WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 342,429: 49,571 103,232 50,121 207,010 142,856 306,702 296,209: 35,727 46,220
Old : 286,581: 51,409 98,509 33,069 169,478 122,305 253,957 253,883: 32,625 32,698
Other: 55,848: 11,342 17,903 3,872 37,532 20,551 52,745 42,326: 3,102 13,522
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,902: 195 7,059 -4,939 9,679 4,189 4,935 6,308: 3,967 2,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 30.1 14.6 60.5 41.7 89.6 86.5: 10.4 13.5
Old : 100.0: 17.9 34.4 11.5 59.1 42.7 88.6 88.6: 11.4 11.4
Other: 100.0: 20.3 32.1 6.9 67.2 36.8 94.4 75.8: 5.6 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 80 139 97 65 71 205 255:
Old : 297: 79 132 85 63 62 196 230:
Other: 142: 37 42 33 17 60 67 122:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 25.4 41.2 32.1 26.6 18.7 40.0 24.4
Old : 30.4 29.0 44.1 36.7 30.4 26.7 43.6 32.9
Other: 63.6 20.5 75.3 28.9 57.9 17.5 68.9 24.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,055,722: 152,054 175,121 187,251 532,228 473,927 871,533 836,299: 184,188 219,423
Old : 966,466: 149,026 177,368 160,846 486,914 432,627 796,786 770,841: 169,680 195,626
Other: 89,255: 18,363 13,088 11,070 45,314 41,300 74,747 65,458: 14,508 23,797
: : :
: : Changes in Commitments from: November 8, 2005 :
: -20,014: 1,647 1,319 -18,251 -3,169 6,144 -19,773 -10,788: -241 -9,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.6 17.7 50.4 44.9 82.6 79.2: 17.4 20.8
Old : 100.0: 15.4 18.4 16.6 50.4 44.8 82.4 79.8: 17.6 20.2
Other: 100.0: 20.6 14.7 12.4 50.8 46.3 83.7 73.3: 16.3 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 159 153 179 231 220 488 471:
Old : 597: 157 154 172 228 213 478 460:
Other: 257: 56 41 33 51 132 118 195:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 17.3 26.2 22.6 14.0 13.2 22.3 17.2
Old : 19.4 17.2 27.5 22.8 15.3 12.7 23.2 17.0
Other: 34.7 26.5 43.6 34.6 34.3 25.9 42.1 32.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 8,442: 3,572 223 548 1,986 6,148 6,106 6,919: 2,335 1,523
Old : 8,420: 3,572 224 545 1,983 6,141 6,100 6,910: 2,319 1,510
Other: 22: 1 0 2 3 7 6 9: 16 13
: : :
: : Changes in Commitments from: November 8, 2005 :
: 172: -18 20 -2 256 -29 237 -10: -65 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 2.6 6.5 23.5 72.8 72.3 82.0: 27.7 18.0
Old : 100.0: 42.4 2.7 6.5 23.6 72.9 72.5 82.1: 27.5 17.9
Other: 100.0: 4.5 0.0 9.1 13.6 31.8 27.3 40.9: 72.7 59.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 6 5 14 13 31 21:
Old : 37: 14 6 5 14 13 31 21:
Other: 4: 1 0 1 2 2 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 49.4 44.5 65.5 26.2 39.6 38.0 52.1
Old : 30.8 49.4 44.6 65.6 26.3 39.6 38.1 52.2
Other: 27.3 40.9 27.3 40.9 13.6 27.3 13.6 27.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 330,969: 49,968 43,340 59,545 161,662 144,257 271,175 247,142: 59,794 83,827
Old : 313,083: 50,632 46,123 51,738 153,137 137,666 255,507 235,526: 57,575 77,556
Other: 17,886: 6,423 4,305 719 8,525 6,591 15,668 11,615: 2,219 6,271
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,096: 2,446 1,763 1,663 -4,783 -1,480 -674 1,946: 3,770 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.1 18.0 48.8 43.6 81.9 74.7: 18.1 25.3
Old : 100.0: 16.2 14.7 16.5 48.9 44.0 81.6 75.2: 18.4 24.8
Other: 100.0: 35.9 24.1 4.0 47.7 36.8 87.6 64.9: 12.4 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 83 111 107 103 103 262 254:
Old : 328: 90 108 99 103 100 259 246:
Other: 103: 17 25 8 24 44 46 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 21.3 29.2 28.0 16.3 14.2 24.5 19.1
Old : 19.2 22.0 30.1 29.0 18.1 15.2 26.2 20.2
Other: 45.8 28.3 63.7 38.2 42.7 27.6 60.4 37.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 204,662: 25,803 23,825 46,038 109,179 112,494 181,019 182,357: 23,643 22,305
Old : 194,075: 28,817 25,121 40,185 102,579 107,393 171,581 172,699: 22,494 21,376
Other: 10,587: 2,051 3,770 787 6,600 5,101 9,438 9,658: 1,149 929
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,827: -2,350 7,323 -696 6,746 -6,351 3,700 275: -873 2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.6 22.5 53.3 55.0 88.4 89.1: 11.6 10.9
