WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 311,634: 48,518 103,980 37,094 197,835 133,119 283,447 274,194: 28,187 37,441
Old : 252,456: 47,383 94,289 21,380 158,987 112,836 227,750 228,506: 24,706 23,950
Other: 59,179: 12,086 20,643 4,762 38,849 20,283 55,697 45,688: 3,482 13,491
: : :
: : Changes in Commitments from: November 15, 2005 :
: -30,795: -1,054 748 -13,027 -9,175 -9,737 -23,255 -22,015: -7,539 -8,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 33.4 11.9 63.5 42.7 91.0 88.0: 9.0 12.0
Old : 100.0: 18.8 37.3 8.5 63.0 44.7 90.2 90.5: 9.8 9.5
Other: 100.0: 20.4 34.9 8.0 65.6 34.3 94.1 77.2: 5.9 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 81 131 87 61 64 194 238:
Old : 286: 82 123 75 58 55 184 214:
Other: 143: 36 50 36 17 54 71 122:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 26.6 44.3 33.4 28.6 19.7 42.1 25.8
Old : 34.5 31.1 47.9 38.6 34.5 28.8 47.8 35.6
Other: 62.0 21.0 72.4 30.4 55.4 17.2 64.8 24.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 961,024: 152,706 188,650 142,441 498,219 432,629 793,366 763,721: 167,659 197,304
Old : 862,299: 147,552 191,327 111,844 450,889 387,991 710,284 691,162: 152,015 171,137
Other: 98,726: 24,477 16,645 11,275 47,330 44,638 83,082 72,559: 15,644 26,167
: : :
: : Changes in Commitments from: November 15, 2005 :
: -94,697: 652 13,529 -44,810 -34,009 -41,298 -78,167 -72,578: -16,530 -22,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.6 14.8 51.8 45.0 82.6 79.5: 17.4 20.5
Old : 100.0: 17.1 22.2 13.0 52.3 45.0 82.4 80.2: 17.6 19.8
Other: 100.0: 24.8 16.9 11.4 47.9 45.2 84.2 73.5: 15.8 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 138 135 142 218 201 425 426:
Old : 542: 140 139 133 216 192 415 412:
Other: 264: 54 42 34 53 142 118 207:
:----------------------------------------------------------------------------------------------------
: 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 17.4 27.9 23.2 15.6 14.9 24.8 19.5
Old : 20.7 17.5 29.5 23.5 17.5 14.7 26.1 19.6
Other: 35.4 25.6 43.7 33.1 35.0 25.1 42.8 31.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 8,435: 3,800 374 190 1,585 6,626 5,575 7,190: 2,860 1,245
Old : 8,356: 3,800 389 170 1,582 6,577 5,552 7,136: 2,804 1,220
Other: 79: 15 0 5 3 49 23 54: 56 25
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6: 228 151 -358 -401 478 -531 271: 525 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 4.4 2.3 18.8 78.5 66.1 85.2: 33.9 14.8
Old : 100.0: 45.5 4.7 2.0 18.9 78.7 66.4 85.4: 33.6 14.6
Other: 100.0: 19.0 0.0 6.3 3.8 62.0 29.1 68.4: 70.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 4 3 11 13 28 17:
Old : 34: 14 4 3 10 13 27 17:
Other: 5: 1 0 1 2 3 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 : 26.7 51.2 43.2 68.8 26.3 41.5 38.5 58.7
Old : 27.0 51.3 43.5 68.9 26.5 41.5 38.8 58.9
Other: 29.1 68.4 29.1 68.4 21.5 60.8 21.5 60.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 331,156: 42,851 57,403 56,442 171,474 133,447 270,767 247,293: 60,388 83,863
Old : 313,409: 41,650 59,256 50,260 163,306 126,780 255,216 236,296: 58,193 77,113
Other: 17,747: 6,540 3,485 844 8,167 6,668 15,551 10,997: 2,196 6,750
: : :
: : Changes in Commitments from: November 15, 2005 :
: 187: -7,116 14,063 -3,103 9,812 -10,809 -407 151: 594 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.3 17.0 51.8 40.3 81.8 74.7: 18.2 25.3
Old : 100.0: 13.3 18.9 16.0 52.1 40.5 81.4 75.4: 18.6 24.6
Other: 100.0: 36.9 19.6 4.8 46.0 37.6 87.6 62.0: 12.4 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 72 103 103 105 98 245 253:
Old : 315: 79 106 98 105 95 244 246:
Other: 104: 21 24 10 25 41 50 71:
:----------------------------------------------------------------------------------------------------
: 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 19.4 29.4 25.8 16.4 11.6 24.9 16.3
Old : 18.5 20.1 30.3 26.7 18.1 12.0 26.6 17.1
Other: 46.3 26.8 61.5 36.4 43.0 25.7 58.1 34.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 194,208: 22,097 31,099 40,423 109,490 101,351 172,011 172,873: 22,198 21,335
Old : 183,320: 26,150 32,662 33,565 102,571 96,277 162,286 162,503: 21,035 20,817
Other: 10,888: 2,021 4,511 785 6,919 5,074 9,725 10,370: 1,163 518
: : :
: : Changes in Commitments from: November 15, 2005 :
