WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 338,482: 52,037 91,582 65,633 191,361 136,212 309,030 293,427: 29,452 45,055
Old : 292,077: 52,472 93,623 47,574 165,101 119,715 265,146 260,912: 26,931 31,165
Other: 46,405: 14,067 12,460 3,557 26,260 16,497 43,884 32,515: 2,521 13,890
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,102: 1,871 12,201 -306 1,647 -6,423 3,212 5,473: 2,890 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 27.1 19.4 56.5 40.2 91.3 86.7: 8.7 13.3
Old : 100.0: 18.0 32.1 16.3 56.5 41.0 90.8 89.3: 9.2 10.7
Other: 100.0: 30.3 26.9 7.7 56.6 35.6 94.6 70.1: 5.4 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 83 135 116 54 66 215 259:
Old : 303: 84 136 101 51 59 201 239:
Other: 148: 50 36 34 18 58 78 119:
:----------------------------------------------------------------------------------------------------
: 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 23.5 40.6 29.6 27.2 17.4 38.8 22.2
Old : 30.2 26.6 43.9 33.4 30.2 25.3 43.6 30.5
Other: 51.9 15.5 64.6 22.0 50.9 15.1 63.4 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,064,779: 145,627 165,525 203,217 538,614 462,703 887,458 831,446: 177,321 233,333
Old : 1,001,050: 130,538 170,126 187,909 516,261 428,318 834,709 786,354: 166,341 214,696
Other: 63,730: 22,986 3,297 7,410 22,353 34,385 52,750 45,092: 10,980 18,637
: : :
: : Changes in Commitments from: October 25, 2005 :
: 42,002: 3,737 4,218 7,817 16,205 21,219 27,758 33,254: 14,244 8,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.5 19.1 50.6 43.5 83.3 78.1: 16.7 21.9
Old : 100.0: 13.0 17.0 18.8 51.6 42.8 83.4 78.6: 16.6 21.4
Other: 100.0: 36.1 5.2 11.6 35.1 54.0 82.8 70.8: 17.2 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 167 133 182 224 217 479 473:
Old : 594: 152 151 175 222 211 471 464:
Other: 252: 61 31 31 50 133 120 186:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 17.2 27.9 21.9 15.4 12.6 23.7 16.3
Old : 20.7 16.9 29.5 21.8 16.2 12.0 25.0 16.0
Other: 17.2 26.6 29.1 34.6 16.5 26.3 27.6 32.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 7,660: 2,896 76 592 1,563 5,768 5,050 6,435: 2,610 1,225
Old : 7,651: 2,896 76 591 1,560 5,767 5,046 6,433: 2,605 1,218
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 25, 2005 :
: -805: -901 1 23 157 -563 -722 -540: -83 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.0 7.7 20.4 75.3 65.9 84.0: 34.1 16.0
Old : 100.0: 37.8 1.0 7.7 20.4 75.4 66.0 84.1: 34.0 15.9
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 : 35: 14 3 6 13 14 28 22:
Old : 35: 14 3 6 13 14 28 22:
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 : 30.6 50.1 42.9 65.9 28.9 44.3 39.3 56.7
Old : 30.6 50.2 43.0 65.9 28.9 44.4 39.4 56.8
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, November 1, 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 : 325,044: 48,508 43,238 54,289 169,685 144,752 272,483 242,280: 52,561 82,764
Old : 309,141: 48,841 45,353 47,438 162,090 138,920 258,369 231,711: 50,772 77,430
Other: 15,903: 5,791 4,009 727 7,595 5,832 14,114 10,569: 1,789 5,334
: : :
: : Changes in Commitments from: October 25, 2005 :
: -9,071: 4,080 1,197 1,994 -7,014 -4,273 -940 -1,082: -8,131 -7,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.3 16.7 52.2 44.5 83.8 74.5: 16.2 25.5
Old : 100.0: 15.8 14.7 15.3 52.4 44.9 83.6 75.0: 16.4 25.0
Other: 100.0: 36.4 25.2 4.6 47.8 36.7 88.7 66.5: 11.3 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 79 102 108 103 111 253 268:
Old : 328: 83 104 100 102 107 248 260:
Other: 111: 16 26 8 29 50 51 79:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 20.8 30.2 28.0 16.5 13.3 25.0 17.5
Old : 19.1 21.4 31.0 28.8 18.1 13.8 26.7 18.6
Other: 44.4 29.6 64.5 40.9 41.5 28.9 61.0 39.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 201,264: 27,879 12,649 45,528 101,242 125,233 174,648 183,409: 26,616 17,855
Old : 192,325: 29,995 12,382 41,798 94,874 120,897 166,667 175,077: 25,658 17,248
Other: 8,939: 1,442 3,825 171 6,368 4,336 7,981 8,332: 958 607
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,899: -2,978 4,393 -283 5,464 -5,658 2,203 -1,548: -303 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.3 22.6 50.3 62.2 86.8 91.1: 13.2 8.9
