WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 339,017: 57,352 69,698 68,834 183,125 155,716 309,310 294,247: 29,707 44,769
Old : 302,260: 56,627 73,364 51,963 166,331 142,681 274,921 268,008: 27,340 34,252
Other: 36,756: 15,490 11,100 2,105 16,794 13,034 34,389 26,239: 2,367 10,517
: : :
: : Changes in Commitments from: September 27, 2005 :
: 22,401: 12,626 -10,944 15,117 -6,566 13,747 21,177 17,921: 1,225 4,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.6 20.3 54.0 45.9 91.2 86.8: 8.8 13.2
Old : 100.0: 18.7 24.3 17.2 55.0 47.2 91.0 88.7: 9.0 11.3
Other: 100.0: 42.1 30.2 5.7 45.7 35.5 93.6 71.4: 6.4 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 84 117 105 49 67 210 226:
Old : 286: 77 126 95 48 63 199 216:
Other: 138: 55 26 22 15 55 74 99:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 28.8 40.5 35.5 26.4 22.0 37.8 26.7
Old : 29.2 32.2 42.4 39.1 29.2 28.4 41.9 33.8
Other: 42.3 20.8 56.7 29.9 41.5 20.1 55.6 28.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 944,177: 137,391 155,189 168,435 480,620 396,029 786,446 719,652: 157,731 224,525
Old : 892,636: 124,552 162,110 152,357 466,819 369,527 743,729 683,995: 148,907 208,641
Other: 51,541: 22,587 2,827 6,329 13,800 26,502 42,717 35,657: 8,824 15,884
: : :
: : Changes in Commitments from: September 27, 2005 :
: 34,449: 13,588 4,909 6,703 2,553 14,115 22,843 25,727: 11,607 8,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.4 17.8 50.9 41.9 83.3 76.2: 16.7 23.8
Old : 100.0: 14.0 18.2 17.1 52.3 41.4 83.3 76.6: 16.7 23.4
Other: 100.0: 43.8 5.5 12.3 26.8 51.4 82.9 69.2: 17.1 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 160 129 156 221 220 451 449:
Old : 569: 151 143 149 220 216 445 441:
Other: 236: 56 29 27 42 129 110 173:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 16.5 28.1 21.4 17.2 13.8 25.7 17.5
Old : 20.1 16.1 29.6 21.0 17.9 13.3 27.0 17.1
Other: 19.0 29.1 31.8 35.4 18.2 27.2 28.7 32.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 7,524: 2,750 234 611 1,614 5,366 4,974 6,210: 2,550 1,314
Old : 7,519: 2,750 234 610 1,611 5,365 4,970 6,208: 2,549 1,311
Other: 5: 0 0 1 3 1 4 2: 1 3
: : :
: : Changes in Commitments from: September 27, 2005 :
: 600: 301 -233 82 -11 1,343 373 1,192: 227 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.1 8.1 21.4 71.3 66.1 82.5: 33.9 17.5
Old : 100.0: 36.6 3.1 8.1 21.4 71.4 66.1 82.6: 33.9 17.4
Other: 100.0: 0.0 0.0 20.0 60.0 20.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 6 6 8 17 23 26:
Old : 38: 12 6 6 8 17 23 26:
Other: 3: 0 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 40.5 48.2 57.4 31.3 35.0 42.0 48.7
Old : 34.6 40.5 48.2 57.4 31.3 35.0 42.1 48.7
Other: 80.0 40.0 80.0 40.0 40.0 0.0 40.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 362,355: 51,924 51,036 76,056 174,331 136,266 302,311 263,358: 60,044 98,997
Old : 353,245: 51,227 51,234 72,087 171,338 133,557 294,652 256,878: 58,594 96,368
Other: 9,109: 4,502 3,606 165 2,993 2,709 7,659 6,480: 1,450 2,629
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,056: 2,957 1,518 4,234 9,064 8,011 16,256 13,763: -199 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.1 21.0 48.1 37.6 83.4 72.7: 16.6 27.3
Old : 100.0: 14.5 14.5 20.4 48.5 37.8 83.4 72.7: 16.6 27.3
Other: 100.0: 49.4 39.6 1.8 32.9 29.7 84.1 71.1: 15.9 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 97 114 130 109 113 276 296:
Old : 352: 101 114 126 109 113 275 292:
Other: 97: 15 24 6 19 44 37 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 : 16.1 14.9 25.8 22.2 14.8 7.4 21.5 11.2
Old : 16.5 15.0 26.3 22.3 15.2 7.4 22.0 11.3
Other: 52.4 24.7 66.0 45.1 52.1 24.2 64.4 41.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 175,409: 27,480 11,454 31,435 89,709 116,633 148,623 159,522: 26,786 15,887
Old : 170,590: 27,222 11,215 29,681 88,327 114,853 145,230 155,749: 25,360 14,841
Other: 4,819: 1,875 1,857 136 1,382 1,780 3,393 3,773: 1,426 1,046
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,495: 5,537 -13,868 5,427 -237 28,404 10,727 19,962: 5,768 -3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.5 17.9 51.1 66.5 84.7 90.9: 15.3 9.1
