WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 333,527: 49,376 96,173 55,060 197,331 138,668 301,767 289,901: 31,760 43,626
Old : 280,948: 50,499 92,550 39,153 163,079 119,718 252,731 251,421: 28,217 29,528
Other: 52,578: 10,422 15,168 4,362 34,252 18,950 49,036 38,480: 3,543 14,098
: : :
: : Changes in Commitments from: November 1, 2005 :
: -4,956: -2,661 4,591 -10,573 5,970 2,455 -7,264 -3,527: 2,308 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 28.8 16.5 59.2 41.6 90.5 86.9: 9.5 13.1
Old : 100.0: 18.0 32.9 13.9 58.0 42.6 90.0 89.5: 10.0 10.5
Other: 100.0: 19.8 28.8 8.3 65.1 36.0 93.3 73.2: 6.7 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 86 137 114 60 68 212 266:
Old : 306: 85 135 103 57 61 204 244:
Other: 144: 36 45 34 17 59 68 124:
:----------------------------------------------------------------------------------------------------
: 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 24.8 41.3 31.0 27.3 18.9 40.4 24.2
Old : 31.0 28.3 44.2 35.3 31.0 26.9 43.7 33.0
Other: 61.1 18.4 72.0 25.1 56.9 16.0 67.0 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,075,735: 150,407 173,801 205,502 535,397 467,783 891,306 847,087: 184,429 228,649
Old : 992,517: 146,175 176,463 180,571 494,265 428,341 821,011 785,375: 171,506 207,142
Other: 83,218: 19,204 12,310 9,959 41,132 39,442 70,295 61,711: 12,923 21,507
: : :
: : Changes in Commitments from: November 1, 2005 :
: 10,956: 4,780 8,276 2,285 -3,217 5,080 3,848 15,641: 7,108 -4,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.2 19.1 49.8 43.5 82.9 78.7: 17.1 21.3
Old : 100.0: 14.7 17.8 18.2 49.8 43.2 82.7 79.1: 17.3 20.9
Other: 100.0: 23.1 14.8 12.0 49.4 47.4 84.5 74.2: 15.5 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 160 147 182 228 219 478 480:
Old : 595: 158 152 173 226 212 469 468:
Other: 257: 57 42 33 47 132 116 195:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.0 26.9 22.2 14.4 12.4 22.8 16.3
Old : 19.8 16.8 27.7 22.0 15.4 11.8 23.1 16.0
Other: 35.3 27.2 44.6 35.8 34.8 25.5 43.3 33.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 8,270: 3,590 203 549 1,730 6,177 5,869 6,929: 2,401 1,341
Old : 8,248: 3,590 203 549 1,727 6,170 5,866 6,922: 2,382 1,326
Other: 22: 0 0 0 3 7 3 7: 19 15
: : :
: : Changes in Commitments from: November 1, 2005 :
: 610: 694 127 -42 168 409 819 494: -209 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.4 6.6 20.9 74.7 71.0 83.8: 29.0 16.2
Old : 100.0: 43.5 2.5 6.7 20.9 74.8 71.1 83.9: 28.9 16.1
Other: 100.0: 0.0 0.0 0.0 13.6 31.8 13.6 31.8: 86.4 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 5 5 13 13 30 22:
Old : 38: 16 5 5 13 13 30 22:
Other: 3: 0 0 0 2 2 2 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 : 29.3 50.1 43.0 67.4 26.7 42.6 38.7 55.6
Old : 29.4 50.2 43.1 67.5 26.8 42.7 38.8 55.8
Other: 13.6 31.8 13.6 31.8 9.1 27.3 9.1 27.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 327,873: 47,522 41,577 57,882 166,445 145,737 271,849 245,196: 56,024 82,677
Old : 310,778: 48,174 43,844 50,545 157,867 139,477 256,586 233,866: 54,192 76,913
Other: 17,094: 5,853 4,239 832 8,578 6,260 15,263 11,330: 1,832 5,764
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,829: -987 -1,661 3,593 -3,240 984 -634 2,916: 3,463 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.7 17.7 50.8 44.4 82.9 74.8: 17.1 25.2
Old : 100.0: 15.5 14.1 16.3 50.8 44.9 82.6 75.3: 17.4 24.7
Other: 100.0: 34.2 24.8 4.9 50.2 36.6 89.3 66.3: 10.7 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 78 98 101 102 106 247 254:
Old : 318: 85 97 94 102 103 244 247:
Other: 107: 15 27 9 25 47 47 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 : 19.1 21.4 30.1 28.5 16.6 14.0 25.4 18.3
Old : 19.5 22.2 31.1 29.4 18.1 14.9 27.1 19.6
Other: 46.5 28.7 64.9 39.0 43.3 28.1 61.6 37.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 201,834: 28,152 16,503 46,734 102,433 118,845 177,319 182,082: 24,516 19,753
Old : 191,710: 29,659 16,789 42,795 96,163 113,665 168,616 173,249: 23,095 18,462
Other: 10,124: 2,178 3,398 255 6,270 5,180 8,703 8,833: 1,421 1,291
: : :
: : Changes in Commitments from: November 1, 2005 :
: 570: 274 3,854 1,207 1,191 -6,388 2,671 -1,328: -2,101 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.2 23.2 50.8 58.9 87.9 90.2: 12.1 9.8
