WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 328,639: 52,763 112,031 42,328 200,595 137,122 295,687 291,481: 32,952 37,158
Old : 262,409: 52,249 102,083 21,749 160,912 115,270 234,910 239,101: 27,498 23,307
Other: 66,230: 12,893 22,327 8,200 39,683 21,852 60,776 52,379: 5,454 13,851
: : :
: : Changes in Commitments from: December 6, 2005 :
: 9,541: 2,128 1,188 4,470 483 3,139 7,081 8,797: 2,460 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 34.1 12.9 61.0 41.7 90.0 88.7: 10.0 11.3
Old : 100.0: 19.9 38.9 8.3 61.3 43.9 89.5 91.1: 10.5 8.9
Other: 100.0: 19.5 33.7 12.4 59.9 33.0 91.8 79.1: 8.2 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 87 139 86 57 61 196 238:
Old : 291: 85 133 66 52 51 176 211:
Other: 150: 44 46 41 20 55 83 123:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 26.8 42.9 33.2 29.5 22.4 42.6 28.1
Old : 36.1 31.5 48.7 38.5 36.1 30.6 48.7 37.0
Other: 55.6 20.9 64.9 30.8 49.2 16.7 56.9 24.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 916,821: 140,701 188,537 131,953 476,243 385,916 748,897 706,406: 167,924 210,415
Old : 796,137: 129,384 188,690 100,213 417,160 330,938 646,756 619,841: 149,381 176,296
Other: 120,684: 27,646 16,176 15,411 59,083 54,977 102,141 86,565: 18,543 34,119
: : :
: : Changes in Commitments from: December 6, 2005 :
: 15,633: 3,657 613 1,691 4,372 5,149 9,720 7,453: 5,912 8,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.6 14.4 51.9 42.1 81.7 77.0: 18.3 23.0
Old : 100.0: 16.3 23.7 12.6 52.4 41.6 81.2 77.9: 18.8 22.1
Other: 100.0: 22.9 13.4 12.8 49.0 45.6 84.6 71.7: 15.4 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 121 153 132 203 198 403 415:
Old : 528: 118 159 122 200 188 387 402:
Other: 274: 57 43 39 60 150 131 218:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.0 26.6 21.2 16.5 14.6 26.1 18.9
Old : 19.0 15.8 28.6 21.4 18.9 14.3 28.3 19.1
Other: 34.3 22.9 43.2 30.0 34.0 22.3 41.8 27.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 10,608: 5,485 502 233 1,315 7,948 7,032 8,682: 3,576 1,926
Old : 10,197: 5,504 504 188 1,159 7,742 6,851 8,434: 3,346 1,763
Other: 411: 2 20 23 156 205 181 248: 230 162
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,361: 681 148 205 155 777 1,040 1,129: 321 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 4.7 2.2 12.4 74.9 66.3 81.8: 33.7 18.2
Old : 100.0: 54.0 4.9 1.8 11.4 75.9 67.2 82.7: 32.8 17.3
Other: 100.0: 0.5 4.9 5.6 38.0 50.0 44.1 60.5: 55.9 39.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 23 6 3 11 16 35 24:
Old : 48: 23 6 3 10 16 34 24:
Other: 14: 2 1 2 5 8 7 11:
:----------------------------------------------------------------------------------------------------
: 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 40.4 37.0 61.4 21.7 38.9 37.0 58.5
Old : 22.6 40.8 38.4 62.2 22.6 40.3 38.4 60.5
Other: 38.5 41.0 44.1 56.8 25.8 33.9 26.3 42.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 368,451: 47,865 56,017 78,488 172,401 142,652 298,754 277,158: 69,697 91,293
Old : 346,927: 47,167 59,746 70,699 162,092 134,316 279,958 264,761: 66,970 82,167
Other: 21,524: 7,407 2,981 1,080 10,309 8,337 18,796 12,397: 2,727 9,126
: : :
: : Changes in Commitments from: December 6, 2005 :
: 7,037: 5,839 -17,141 11,672 -12,484 10,895 5,026 5,426: 2,011 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.2 21.3 46.8 38.7 81.1 75.2: 18.9 24.8
Old : 100.0: 13.6 17.2 20.4 46.7 38.7 80.7 76.3: 19.3 23.7
Other: 100.0: 34.4 13.8 5.0 47.9 38.7 87.3 57.6: 12.7 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 95 107 127 99 105 267 276:
Old : 334: 96 111 122 98 102 265 269:
Other: 114: 24 21 15 31 51 60 83:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 18.7 28.2 24.9 16.0 12.3 23.2 16.8
Old : 18.8 19.3 29.1 25.6 17.8 12.7 25.2 17.5
Other: 42.4 24.8 59.3 33.0 39.5 24.0 54.4 31.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 225,841: 22,392 50,146 50,577 132,669 103,756 205,638 204,479: 20,203 21,362
Old : 210,649: 26,955 50,014 43,403 122,018 96,619 192,376 190,037: 18,273 20,613
Other: 15,192: 1,580 6,275 1,031 10,651 7,137 13,262 14,443: 1,930 749
: : :
: : Changes in Commitments from: December 6, 2005 :
: 14,330: 542 2,382 7,076 7,898 6,861 15,516 16,319: -1,186 -1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.2 22.4 58.7 45.9 91.1 90.5: 8.9 9.5
