WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 319,098: 50,635 110,843 37,858 200,112 133,983 288,606 282,684: 30,492 36,414
Old : 254,620: 49,691 101,524 19,008 160,686 111,647 229,384 232,179: 25,236 22,441
Other: 64,478: 13,015 21,389 6,780 39,427 22,336 59,222 50,506: 5,257 13,973
: : :
: : Changes in Commitments from: November 29, 2005 :
: 8,221: 4,035 8,046 2,003 6,950 2,819 12,988 12,868: -4,766 -4,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 34.7 11.9 62.7 42.0 90.4 88.6: 9.6 11.4
Old : 100.0: 19.5 39.9 7.5 63.1 43.8 90.1 91.2: 9.9 8.8
Other: 100.0: 20.2 33.2 10.5 61.1 34.6 91.8 78.3: 8.2 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 94 132 77 59 67 189 245:
Old : 295: 84 134 60 54 55 170 217:
Other: 147: 42 44 38 19 57 77 123:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 27.4 43.8 33.4 29.8 22.2 43.1 27.9
Old : 36.4 32.4 49.4 38.9 36.4 31.5 49.3 37.6
Other: 56.7 20.5 65.5 30.0 50.3 16.3 58.3 23.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 901,189: 137,044 187,924 130,262 471,871 380,767 739,177 698,953: 162,012 202,235
Old : 788,903: 130,243 188,825 97,889 416,105 330,601 644,237 617,315: 144,666 171,588
Other: 112,286: 26,332 18,630 12,842 55,766 50,166 94,940 81,639: 17,346 30,647
: : :
: : Changes in Commitments from: November 29, 2005 :
: -6,345: -864 -3,043 6,732 -16,733 -1,086 -10,865 2,604: 4,520 -8,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 20.9 14.5 52.4 42.3 82.0 77.6: 18.0 22.4
Old : 100.0: 16.5 23.9 12.4 52.7 41.9 81.7 78.2: 18.3 21.8
Other: 100.0: 23.5 16.6 11.4 49.7 44.7 84.6 72.7: 15.4 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 137 142 134 201 190 407 406:
Old : 527: 137 144 122 197 179 391 390:
Other: 268: 50 51 40 58 143 128 214:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 16.3 27.2 21.9 16.7 14.9 26.7 19.5
Old : 19.3 16.5 28.9 22.3 19.1 14.9 28.7 19.9
Other: 36.4 22.9 45.1 30.1 36.0 22.6 44.4 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 9,247: 4,804 354 28 1,160 7,171 5,992 7,553: 3,255 1,694
Old : 9,013: 4,804 354 28 1,076 7,060 5,908 7,442: 3,105 1,571
Other: 234: 0 0 0 84 111 84 111: 150 123
: : :
: : Changes in Commitments from: November 29, 2005 :
: 16: 92 102 -194 -400 -0 -502 -93: 518 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 3.8 0.3 12.5 77.6 64.8 81.7: 35.2 18.3
Old : 100.0: 53.3 3.9 0.3 11.9 78.3 65.5 82.6: 34.5 17.4
Other: 100.0: 0.0 0.0 0.0 35.9 47.4 35.9 47.4: 64.1 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 5 1 11 15 33 20:
Old : 44: 21 5 1 10 15 32 20:
Other: 9: 0 0 0 4 6 4 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 : 22.9 42.5 37.7 63.8 22.9 41.2 37.7 62.0
Old : 23.5 42.9 38.7 64.3 23.5 42.1 38.7 63.0
Other: 35.9 42.3 35.9 47.4 20.5 31.2 20.5 32.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 361,414: 42,026 73,158 66,817 184,885 131,758 293,728 271,732: 67,686 89,682
Old : 342,335: 41,275 75,781 60,414 175,627 124,168 277,316 260,364: 65,019 81,971
Other: 19,079: 6,194 2,820 959 9,259 7,589 16,412 11,369: 2,667 7,710
: : :
: : Changes in Commitments from: November 29, 2005 :
: 5,324: 215 686 1,760 887 2,380 2,862 4,826: 2,462 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 20.2 18.5 51.2 36.5 81.3 75.2: 18.7 24.8
Old : 100.0: 12.1 22.1 17.6 51.3 36.3 81.0 76.1: 19.0 23.9
Other: 100.0: 32.5 14.8 5.0 48.5 39.8 86.0 59.6: 14.0 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 74 116 117 102 97 255 268:
Old : 329: 80 115 114 101 95 254 263:
Other: 98: 13 24 11 26 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 : 17.8 17.2 29.0 23.5 16.1 9.8 24.5 14.7
Old : 18.1 17.7 29.8 24.3 17.6 10.1 26.0 15.2
Other: 46.7 25.9 63.0 34.9 43.6 25.1 58.6 33.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 211,511: 21,850 47,764 43,501 124,771 96,895 190,122 188,161: 21,389 23,351
Old : 197,793: 25,748 48,185 36,292 115,987 90,805 178,027 175,282: 19,766 22,511
Other: 13,718: 2,377 5,854 934 8,784 6,090 12,095 12,878: 1,623 840
: : :
: : Changes in Commitments from: November 29, 2005 :
: 3,943: 858 8,481 -699 7,132 -2,207 7,292 5,576: -3,349 -1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 22.6 20.6 59.0 45.8 89.9 89.0: 10.1 11.0
Old : 100.0: 13.0 24.4 18.3 58.6 45.9 90.0 88.6: 10.0 11.4
