WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 214,658: 46,598 41,762 19,330 114,645 112,430 180,573 173,522: 34,085 41,136
Old : 151,001: 37,681 40,536 2,860 86,184 80,792 126,725 124,188: 24,276 26,813
Other: 63,657: 16,286 8,595 9,101 28,461 31,638 53,848 49,334: 9,809 14,323
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,134: 6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264: -1,250 4,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.5 9.0 53.4 52.4 84.1 80.8: 15.9 19.2
Old : 100.0: 25.0 26.8 1.9 57.1 53.5 83.9 82.2: 16.1 17.8
Other: 100.0: 25.6 13.5 14.3 44.7 49.7 84.6 77.5: 15.4 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 57 81 51 38 52 138 150:
Old : 190: 53 77 16 21 47 86 129:
Other: 125: 40 39 28 27 37 82 91:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 34.6 44.8 41.9 30.4 33.8 44.8 40.1
Old : 37.7 37.4 52.2 45.2 37.7 37.4 52.2 45.1
Other: 44.3 34.5 54.5 45.3 39.1 30.6 45.5 37.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 638,828: 106,792 98,378 43,931 372,875 306,519 523,598 448,828: 115,230 190,000
Old : 524,112: 104,082 99,294 27,204 296,122 258,717 427,408 385,215: 96,704 138,897
Other: 114,716: 18,327 14,701 1,110 76,753 47,802 96,190 63,613: 18,526 51,103
: : :
: : Changes in Commitments from: February 22, 2005 :
: -5,198: 12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722: -20,198 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.4 6.9 58.4 48.0 82.0 70.3: 18.0 29.7
Old : 100.0: 19.9 18.9 5.2 56.5 49.4 81.5 73.5: 18.5 26.5
Other: 100.0: 16.0 12.8 1.0 66.9 41.7 83.9 55.5: 16.1 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 125 91 101 162 170 341 329:
Old : 441: 117 96 80 143 157 307 303:
Other: 272: 50 50 15 79 135 140 189:
:----------------------------------------------------------------------------------------------------
: 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 16.6 28.8 21.7 18.1 13.5 28.7 18.3
Old : 20.4 19.1 31.9 24.3 20.4 15.5 31.2 20.6
Other: 35.8 10.0 45.9 17.1 35.8 9.3 45.9 15.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 7,354: 2,041 573 17 1,391 4,742 3,449 5,332: 3,905 2,022
Old : 6,322: 1,859 553 12 1,326 4,231 3,197 4,796: 3,125 1,526
Other: 1,032: 186 24 1 65 511 252 536: 780 496
: : :
: : Changes in Commitments from: February 22, 2005 :
: -696: -191 -12 -5 -689 -962 -885 -979: 189 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 7.8 0.2 18.9 64.5 46.9 72.5: 53.1 27.5
Old : 100.0: 29.4 8.7 0.2 21.0 66.9 50.6 75.9: 49.4 24.1
Other: 100.0: 18.0 2.3 0.1 6.3 49.5 24.4 51.9: 75.6 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 4 3 7 15 21 21:
Old : 32: 13 4 1 7 13 20 18:
Other: 15: 5 2 1 3 6 9 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 : 24.5 39.0 35.8 55.0 20.1 37.9 28.8 50.9
Old : 28.2 43.9 40.5 61.1 23.4 42.7 32.6 56.0
Other: 17.0 40.5 24.3 51.9 17.0 40.5 24.1 51.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 273,860: 53,541 61,425 22,709 149,249 107,261 225,499 191,395: 48,361 82,465
Old : 235,174: 52,358 67,703 11,446 131,999 93,462 195,803 172,611: 39,371 62,563
Other: 38,686: 11,158 3,697 1,288 17,250 13,799 29,696 18,784: 8,990 19,902
: : :
: : Changes in Commitments from: February 22, 2005 :
: 8,086: 15,486 -5,849 816 -4,214 6,178 12,088 1,145: -4,002 6,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.4 8.3 54.5 39.2 82.3 69.9: 17.7 30.1
Old : 100.0: 22.3 28.8 4.9 56.1 39.7 83.3 73.4: 16.7 26.6
Other: 100.0: 28.8 9.6 3.3 44.6 35.7 76.8 48.6: 23.2 51.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 87 101 75 69 93 214 231:
Old : 317: 91 108 50 65 88 193 216:
Other: 141: 34 36 14 25 55 67 99:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 17.1 39.2 23.7 27.1 15.8 37.0 21.5
Old : 29.1 18.7 41.9 25.5 28.3 18.5 40.0 24.2
