WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 316,615: 44,726 80,642 53,717 189,691 141,968 288,133 276,327: 28,482 40,288
Old : 288,933: 44,154 82,496 42,046 175,759 131,635 261,959 256,177: 26,974 32,756
Other: 27,683: 11,006 8,580 1,237 13,932 10,333 26,174 20,150: 1,508 7,533
: : :
: : Changes in Commitments from: September 20, 2005 :
: -44: 1,429 -6,988 1,667 -4,094 2,905 -999 -2,416: 954 2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 25.5 17.0 59.9 44.8 91.0 87.3: 9.0 12.7
Old : 100.0: 15.3 28.6 14.6 60.8 45.6 90.7 88.7: 9.3 11.3
Other: 100.0: 39.8 31.0 4.5 50.3 37.3 94.6 72.8: 5.4 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 73 117 95 47 63 185 224:
Old : 274: 70 128 85 46 59 174 217:
Other: 124: 43 27 22 12 50 63 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 : 29.4 27.7 44.8 35.3 29.4 21.1 41.5 26.4
Old : 32.1 30.3 46.6 37.0 32.1 26.4 45.4 32.0
Other: 46.1 32.2 60.9 40.7 45.6 31.7 60.2 39.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 909,727: 123,803 150,280 161,732 478,067 381,913 763,603 693,925: 146,124 215,802
Old : 860,836: 113,045 157,040 145,067 464,889 357,901 723,001 660,008: 137,835 200,827
Other: 48,892: 20,417 2,897 7,007 13,178 24,012 40,602 33,917: 8,290 14,975
: : :
: : Changes in Commitments from: September 20, 2005 :
: 13,435: 4,231 5,779 5,772 1,368 -2,067 11,371 9,484: 2,064 3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 16.5 17.8 52.6 42.0 83.9 76.3: 16.1 23.7
Old : 100.0: 13.1 18.2 16.9 54.0 41.6 84.0 76.7: 16.0 23.3
Other: 100.0: 41.8 5.9 14.3 27.0 49.1 83.0 69.4: 17.0 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 144 144 149 219 218 441 440:
Old : 563: 136 154 142 218 216 435 434:
Other: 236: 52 33 25 43 125 108 171:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 15.7 28.7 20.8 17.9 13.6 26.8 17.5
Old : 20.5 15.3 30.2 20.5 18.8 13.1 28.3 17.2
Other: 19.2 29.1 30.8 35.7 17.8 26.0 28.1 31.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 6,924: 2,448 466 528 1,625 4,023 4,601 5,017: 2,323 1,906
Old : 6,921: 2,448 466 528 1,624 4,022 4,600 5,016: 2,321 1,904
Other: 3: 0 0 0 1 1 1 1: 2 2
: : :
: : Changes in Commitments from: September 20, 2005 :
: 193: 169 -143 12 4 93 185 -38: 8 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 6.7 7.6 23.5 58.1 66.5 72.5: 33.5 27.5
Old : 100.0: 35.4 6.7 7.6 23.5 58.1 66.5 72.5: 33.5 27.5
Other: 100.0: 0.0 0.0 0.0 33.3 33.3 33.3 33.3: 66.7 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 7 5 8 16 22 25:
Old : 37: 11 7 5 8 16 22 25:
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 : 32.1 31.9 47.0 47.6 30.8 30.7 41.8 43.1
Old : 32.1 31.9 47.0 47.7 30.8 30.7 41.8 43.2
Other: 33.3 33.3 33.3 33.3 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 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 : 346,298: 48,967 49,518 71,822 165,267 128,254 286,055 249,594: 60,243 96,704
Old : 338,114: 49,208 51,047 67,414 162,992 125,788 279,614 244,249: 58,500 93,865
Other: 8,184: 3,985 2,698 181 2,274 2,466 6,441 5,345: 1,744 2,839
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,338: -2,351 3,749 193 3,730 -5,593 1,572 -1,651: 766 3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 14.3 20.7 47.7 37.0 82.6 72.1: 17.4 27.9
Old : 100.0: 14.6 15.1 19.9 48.2 37.2 82.7 72.2: 17.3 27.8
Other: 100.0: 48.7 33.0 2.2 27.8 30.1 78.7 65.3: 21.3 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 96 120 127 106 111 271 298:
Old : 355: 97 122 122 106 111 270 293:
Other: 92: 13 22 7 15 46 31 73:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 14.7 25.9 21.6 15.8 7.6 22.6 11.7
Old : 17.1 14.9 26.5 21.8 16.2 7.6 23.1 11.7
Other: 54.0 26.0 68.2 43.3 53.2 25.0 64.9 39.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 158,914: 21,943 25,323 26,008 89,945 88,229 137,896 139,560: 21,018 19,354
Old : 154,503: 21,880 25,335 24,019 88,816 86,757 134,715 136,111: 19,788 18,392
Other: 4,411: 1,765 1,690 287 1,129 1,472 3,181 3,449: 1,230 962
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,010: -1,810 -1,777 1,830 2,341 778 2,360 831: 650 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 15.9 16.4 56.6 55.5 86.8 87.8: 13.2 12.2
