WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 310,877: 46,600 102,797 35,856 193,163 131,164 275,618 269,817: 35,259 41,060
Old : 247,832: 46,867 93,269 17,260 153,842 109,706 217,969 220,235: 29,862 27,596
Other: 63,046: 12,704 22,500 5,624 39,321 21,458 57,649 49,581: 5,396 13,464
: : :
: : Changes in Commitments from: November 22, 2005 :
: -757: -1,918 -1,183 -1,239 -4,672 -1,955 -7,829 -4,377: 7,071 3,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 33.1 11.5 62.1 42.2 88.7 86.8: 11.3 13.2
Old : 100.0: 18.9 37.6 7.0 62.1 44.3 88.0 88.9: 12.0 11.1
Other: 100.0: 20.2 35.7 8.9 62.4 34.0 91.4 78.6: 8.6 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 84 133 83 59 65 194 240:
Old : 292: 88 124 68 56 54 180 214:
Other: 146: 35 53 38 17 54 74 123:
:----------------------------------------------------------------------------------------------------
: 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 27.0 44.0 33.6 28.9 20.7 42.4 26.6
Old : 35.5 31.9 48.4 39.0 35.5 30.7 48.2 37.0
Other: 58.4 21.0 68.1 30.4 51.9 16.3 61.1 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 907,533: 137,908 190,966 123,530 488,604 381,853 750,042 696,349: 157,492 211,184
Old : 801,261: 133,800 192,588 89,693 436,606 336,472 660,098 618,753: 141,162 182,507
Other: 106,272: 25,486 19,756 12,459 51,998 45,381 89,943 77,596: 16,329 28,676
: : :
: : Changes in Commitments from: November 22, 2005 :
: -53,491: -14,798 2,317 -18,912 -9,615 -50,777 -43,324 -67,371: -10,167 13,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 21.0 13.6 53.8 42.1 82.6 76.7: 17.4 23.3
Old : 100.0: 16.7 24.0 11.2 54.5 42.0 82.4 77.2: 17.6 22.8
Other: 100.0: 24.0 18.6 11.7 48.9 42.7 84.6 73.0: 15.4 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 140 139 134 208 196 415 416:
Old : 539: 143 137 123 206 188 403 401:
Other: 262: 45 52 38 54 140 120 209:
:----------------------------------------------------------------------------------------------------
: 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 15.5 28.5 21.2 16.8 13.9 26.6 18.4
Old : 20.9 15.6 30.4 21.7 19.1 13.7 28.4 18.7
Other: 36.1 23.3 45.1 31.4 35.7 23.0 44.5 30.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 9,231: 4,712 252 222 1,560 7,171 6,494 7,645: 2,737 1,586
Old : 9,098: 4,712 262 196 1,547 7,105 6,455 7,563: 2,643 1,535
Other: 133: 10 0 16 13 66 39 82: 94 51
: : :
: : Changes in Commitments from: November 22, 2005 :
: 796: 912 -122 32 -26 546 919 456: -123 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 2.7 2.4 16.9 77.7 70.3 82.8: 29.7 17.2
Old : 100.0: 51.8 2.9 2.2 17.0 78.1 70.9 83.1: 29.1 16.9
Other: 100.0: 7.5 0.0 12.0 9.8 49.6 29.3 61.7: 70.7 38.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 3 2 11 15 32 20:
Old : 43: 20 4 2 10 15 31 20:
Other: 7: 1 0 1 3 4 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 : 26.6 46.7 39.6 65.7 24.1 40.7 35.7 58.5
Old : 27.0 46.8 40.2 65.9 24.4 41.3 36.2 58.7
Other: 29.3 60.2 29.3 61.7 16.5 48.9 16.5 48.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 356,090: 41,811 72,472 65,056 183,998 129,377 290,866 266,906: 65,224 89,183
Old : 337,729: 41,621 74,940 58,544 175,199 122,106 275,363 255,591: 62,366 82,138
Other: 18,361: 5,892 3,234 810 8,800 7,271 15,503 11,315: 2,858 7,045
: : :
: : Changes in Commitments from: November 22, 2005 :
: 24,934: -1,040 15,069 8,614 12,525 -4,070 20,099 19,613: 4,835 5,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.4 18.3 51.7 36.3 81.7 75.0: 18.3 25.0
Old : 100.0: 12.3 22.2 17.3 51.9 36.2 81.5 75.7: 18.5 24.3
Other: 100.0: 32.1 17.6 4.4 47.9 39.6 84.4 61.6: 15.6 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 75 116 106 106 97 250 262:
Old : 326: 83 114 103 105 94 249 256:
Other: 106: 15 27 9 27 45 48 75:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 17.2 29.2 23.4 16.4 9.1 24.6 13.5
Old : 18.3 17.7 29.9 24.1 17.2 9.3 26.3 13.9
Other: 47.8 27.8 63.3 37.0 44.6 27.0 59.7 35.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 207,568: 20,992 39,283 44,200 117,638 99,102 182,831 182,585: 24,738 24,983
Old : 194,884: 25,216 40,657 36,617 109,894 93,341 171,728 170,615: 23,157 24,269
Other: 12,684: 2,481 5,331 878 7,744 5,761 11,103 11,970: 1,581 714
: : :
: : Changes in Commitments from: November 22, 2005 :
