WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 332,380: 50,166 79,381 65,938 189,714 142,635 305,818 287,954: 26,562 44,426
Old : 288,132: 50,633 83,288 47,513 165,629 126,887 263,775 257,688: 24,357 30,444
Other: 44,248: 14,489 11,048 3,469 24,085 15,749 42,043 30,266: 2,205 13,982
: : :
: : Changes in Commitments from: October 18, 2005 :
: 4,965: -2,833 14,943 848 8,653 -10,053 6,667 5,738: -1,702 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 23.9 19.8 57.1 42.9 92.0 86.6: 8.0 13.4
Old : 100.0: 17.6 28.9 16.5 57.5 44.0 91.5 89.4: 8.5 10.6
Other: 100.0: 32.7 25.0 7.8 54.4 35.6 95.0 68.4: 5.0 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 80 111 105 53 65 202 232:
Old : 280: 79 120 94 51 59 190 220:
Other: 139: 54 26 28 18 57 77 106:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 25.5 41.8 31.5 27.7 18.5 39.3 23.2
Old : 30.7 28.9 44.5 35.4 30.7 26.1 44.1 31.5
Other: 49.3 16.5 62.3 23.2 48.3 15.9 61.3 22.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,022,777: 141,890 161,307 195,401 522,409 441,484 859,700 798,191: 163,077 224,585
Old : 963,528: 127,654 167,705 179,189 502,848 410,901 809,691 757,795: 153,838 205,734
Other: 59,248: 23,465 2,831 6,983 19,561 30,583 50,009 40,397: 9,240 18,852
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,869: 1,367 5,708 14,884 13,148 10,513 29,399 31,105: -3,530 -5,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.8 19.1 51.1 43.2 84.1 78.0: 15.9 22.0
Old : 100.0: 13.2 17.4 18.6 52.2 42.6 84.0 78.6: 16.0 21.4
Other: 100.0: 39.6 4.8 11.8 33.0 51.6 84.4 68.2: 15.6 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 592: 167 134 182 218 215 474 472:
Old : 589: 153 155 176 216 210 467 464:
Other: 238: 60 28 26 44 127 114 171:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 17.2 28.7 21.8 16.1 12.6 24.5 16.3
Old : 21.2 16.9 30.2 21.6 16.8 12.1 25.8 15.9
Other: 17.4 27.1 29.9 34.5 16.6 26.4 27.2 31.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 8,464: 3,797 75 569 1,406 6,331 5,772 6,975: 2,692 1,490
Old : 8,455: 3,797 75 569 1,403 6,330 5,769 6,974: 2,686 1,482
Other: 9: 0 0 0 3 1 3 1: 6 8
: : :
: : Changes in Commitments from: October 18, 2005 :
: 486: 325 -101 22 0 416 348 337: 139 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.9 6.7 16.6 74.8 68.2 82.4: 31.8 17.6
Old : 100.0: 44.9 0.9 6.7 16.6 74.9 68.2 82.5: 31.8 17.5
Other: 100.0: 0.0 0.0 0.0 33.3 11.1 33.3 11.1: 66.7 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 18 3 5 10 14 29 21:
Old : 38: 18 3 5 10 14 29 21:
Other: 2: 0 0 0 2 1 2 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 : 29.9 48.3 43.1 65.8 28.2 41.9 40.7 56.8
Old : 29.9 48.3 43.1 65.9 28.2 41.9 40.7 56.9
Other: 33.3 11.1 33.3 11.1 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 25, 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 : 334,115: 44,429 42,041 52,295 176,699 149,026 273,422 243,362: 60,692 90,753
Old : 318,947: 45,131 44,206 45,310 169,621 143,832 260,062 233,348: 58,884 85,598
Other: 15,168: 5,588 4,125 694 7,078 5,194 13,360 10,013: 1,808 5,155
: : :
: : Changes in Commitments from: October 18, 2005 :
: -55,516: -10,587 -1,123 -34,119 -9,742 -13,159 -54,447 -48,401: -1,069 -7,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.6 15.7 52.9 44.6 81.8 72.8: 18.2 27.2
Old : 100.0: 14.2 13.9 14.2 53.2 45.1 81.5 73.2: 18.5 26.8
Other: 100.0: 36.8 27.2 4.6 46.7 34.2 88.1 66.0: 11.9 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 65 99 99 104 110 240 253:
Old : 309: 69 100 91 104 108 237 246:
Other: 109: 15 28 8 22 49 42 81:
:----------------------------------------------------------------------------------------------------
: 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 19.8 29.0 27.0 16.1 12.8 23.9 16.6
Old : 18.2 20.4 29.6 27.7 17.5 13.3 25.3 17.3
Other: 43.8 27.9 65.0 40.0 41.1 27.5 61.4 38.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 199,365: 30,856 8,256 45,811 95,778 130,891 172,445 184,957: 26,919 14,408
Old : 191,148: 32,219 8,236 41,880 91,304 127,265 165,403 177,381: 25,744 13,767
Other: 8,217: 2,400 3,782 168 4,474 3,626 7,042 7,576: 1,175 641
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,695: -1,685 -387 1,984 1,254 -2,354 1,553 -757: -3,248 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.1 23.0 48.0 65.7 86.5 92.8: 13.5 7.2