Old : 100.0: 14.2 16.4 15.5 57.5 56.2 87.2 88.1: 12.8 11.9
Other: 100.0: 40.0 38.3 6.5 25.6 33.4 72.1 78.2: 27.9 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 35 39 32 53 53 106 115:
Old : 149: 38 41 30 53 52 106 112:
Other: 29: 6 9 3 10 7 17 18:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 22.7 34.3 35.4 21.6 16.7 30.4 23.3
Old : 22.8 23.3 35.0 36.4 22.2 17.2 31.3 24.0
Other: 54.2 39.0 67.0 58.5 46.6 24.8 52.9 42.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 685,886: 90,655 67,941 79,688 389,755 364,074 560,098 511,703: 125,788 174,183
Old : 685,886: 90,655 67,941 79,688 389,755 364,074 560,098 511,703: 125,788 174,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -23,339: 12,577 9,324 -10,916 -26,929 -36,191 -25,267 -37,783: 1,929 14,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.9 11.6 56.8 53.1 81.7 74.6: 18.3 25.4
Old : 100.0: 13.2 9.9 11.6 56.8 53.1 81.7 74.6: 18.3 25.4
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 : 156: 22 39 41 67 77 117 129:
Old : 156: 22 39 41 67 77 117 129:
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 : 21.6 13.4 30.2 22.7 18.8 11.4 25.2 17.9
Old : 21.6 13.4 30.2 22.7 18.8 11.4 25.2 17.9
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 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 : 141,779: 15,389 14,967 23,629 76,257 81,202 115,275 119,798: 26,504 21,980
Old : 138,897: 16,242 15,159 21,943 74,518 80,121 112,703 117,223: 26,194 21,673
Other: 2,882: 282 943 551 1,739 1,081 2,572 2,575: 310 307
: : :
: : Changes in Commitments from: September 20, 2005 :
: 0: 1,153 2,356 113 -3,564 -2,627 -2,297 -158: 2,298 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.6 16.7 53.8 57.3 81.3 84.5: 18.7 15.5
Old : 100.0: 11.7 10.9 15.8 53.6 57.7 81.1 84.4: 18.9 15.6
Other: 100.0: 9.8 32.7 19.1 60.3 37.5 89.2 89.3: 10.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 33 36 43 54 49 109 117:
Old : 142: 39 35 43 54 49 109 117:
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 : 23.8 26.9 32.5 41.1 14.2 23.6 21.5 29.3
Old : 23.7 27.5 32.2 41.9 14.3 24.3 21.4 30.0
Other: 50.6 54.5 74.9 77.7 48.9 45.7 62.8 61.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 7,034: 2,513 1,369 1,126 2,059 3,294 5,699 5,789: 1,335 1,244
Old : 7,034: 2,513 1,369 1,126 2,059 3,294 5,699 5,789: 1,335 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -322: -295 -282 -69 -107 479 -471 129: 149 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 19.5 16.0 29.3 46.8 81.0 82.3: 19.0 17.7
Old : 100.0: 35.7 19.5 16.0 29.3 46.8 81.0 82.3: 19.0 17.7
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 : 49: 17 9 12 15 17 37 33:
Old : 49: 17 9 12 15 17 37 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 : 34.7 36.8 49.2 53.1 34.7 32.1 47.4 46.6
Old : 34.7 36.8 49.2 53.1 34.7 32.1 47.4 46.6
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 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 : 335,939: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,527 106,756
Old : 335,939: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,527 106,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -11,698: -16,195 -6,866 -1,127 1,842 -3,938 -15,480 -11,931: 3,782 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.6 0.5 52.3 54.1 78.7 68.2: 21.3 31.8
Old : 100.0: 26.0 13.6 0.5 52.3 54.1 78.7 68.2: 21.3 31.8
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 : 98: 16 20 4 40 48 58 70:
Old : 98: 16 20 4 40 48 58 70:
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 : 31.5 14.2 45.2 23.2 31.5 13.0 44.3 21.0
Old : 31.5 14.2 45.2 23.2 31.5 13.0 44.3 21.0
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 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 : 2,049,779: 332,684 368,718 231,450 1,229,391 1,050,748 1,793,524 1,650,915: 256,255 398,863
Old : 2,049,779: 332,684 368,718 231,450 1,229,391 1,050,748 1,793,524 1,650,915: 256,255 398,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -154,345: 6,111 -36,838 -62,369 -83,824 -105,691 -140,082 -204,899: -14,263 50,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.0 11.3 60.0 51.3 87.5 80.5: 12.5 19.5