: 13,360: -1,105 8,184 3,777 8,148 -2,249 10,820 9,712: 2,540 3,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 18.9 21.3 56.7 47.7 88.1 88.0: 11.9 12.0
Old : 100.0: 12.9 20.9 18.8 56.4 47.9 88.1 87.5: 11.9 12.5
Other: 100.0: 19.6 42.0 6.9 61.1 45.4 87.5 94.4: 12.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 36 52 49 58 49 123 138:
Old : 170: 42 54 44 57 48 122 132:
Other: 44: 6 15 4 14 14 23 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 : 21.9 26.6 32.5 35.2 18.6 21.2 27.9 27.3
Old : 20.1 26.5 31.4 35.6 18.7 20.9 28.0 27.4
Other: 67.3 35.0 78.4 54.9 64.3 32.5 74.3 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 704,791: 53,541 83,453 76,545 443,655 345,958 573,741 505,957: 131,050 198,834
Old : 704,791: 53,541 83,453 76,545 443,655 345,958 573,741 505,957: 131,050 198,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 6,804: -35,241 -8,869 5,261 21,078 -26,658 -8,902 -30,265: 15,705 37,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.8 10.9 62.9 49.1 81.4 71.8: 18.6 28.2
Old : 100.0: 7.6 11.8 10.9 62.9 49.1 81.4 71.8: 18.6 28.2
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 : 158: 23 36 40 77 79 125 132:
Old : 158: 23 36 40 77 79 125 132:
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 : 22.6 13.7 30.1 21.7 17.4 11.6 23.9 17.3
Old : 22.6 13.7 30.1 21.7 17.4 11.6 23.9 17.3
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 29, 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 : 159,691: 17,785 30,555 24,345 91,257 78,800 133,387 133,699: 26,304 25,992
Old : 151,205: 17,740 30,893 21,069 86,706 73,957 125,515 125,919: 25,690 25,286
Other: 8,486: 1,308 925 2,012 4,552 4,843 7,872 7,780: 614 706
: : :
: : Changes in Commitments from: November 22, 2005 :
: 12,668: 1,318 6,761 1,376 11,636 2,183 14,330 10,320: -1,662 2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.1 15.2 57.1 49.3 83.5 83.7: 16.5 16.3
Old : 100.0: 11.7 20.4 13.9 57.3 48.9 83.0 83.3: 17.0 16.7
Other: 100.0: 15.4 10.9 23.7 53.6 57.1 92.8 91.7: 7.2 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 30 50 39 49 50 104 120:
Old : 146: 33 52 39 48 48 103 118:
Other: 48: 9 15 13 19 17 36 37:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 26.0 36.8 34.7 21.7 17.4 28.9 24.5
Old : 26.6 26.0 36.6 34.9 22.3 17.8 29.4 25.3
Other: 39.1 35.6 57.8 55.8 32.4 33.2 45.3 43.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 7,915: 3,003 272 854 2,178 5,923 6,035 7,050: 1,880 865
Old : 7,848: 2,986 276 839 2,178 5,900 6,002 7,015: 1,846 833
Other: 67: 24 2 9 0 23 33 34: 34 32
: : :
: : Changes in Commitments from: November 22, 2005 :
: 168: 83 -47 -40 23 385 65 298: 103 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 3.4 10.8 27.5 74.8 76.2 89.1: 23.8 10.9
Old : 100.0: 38.0 3.5 10.7 27.8 75.2 76.5 89.4: 23.5 10.6
Other: 100.0: 35.5 3.3 13.5 0.0 34.5 49.0 51.3: 51.0 48.7
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 7 9 18 17 40 29:
Old : 52: 19 6 9 18 17 40 29:
Other: 9: 4 2 2 0 3 5 6:
:----------------------------------------------------------------------------------------------------
: 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 55.1 39.7 68.9 21.2 46.7 33.1 58.1
Old : 24.4 55.5 39.9 69.1 21.4 47.0 33.4 58.3
Other: 44.5 49.2 49.0 51.3 35.5 37.2 35.5 37.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 344,576: 95,983 59,362 5,832 174,165 158,902 275,980 224,096: 68,596 120,480
Old : 344,576: 95,983 59,362 5,832 174,165 158,902 275,980 224,096: 68,596 120,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,167: 13,195 -4,220 3,651 -7,735 -8,775 9,111 -9,344: -7,944 10,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.2 1.7 50.5 46.1 80.1 65.0: 19.9 35.0
Old : 100.0: 27.9 17.2 1.7 50.5 46.1 80.1 65.0: 19.9 35.0
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 : 107: 28 17 10 45 48 76 72:
Old : 107: 28 17 10 45 48 76 72:
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 : 24.0 14.5 36.0 24.2 23.4 13.3 33.5 22.1
Old : 24.0 14.5 36.0 24.2 23.4 13.3 33.5 22.1
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 29, 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 : 2,052,258: 361,721 290,112 231,275 1,202,682 1,115,271 1,795,677 1,636,657: 256,581 415,601
Old : 2,052,258: 361,721 290,112 231,275 1,202,682 1,115,271 1,795,677 1,636,657: 256,581 415,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 25,803: -14,502 -27,167 25,132 -13,096 -24,141 -2,466 -26,176: 28,269 51,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.1 11.3 58.6 54.3 87.5 79.7: 12.5 20.3