Old : 100.0: 16.0 6.6 17.4 51.8 67.3 85.1 91.3: 14.9 8.7
Other: 100.0: 38.9 38.5 2.8 28.7 36.9 70.4 78.3: 29.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 41 30 34 55 52 117 101:
Old : 144: 46 29 32 55 51 117 98:
Other: 31: 5 11 3 10 10 16 23:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 31.0 32.4 44.9 19.9 21.4 27.7 32.5
Old : 21.1 31.7 33.0 46.0 20.4 22.0 28.6 33.7
Other: 53.1 35.7 65.8 53.2 46.3 24.3 51.0 40.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 727,559: 89,571 80,721 88,219 415,294 365,981 593,084 534,921: 134,474 192,637
Old : 727,559: 89,571 80,721 88,219 415,294 365,981 593,084 534,921: 134,474 192,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 41,673: -1,084 12,781 8,531 25,539 1,907 32,986 23,219: 8,686 18,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.1 12.1 57.1 50.3 81.5 73.5: 18.5 26.5
Old : 100.0: 12.3 11.1 12.1 57.1 50.3 81.5 73.5: 18.5 26.5
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 : 167: 25 39 44 71 85 122 142:
Old : 167: 25 39 44 71 85 122 142:
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 : 20.3 12.5 29.4 21.2 17.4 10.6 23.8 16.9
Old : 20.3 12.5 29.4 21.2 17.4 10.6 23.8 16.9
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, October 4, 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 : 146,754: 17,162 19,342 24,873 76,449 79,058 118,484 123,273: 28,270 23,481
Old : 143,121: 17,513 19,577 23,542 74,306 77,181 115,361 120,300: 27,760 22,821
Other: 3,633: 323 439 657 2,143 1,877 3,123 2,973: 510 660
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,975: 1,773 4,375 1,244 193 -2,144 3,210 3,474: 1,766 1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.2 16.9 52.1 53.9 80.7 84.0: 19.3 16.0
Old : 100.0: 12.2 13.7 16.4 51.9 53.9 80.6 84.1: 19.4 15.9
Other: 100.0: 8.9 12.1 18.1 59.0 51.7 86.0 81.8: 14.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 31 43 42 53 49 107 120:
Old : 147: 34 43 42 53 49 107 120:
Other: 27: 4 7 3 14 6 21 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 : 24.1 25.8 33.3 37.6 16.1 22.4 23.8 27.7
Old : 23.9 26.1 33.1 38.1 16.3 22.8 23.6 28.3
Other: 53.2 50.5 72.3 71.4 41.9 41.8 54.0 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 7,746: 2,902 1,083 1,299 2,058 4,152 6,260 6,534: 1,487 1,213
Old : 7,746: 2,902 1,083 1,299 2,058 4,152 6,260 6,534: 1,487 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 713: 389 -286 172 -1 858 560 744: 152 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.0 16.8 26.6 53.6 80.8 84.3: 19.2 15.7
Old : 100.0: 37.5 14.0 16.8 26.6 53.6 80.8 84.3: 19.2 15.7
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 : 50: 20 6 12 16 17 39 32:
Old : 50: 20 6 12 16 17 39 32:
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 : 30.7 36.6 46.6 51.6 30.7 30.4 44.5 44.7
Old : 30.7 36.6 46.6 51.6 30.7 30.4 44.5 44.7
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, October 4, 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 : 335,243: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,972 105,043
Old : 335,243: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,972 105,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -697: -3,628 19,818 -338 10,825 -18,463 6,859 1,017: -7,556 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.5 0.4 55.6 48.7 80.9 68.7: 19.1 31.3
Old : 100.0: 24.9 19.5 0.4 55.6 48.7 80.9 68.7: 19.1 31.3
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 : 108: 21 22 4 42 45 64 70:
Old : 108: 21 22 4 42 45 64 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 : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Old : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 2,113,252: 342,419 393,278 236,631 1,281,898 1,057,060 1,860,948 1,686,970: 252,304 426,282
Old : 2,113,252: 342,419 393,278 236,631 1,281,898 1,057,060 1,860,948 1,686,970: 252,304 426,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 63,473: 9,736 24,560 5,182 52,507 6,313 67,424 36,054: -3,951 27,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.6 11.2 60.7 50.0 88.1 79.8: 11.9 20.2
Old : 100.0: 16.2 18.6 11.2 60.7 50.0 88.1 79.8: 11.9 20.2