Old : 100.0: 15.5 8.8 22.3 50.2 59.3 88.0 90.4: 12.0 9.6
Other: 100.0: 21.5 33.6 2.5 61.9 51.2 86.0 87.2: 14.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 41 42 50 55 53 128 126:
Old : 161: 44 42 46 55 52 127 122:
Other: 43: 6 14 3 15 13 23 29:
:----------------------------------------------------------------------------------------------------
: 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 31.3 32.3 44.6 17.5 26.0 24.8 30.7
Old : 20.1 31.7 32.4 44.7 18.4 26.3 26.2 32.5
Other: 68.7 40.1 78.1 60.9 67.9 33.7 73.9 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 817,957: 84,563 95,145 137,396 452,247 391,652 674,206 624,193: 143,751 193,765
Old : 817,957: 84,563 95,145 137,396 452,247 391,652 674,206 624,193: 143,751 193,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 30,068: 3,162 -20,779 19,810 -8,592 19,451 14,380 18,483: 15,687 11,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.6 16.8 55.3 47.9 82.4 76.3: 17.6 23.7
Old : 100.0: 10.3 11.6 16.8 55.3 47.9 82.4 76.3: 17.6 23.7
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 : 173: 31 37 49 78 87 134 148:
Old : 173: 31 37 49 78 87 134 148:
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 : 21.3 13.1 31.1 21.4 16.6 10.0 23.6 16.2
Old : 21.3 13.1 31.1 21.4 16.6 10.0 23.6 16.2
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 8, 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 : 154,393: 16,163 21,439 26,915 83,256 78,923 126,333 127,277: 28,060 27,116
Old : 148,256: 16,350 21,717 24,718 79,628 75,542 120,696 121,977: 27,560 26,279
Other: 6,137: 801 711 1,208 3,628 3,381 5,637 5,300: 500 837
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,433: -301 -1,191 924 -1,764 -4,088 -1,141 -4,356: -2,292 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.9 17.4 53.9 51.1 81.8 82.4: 18.2 17.6
Old : 100.0: 11.0 14.6 16.7 53.7 51.0 81.4 82.3: 18.6 17.7
Other: 100.0: 13.0 11.6 19.7 59.1 55.1 91.9 86.4: 8.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 31 45 42 51 50 111 118:
Old : 147: 32 48 42 51 50 111 118:
Other: 38: 11 7 11 15 14 30 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 : 24.9 28.3 34.2 36.3 18.2 20.2 24.9 26.3
Old : 24.8 28.5 33.9 36.7 18.6 20.9 25.4 27.2
Other: 45.3 39.8 66.9 64.4 32.2 29.1 45.0 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 8,024: 2,978 310 1,108 2,053 5,664 6,139 7,083: 1,885 941
Old : 7,973: 2,965 314 1,100 2,053 5,648 6,117 7,062: 1,856 911
Other: 51: 18 1 3 0 16 21 20: 29 30
: : :
: : Changes in Commitments from: November 1, 2005 :
: 39: 370 -369 -21 -491 677 -142 287: 181 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.9 13.8 25.6 70.6 76.5 88.3: 23.5 11.7
Old : 100.0: 37.2 3.9 13.8 25.7 70.8 76.7 88.6: 23.3 11.4
Other: 100.0: 35.8 2.2 6.5 0.0 31.6 42.2 40.3: 57.8 59.7
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 7 8 17 18 38 29:
Old : 49: 17 7 8 17 18 38 29:
Other: 7: 3 2 1 0 2 4 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 : 25.0 56.2 42.1 68.7 21.2 45.8 33.1 54.1
Old : 25.1 56.5 42.3 69.1 21.3 46.1 33.3 54.2
Other: 42.2 40.3 42.2 40.3 35.8 33.8 35.8 33.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 362,394: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,525 106,318
Old : 362,394: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,525 106,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,965: 9,843 -965 152 -3,411 7,954 6,584 7,141: -619 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.0 0.6 50.7 45.1 80.3 70.7: 19.7 29.3
Old : 100.0: 29.0 25.0 0.6 50.7 45.1 80.3 70.7: 19.7 29.3
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 : 116: 23 26 6 46 50 72 79:
Old : 116: 23 26 6 46 50 72 79:
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 : 24.8 16.1 36.5 26.1 24.2 14.9 35.5 24.6
Old : 24.8 16.1 36.5 26.1 24.2 14.9 35.5 24.6
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, November 8, 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 : 2,430,652: 362,932 392,274 354,935 1,439,492 1,243,858 2,157,359 1,991,067: 273,293 439,586
