WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 331,286: 52,499 98,783 48,422 196,646 143,966 297,566 291,170: 33,719 40,115
Old : 260,714: 54,070 91,718 24,317 154,813 120,295 233,200 236,331: 27,514 24,383
Other: 70,572: 13,665 22,301 8,868 41,833 23,671 64,366 54,840: 6,205 15,732
: : :
: : Changes in Commitments from: December 13, 2005 :
: 2,646: -265 -13,248 6,093 -3,949 6,844 1,879 -310: 767 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 29.8 14.6 59.4 43.5 89.8 87.9: 10.2 12.1
Old : 100.0: 20.7 35.2 9.3 59.4 46.1 89.4 90.6: 10.6 9.4
Other: 100.0: 19.4 31.6 12.6 59.3 33.5 91.2 77.7: 8.8 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 80 125 87 57 64 194 226:
Old : 273: 78 121 66 53 56 172 202:
Other: 148: 42 42 47 21 56 83 127:
:----------------------------------------------------------------------------------------------------
: 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 27.5 43.2 33.5 30.2 23.6 42.6 28.9
Old : 37.0 32.7 48.5 39.8 37.0 32.0 48.4 38.4
Other: 52.2 19.9 63.3 29.5 47.8 16.2 55.2 24.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 927,511: 142,469 174,323 134,257 479,045 407,089 755,770 715,669: 171,740 211,842
Old : 801,747: 129,146 175,720 102,871 416,584 347,379 648,600 625,969: 153,147 175,778
Other: 125,764: 28,046 13,327 16,663 62,461 59,710 107,170 89,699: 18,593 36,064
: : :
: : Changes in Commitments from: December 13, 2005 :
: 10,689: 1,768 -14,214 2,303 2,802 21,174 6,873 9,263: 3,816 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.8 14.5 51.6 43.9 81.5 77.2: 18.5 22.8
Old : 100.0: 16.1 21.9 12.8 52.0 43.3 80.9 78.1: 19.1 21.9
Other: 100.0: 22.3 10.6 13.2 49.7 47.5 85.2 71.3: 14.8 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 123 139 129 209 212 407 417:
Old : 529: 117 150 120 205 201 393 403:
Other: 282: 58 42 39 61 161 134 227:
:----------------------------------------------------------------------------------------------------
: 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 16.1 26.4 21.5 16.8 14.7 25.9 19.4
Old : 19.1 16.0 28.4 21.8 19.1 14.6 28.0 19.6
Other: 33.8 22.2 42.5 29.4 33.4 21.5 41.5 27.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 9,537: 4,809 315 158 1,289 7,365 6,256 7,838: 3,281 1,699
Old : 8,875: 4,806 318 136 975 6,954 5,917 7,408: 2,958 1,467
Other: 662: 6 0 19 314 411 339 430: 323 232
: : :
: : Changes in Commitments from: December 13, 2005 :
: -1,071: -675 -187 -75 -26 -583 -776 -845: -295 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 3.3 1.7 13.5 77.2 65.6 82.2: 34.4 17.8
Old : 100.0: 54.2 3.6 1.5 11.0 78.4 66.7 83.5: 33.3 16.5
Other: 100.0: 0.9 0.0 2.9 47.5 62.1 51.2 65.0: 48.8 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 3 2 10 16 29 21:
Old : 41: 18 4 2 9 16 28 21:
Other: 12: 1 0 1 5 8 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 40.0 40.8 61.4 25.9 37.8 40.8 56.8
Old : 27.8 40.5 43.8 61.7 27.8 40.3 43.8 59.8
Other: 48.8 53.2 51.2 64.7 40.5 49.6 40.8 54.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 382,042: 52,625 40,742 86,154 171,284 155,806 310,063 282,702: 71,979 99,340
Old : 354,284: 50,069 47,246 75,796 160,321 145,043 286,185 268,085: 68,099 86,199
Other: 27,758: 11,582 2,522 1,332 10,963 10,763 23,878 14,617: 3,881 13,141
: : :
: : Changes in Commitments from: December 13, 2005 :
: 13,591: 4,760 -15,276 7,666 -1,117 13,154 11,309 5,544: 2,282 8,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.7 22.6 44.8 40.8 81.2 74.0: 18.8 26.0
Old : 100.0: 14.1 13.3 21.4 45.3 40.9 80.8 75.7: 19.2 24.3
Other: 100.0: 41.7 9.1 4.8 39.5 38.8 86.0 52.7: 14.0 47.3
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 95 108 137 106 114 292 282:
Old : 347: 96 115 133 104 112 289 277:
Other: 136: 36 22 16 30 63 70 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 19.6 27.4 26.4 15.5 13.1 22.2 17.2
Old : 18.4 20.3 28.5 27.4 17.5 13.6 24.6 18.0
Other: 40.7 23.0 54.8 30.2 38.3 22.0 50.9 28.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 204,396: 21,340 49,523 42,089 117,782 89,848 181,211 181,460: 23,185 22,936
Old : 189,239: 25,812 49,467 35,548 107,088 82,316 168,448 167,331: 20,791 21,908
Other: 15,157: 1,277 5,805 792 10,694 7,532 12,763 14,129: 2,394 1,028
: : :
: : Changes in Commitments from: December 13, 2005 :