: -10,453: -3,706 7,274 -5,614 311 -11,143 -9,008 -9,484: -1,445 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.0 20.8 56.4 52.2 88.6 89.0: 11.4 11.0
Old : 100.0: 14.3 17.8 18.3 56.0 52.5 88.5 88.6: 11.5 11.4
Other: 100.0: 18.6 41.4 7.2 63.5 46.6 89.3 95.2: 10.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 32 47 39 55 51 114 125:
Old : 157: 42 47 34 54 49 112 119:
Other: 42: 5 16 3 12 15 20 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 : 22.6 28.2 34.1 38.1 19.7 22.3 28.6 29.3
Old : 21.0 28.1 33.0 38.1 19.6 22.3 28.2 29.4
Other: 69.3 35.8 80.7 55.7 69.3 33.2 77.5 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 697,987: 88,782 92,322 71,284 422,577 372,616 582,643 536,222: 115,344 161,765
Old : 697,987: 88,782 92,322 71,284 422,577 372,616 582,643 536,222: 115,344 161,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -161,203: 1,806 5,891 -73,687 -55,497 -56,026 -127,378 -123,821: -33,825 -37,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.2 10.2 60.5 53.4 83.5 76.8: 16.5 23.2
Old : 100.0: 12.7 13.2 10.2 60.5 53.4 83.5 76.8: 16.5 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 : 157: 31 30 39 68 77 118 127:
Old : 157: 31 30 39 68 77 118 127:
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 15.2 29.9 24.6 16.9 12.9 24.2 21.1
Old : 21.3 15.2 29.9 24.6 16.9 12.9 24.2 21.1
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 22, 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 : 147,024: 16,467 23,794 22,969 79,621 76,616 119,057 123,379: 27,967 23,644
Old : 139,650: 16,501 23,956 20,473 75,349 72,275 112,324 116,705: 27,327 22,945
Other: 7,374: 838 710 1,624 4,272 4,341 6,734 6,675: 640 699
: : :
: : Changes in Commitments from: November 15, 2005 :
: -5,709: -3,671 4,219 -3,145 2,061 -5,201 -4,755 -4,127: -955 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.2 15.6 54.2 52.1 81.0 83.9: 19.0 16.1
Old : 100.0: 11.8 17.2 14.7 54.0 51.8 80.4 83.6: 19.6 16.4
Other: 100.0: 11.4 9.6 22.0 57.9 58.9 91.3 90.5: 8.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 28 41 35 49 52 100 113:
Old : 138: 28 45 35 48 51 99 112:
Other: 45: 8 12 11 18 17 34 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 : 22.0 27.3 33.0 35.4 19.6 21.4 26.4 28.6
Old : 22.2 27.5 32.4 35.9 20.0 22.2 27.0 29.8
Other: 41.0 33.5 60.3 57.0 31.8 29.7 42.5 41.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 7,747: 2,920 319 894 2,155 5,538 5,970 6,752: 1,777 995
Old : 7,688: 2,914 321 879 2,155 5,519 5,948 6,720: 1,740 968
Other: 59: 21 12 1 0 19 22 32: 37 27
: : :
: : Changes in Commitments from: November 15, 2005 :
: -253: 3 65 -203 22 -155 -178 -294: -75 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 4.1 11.5 27.8 71.5 77.1 87.2: 22.9 12.8
Old : 100.0: 37.9 4.2 11.4 28.0 71.8 77.4 87.4: 22.6 12.6
Other: 100.0: 35.6 20.5 1.7 0.0 32.4 37.3 54.6: 62.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 10 8 17 16 38 28:
Old : 50: 16 9 8 17 16 38 28:
Other: 8: 3 3 1 0 2 4 5:
:----------------------------------------------------------------------------------------------------
: 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 54.6 41.0 68.6 22.1 45.4 34.2 56.9
Old : 25.2 55.0 41.3 68.7 22.3 45.8 34.5 57.1
Other: 37.3 53.9 37.3 54.6 35.6 52.2 35.6 52.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 343,409: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,540 109,969
Old : 343,409: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,540 109,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -27,567: -21,166 -33,216 23 -11,788 5,447 -32,931 -27,746: 5,364 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Old : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 22 22 6 46 55 71 80:
Old : 113: 22 22 6 46 55 71 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 14.3 36.1 23.9 24.9 13.2 34.5 22.8
Old : 25.6 14.3 36.1 23.9 24.9 13.2 34.5 22.8
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 22, 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 : 2,026,455: 376,223 317,278 206,143 1,215,777 1,139,412 1,798,143 1,662,833: 228,312 363,622
Old : 2,026,455: 376,223 317,278 206,143 1,215,777 1,139,412 1,798,143 1,662,833: 228,312 363,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -532,818: 49,963 -50,994 -166,009 -271,210 -216,090 -387,256 -433,093: -145,562 -99,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.7 10.2 60.0 56.2 88.7 82.1: 11.3 17.9