Other: 100.0: 17.3 42.7 6.8 64.0 44.4 88.2 93.9: 11.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 36 61 46 58 50 122 141:
Old : 173: 45 57 43 57 50 120 138:
Other: 46: 7 17 7 14 13 27 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 25.8 32.8 34.3 19.6 19.4 29.1 25.6
Old : 20.2 25.6 31.5 34.4 18.8 19.2 27.9 25.6
Other: 66.8 38.7 76.2 57.0 63.5 36.4 72.4 54.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 696,827: 52,681 94,852 75,073 422,928 335,001 550,682 504,926: 146,145 191,902
Old : 696,827: 52,681 94,852 75,073 422,928 335,001 550,682 504,926: 146,145 191,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -7,963: -860 11,398 -1,473 -20,726 -10,957 -23,059 -1,031: 15,096 -6,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.6 10.8 60.7 48.1 79.0 72.5: 21.0 27.5
Old : 100.0: 7.6 13.6 10.8 60.7 48.1 79.0 72.5: 21.0 27.5
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 : 156: 23 43 39 69 77 116 135:
Old : 156: 23 43 39 69 77 116 135:
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 : 24.6 13.4 32.8 21.3 19.2 11.7 26.2 17.3
Old : 24.6 13.4 32.8 21.3 19.2 11.7 26.2 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, December 6, 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 : 155,388: 17,487 28,544 21,531 91,112 81,689 130,130 131,764: 25,258 23,625
Old : 146,148: 17,352 28,945 17,887 86,197 76,165 121,436 122,996: 24,712 23,152
Other: 9,240: 1,519 983 2,260 4,915 5,524 8,694 8,767: 546 473
: : :
: : Changes in Commitments from: November 29, 2005 :
: -4,303: -298 -2,011 -2,814 -145 2,889 -3,257 -1,936: -1,046 -2,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.4 13.9 58.6 52.6 83.7 84.8: 16.3 15.2
Old : 100.0: 11.9 19.8 12.2 59.0 52.1 83.1 84.2: 16.9 15.8
Other: 100.0: 16.4 10.6 24.5 53.2 59.8 94.1 94.9: 5.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 24 50 35 53 57 102 123:
Old : 145: 28 50 35 52 54 101 120:
Other: 49: 10 12 13 20 19 37 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 : 25.4 26.2 36.0 35.6 20.1 17.4 27.3 25.0
Old : 25.3 26.2 35.8 35.9 20.7 17.6 27.6 25.9
Other: 38.7 37.8 57.8 57.5 31.9 36.4 44.4 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 8,474: 2,548 334 1,416 2,236 5,742 6,201 7,492: 2,273 982
Old : 8,372: 2,535 343 1,387 2,236 5,695 6,158 7,425: 2,213 947
Other: 102: 22 0 20 0 47 42 67: 60 35
: : :
: : Changes in Commitments from: November 29, 2005 :
: 559: -455 62 562 58 -181 166 443: 393 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 3.9 16.7 26.4 67.8 73.2 88.4: 26.8 11.6
Old : 100.0: 30.3 4.1 16.6 26.7 68.0 73.6 88.7: 26.4 11.3
Other: 100.0: 21.8 0.4 19.4 0.0 46.0 41.3 65.8: 58.7 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 16 5 7 18 17 36 27:
Old : 48: 15 6 7 18 17 36 27:
Other: 8: 4 1 3 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 : 21.7 50.7 37.9 68.6 18.3 43.0 29.0 53.7
Old : 21.9 51.0 38.1 68.9 18.5 43.1 29.3 53.8
Other: 39.3 59.5 41.3 65.8 21.8 46.4 21.8 46.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 336,564: 113,256 65,164 4,397 156,811 164,935 274,464 234,496: 62,100 102,068
Old : 336,564: 113,256 65,164 4,397 156,811 164,935 274,464 234,496: 62,100 102,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -8,012: 17,273 5,802 -1,435 -17,354 6,033 -1,516 10,400: -6,496 -18,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 19.4 1.3 46.6 49.0 81.5 69.7: 18.5 30.3
Old : 100.0: 33.7 19.4 1.3 46.6 49.0 81.5 69.7: 18.5 30.3
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: 30 20 7 44 49 76 74:
Old : 116: 30 20 7 44 49 76 74:
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 : 22.3 13.0 35.2 23.1 21.6 10.8 33.6 19.5
Old : 22.3 13.0 35.2 23.1 21.6 10.8 33.6 19.5
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, December 6, 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 : 2,119,853: 392,191 312,621 258,120 1,200,709 1,143,632 1,851,020 1,714,373: 268,833 405,481
Old : 2,119,853: 392,191 312,621 258,120 1,200,709 1,143,632 1,851,020 1,714,373: 268,833 405,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 67,595: 30,470 22,509 26,846 -1,973 28,361 55,343 77,715: 12,252 -10,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.7 12.2 56.6 53.9 87.3 80.9: 12.7 19.1
Old : 100.0: 18.5 14.7 12.2 56.6 53.9 87.3 80.9: 12.7 19.1
