WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 327,415: 52,999 64,438 65,090 181,061 152,688 299,151 282,216: 28,264 45,199
Old : 284,355: 52,361 70,115 46,197 160,045 136,417 258,603 252,728: 25,752 31,627
Other: 43,060: 16,239 9,924 3,293 21,016 16,271 40,548 29,488: 2,512 13,572
: : :
: : Changes in Commitments from: October 11, 2005 :
: -9,035: 689 407 -4,967 -1,780 -3,948 -6,058 -8,508: -2,977 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.7 19.9 55.3 46.6 91.4 86.2: 8.6 13.8
Old : 100.0: 18.4 24.7 16.2 56.3 48.0 90.9 88.9: 9.1 11.1
Other: 100.0: 37.7 23.0 7.6 48.8 37.8 94.2 68.5: 5.8 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 84 102 102 54 69 206 220:
Old : 276: 81 112 90 53 64 194 209:
Other: 137: 53 24 25 17 57 77 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 : 27.2 27.9 41.5 34.3 27.2 21.2 39.0 25.8
Old : 30.6 31.7 44.0 38.7 30.6 28.7 44.0 34.3
Other: 43.9 17.4 58.2 24.8 42.9 17.2 57.2 24.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 996,908: 140,523 155,599 180,517 509,261 430,971 830,301 767,086: 166,607 229,822
Old : 939,382: 126,620 162,780 163,755 491,129 401,424 781,504 727,959: 157,879 211,423
Other: 57,526: 23,595 2,509 7,070 18,132 29,548 48,797 39,127: 8,729 18,398
: : :
: : Changes in Commitments from: October 11, 2005 :
: 32,354: 4,309 -6,340 9,245 10,404 26,176 23,958 29,082: 8,396 3,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.6 18.1 51.1 43.2 83.3 76.9: 16.7 23.1
Old : 100.0: 13.5 17.3 17.4 52.3 42.7 83.2 77.5: 16.8 22.5
Other: 100.0: 41.0 4.4 12.3 31.5 51.4 84.8 68.0: 15.2 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 167 140 168 220 217 461 461:
Old : 578: 154 154 160 219 215 453 456:
Other: 235: 58 29 26 44 126 114 169:
:----------------------------------------------------------------------------------------------------
: 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 17.1 28.3 21.8 16.4 13.1 24.7 16.5
Old : 20.8 16.7 29.8 21.6 17.1 12.5 26.0 16.2
Other: 18.2 27.5 31.1 35.2 17.7 26.8 28.1 32.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 7,978: 3,472 176 547 1,406 5,915 5,424 6,638: 2,554 1,340
Old : 7,969: 3,472 176 546 1,403 5,914 5,420 6,636: 2,549 1,333
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 11, 2005 :
: 166: 268 68 -25 -215 90 27 132: 139 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 2.2 6.9 17.6 74.1 68.0 83.2: 32.0 16.8
Old : 100.0: 43.6 2.2 6.8 17.6 74.2 68.0 83.3: 32.0 16.7
Other: 100.0: 0.0 0.0 11.1 33.3 11.1 44.4 22.2: 55.6 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 8 6 9 16 27 24:
Old : 39: 12 8 6 9 16 27 24:
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 : 31.1 46.6 44.4 62.2 29.7 40.2 41.9 53.6
Old : 31.1 46.6 44.5 62.3 29.7 40.3 41.9 53.7
Other: 44.4 22.2 44.4 22.2 22.2 0.0 22.2 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 389,631: 55,015 43,164 86,413 186,441 162,185 327,869 291,763: 61,761 97,868
Old : 376,009: 55,253 44,750 80,146 180,462 158,064 315,862 282,960: 60,147 93,049
Other: 13,622: 5,455 4,107 575 5,978 4,121 12,008 8,803: 1,614 4,819
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,376: 3,295 -5,618 146 -111 15,484 3,330 10,012: -4,706 -11,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.1 22.2 47.9 41.6 84.1 74.9: 15.9 25.1
Old : 100.0: 14.7 11.9 21.3 48.0 42.0 84.0 75.3: 16.0 24.7
Other: 100.0: 40.0 30.1 4.2 43.9 30.3 88.1 64.6: 11.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 99 114 142 114 127 293 314:
Old : 368: 105 114 134 114 127 291 308:
Other: 105: 15 25 5 22 50 40 77:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 18.6 25.4 25.9 13.7 10.9 20.3 14.1
Old : 16.3 19.1 25.9 26.5 14.6 11.3 21.4 14.5
Other: 45.6 26.4 63.5 39.5 43.8 26.3 59.5 37.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 201,060: 32,542 8,643 43,827 94,524 133,244 170,892 185,714: 30,168 15,346
Old : 193,703: 33,053 8,083 40,944 91,368 130,631 165,364 179,658: 28,339 14,045
Other: 7,357: 2,339 3,410 33 3,156 2,613 5,528 6,056: 1,829 1,301
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,679: 2,496 -282 3,850 2,861 5,579 9,207 9,147: 471 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.3 21.8 47.0 66.3 85.0 92.4: 15.0 7.6
Old : 100.0: 17.1 4.2 21.1 47.2 67.4 85.4 92.7: 14.6 7.3
