472: -2,497 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.3 20.8 47.0 38.9 82.7 73.0: 17.3 27.0
Old : 100.0: 15.3 14.1 20.0 47.5 39.2 82.8 73.3: 17.2 26.7
Other: 100.0: 50.7 33.9 1.3 26.2 26.4 78.1 61.6: 21.9 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 89 122 133 104 123 278 303:
Old : 358: 90 124 129 104 123 277 299:
Other: 92: 14 22 4 14 48 30 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 : 17.7 15.9 27.2 23.4 16.4 8.3 23.6 12.7
Old : 18.2 16.0 27.7 23.7 16.8 8.3 24.0 12.9
Other: 52.6 30.4 65.7 44.5 52.0 28.6 62.7 40.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 155,904: 23,753 27,099 24,178 87,604 87,452 135,536 138,729: 20,368 17,175
Old : 151,585: 23,847 27,043 22,196 86,313 86,046 132,356 135,285: 19,229 16,300
Other: 4,319: 1,697 1,846 192 1,291 1,406 3,180 3,444: 1,139 875
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,492: 3,392 -633 915 -165 4,767 4,143 5,049: -1,650 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.4 15.5 56.2 56.1 86.9 89.0: 13.1 11.0
Old : 100.0: 15.7 17.8 14.6 56.9 56.8 87.3 89.2: 12.7 10.8
Other: 100.0: 39.3 42.7 4.4 29.9 32.6 73.6 79.7: 26.4 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 40 40 38 51 48 109 117:
Old : 153: 45 42 37 51 46 109 114:
Other: 31: 6 10 4 10 8 18 20:
:----------------------------------------------------------------------------------------------------
: 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 25.7 33.6 36.6 21.6 20.9 30.2 27.8
Old : 22.7 26.4 34.3 37.6 22.2 21.7 31.1 28.7
Other: 53.7 39.1 67.3 58.5 49.1 28.7 55.6 45.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 709,225: 78,077 58,617 90,604 416,684 400,264 585,366 549,485: 123,859 159,739
Old : 709,225: 78,077 58,617 90,604 416,684 400,264 585,366 549,485: 123,859 159,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -48,453: -13,842 -24 -10,263 -6,717 -14,723 -30,822 -25,010: -17,631 -23,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 12.8 58.8 56.4 82.5 77.5: 17.5 22.5
Old : 100.0: 11.0 8.3 12.8 58.8 56.4 82.5 77.5: 17.5 22.5
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 : 159: 33 31 44 66 79 120 133:
Old : 159: 33 31 44 66 79 120 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 13.7 31.2 23.4 18.2 11.3 24.5 17.5
Old : 22.9 13.7 31.2 23.4 18.2 11.3 24.5 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 141,778: 14,236 12,611 23,516 79,820 83,830 117,572 119,956: 24,206 21,822
Old : 138,966: 14,984 12,610 21,980 78,130 82,749 115,094 117,338: 23,872 21,628
Other: 2,812: 308 1,057 480 1,690 1,081 2,478 2,618: 334 194
: : :
: : Changes in Commitments from: September 13, 2005 :
: 8,564: -742 431 358 11,497 7,112 11,113 7,901: -2,549 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.9 16.6 56.3 59.1 82.9 84.6: 17.1 15.4
Old : 100.0: 10.8 9.1 15.8 56.2 59.5 82.8 84.4: 17.2 15.6
Other: 100.0: 11.0 37.6 17.1 60.1 38.4 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 33 36 43 51 48 108 113:
Old : 139: 37 36 43 51 48 108 113:
Other: 26: 2 10 4 13 3 19 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 : 23.7 28.8 33.5 43.7 16.2 24.2 23.3 30.5
Old : 23.7 29.3 33.3 44.5 16.3 24.9 23.3 31.4
Other: 51.3 54.5 74.3 77.9 50.2 47.6 64.3 63.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 7,356: 2,808 1,651 1,195 2,167 2,815 6,170 5,661: 1,186 1,695
Old : 7,356: 2,808 1,651 1,195 2,167 2,815 6,170 5,661: 1,186 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 84: 28 81 -15 3 59 16 125: 68 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 22.4 16.2 29.5 38.3 83.9 77.0: 16.1 23.0
Old : 100.0: 38.2 22.4 16.2 29.5 38.3 83.9 77.0: 16.1 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 : 51: 16 12 11 15 17 36 35:
Old : 51: 16 12 11 15 17 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 31.6 51.0 47.8 36.1 27.3 49.1 40.7
Old : 36.1 31.6 51.0 47.8 36.1 27.3 49.1 40.7
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 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 : 347,637: 103,394 52,505 2,788 173,710 185,821 279,892 241,114: 67,745 106,524
Old : 347,637: 103,394 52,505 2,788 173,710 185,821 279,892 241,114: 67,745 106,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,515: -11,098 -33,125 -31 -33,338 94 -44,468 -33,063: 3,953 -7,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.1 0.8 50.0 53.5 80.5 69.4: 19.5 30.6
Old : 100.0: 29.7 15.1 0.8 50.0 53.5 80.5 69.4: 19.5 30.6
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 : 103: 17 24 7 40 46 61 73:
Old : 103: 17 24 7 40 46 61 73:
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 : 30.8 16.0 44.0 24.3 29.5 14.7 41.6 22.1
Old : 30.8 16.0 44.0 24.3 29.5 14.7 41.6 22.1