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 : 256: 62 60 75 103 120 198 222:
Old : 256: 62 60 75 103 120 198 222:
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 : 33.7 21.4 42.1 28.4 30.5 19.4 36.2 24.2
Old : 33.7 21.4 42.1 28.4 30.5 19.4 36.2 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, December 6, 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 : 1,292,053: 253,996 260,350 67,955 801,724 658,265 1,123,675 986,570: 168,378 305,483
Old : 1,292,053: 253,996 260,350 67,955 801,724 658,265 1,123,675 986,570: 168,378 305,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -16,618: 20,521 -13,817 -51,294 8,381 31,500 -22,391 -33,610: 5,774 16,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.2 5.3 62.1 50.9 87.0 76.4: 13.0 23.6
Old : 100.0: 19.7 20.2 5.3 62.1 50.9 87.0 76.4: 13.0 23.6
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 : 170: 33 41 34 59 84 109 142:
Old : 170: 33 41 34 59 84 109 142:
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 : 35.0 21.3 45.7 28.5 32.1 20.9 41.8 27.3
Old : 35.0 21.3 45.7 28.5 32.1 20.9 41.8 27.3
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, December 6, 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 : 560,542: 110,123 81,588 259,591 143,158 183,074 512,871 524,253: 47,671 36,289
Old : 560,542: 110,123 81,588 259,591 143,158 183,074 512,871 524,253: 47,671 36,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -131,418: -16,405 -10,539 -46,078 -61,622 -61,736 -124,106 -118,353: -7,312 -13,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 14.6 46.3 25.5 32.7 91.5 93.5: 8.5 6.5
Old : 100.0: 19.6 14.6 46.3 25.5 32.7 91.5 93.5: 8.5 6.5
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 : 126: 35 30 42 49 48 107 98:
Old : 126: 35 30 42 49 48 107 98:
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 : 31.6 29.7 46.6 43.7 12.9 8.3 17.4 14.2
Old : 31.6 29.7 46.6 43.7 12.9 8.3 17.4 14.2
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, December 6, 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 : 43,415: 11,109 6,758 1,531 22,423 19,928 35,062 28,217: 8,353 15,198
Old : 43,415: 11,109 6,758 1,531 22,423 19,928 35,062 28,217: 8,353 15,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,471: 610 263 651 409 844 1,670 1,759: 801 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.6 3.5 51.6 45.9 80.8 65.0: 19.2 35.0
Old : 100.0: 25.6 15.6 3.5 51.6 45.9 80.8 65.0: 19.2 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 : 56: 14 13 12 21 14 41 34:
Old : 56: 14 13 12 21 14 41 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 : 37.5 33.2 51.4 45.4 37.5 33.2 51.4 43.6
Old : 37.5 33.2 51.4 45.4 37.5 33.2 51.4 43.6
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, December 6, 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 : 102,390: 50,909 18,573 5,831 22,465 67,599 79,205 92,002: 23,186 10,388
Old : 102,390: 50,909 18,573 5,831 22,465 67,599 79,205 92,002: 23,186 10,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 8,104: 6,066 -2,970 461 -2,400 11,364 4,128 8,855: 3,977 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 18.1 5.7 21.9 66.0 77.4 89.9: 22.6 10.1
Old : 100.0: 49.7 18.1 5.7 21.9 66.0 77.4 89.9: 22.6 10.1
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 : 96: 40 26 20 20 19 70 55:
Old : 96: 40 26 20 20 19 70 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 : 30.2 48.3 42.7 66.6 30.1 48.1 42.5 62.5
Old : 30.2 48.3 42.7 66.6 30.1 48.1 42.5 62.5
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, December 6, 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 : 38,190: 8,794 4,252 555 28,664 32,847 38,013 37,654: 177 536
Old : 38,190: 8,794 4,252 555 28,664 32,847 38,013 37,654: 177 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,894: 131 414 79 2,976 2,672 3,186 3,165: -292 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.1 1.5 75.1 86.0 99.5 98.6: 0.5 1.4
Old : 100.0: 23.0 11.1 1.5 75.1 86.0 99.5 98.6: 0.5 1.4
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 : 56: 11 12 4 19 20 31 35:
Old : 56: 11 12 4 19 20 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 51.2 79.2 72.4 56.8 38.7 69.5 57.4
Old : 59.0 51.2 79.2 72.4 56.8 38.7 69.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005