Old : 100.0: 18.6 15.7 10.2 60.0 56.2 88.7 82.1: 11.3 17.9
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 : 256: 59 61 67 105 110 196 206:
Old : 256: 59 61 67 105 110 196 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 22.9 40.7 31.0 28.7 20.0 35.1 25.3
Old : 33.3 22.9 40.7 31.0 28.7 20.0 35.1 25.3
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 22, 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 : 1,393,972: 206,191 357,545 111,169 943,825 727,383 1,261,184 1,196,096: 132,787 197,876
Old : 1,393,972: 206,191 357,545 111,169 943,825 727,383 1,261,184 1,196,096: 132,787 197,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -399,592: 7,269 -84,046 -139,369 -239,394 -58,115 -371,494 -281,530: -28,098 -118,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.6 8.0 67.7 52.2 90.5 85.8: 9.5 14.2
Old : 100.0: 14.8 25.6 8.0 67.7 52.2 90.5 85.8: 9.5 14.2
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 : 177: 28 50 34 68 78 117 141:
Old : 177: 28 50 34 68 78 117 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.2 46.3 33.5 29.3 20.7 38.4 28.0
Old : 33.0 23.2 46.3 33.5 29.3 20.7 38.4 28.0
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 22, 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 : 655,318: 108,655 95,046 284,418 205,322 226,340 598,394 605,804: 56,924 49,513
Old : 655,318: 108,655 95,046 284,418 205,322 226,340 598,394 605,804: 56,924 49,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 47,346: 6,547 480 24,585 12,851 17,048 43,982 42,113: 3,364 5,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 14.5 43.4 31.3 34.5 91.3 92.4: 8.7 7.6
Old : 100.0: 16.6 14.5 43.4 31.3 34.5 91.3 92.4: 8.7 7.6
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 : 137: 39 32 45 56 55 118 110:
Old : 137: 39 32 45 56 55 118 110:
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 : 29.2 27.6 43.4 41.4 12.1 10.6 18.3 16.0
Old : 29.2 27.6 43.4 41.4 12.1 10.6 18.3 16.0
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, November 22, 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 : 39,543: 10,456 6,011 903 21,831 18,661 33,190 25,576: 6,353 13,967
Old : 39,543: 10,456 6,011 903 21,831 18,661 33,190 25,576: 6,353 13,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 278: 4,066 -2,283 -40 -4,482 970 -456 -1,353: 734 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.2 2.3 55.2 47.2 83.9 64.7: 16.1 35.3
Old : 100.0: 26.4 15.2 2.3 55.2 47.2 83.9 64.7: 16.1 35.3
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 : 55: 15 12 7 19 12 35 30:
Old : 55: 15 12 7 19 12 35 30:
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 : 40.1 35.5 55.4 47.4 40.1 35.5 55.4 46.0
Old : 40.1 35.5 55.4 47.4 40.1 35.5 55.4 46.0
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 22, 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 : 86,100: 38,938 21,210 4,481 24,121 48,656 67,541 74,347: 18,559 11,753
Old : 86,100: 38,938 21,210 4,481 24,121 48,656 67,541 74,347: 18,559 11,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -515: 9,442 -3,198 -2,582 -10,761 5,282 -3,900 -497: 3,385 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 24.6 5.2 28.0 56.5 78.4 86.4: 21.6 13.6
Old : 100.0: 45.2 24.6 5.2 28.0 56.5 78.4 86.4: 21.6 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 : 89: 34 26 17 18 18 64 49:
Old : 89: 34 26 17 18 18 64 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 45.8 42.4 60.3 33.8 43.8 41.9 56.7
Old : 33.8 45.8 42.4 60.3 33.8 43.8 41.9 56.7
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 22, 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 : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Old : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,353: 1,848 357 0 -96 1,470 1,752 1,827: 601 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
Old : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
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 : 54: 10 12 4 18 20 30 34:
Old : 54: 10 12 4 18 20 30 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 : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
Old : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005