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 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 : 2,204,124: 326,573 405,556 293,819 1,313,214 1,156,439 1,933,606 1,855,814: 270,518 348,310
Old : 2,204,124: 326,573 405,556 293,819 1,313,214 1,156,439 1,933,606 1,855,814: 270,518 348,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -208,232: -4,093 29,998 -123,149 -94,520 -70,440 -221,763 -163,591: 13,531 -44,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.4 13.3 59.6 52.5 87.7 84.2: 12.3 15.8
Old : 100.0: 14.8 18.4 13.3 59.6 52.5 87.7 84.2: 12.3 15.8
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 : 271: 46 78 80 108 128 203 239:
Old : 271: 46 78 80 108 128 203 239:
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 : 30.2 19.5 38.6 28.9 27.1 18.1 33.6 26.4
Old : 30.2 19.5 38.6 28.9 27.1 18.1 33.6 26.4
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 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 : 1,395,145: 131,112 275,592 171,603 899,298 699,181 1,202,013 1,146,375: 193,132 248,770
Old : 1,395,145: 131,112 275,592 171,603 899,298 699,181 1,202,013 1,146,375: 193,132 248,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -33,653: -15,417 -22,422 20,591 -25,221 -36,131 -20,046 -37,962: -13,607 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.8 12.3 64.5 50.1 86.2 82.2: 13.8 17.8
Old : 100.0: 9.4 19.8 12.3 64.5 50.1 86.2 82.2: 13.8 17.8
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 : 185: 34 49 44 79 85 137 154:
Old : 185: 34 49 44 79 85 137 154:
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 : 29.4 19.5 38.9 28.7 26.6 18.4 34.0 24.7
Old : 29.4 19.5 38.9 28.7 26.6 18.4 34.0 24.7
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 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 : 725,534: 154,143 91,721 253,838 254,325 335,015 662,305 680,574: 63,229 44,960
Old : 725,534: 154,143 91,721 253,838 254,325 335,015 662,305 680,574: 63,229 44,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,057: -23,241 31,455 -40,633 17,835 -28,690 -46,039 -37,867: 5,982 -2,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.6 35.0 35.1 46.2 91.3 93.8: 8.7 6.2
Old : 100.0: 21.2 12.6 35.0 35.1 46.2 91.3 93.8: 8.7 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 : 168: 46 40 51 72 62 150 121:
Old : 168: 46 40 51 72 62 150 121:
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 : 26.3 28.1 40.0 42.5 11.9 14.6 16.8 22.4
Old : 26.3 28.1 40.0 42.5 11.9 14.6 16.8 22.4
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 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 : 34,672: 3,702 6,891 502 23,944 17,289 28,148 24,682: 6,524 9,990
Old : 34,672: 3,702 6,891 502 23,944 17,289 28,148 24,682: 6,524 9,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -18,579: -4,458 281 -2,454 -5,529 -13,645 -12,441 -15,819: -6,137 -2,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.9 1.4 69.1 49.9 81.2 71.2: 18.8 28.8
Old : 100.0: 10.7 19.9 1.4 69.1 49.9 81.2 71.2: 18.8 28.8
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 : 46: 8 13 5 17 10 28 25:
Old : 46: 8 13 5 17 10 28 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 : 48.9 44.8 63.0 54.0 48.9 44.5 63.0 53.4
Old : 48.9 44.8 63.0 54.0 48.9 44.5 63.0 53.4
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 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 : 53,686: 18,291 29,559 4,003 17,279 9,170 39,572 42,732: 14,114 10,955
Old : 53,686: 18,291 29,559 4,003 17,279 9,170 39,572 42,732: 14,114 10,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -34,632: 1,088 -4,850 -3,127 -30,787 -13,992 -32,826 -21,969: -1,806 -12,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 55.1 7.5 32.2 17.1 73.7 79.6: 26.3 20.4
Old : 100.0: 34.1 55.1 7.5 32.2 17.1 73.7 79.6: 26.3 20.4
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 : 67: 21 26 13 17 7 47 37:
Old : 67: 21 26 13 17 7 47 37:
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 : 35.3 43.8 44.8 55.8 35.3 42.5 44.7 52.9
Old : 35.3 43.8 44.8 55.8 35.3 42.5 44.7 52.9
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 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 : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Old : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,623: 5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352: -208 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
Old : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
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 : 56: 8 16 3 16 20 26 37:
Old : 56: 8 16 3 16 20 26 37:
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 : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Old : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005