Old : 100.0: 16.9 4.3 21.9 47.8 66.6 86.5 92.8: 13.5 7.2
Other: 100.0: 29.2 46.0 2.0 54.4 44.1 85.7 92.2: 14.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 25 43 54 56 128 111:
Old : 150: 55 23 40 54 55 127 107:
Other: 37: 4 16 3 12 11 19 28:
:----------------------------------------------------------------------------------------------------
: 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 34.1 31.8 49.0 17.6 27.1 24.4 36.0
Old : 20.2 34.5 31.8 49.9 18.4 27.6 25.5 38.0
Other: 69.7 34.0 81.9 56.7 62.3 30.0 71.8 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 745,937: 80,676 95,789 95,289 443,428 354,592 619,393 545,669: 126,545 200,268
Old : 745,937: 80,676 95,789 95,289 443,428 354,592 619,393 545,669: 126,545 200,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -23,217: -5,983 223 -8,977 -3,485 -12,360 -18,445 -21,114: -4,772 -2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.8 12.8 59.4 47.5 83.0 73.2: 17.0 26.8
Old : 100.0: 10.8 12.8 12.8 59.4 47.5 83.0 73.2: 17.0 26.8
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 : 163: 32 32 44 75 81 126 138:
Old : 163: 32 32 44 75 81 126 138:
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 : 20.1 12.2 30.4 20.9 16.8 10.5 23.9 17.6
Old : 20.1 12.2 30.4 20.9 16.8 10.5 23.9 17.6
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 25, 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 : 155,830: 16,136 21,590 24,736 80,226 81,975 121,098 128,301: 34,731 27,528
Old : 149,951: 16,542 22,002 22,370 77,104 78,779 116,017 123,151: 33,934 26,799
Other: 5,879: 765 759 1,195 3,122 3,196 5,082 5,150: 797 729
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,821: -1,223 2,582 -45 1,142 -660 -126 1,877: 3,947 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.9 15.9 51.5 52.6 77.7 82.3: 22.3 17.7
Old : 100.0: 11.0 14.7 14.9 51.4 52.5 77.4 82.1: 22.6 17.9
Other: 100.0: 13.0 12.9 20.3 53.1 54.4 86.4 87.6: 13.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 29 44 39 49 50 102 118:
Old : 141: 30 46 39 49 49 102 116:
Other: 36: 8 11 11 14 11 28 27:
:----------------------------------------------------------------------------------------------------
: 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 28.5 35.5 37.9 18.3 18.3 23.3 24.1
Old : 26.5 28.9 35.2 38.3 18.6 18.9 23.7 24.8
Other: 41.6 38.2 63.7 62.9 31.8 31.1 44.2 42.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 7,881: 2,429 818 1,044 2,585 4,683 6,059 6,545: 1,823 1,336
Old : 7,855: 2,417 823 1,038 2,585 4,683 6,040 6,544: 1,815 1,311
Other: 26: 17 0 1 0 0 18 1: 8 25
: : :
: : Changes in Commitments from: October 18, 2005 :
: -206: -144 22 -232 165 -214 -210 -423: 4 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 10.4 13.2 32.8 59.4 76.9 83.0: 23.1 17.0
Old : 100.0: 30.8 10.5 13.2 32.9 59.6 76.9 83.3: 23.1 16.7
Other: 100.0: 66.0 1.5 3.8 0.0 0.0 69.8 5.2: 30.2 94.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 8 8 16 17 34 27:
Old : 44: 12 8 8 16 17 34 27:
Other: 4: 3 1 1 0 0 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 : 28.7 47.0 45.0 62.8 26.6 33.3 37.6 46.6
Old : 28.8 47.1 45.1 63.0 26.7 33.4 37.7 46.8
Other: 69.8 5.2 69.8 5.2 66.0 1.5 66.0 1.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 372,390: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,174 107,379
Old : 372,390: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,174 107,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 17,189: 7,897 10,900 45 4,263 -1,692 12,205 9,253: 4,984 7,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 28.8
Old : 100.0: 27.2 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 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 : 118: 23 26 5 46 49 71 78:
Old : 118: 23 26 5 46 49 71 78:
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 : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Old : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
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 25, 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 : 2,227,959: 319,037 436,984 266,421 1,374,946 1,082,093 1,960,404 1,785,498: 267,555 442,461