Other: 100.0: 31.8 46.4 0.4 42.9 35.5 75.1 82.3: 24.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 58 21 39 58 56 135 106:
Old : 156: 65 19 36 58 55 135 102:
Other: 36: 4 14 3 12 11 19 26:
:----------------------------------------------------------------------------------------------------
: 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 33.2 30.3 48.1 17.4 26.2 24.2 36.2
Old : 19.7 33.9 30.7 49.3 18.1 26.7 25.1 38.2
Other: 59.0 34.6 72.4 52.8 58.3 29.6 65.0 45.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 769,155: 86,660 95,566 104,265 446,913 366,952 637,838 566,783: 131,317 202,371
Old : 769,155: 86,660 95,566 104,265 446,913 366,952 637,838 566,783: 131,317 202,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 52,572: 13,854 14,994 11,529 16,920 12,484 42,303 39,007: 10,269 13,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.4 13.6 58.1 47.7 82.9 73.7: 17.1 26.3
Old : 100.0: 11.3 12.4 13.6 58.1 47.7 82.9 73.7: 17.1 26.3
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 : 169: 26 41 45 75 82 126 143:
Old : 169: 26 41 45 75 82 126 143:
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 : 20.5 12.3 29.7 20.7 16.5 10.3 23.3 17.5
Old : 20.5 12.3 29.7 20.7 16.5 10.3 23.3 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, October 18, 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 : 152,009: 17,359 19,007 24,782 79,084 82,635 121,224 126,424: 30,784 25,585
Old : 147,033: 18,080 19,272 22,652 76,058 80,160 116,790 122,084: 30,242 24,949
Other: 4,976: 411 868 997 3,026 2,475 4,434 4,340: 542 636
: : :
: : Changes in Commitments from: October 11, 2005 :
: -865: 1,677 -1,078 -1,294 -1,081 106 -698 -2,267: -167 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.5 16.3 52.0 54.4 79.7 83.2: 20.3 16.8
Old : 100.0: 12.3 13.1 15.4 51.7 54.5 79.4 83.0: 20.6 17.0
Other: 100.0: 8.3 17.4 20.0 60.8 49.7 89.1 87.2: 10.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 30 41 40 53 53 106 120:
Old : 143: 32 43 40 53 52 106 119:
Other: 36: 6 12 11 15 10 28 26:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 28.1 35.7 38.7 18.5 21.3 24.1 26.8
Old : 25.8 28.7 35.3 39.4 18.7 21.8 24.5 27.4
Other: 48.1 41.2 67.1 63.9 36.8 29.4 46.4 40.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 8,088: 2,573 796 1,276 2,420 4,897 6,269 6,968: 1,819 1,119
Old : 8,080: 2,573 794 1,276 2,420 4,897 6,269 6,966: 1,811 1,113
Other: 8: 0 2 0 0 0 0 2: 8 6
: : :
: : Changes in Commitments from: October 11, 2005 :
: 58: -126 -205 -22 66 266 -81 39: 139 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.8 15.8 29.9 60.5 77.5 86.2: 22.5 13.8
Old : 100.0: 31.8 9.8 15.8 30.0 60.6 77.6 86.2: 22.4 13.8
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 6 12 17 18 39 32:
Old : 49: 18 6 12 17 18 39 32:
Other: 1: 0 1 0 0 0 0 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 : 27.3 41.8 42.8 58.8 27.2 33.0 37.9 46.7
Old : 27.3 41.8 42.8 58.9 27.3 33.0 37.9 46.8
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 355,201: 93,564 86,377 2,052 189,395 167,329 285,011 255,758: 70,189 99,443
Old : 355,201: 93,564 86,377 2,052 189,395 167,329 285,011 255,758: 70,189 99,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,591: 760 5,683 -6 580 2,726 1,334 8,403: 6,257 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 24.3 0.6 53.3 47.1 80.2 72.0: 19.8 28.0
Old : 100.0: 26.3 24.3 0.6 53.3 47.1 80.2 72.0: 19.8 28.0
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 : 113: 21 24 4 44 48 66 75:
Old : 113: 21 24 4 44 48 66 75:
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 : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
Old : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
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, October 18, 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 : 2,248,051: 333,977 378,274 305,008 1,350,952 1,129,282 1,989,937 1,812,563: 258,114 435,487
Old : 2,248,051: 333,977 378,274 305,008 1,350,952 1,129,282 1,989,937 1,812,563: 258,114 435,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 147,510: -17,044 -14,735 52,513 82,045 72,533 117,514 110,311: 29,995 37,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.8 13.6 60.1 50.2 88.5 80.6: 11.5 19.4
Old : 100.0: 14.9 16.8 13.6 60.1 50.2 88.5 80.6: 11.5 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 : 288: 71 64 90 121 127 230 243:
Old : 288: 71 64 90 121 127 230 243:
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 20.2 35.6 26.7 22.8 19.6 30.9 24.4
Old : 25.5 20.2 35.6 26.7 22.8 19.6 30.9 24.4
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, October 18, 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 : 1,663,632: 191,420 415,871 216,616 1,101,297 718,562 1,509,333 1,351,050: 154,298 312,582
Old : 1,663,632: 191,420 415,871 216,616 1,101,297 718,562 1,509,333 1,351,050: 154,298 312,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 72,678: 11,444 19,718 16,984 31,466 17,726 59,894 54,428: 12,784 18,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.0 13.0 66.2 43.2 90.7 81.2: 9.3 18.8
Old : 100.0: 11.5 25.0 13.0 66.2 43.2 90.7 81.2: 9.3 18.8
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 : 191: 38 53 46 78 81 142 154:
Old : 191: 38 53 46 78 81 142 154:
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 : 30.3 20.6 40.8 30.8 26.7 20.2 35.6 28.6
Old : 30.3 20.6 40.8 30.8 26.7 20.2 35.6 28.6
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 18, 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 : 681,001: 148,761 118,003 264,842 219,790 257,055 633,393 639,900: 47,608 41,101
Old : 681,001: 148,761 118,003 264,842 219,790 257,055 633,393 639,900: 47,608 41,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 60,730: 25,369 9,717 24,433 13,519 17,997 63,322 52,147: -2,592 8,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.3 38.9 32.3 37.7 93.0 94.0: 7.0 6.0
Old : 100.0: 21.8 17.3 38.9 32.3 37.7 93.0 94.0: 7.0 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 : 146: 45 28 40 62 61 124 112:
Old : 146: 45 28 40 62 61 124 112:
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 : 27.9 33.1 42.0 46.3 16.1 17.3 21.4 23.5
Old : 27.9 33.1 42.0 46.3 16.1 17.3 21.4 23.5
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 18, 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 : 38,273: 5,899 7,339 820 23,816 18,179 30,535 26,337: 7,738 11,936
Old : 38,273: 5,899 7,339 820 23,816 18,179 30,535 26,337: 7,738 11,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,480: 1,830 1,141 47 276 -293 2,154 895: -674 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.2 2.1 62.2 47.5 79.8 68.8: 20.2 31.2
Old : 100.0: 15.4 19.2 2.1 62.2 47.5 79.8 68.8: 20.2 31.2
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: 12 15 6 20 12 37 28:
Old : 55: 12 15 6 20 12 37 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 : 43.9 36.4 56.9 47.7 43.7 35.9 56.6 47.0
Old : 43.9 36.4 56.9 47.7 43.7 35.9 56.6 47.0
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 18, 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 : 76,575: 26,470 34,188 6,473 24,524 24,929 57,467 65,591: 19,108 10,984
Old : 76,575: 26,470 34,188 6,473 24,524 24,929 57,467 65,591: 19,108 10,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,957: 871 5,125 773 8,178 2,764 9,822 8,662: 136 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 44.6 8.5 32.0 32.6 75.0 85.7: 25.0 14.3
Old : 100.0: 34.6 44.6 8.5 32.0 32.6 75.0 85.7: 25.0 14.3
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 : 91: 31 30 19 21 15 59 57:
Old : 91: 31 30 19 21 15 59 57:
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 39.7 46.0 50.8 32.1 39.3 42.4 49.6
Old : 33.9 39.7 46.0 50.8 32.1 39.3 42.4 49.6
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 18, 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 : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Old : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,256: 0 -33 0 1,312 1,466 1,312 1,433: -56 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
Old : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
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 : 55: 7 15 3 16 21 25 37:
Old : 55: 7 15 3 16 21 25 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 : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Old : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Old : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 0.9
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 : 20: 2 6 0 5 7 7 13:
Old : 20: 2 6 0 5 7 7 13:
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 : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
Old : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005