Old : 100.0: 17.6 14.1 11.3 58.6 54.3 87.5 79.7: 12.5 20.3
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 : 249: 58 58 70 102 112 192 209:
Old : 249: 58 58 70 102 112 192 209:
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 : 33.4 21.2 41.0 28.4 30.4 19.1 36.0 24.2
Old : 33.4 21.2 41.0 28.4 30.4 19.1 36.0 24.2
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 29, 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 : 1,308,670: 233,475 274,167 119,249 793,342 626,764 1,146,066 1,020,179: 162,604 288,491
Old : 1,308,670: 233,475 274,167 119,249 793,342 626,764 1,146,066 1,020,179: 162,604 288,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -85,302: 27,284 -83,378 8,080 -150,483 -100,619 -115,118 -175,917: 29,817 90,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 21.0 9.1 60.6 47.9 87.6 78.0: 12.4 22.0
Old : 100.0: 17.8 21.0 9.1 60.6 47.9 87.6 78.0: 12.4 22.0
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 : 173: 37 44 40 65 74 120 140:
Old : 173: 37 44 40 65 74 120 140:
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 : 30.7 21.4 41.7 29.0 27.5 21.0 36.8 26.5
Old : 30.7 21.4 41.7 29.0 27.5 21.0 36.8 26.5
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 29, 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 : 691,960: 126,528 92,127 305,669 204,780 244,810 636,977 642,606: 54,983 49,354
Old : 691,960: 126,528 92,127 305,669 204,780 244,810 636,977 642,606: 54,983 49,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 36,642: 17,873 -2,919 21,251 -542 18,469 38,583 36,801: -1,941 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.3 44.2 29.6 35.4 92.1 92.9: 7.9 7.1
Old : 100.0: 18.3 13.3 44.2 29.6 35.4 92.1 92.9: 7.9 7.1
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 : 139: 38 36 46 56 55 121 111:
Old : 139: 38 36 46 56 55 121 111:
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 : 29.0 27.3 43.4 40.7 12.2 10.2 17.2 14.8
Old : 29.0 27.3 43.4 40.7 12.2 10.2 17.2 14.8
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 29, 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 : 40,944: 10,499 6,495 879 22,014 19,084 33,392 26,458: 7,552 14,486
Old : 40,944: 10,499 6,495 879 22,014 19,084 33,392 26,458: 7,552 14,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,401: 43 484 -24 183 423 202 883: 1,199 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.9 2.1 53.8 46.6 81.6 64.6: 18.4 35.4
Old : 100.0: 25.6 15.9 2.1 53.8 46.6 81.6 64.6: 18.4 35.4
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 : 54: 13 13 8 19 12 34 31:
Old : 54: 13 13 8 19 12 34 31:
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 : 39.5 34.6 54.3 46.7 39.5 34.6 54.3 45.1
Old : 39.5 34.6 54.3 46.7 39.5 34.6 54.3 45.1
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 29, 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 : 94,286: 44,843 21,543 5,370 24,865 56,235 75,077 83,148: 19,209 11,138
Old : 94,286: 44,843 21,543 5,370 24,865 56,235 75,077 83,148: 19,209 11,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 8,186: 5,905 333 888 743 7,579 7,536 8,801: 650 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 22.8 5.7 26.4 59.6 79.6 88.2: 20.4 11.8
Old : 100.0: 47.6 22.8 5.7 26.4 59.6 79.6 88.2: 20.4 11.8
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 : 95: 34 31 19 20 18 65 57:
Old : 95: 34 31 19 20 18 65 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 42.9 44.5 61.2 32.5 42.0 44.5 57.0
Old : 32.5 42.9 44.5 61.2 32.5 42.0 44.5 57.0
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 29, 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 : 35,296: 8,663 3,838 476 25,688 30,175 34,827 34,489: 469 807
Old : 35,296: 8,663 3,838 476 25,688 30,175 34,827 34,489: 469 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -671: -421 -249 407 -166 -322 -180 -164: -491 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 10.9 1.3 72.8 85.5 98.7 97.7: 1.3 2.3
Old : 100.0: 24.5 10.9 1.3 72.8 85.5 98.7 97.7: 1.3 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 : 53: 10 11 4 18 20 30 33:
Old : 53: 10 11 4 18 20 30 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 : 63.0 49.2 81.2 71.5 61.4 44.2 75.7 63.1
Old : 63.0 49.2 81.2 71.5 61.4 44.2 75.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005