Old : 100.0: 15.6 6.4 21.7 49.3 62.9 86.7 91.0: 13.3 9.0
Other: 100.0: 16.1 42.8 1.9 71.2 48.5 89.3 93.2: 10.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 40 34 54 54 55 132 121:
Old : 155: 48 33 50 54 54 131 117:
Other: 44: 6 17 4 14 13 23 32:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 32.7 31.3 46.6 17.4 26.4 24.5 32.1
Old : 19.8 33.0 31.0 47.3 18.2 26.7 25.7 34.2
Other: 76.7 36.8 84.4 60.3 69.0 33.7 75.3 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 787,889: 81,401 115,923 117,585 460,839 372,201 659,825 605,710: 128,064 182,180
Old : 787,889: 81,401 115,923 117,585 460,839 372,201 659,825 605,710: 128,064 182,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 41,952: 725 20,134 22,297 17,411 17,609 40,433 60,040: 1,519 -18,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.7 14.9 58.5 47.2 83.7 76.9: 16.3 23.1
Old : 100.0: 10.3 14.7 14.9 58.5 47.2 83.7 76.9: 16.3 23.1
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 : 172: 31 40 48 74 83 127 149:
Old : 172: 31 40 48 74 83 127 149:
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 : 21.8 12.0 31.8 20.7 17.9 10.5 24.8 17.4
Old : 21.8 12.0 31.8 20.7 17.9 10.5 24.8 17.4
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, November 1, 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 : 157,827: 16,464 22,630 25,991 85,020 83,011 127,474 131,633: 30,352 26,194
Old : 151,876: 16,708 23,090 23,696 81,739 79,784 122,143 126,570: 29,733 25,306
Other: 5,951: 788 573 1,263 3,281 3,227 5,332 5,063: 619 888
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,997: 328 1,040 1,255 4,793 1,036 6,376 3,332: -4,379 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.3 16.5 53.9 52.6 80.8 83.4: 19.2 16.6
Old : 100.0: 11.0 15.2 15.6 53.8 52.5 80.4 83.3: 19.6 16.7
Other: 100.0: 13.2 9.6 21.2 55.1 54.2 89.6 85.1: 10.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 29 50 42 51 52 111 122:
Old : 149: 31 51 42 51 52 111 122:
Other: 36: 11 7 12 15 12 30 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 : 27.9 28.7 36.7 37.0 18.8 18.2 24.0 23.8
Old : 28.0 29.1 36.5 37.3 19.1 19.0 24.5 24.7
Other: 44.0 37.7 65.9 62.3 34.0 30.0 44.0 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 7,985: 2,608 679 1,129 2,543 4,988 6,280 6,796: 1,705 1,189
Old : 7,944: 2,596 671 1,126 2,543 4,987 6,266 6,784: 1,679 1,161
Other: 41: 12 8 3 0 1 15 12: 26 28
: : :
: : Changes in Commitments from: October 25, 2005 :
: 103: 178 -139 85 -42 305 222 251: -118 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 8.5 14.1 31.9 62.5 78.7 85.1: 21.3 14.9
Old : 100.0: 32.7 8.4 14.2 32.0 62.8 78.9 85.4: 21.1 14.6
Other: 100.0: 28.9 20.8 7.2 0.0 2.5 36.1 30.5: 63.9 69.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 7 7 16 19 33 30:
Old : 44: 15 6 7 16 19 33 30:
Other: 6: 2 3 1 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 51.1 47.3 67.0 25.3 38.0 36.8 48.6
Old : 29.0 51.3 47.5 67.3 25.4 38.2 37.0 48.9
Other: 36.1 30.5 36.1 30.5 28.9 23.3 28.9 23.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 356,429: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 72,144 107,494
Old : 356,429: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 72,144 107,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -15,960: -6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076: -3,029 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.7 0.6 52.5 43.6 79.8 69.8: 20.2 30.2
Old : 100.0: 26.7 25.7 0.6 52.5 43.6 79.8 69.8: 20.2 30.2
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 : 118: 24 26 5 45 48 71 77:
Old : 118: 24 26 5 45 48 71 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.1 37.7 25.7 25.5 14.9 36.7 24.4
Old : 26.0 16.1 37.7 25.7 25.5 14.9 36.7 24.4
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, November 1, 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 : 2,339,019: 318,322 421,520 312,351 1,435,408 1,153,866 2,066,081 1,887,737: 272,938 451,282