Old : 100.0: 12.8 23.7 20.6 57.9 45.9 91.3 90.2: 8.7 9.8
Other: 100.0: 10.4 41.3 6.8 70.1 47.0 87.3 95.1: 12.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 41 58 54 58 51 135 148:
Old : 187: 53 56 52 58 51 134 146:
Other: 49: 8 20 7 12 13 25 36:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 26.1 32.5 34.4 18.8 18.7 27.8 24.9
Old : 19.8 25.5 31.4 34.0 18.0 18.2 26.6 24.4
Other: 73.6 40.0 79.2 59.7 70.1 38.6 75.4 57.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 663,557: 44,623 95,244 73,299 419,904 313,688 537,827 482,231: 125,731 181,326
Old : 663,557: 44,623 95,244 73,299 419,904 313,688 537,827 482,231: 125,731 181,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -33,270: -8,058 392 -1,773 -3,024 -21,313 -12,855 -22,694: -20,415 -10,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 14.4 11.0 63.3 47.3 81.1 72.7: 18.9 27.3
Old : 100.0: 6.7 14.4 11.0 63.3 47.3 81.1 72.7: 18.9 27.3
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 : 146: 21 40 37 64 70 106 126:
Old : 146: 21 40 37 64 70 106 126:
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 13.9 33.5 22.1 18.8 12.1 27.3 18.0
Old : 24.0 13.9 33.5 22.1 18.8 12.1 27.3 18.0
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 13, 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 : 153,228: 24,283 17,101 25,362 72,462 87,578 122,107 130,041: 31,121 23,188
Old : 142,541: 23,698 17,376 21,247 67,523 81,389 112,468 120,011: 30,073 22,530
Other: 10,687: 1,965 1,106 2,735 4,939 6,189 9,640 10,030: 1,048 657
: : :
: : Changes in Commitments from: December 6, 2005 :
: -2,160: 6,796 -11,443 3,832 -18,651 5,889 -8,023 -1,723: 5,863 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.2 16.6 47.3 57.2 79.7 84.9: 20.3 15.1
Old : 100.0: 16.6 12.2 14.9 47.4 57.1 78.9 84.2: 21.1 15.8
Other: 100.0: 18.4 10.3 25.6 46.2 57.9 90.2 93.8: 9.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 40 37 41 49 52 116 111:
Old : 147: 43 37 41 48 50 115 109:
Other: 47: 11 9 14 20 16 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 28.6 26.4 38.7 14.8 21.7 20.8 29.4
Old : 18.9 29.3 26.1 39.7 15.4 22.9 20.9 30.9
Other: 33.0 41.1 50.4 61.0 29.0 39.9 43.3 53.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 9,282: 2,784 369 1,353 2,417 6,353 6,554 8,074: 2,728 1,207
Old : 9,146: 2,764 378 1,324 2,391 6,295 6,479 7,997: 2,667 1,149
Other: 136: 29 0 20 26 58 74 78: 62 58
: : :
: : Changes in Commitments from: December 6, 2005 :
: 808: 235 35 -64 181 611 353 582: 455 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 4.0 14.6 26.0 68.4 70.6 87.0: 29.4 13.0
Old : 100.0: 30.2 4.1 14.5 26.1 68.8 70.8 87.4: 29.2 12.6
Other: 100.0: 21.0 0.0 14.5 19.1 42.7 54.7 57.2: 45.3 42.8
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 17 6 6 21 17 40 27:
Old : 53: 16 7 6 21 17 40 27:
Other: 12: 6 0 3 2 4 8 7:
:----------------------------------------------------------------------------------------------------
: 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 53.2 34.4 70.1 16.5 46.3 26.5 57.0
Old : 20.6 53.5 34.7 70.3 16.7 46.6 26.9 57.2
Other: 41.4 50.5 54.7 57.2 32.5 42.7 40.1 42.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 357,251: 110,651 71,398 6,287 176,399 175,728 293,337 253,413: 63,914 103,838
Old : 357,251: 110,651 71,398 6,287 176,399 175,728 293,337 253,413: 63,914 103,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 20,687: -2,605 6,234 1,890 19,588 10,793 18,873 18,917: 1,814 1,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.0 1.8 49.4 49.2 82.1 70.9: 17.9 29.1
Old : 100.0: 31.0 20.0 1.8 49.4 49.2 82.1 70.9: 17.9 29.1
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 : 116: 25 23 11 44 53 73 83:
Old : 116: 25 23 11 44 53 73 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 12.2 40.8 21.7 26.9 10.7 39.2 20.0
Old : 27.7 12.2 40.8 21.7 26.9 10.7 39.2 20.0
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 13, 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 : 2,148,775: 446,018 317,858 252,149 1,209,159 1,164,473 1,907,325 1,734,480: 241,450 414,295
Old : 2,148,775: 446,018 317,858 252,149 1,209,159 1,164,473 1,907,325 1,734,480: 241,450 414,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 28,922: 53,828 5,237 -5,972 8,449 20,842 56,305 20,107: -27,384 8,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.8 11.7 56.3 54.2 88.8 80.7: 11.2 19.3