: -21,445: -1,052 -622 -8,488 -14,887 -13,909 -24,427 -23,019: 2,982 1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 24.2 20.6 57.6 44.0 88.7 88.8: 11.3 11.2
Old : 100.0: 13.6 26.1 18.8 56.6 43.5 89.0 88.4: 11.0 11.6
Other: 100.0: 8.4 38.3 5.2 70.6 49.7 84.2 93.2: 15.8 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 41 51 44 58 48 124 132:
Old : 169: 52 49 40 58 48 123 128:
Other: 45: 6 19 6 12 13 23 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 : 22.5 23.4 33.6 31.9 21.2 17.5 29.9 23.7
Old : 20.8 22.1 32.5 31.1 19.6 16.9 28.5 23.2
Other: 73.4 43.7 78.7 61.4 69.9 42.2 74.4 59.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 672,938: 50,681 86,945 68,927 419,152 346,803 538,761 502,675: 134,177 170,263
Old : 672,938: 50,681 86,945 68,927 419,152 346,803 538,761 502,675: 134,177 170,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 9,381: 6,058 -8,299 -4,373 -752 33,115 934 20,443: 8,447 -11,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.9 10.2 62.3 51.5 80.1 74.7: 19.9 25.3
Old : 100.0: 7.5 12.9 10.2 62.3 51.5 80.1 74.7: 19.9 25.3
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 : 140: 20 39 35 62 67 104 119:
Old : 140: 20 39 35 62 67 104 119:
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 14.2 35.3 23.9 19.8 12.2 28.5 18.7
Old : 25.6 14.2 35.3 23.9 19.8 12.2 28.5 18.7
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 20, 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 : 154,572: 28,764 14,798 27,662 65,576 89,035 122,002 131,495: 32,571 23,077
Old : 143,884: 28,226 14,802 23,738 60,425 82,937 112,389 121,477: 31,495 22,407
Other: 10,689: 1,624 1,083 2,837 5,151 6,098 9,613 10,018: 1,076 670
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,344: 4,480 -2,303 2,300 -6,886 1,458 -105 1,454: 1,450 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.6 17.9 42.4 57.6 78.9 85.1: 21.1 14.9
Old : 100.0: 19.6 10.3 16.5 42.0 57.6 78.1 84.4: 21.9 15.6
Other: 100.0: 15.2 10.1 26.5 48.2 57.1 89.9 93.7: 10.1 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 46 33 36 51 52 119 104:
Old : 147: 47 34 36 50 50 118 102:
Other: 48: 11 9 15 22 19 39 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 : 15.6 27.8 23.0 38.4 12.0 22.3 17.0 30.7
Old : 15.1 28.1 22.4 39.4 12.5 23.2 17.3 32.2
Other: 29.6 48.2 47.3 65.3 27.5 48.2 43.2 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 9,136: 3,084 253 890 2,468 6,839 6,443 7,983: 2,693 1,154
Old : 8,920: 3,032 258 843 2,441 6,760 6,316 7,861: 2,605 1,059
Other: 216: 76 18 24 27 79 127 121: 89 94
: : :
: : Changes in Commitments from: December 13, 2005 :
: -146: 301 -116 -462 51 486 -111 -92: -35 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 2.8 9.7 27.0 74.9 70.5 87.4: 29.5 12.6
Old : 100.0: 34.0 2.9 9.5 27.4 75.8 70.8 88.1: 29.2 11.9
Other: 100.0: 35.1 8.4 11.2 12.5 36.6 58.8 56.3: 41.2 43.7
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 18 4 7 21 18 41 27:
Old : 53: 18 4 7 21 18 41 27:
Other: 13: 5 1 3 2 5 8 8:
:----------------------------------------------------------------------------------------------------
: 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 57.4 34.2 72.2 17.9 50.4 29.5 62.3
Old : 21.0 58.1 34.8 72.6 18.4 51.0 29.7 62.9
Other: 43.5 46.0 58.8 56.3 39.9 38.1 47.6 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 366,754: 117,912 62,885 6,159 179,684 195,630 303,755 264,675: 62,999 102,080
Old : 366,754: 117,912 62,885 6,159 179,684 195,630 303,755 264,675: 62,999 102,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 9,503: 7,261 -8,514 -127 3,285 19,902 10,418 11,261: -915 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 17.1 1.7 49.0 53.3 82.8 72.2: 17.2 27.8
Old : 100.0: 32.2 17.1 1.7 49.0 53.3 82.8 72.2: 17.2 27.8
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 : 121: 25 24 10 42 55 71 85:
Old : 121: 25 24 10 42 55 71 85:
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 : 29.8 13.4 43.3 23.0 29.4 12.1 42.3 21.3
Old : 29.8 13.4 43.3 23.0 29.4 12.1 42.3 21.3
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 20, 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 : 2,069,281: 400,936 256,781 261,558 1,187,092 1,139,722 1,849,585 1,658,061: 219,696 411,220
Old : 2,069,281: 400,936 256,781 261,558 1,187,092 1,139,722 1,849,585 1,658,061: 219,696 411,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -79,494: -45,083 -61,077 9,409 -22,067 -24,751 -57,740 -76,419: -21,753 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.4 12.6 57.4 55.1 89.4 80.1: 10.6 19.9