Old : 100.0: 16.2 18.0 11.3 60.0 51.3 87.5 80.5: 12.5 19.5
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 : 261: 50 70 66 104 122 192 220:
Old : 261: 50 70 66 104 122 192 220:
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 : 30.0 20.2 40.6 28.4 28.6 19.7 37.3 26.1
Old : 30.0 20.2 40.6 28.4 28.6 19.7 37.3 26.1
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 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 : 1,368,874: 132,281 254,801 163,350 906,450 694,287 1,202,081 1,112,437: 166,793 256,436
Old : 1,368,874: 132,281 254,801 163,350 906,450 694,287 1,202,081 1,112,437: 166,793 256,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -26,271: 1,168 -20,791 -8,253 7,152 -4,894 68 -33,938: -26,339 7,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.6 11.9 66.2 50.7 87.8 81.3: 12.2 18.7
Old : 100.0: 9.7 18.6 11.9 66.2 50.7 87.8 81.3: 12.2 18.7
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 : 177: 32 48 38 76 80 129 145:
Old : 177: 32 48 38 76 80 129 145:
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 : 29.5 20.2 39.3 28.5 26.3 18.3 34.4 24.3
Old : 29.5 20.2 39.3 28.5 26.3 18.3 34.4 24.3
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 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 : 707,273: 136,753 89,131 269,858 244,432 305,738 651,042 664,727: 56,231 42,546
Old : 707,273: 136,753 89,131 269,858 244,432 305,738 651,042 664,727: 56,231 42,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -18,261: -17,390 -2,589 16,020 -9,893 -29,278 -11,263 -15,847: -6,998 -2,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.6 38.2 34.6 43.2 92.0 94.0: 8.0 6.0
Old : 100.0: 19.3 12.6 38.2 34.6 43.2 92.0 94.0: 8.0 6.0
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 : 162: 48 36 46 67 62 144 115:
Old : 162: 48 36 46 67 62 144 115:
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 : 25.5 31.2 40.3 45.6 11.7 14.0 16.5 21.6
Old : 25.5 31.2 40.3 45.6 11.7 14.0 16.5 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 35,792: 4,302 7,024 507 23,462 17,160 28,272 24,691: 7,520 11,102
Old : 35,792: 4,302 7,024 507 23,462 17,160 28,272 24,691: 7,520 11,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,120: 600 133 5 -482 -130 124 9: 997 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.6 1.4 65.6 47.9 79.0 69.0: 21.0 31.0
Old : 100.0: 12.0 19.6 1.4 65.6 47.9 79.0 69.0: 21.0 31.0
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 : 47: 8 13 6 18 10 31 24:
Old : 47: 8 13 6 18 10 31 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 : 46.7 43.0 61.7 52.4 46.7 42.7 61.7 52.1
Old : 46.7 43.0 61.7 52.4 46.7 42.7 61.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 53,540: 18,641 26,054 4,491 14,166 12,973 37,298 43,518: 16,242 10,022
Old : 53,540: 18,641 26,054 4,491 14,166 12,973 37,298 43,518: 16,242 10,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -147: 350 -3,505 489 -3,113 3,802 -2,275 786: 2,128 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 48.7 8.4 26.5 24.2 69.7 81.3: 30.3 18.7
Old : 100.0: 34.8 48.7 8.4 26.5 24.2 69.7 81.3: 30.3 18.7
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 : 70: 21 26 15 14 15 43 48:
Old : 70: 21 26 15 14 15 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.3 44.3 52.7 33.6 40.4 43.7 49.0
Old : 33.6 42.3 44.3 52.7 33.6 40.4 43.7 49.0
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 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 : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Old : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -402: -336 77 0 -73 -550 -409 -473: 7 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
Old : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
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 : 56: 7 17 3 16 20 25 38:
Old : 56: 7 17 3 16 20 25 38:
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 : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
Old : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005