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 : 260: 55 66 71 102 118 189 223:
Old : 260: 55 66 71 102 118 189 223:
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 : 29.2 20.8 41.8 27.5 26.9 20.2 38.2 25.1
Old : 29.2 20.8 41.8 27.5 26.9 20.2 38.2 25.1
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, October 4, 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 : 1,496,678: 170,405 335,426 199,594 969,882 670,594 1,339,882 1,205,615: 156,797 291,063
Old : 1,496,678: 170,405 335,426 199,594 969,882 670,594 1,339,882 1,205,615: 156,797 291,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 127,805: 38,125 80,626 36,245 63,432 -23,693 137,801 93,178: -9,997 34,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.4 13.3 64.8 44.8 89.5 80.6: 10.5 19.4
Old : 100.0: 11.4 22.4 13.3 64.8 44.8 89.5 80.6: 10.5 19.4
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 : 187: 39 45 43 78 83 137 151:
Old : 187: 39 45 43 78 83 137 151:
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 : 28.4 21.4 38.9 30.5 24.9 20.4 33.7 27.7
Old : 28.4 21.4 38.9 30.5 24.9 20.4 33.7 27.7
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, October 4, 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 : 573,655: 110,472 86,044 223,596 192,305 227,260 526,373 536,900: 47,282 36,755
Old : 573,655: 110,472 86,044 223,596 192,305 227,260 526,373 536,900: 47,282 36,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -133,618: -26,281 -3,088 -46,262 -52,127 -78,478 -124,669 -127,827: -8,950 -5,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.0 39.0 33.5 39.6 91.8 93.6: 8.2 6.4
Old : 100.0: 19.3 15.0 39.0 33.5 39.6 91.8 93.6: 8.2 6.4
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 : 137: 45 26 40 56 53 121 99:
Old : 137: 45 26 40 56 53 121 99:
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 : 25.1 35.0 38.0 47.3 13.1 18.8 18.3 24.7
Old : 25.1 35.0 38.0 47.3 13.1 18.8 18.3 24.7
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, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,093: 4,949 6,366 914 23,653 18,402 29,516 25,683: 7,577 11,410
Old : 37,093: 4,949 6,366 914 23,653 18,402 29,516 25,683: 7,577 11,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,301: 646 -657 407 190 1,242 1,244 992: 57 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.2 2.5 63.8 49.6 79.6 69.2: 20.4 30.8
Old : 100.0: 13.3 17.2 2.5 63.8 49.6 79.6 69.2: 20.4 30.8
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 : 53: 11 14 8 19 12 36 28:
Old : 53: 11 14 8 19 12 36 28:
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 : 45.0 38.9 59.0 49.7 45.0 36.5 59.0 47.1
Old : 45.0 38.9 59.0 49.7 45.0 36.5 59.0 47.1
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, October 4, 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 : 58,542: 22,767 29,129 4,607 12,792 15,255 40,167 48,991: 18,376 9,551
Old : 58,542: 22,767 29,129 4,607 12,792 15,255 40,167 48,991: 18,376 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,003: 4,127 3,075 116 -1,374 2,282 2,869 5,474: 2,134 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 49.8 7.9 21.9 26.1 68.6 83.7: 31.4 16.3
Old : 100.0: 38.9 49.8 7.9 21.9 26.1 68.6 83.7: 31.4 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 : 74: 26 26 15 15 13 49 46:
Old : 74: 26 26 15 15 13 49 46:
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 : 29.9 43.8 40.3 54.1 29.9 42.4 38.1 52.6
Old : 29.9 43.8 40.3 54.1 29.9 42.4 38.1 52.6
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, October 4, 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 : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Old : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -188: 120 -136 -110 -440 57 -430 -189: 242 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 2.2
Old : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 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 : 55: 7 17 3 15 20 24 38:
Old : 55: 7 17 3 15 20 24 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 : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Old : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005