Old : 2,430,652: 362,932 392,274 354,935 1,439,492 1,243,858 2,157,359 1,991,067: 273,293 439,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 91,633: 44,610 -29,246 42,584 4,085 89,992 91,278 103,329: 355 -11,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.1 14.6 59.2 51.2 88.8 81.9: 11.2 18.1
Old : 100.0: 14.9 16.1 14.6 59.2 51.2 88.8 81.9: 11.2 18.1
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 : 292: 74 69 95 117 130 237 248:
Old : 292: 74 69 95 117 130 237 248:
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 : 27.3 20.9 35.8 29.3 21.0 19.6 27.8 24.7
Old : 27.3 20.9 35.8 29.3 21.0 19.6 27.8 24.7
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 8, 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 : 1,807,767: 207,492 441,688 268,185 1,179,431 784,862 1,655,108 1,494,734: 152,658 313,032
Old : 1,807,767: 207,492 441,688 268,185 1,179,431 784,862 1,655,108 1,494,734: 152,658 313,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 38,798: 15,517 -11,956 27,556 1,123 44,432 44,197 60,033: -5,399 -21,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 24.4 14.8 65.2 43.4 91.6 82.7: 8.4 17.3
Old : 100.0: 11.5 24.4 14.8 65.2 43.4 91.6 82.7: 8.4 17.3
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 : 200: 39 54 51 79 87 146 164:
Old : 200: 39 54 51 79 87 146 164:
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 : 31.0 20.4 42.9 31.6 27.2 20.1 35.2 26.3
Old : 31.0 20.4 42.9 31.6 27.2 20.1 35.2 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 577,044: 92,943 88,691 246,797 185,151 196,700 524,891 532,187: 52,153 44,856
Old : 577,044: 92,943 88,691 246,797 185,151 196,700 524,891 532,187: 52,153 44,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -90,100: -70,218 -33,189 17,130 -47,922 -76,137 -101,010 -92,195: 10,910 2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.4 42.8 32.1 34.1 91.0 92.2: 9.0 7.8
Old : 100.0: 16.1 15.4 42.8 32.1 34.1 91.0 92.2: 9.0 7.8
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 : 132: 36 32 43 51 56 110 109:
Old : 132: 36 32 43 51 56 110 109:
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 : 29.1 27.8 44.9 43.3 15.0 11.3 21.8 16.9
Old : 29.1 27.8 44.9 43.3 15.0 11.3 21.8 16.9
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 8, 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 : 39,147: 5,692 7,683 731 26,192 17,839 32,615 26,254: 6,532 12,893
Old : 39,147: 5,692 7,683 731 26,192 17,839 32,615 26,254: 6,532 12,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 66: 534 -862 163 -47 291 649 -408: -583 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 19.6 1.9 66.9 45.6 83.3 67.1: 16.7 32.9
Old : 100.0: 14.5 19.6 1.9 66.9 45.6 83.3 67.1: 16.7 32.9
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 : 53: 13 12 7 19 11 36 26:
Old : 53: 13 12 7 19 11 36 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 : 43.4 38.4 58.8 51.5 43.4 38.3 58.8 51.4
Old : 43.4 38.4 58.8 51.5 43.4 38.3 58.8 51.4
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 8, 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 : 77,479: 26,693 21,662 5,747 27,873 40,521 60,314 67,931: 17,165 9,548
Old : 77,479: 26,693 21,662 5,747 27,873 40,521 60,314 67,931: 17,165 9,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -52: -2,167 -5,059 1,473 2,977 3,240 2,284 -346: -2,336 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 28.0 7.4 36.0 52.3 77.8 87.7: 22.2 12.3
Old : 100.0: 34.5 28.0 7.4 36.0 52.3 77.8 87.7: 22.2 12.3
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 : 88: 30 27 19 21 17 63 51:
Old : 88: 30 27 19 21 17 63 51:
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 46.1 46.1 58.4 34.6 45.9 42.2 56.6
Old : 34.6 46.1 46.1 58.4 34.6 45.9 42.2 56.6
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 8, 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 : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Old : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 824: 95 -73 0 789 871 884 798: -60 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 2.3
Old : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 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 : 54: 8 12 3 21 20 31 33:
Old : 54: 8 12 3 21 20 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Old : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005