Old : 100.0: 14.8 12.9 20.7 52.9 55.3 88.4 89.0: 11.6 11.0
Other: 100.0: 19.4 35.6 7.4 62.3 48.2 89.1 91.2: 10.9 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 37 46 44 56 52 121 125:
Old : 158: 43 46 39 55 51 118 121:
Other: 46: 7 15 4 15 15 25 31:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 29.8 31.6 41.5 17.5 25.0 25.7 29.7
Old : 19.6 30.2 31.2 41.5 18.5 25.3 26.8 30.2
Other: 68.4 36.2 80.0 57.4 68.4 34.0 75.8 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 859,190: 86,976 86,431 144,970 478,074 428,642 710,021 660,044: 149,169 199,146
Old : 859,190: 86,976 86,431 144,970 478,074 428,642 710,021 660,044: 149,169 199,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 41,232: 2,413 -8,714 7,575 25,827 36,990 35,815 35,851: 5,417 5,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.1 16.9 55.6 49.9 82.6 76.8: 17.4 23.2
Old : 100.0: 10.1 10.1 16.9 55.6 49.9 82.6 76.8: 17.4 23.2
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 : 176: 34 33 48 82 86 138 145:
Old : 176: 34 33 48 82 86 138 145:
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 13.4 29.7 21.8 16.2 9.4 22.3 15.8
Old : 20.5 13.4 29.7 21.8 16.2 9.4 22.3 15.8
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 15, 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 : 152,733: 20,138 19,575 26,114 77,560 81,818 123,812 127,506: 28,921 25,227
Old : 145,663: 20,540 20,227 23,071 73,675 77,702 117,286 121,000: 28,377 24,664
Other: 7,070: 999 748 1,642 3,885 4,116 6,526 6,507: 544 563
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,660: 3,975 -1,864 -801 -5,696 2,894 -2,521 229: 861 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.8 17.1 50.8 53.6 81.1 83.5: 18.9 16.5
Old : 100.0: 14.1 13.9 15.8 50.6 53.3 80.5 83.1: 19.5 16.9
Other: 100.0: 14.1 10.6 23.2 54.9 58.2 92.3 92.0: 7.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 37 38 37 54 55 116 115:
Old : 150: 38 40 37 54 55 116 115:
Other: 44: 11 8 11 17 17 32 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.8 30.1 36.6 16.5 22.5 22.5 29.0
Old : 21.1 28.0 29.5 37.0 16.9 23.3 23.4 30.2
Other: 44.0 34.9 63.9 56.8 31.1 27.3 44.1 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 8,000: 2,917 255 1,097 2,133 5,694 6,147 7,046: 1,852 954
Old : 7,948: 2,903 256 1,090 2,133 5,675 6,126 7,021: 1,821 926
Other: 52: 19 3 2 0 19 21 24: 31 28
: : :
: : Changes in Commitments from: November 8, 2005 :
: -24: -61 -55 -11 81 29 9 -37: -33 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.2 13.7 26.7 71.2 76.8 88.1: 23.2 11.9
Old : 100.0: 36.5 3.2 13.7 26.8 71.4 77.1 88.3: 22.9 11.7
Other: 100.0: 36.8 6.7 3.7 0.0 36.4 40.5 46.7: 59.5 53.3
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 7 8 18 18 38 29:
Old : 50: 16 7 8 18 18 38 29:
Other: 8: 4 2 1 0 2 5 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 : 24.2 53.3 41.7 69.4 21.7 44.2 33.4 55.3
Old : 24.3 53.6 41.9 69.5 21.9 44.5 33.6 55.4
Other: 36.8 46.7 40.5 46.7 36.8 43.1 36.8 43.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 370,976: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 71,176 109,790
Old : 370,976: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 71,176 109,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,582: -980 6,192 0 9,911 -1,082 8,931 5,110: -349 3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 26.1 0.6 52.2 43.7 80.8 70.4: 19.2 29.6
Old : 100.0: 28.0 26.1 0.6 52.2 43.7 80.8 70.4: 19.2 29.6
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 : 118: 24 28 6 48 48 75 79:
Old : 118: 24 28 6 48 48 75 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 : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
Old : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
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 15, 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 : 2,559,273: 326,260 368,272 372,152 1,486,988 1,355,502 2,185,399 2,095,926: 373,874 463,347
Old : 2,559,273: 326,260 368,272 372,152 1,486,988 1,355,502 2,185,399 2,095,926: 373,874 463,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 128,621: -36,672 -24,002 17,217 47,495 111,645 28,040 104,860: 100,581 23,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.4 14.5 58.1 53.0 85.4 81.9: 14.6 18.1