Old : 2,339,019: 318,322 421,520 312,351 1,435,408 1,153,866 2,066,081 1,887,737: 272,938 451,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 111,061: -715 -15,464 45,930 60,462 71,773 105,677 102,239: 5,384 8,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.0 13.4 61.4 49.3 88.3 80.7: 11.7 19.3
Old : 100.0: 13.6 18.0 13.4 61.4 49.3 88.3 80.7: 11.7 19.3
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 : 272: 62 67 86 113 121 218 231:
Old : 272: 62 67 86 113 121 218 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 21.5 38.3 29.0 22.8 20.9 31.9 26.4
Old : 26.9 21.5 38.3 29.0 22.8 20.9 31.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,768,969: 191,975 453,644 240,628 1,178,308 740,429 1,610,911 1,434,701: 158,057 334,267
Old : 1,768,969: 191,975 453,644 240,628 1,178,308 740,429 1,610,911 1,434,701: 158,057 334,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 80,079: -12,916 4,436 38,793 44,854 31,182 70,731 74,410: 9,348 5,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 25.6 13.6 66.6 41.9 91.1 81.1: 8.9 18.9
Old : 100.0: 10.9 25.6 13.6 66.6 41.9 91.1 81.1: 8.9 18.9
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 : 193: 34 55 46 77 85 138 159:
Old : 193: 34 55 46 77 85 138 159:
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 : 31.1 20.4 42.5 31.0 27.9 20.0 36.8 27.5
Old : 31.1 20.4 42.5 31.0 27.9 20.0 36.8 27.5
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, November 1, 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 : 667,144: 163,161 121,880 229,667 233,073 272,836 625,902 624,383: 41,242 42,761
Old : 667,144: 163,161 121,880 229,667 233,073 272,836 625,902 624,383: 41,242 42,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -60,261: 5,811 17,052 -66,000 8,702 -10,327 -51,487 -59,275: -8,774 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.3 34.4 34.9 40.9 93.8 93.6: 6.2 6.4
Old : 100.0: 24.5 18.3 34.4 34.9 40.9 93.8 93.6: 6.2 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 : 143: 45 32 45 57 57 125 111:
Old : 143: 45 32 45 57 57 125 111:
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 : 27.0 29.0 43.7 41.8 16.1 14.3 23.9 22.4
Old : 27.0 29.0 43.7 41.8 16.1 14.3 23.9 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 39,081: 5,159 8,545 568 26,239 17,548 31,966 26,662: 7,115 12,419
Old : 39,081: 5,159 8,545 568 26,239 17,548 31,966 26,662: 7,115 12,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -245: 310 -508 9 244 98 563 -401: -808 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 21.9 1.5 67.1 44.9 81.8 68.2: 18.2 31.8
Old : 100.0: 13.2 21.9 1.5 67.1 44.9 81.8 68.2: 18.2 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 : 56: 12 15 7 20 11 37 28:
Old : 56: 12 15 7 20 11 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 : 43.2 37.9 58.3 51.1 43.2 37.8 58.3 51.0
Old : 43.2 37.9 58.3 51.1 43.2 37.8 58.3 51.0
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, November 1, 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 : 77,531: 28,860 26,721 4,274 24,896 37,281 58,030 68,276: 19,501 9,255
Old : 77,531: 28,860 26,721 4,274 24,896 37,281 58,030 68,276: 19,501 9,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,744: 832 39 438 2,718 7,236 3,987 7,712: 1,757 -1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 34.5 5.5 32.1 48.1 74.8 88.1: 25.2 11.9
Old : 100.0: 37.2 34.5 5.5 32.1 48.1 74.8 88.1: 25.2 11.9
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 : 92: 34 25 18 22 18 64 53:
Old : 92: 34 25 18 22 18 64 53:
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 : 30.5 54.1 42.7 63.7 30.5 53.7 39.2 61.6
Old : 30.5 54.1 42.7 63.7 30.5 53.7 39.2 61.6
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, November 1, 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 : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Old : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -669: 43 80 -6 -736 -710 -699 -636: 30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 2.2
Old : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 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 : 52: 7 13 3 16 21 25 35:
Old : 52: 7 13 3 16 21 25 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Old : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2005