Old : 2,227,959: 319,037 436,984 266,421 1,374,946 1,082,093 1,960,404 1,785,498: 267,555 442,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -20,092: -14,940 58,710 -38,587 23,994 -47,189 -29,533 -27,065: 9,441 6,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.6 12.0 61.7 48.6 88.0 80.1: 12.0 19.9
Old : 100.0: 14.3 19.6 12.0 61.7 48.6 88.0 80.1: 12.0 19.9
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 : 272: 62 66 80 112 124 209 235:
Old : 272: 62 66 80 112 124 209 235:
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 : 27.2 21.2 38.1 28.0 24.4 20.5 33.1 25.5
Old : 27.2 21.2 38.1 28.0 24.4 20.5 33.1 25.5
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 25, 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 : 1,688,890: 204,891 449,208 201,836 1,133,454 709,248 1,540,181 1,360,291: 148,709 328,599
Old : 1,688,890: 204,891 449,208 201,836 1,133,454 709,248 1,540,181 1,360,291: 148,709 328,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,258: 13,471 33,337 -14,781 32,157 -9,315 30,847 9,241: -5,589 16,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 26.6 12.0 67.1 42.0 91.2 80.5: 8.8 19.5
Old : 100.0: 12.1 26.6 12.0 67.1 42.0 91.2 80.5: 8.8 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 : 193: 43 49 47 76 82 140 157:
Old : 193: 43 49 47 76 82 140 157:
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 : 32.6 20.4 44.2 30.8 29.5 20.1 39.1 28.6
Old : 32.6 20.4 44.2 30.8 29.5 20.1 39.1 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 25, 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 : 727,405: 157,350 104,828 295,667 224,371 283,163 677,388 683,658: 50,017 43,747
Old : 727,405: 157,350 104,828 295,667 224,371 283,163 677,388 683,658: 50,017 43,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 46,404: 8,589 -13,175 30,825 4,581 26,108 43,995 43,758: 2,409 2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.4 40.6 30.8 38.9 93.1 94.0: 6.9 6.0
Old : 100.0: 21.6 14.4 40.6 30.8 38.9 93.1 94.0: 6.9 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 : 147: 46 31 43 62 59 128 113:
Old : 147: 46 31 43 62 59 128 113:
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 : 28.6 30.6 43.1 44.5 15.3 12.6 20.0 19.0
Old : 28.6 30.6 43.1 44.5 15.3 12.6 20.0 19.0
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 25, 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 : 39,326: 4,849 9,054 559 25,995 17,450 31,403 27,063: 7,923 12,263
Old : 39,326: 4,849 9,054 559 25,995 17,450 31,403 27,063: 7,923 12,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,053: -1,050 1,715 -261 2,179 -729 868 726: 185 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 23.0 1.4 66.1 44.4 79.9 68.8: 20.1 31.2
Old : 100.0: 12.3 23.0 1.4 66.1 44.4 79.9 68.8: 20.1 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 : 52: 10 14 6 20 10 34 26:
Old : 52: 10 14 6 20 10 34 26:
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 : 42.8 38.3 57.8 51.4 42.8 38.3 57.8 51.3
Old : 42.8 38.3 57.8 51.4 42.8 38.3 57.8 51.3
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 25, 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 : 71,787: 28,028 26,682 3,836 22,178 30,046 54,043 60,564: 17,745 11,223
Old : 71,787: 28,028 26,682 3,836 22,178 30,046 54,043 60,564: 17,745 11,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,788: 1,558 -7,506 -2,637 -2,346 5,116 -3,424 -5,026: -1,364 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 37.2 5.3 30.9 41.9 75.3 84.4: 24.7 15.6
Old : 100.0: 39.0 37.2 5.3 30.9 41.9 75.3 84.4: 24.7 15.6
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 : 79: 28 22 15 20 15 54 46:
Old : 79: 28 22 15 20 15 54 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 : 34.6 51.2 46.8 60.6 33.3 50.9 43.7 59.5
Old : 34.6 51.2 46.8 60.6 33.3 50.9 43.7 59.5
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 25, 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 : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Old : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,531: -1,895 -144 0 394 -1,454 -1,501 -1,598: -30 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Old : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 12 3 17 21 26 34:
Old : 52: 7 12 3 17 21 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Old : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005