Old : 100.0: 12.7 14.4 14.5 58.1 53.0 85.4 81.9: 14.6 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 : 295: 77 66 91 125 129 245 243:
Old : 295: 77 66 91 125 129 245 243:
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 : 30.0 20.4 36.2 28.8 22.5 18.2 27.5 23.6
Old : 30.0 20.4 36.2 28.8 22.5 18.2 27.5 23.6
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 15, 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 : 1,793,564: 198,922 441,591 250,538 1,183,219 785,498 1,632,678 1,477,626: 160,886 315,938
Old : 1,793,564: 198,922 441,591 250,538 1,183,219 785,498 1,632,678 1,477,626: 160,886 315,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -14,203: -8,571 -98 -17,647 3,787 636 -22,430 -17,108: 8,227 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 24.6 14.0 66.0 43.8 91.0 82.4: 9.0 17.6
Old : 100.0: 11.1 24.6 14.0 66.0 43.8 91.0 82.4: 9.0 17.6
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 : 203: 43 51 51 82 87 149 165:
Old : 203: 43 51 51 82 87 149 165:
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 : 31.7 20.4 44.2 31.6 27.2 20.1 35.8 25.8
Old : 31.7 20.4 44.2 31.6 27.2 20.1 35.8 25.8
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 15, 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 : 607,971: 102,108 94,566 259,833 192,471 209,292 554,412 563,692: 53,559 44,280
Old : 607,971: 102,108 94,566 259,833 192,471 209,292 554,412 563,692: 53,559 44,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 30,927: 9,165 5,875 13,036 7,320 12,593 29,521 31,504: 1,407 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 15.6 42.7 31.7 34.4 91.2 92.7: 8.8 7.3
Old : 100.0: 16.8 15.6 42.7 31.7 34.4 91.2 92.7: 8.8 7.3
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 : 136: 39 30 44 56 55 117 108:
Old : 136: 39 30 44 56 55 117 108:
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 : 29.6 28.5 44.8 42.7 13.5 11.5 21.0 16.8
Old : 29.6 28.5 44.8 42.7 13.5 11.5 21.0 16.8
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 15, 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 : 39,265: 6,390 8,294 943 26,313 17,691 33,646 26,929: 5,619 12,336
Old : 39,265: 6,390 8,294 943 26,313 17,691 33,646 26,929: 5,619 12,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 118: 698 611 212 121 -148 1,031 675: -913 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 21.1 2.4 67.0 45.1 85.7 68.6: 14.3 31.4
Old : 100.0: 16.3 21.1 2.4 67.0 45.1 85.7 68.6: 14.3 31.4
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 : 58: 15 14 8 20 11 39 29:
Old : 58: 15 14 8 20 11 39 29:
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 : 43.3 38.1 58.7 50.9 43.3 38.0 58.7 50.6
Old : 43.3 38.1 58.7 50.9 43.3 38.0 58.7 50.6
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 15, 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 : 86,615: 29,496 24,407 7,063 34,882 43,374 71,441 74,844: 15,174 11,771
Old : 86,615: 29,496 24,407 7,063 34,882 43,374 71,441 74,844: 15,174 11,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 9,136: 2,802 2,745 1,316 7,009 2,852 11,127 6,913: -1,991 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 28.2 8.2 40.3 50.1 82.5 86.4: 17.5 13.6
Old : 100.0: 34.1 28.2 8.2 40.3 50.1 82.5 86.4: 17.5 13.6
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 : 93: 31 34 18 19 16 63 55:
Old : 93: 31 34 18 19 16 63 55:
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 : 38.4 44.7 50.1 57.5 38.4 41.5 46.2 53.7
Old : 38.4 44.7 50.1 57.5 38.4 41.5 46.2 53.7
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 15, 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 : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Old : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 61: 319 267 13 -282 -251 50 29: 11 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
Old : 100.0: 21.5 11.1 0.2 77.2 86.4 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 : 54: 9 12 4 18 20 29 34:
Old : 54: 9 12 4 18 20 29 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 : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
Old : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005