Old : 100.0: 20.8 14.8 11.7 56.3 54.2 88.8 80.7: 11.2 19.3
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 : 254: 58 65 76 100 117 197 219:
Old : 254: 58 65 76 100 117 197 219:
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 22.1 42.6 29.8 29.9 20.2 35.8 25.4
Old : 33.7 22.1 42.6 29.8 29.9 20.2 35.8 25.4
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 13, 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 : 1,245,570: 215,777 248,146 67,890 788,111 644,454 1,071,778 960,490: 173,792 285,080
Old : 1,245,570: 215,777 248,146 67,890 788,111 644,454 1,071,778 960,490: 173,792 285,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -46,483: -38,219 -12,204 -65 -13,612 -13,811 -51,896 -26,080: 5,414 -20,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 19.9 5.5 63.3 51.7 86.0 77.1: 14.0 22.9
Old : 100.0: 17.3 19.9 5.5 63.3 51.7 86.0 77.1: 14.0 22.9
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 : 173: 31 46 34 64 85 115 145:
Old : 173: 31 46 34 64 85 115 145:
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 : 33.4 22.0 44.8 29.7 30.4 21.7 41.1 28.3
Old : 33.4 22.0 44.8 29.7 30.4 21.7 41.1 28.3
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 13, 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 : 614,623: 146,220 89,641 267,565 155,756 224,356 569,541 581,562: 45,082 33,061
Old : 614,623: 146,220 89,641 267,565 155,756 224,356 569,541 581,562: 45,082 33,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 54,081: 36,097 8,052 7,975 12,598 41,282 56,670 57,309: -2,589 -3,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.6 43.5 25.3 36.5 92.7 94.6: 7.3 5.4
Old : 100.0: 23.8 14.6 43.5 25.3 36.5 92.7 94.6: 7.3 5.4
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 : 128: 35 30 42 48 52 107 101:
Old : 128: 35 30 42 48 52 107 101:
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 : 31.2 28.2 48.1 41.9 15.7 10.0 20.8 15.8
Old : 31.2 28.2 48.1 41.9 15.7 10.0 20.8 15.8
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, December 13, 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 : 66,171: 12,416 8,248 7,063 36,611 29,515 56,091 44,826: 10,080 21,345
Old : 66,171: 12,416 8,248 7,063 36,611 29,515 56,091 44,826: 10,080 21,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 22,756: 1,308 1,490 5,533 14,189 9,587 21,029 16,609: 1,727 6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.5 10.7 55.3 44.6 84.8 67.7: 15.2 32.3
Old : 100.0: 18.8 12.5 10.7 55.3 44.6 84.8 67.7: 15.2 32.3
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 : 72: 17 23 22 28 20 61 49:
Old : 72: 17 23 22 28 20 61 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 : 27.8 24.3 42.9 36.4 24.9 22.1 36.0 28.9
Old : 27.8 24.3 42.9 36.4 24.9 22.1 36.0 28.9
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 13, 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 : 124,318: 48,859 15,599 18,004 16,689 75,761 83,552 109,365: 40,766 14,953
Old : 124,318: 48,859 15,599 18,004 16,689 75,761 83,552 109,365: 40,766 14,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 21,928: -2,050 -2,973 12,173 -5,776 8,162 4,347 17,362: 17,580 4,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 12.5 14.5 13.4 60.9 67.2 88.0: 32.8 12.0
Old : 100.0: 39.3 12.5 14.5 13.4 60.9 67.2 88.0: 32.8 12.0
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 : 94: 40 21 32 25 24 78 64:
Old : 94: 40 21 32 25 24 78 64:
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 : 23.7 43.0 33.8 57.9 23.2 42.7 30.1 54.4
Old : 23.7 43.0 33.8 57.9 23.2 42.7 30.1 54.4
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 13, 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 : 35,667: 8,771 4,254 555 26,137 30,153 35,463 34,962: 204 705
Old : 35,667: 8,771 4,254 555 26,137 30,153 35,463 34,962: 204 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -2,523: -23 2 0 -2,527 -2,694 -2,550 -2,692: 27 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.9 1.6 73.3 84.5 99.4 98.0: 0.6 2.0
Old : 100.0: 24.6 11.9 1.6 73.3 84.5 99.4 98.0: 0.6 2.0
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 : 55: 11 11 4 18 21 30 35:
Old : 55: 11 11 4 18 21 30 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 : 62.3 53.9 79.9 74.2 61.0 49.1 75.0 66.6
Old : 62.3 53.9 79.9 74.2 61.0 49.1 75.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005