Old : 100.0: 19.4 12.4 12.6 57.4 55.1 89.4 80.1: 10.6 19.9
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 : 252: 61 62 74 101 115 198 215:
Old : 252: 61 62 74 101 115 198 215:
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 : 35.2 21.4 44.3 29.0 30.6 18.3 36.1 23.0
Old : 35.2 21.4 44.3 29.0 30.6 18.3 36.1 23.0
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 20, 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 : 1,204,743: 219,256 237,181 63,654 767,485 631,789 1,050,395 932,624: 154,348 272,119
Old : 1,204,743: 219,256 237,181 63,654 767,485 631,789 1,050,395 932,624: 154,348 272,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -40,827: 3,479 -10,965 -4,236 -20,626 -12,665 -21,383 -27,866: -19,444 -12,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.7 5.3 63.7 52.4 87.2 77.4: 12.8 22.6
Old : 100.0: 18.2 19.7 5.3 63.7 52.4 87.2 77.4: 12.8 22.6
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 : 173: 37 39 32 67 84 116 143:
Old : 173: 37 39 32 67 84 116 143:
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 : 32.0 23.4 43.1 31.1 28.4 23.0 39.1 28.8
Old : 32.0 23.4 43.1 31.1 28.4 23.0 39.1 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 652,541: 179,210 88,933 261,452 165,611 266,773 606,273 617,159: 46,268 35,382
Old : 652,541: 179,210 88,933 261,452 165,611 266,773 606,273 617,159: 46,268 35,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 37,918: 32,990 -707 -6,113 9,856 42,418 36,732 35,597: 1,185 2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.6 40.1 25.4 40.9 92.9 94.6: 7.1 5.4
Old : 100.0: 27.5 13.6 40.1 25.4 40.9 92.9 94.6: 7.1 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 : 127: 30 31 40 50 54 104 102:
Old : 127: 30 31 40 50 54 104 102:
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 : 33.9 27.5 50.9 40.6 20.3 11.6 26.3 17.3
Old : 33.9 27.5 50.9 40.6 20.3 11.6 26.3 17.3
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 20, 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 : 38,770: 11,299 6,119 502 14,950 26,889 26,751 33,510: 12,019 5,260
Old : 38,770: 11,299 6,119 502 14,950 26,889 26,751 33,510: 12,019 5,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -27,401: -1,117 -2,130 -6,562 -21,661 -2,625 -29,340 -11,316: 1,939 -16,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.8 1.3 38.6 69.4 69.0 86.4: 31.0 13.6
Old : 100.0: 29.1 15.8 1.3 38.6 69.4 69.0 86.4: 31.0 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 : 55: 17 9 5 18 14 36 27:
Old : 55: 17 9 5 18 14 36 27:
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 : 25.4 41.0 40.2 62.2 25.4 41.0 40.2 62.2
Old : 25.4 41.0 40.2 62.2 25.4 41.0 40.2 62.2
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 20, 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 : 60,614: 34,502 11,332 4,564 11,355 23,196 50,420 39,091: 10,193 21,523
Old : 60,614: 34,502 11,332 4,564 11,355 23,196 50,420 39,091: 10,193 21,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -63,704: -14,357 -4,268 -13,441 -5,334 -52,566 -33,132 -70,274: -30,573 6,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 18.7 7.5 18.7 38.3 83.2 64.5: 16.8 35.5
Old : 100.0: 56.9 18.7 7.5 18.7 38.3 83.2 64.5: 16.8 35.5
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 : 64: 27 15 12 13 15 43 39:
Old : 64: 27 15 12 13 15 43 39:
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 : 47.1 30.2 59.5 46.4 47.1 29.3 58.5 40.9
Old : 47.1 30.2 59.5 46.4 47.1 29.3 58.5 40.9
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,619: 8,827 4,455 475 24,096 28,240 33,398 33,170: 221 449
Old : 33,619: 8,827 4,455 475 24,096 28,240 33,398 33,170: 221 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -2,048: 56 201 -80 -2,041 -1,913 -2,065 -1,792: 17 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 13.3 1.4 71.7 84.0 99.3 98.7: 0.7 1.3
Old : 100.0: 26.3 13.3 1.4 71.7 84.0 99.3 98.7: 0.7 1.3
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 : 51: 9 12 3 14 20 24 34:
Old : 51: 9 12 3 14 20 24 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 : 66.4 53.3 82.8 76.8 64.4 49.7 77.2 68.2
Old : 66.4 53.3 82.8 76.8 64.4 49.7 77.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005