Other: 34.9 17.4 49.7 24.6 32.9 16.4 47.3 23.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,745: 10,316 4,054 77 350 555 10,743 4,686: 3,002 9,059
Old : 9,873: 7,145 3,838 51 350 555 7,546 4,444: 2,327 5,429
Other: 3,872: 3,181 226 16 0 0 3,197 242: 675 3,630
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,348: 5,646 925 -1,173 150 86 4,623 -162: -275 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 29.5 0.6 2.5 4.0 78.2 34.1: 21.8 65.9
Old : 100.0: 72.4 38.9 0.5 3.5 5.6 76.4 45.0: 23.6 55.0
Other: 100.0: 82.2 5.8 0.4 0.0 0.0 82.6 6.3: 17.4 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 8 6 1 2 17 14:
Old : 24: 14 8 5 1 2 16 14:
Other: 6: 5 1 2 0 0 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 51.8 21.2 64.0 30.6 51.6 21.2 63.6 30.4
Old : 43.3 27.3 60.0 40.3 43.0 27.3 59.6 40.2
Other: 82.3 6.3 82.6 6.3 81.9 5.8 82.2 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 151,495: 29,440 18,004 24,925 72,848 94,728 127,213 137,657: 24,282 13,838
Old : 129,788: 30,165 21,423 15,331 63,907 80,213 109,403 116,967: 20,385 12,821
Other: 21,707: 5,361 2,667 3,508 8,941 14,515 17,810 20,690: 3,897 1,017
: : :
: : Changes in Commitments from: February 22, 2005 :
: -14,584: 8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810: -3,176 -8,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.9 16.5 48.1 62.5 84.0 90.9: 16.0 9.1
Old : 100.0: 23.2 16.5 11.8 49.2 61.8 84.3 90.1: 15.7 9.9
Other: 100.0: 24.7 12.3 16.2 41.2 66.9 82.0 95.3: 18.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 44 28 36 43 45 111 97:
Old : 142: 47 33 34 43 45 109 97:
Other: 49: 15 10 11 17 15 36 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 : 17.1 35.8 28.0 47.7 17.1 29.4 26.5 38.8
Old : 20.0 33.3 30.6 45.7 19.8 29.3 28.9 38.6
Other: 35.5 54.9 51.7 69.8 29.8 42.1 38.6 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 807,644: 118,328 137,699 55,030 479,271 435,577 652,629 628,306: 155,015 179,338
Old : 807,644: 118,328 137,699 55,030 479,271 435,577 652,629 628,306: 155,015 179,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 26,092: -16,935 10,074 12,416 28,111 5,169 23,592 27,659: 2,500 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.0 6.8 59.3 53.9 80.8 77.8: 19.2 22.2
Old : 100.0: 14.7 17.0 6.8 59.3 53.9 80.8 77.8: 19.2 22.2
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 : 164: 32 33 22 64 77 106 127:
Old : 164: 32 33 22 64 77 106 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 16.0 33.9 28.0 18.0 13.7 25.6 22.8
Old : 24.5 16.0 33.9 28.0 18.0 13.7 25.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 153,438: 26,334 21,162 25,693 70,781 83,757 122,808 130,612: 30,630 22,826
Old : 129,329: 30,028 21,101 14,930 57,785 73,070 102,743 109,101: 26,586 20,228
Other: 24,109: 1,864 5,619 5,205 12,996 10,687 20,065 21,511: 4,044 2,598
: : :
: : Changes in Commitments from: February 22, 2005 :
: -9,929: 902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959: -805 -3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.8 16.7 46.1 54.6 80.0 85.1: 20.0 14.9
Old : 100.0: 23.2 16.3 11.5 44.7 56.5 79.4 84.4: 20.6 15.6
Other: 100.0: 7.7 23.3 21.6 53.9 44.3 83.2 89.2: 16.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 37 35 37 48 54 115 115:
Old : 157: 46 35 31 46 54 108 114:
Other: 66: 10 18 13 24 21 44 43:
:----------------------------------------------------------------------------------------------------
: 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 23.0 27.1 34.6 11.7 13.7 18.1 22.4
Old : 14.1 24.7 23.4 35.7 12.2 18.0 19.7 28.0
Other: 43.5 47.9 57.8 66.1 36.8 38.9 45.8 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 4,914: 2,137 2,177 243 1,232 1,066 3,612 3,486: 1,302 1,428
Old : 4,893: 2,142 2,169 234 1,232 1,063 3,608 3,466: 1,285 1,427
Other: 21: 1 14 3 0 3 4 20: 17 1
: : :
: : Changes in Commitments from: February 22, 2005 :
: -762: 277 -215 -38 -616 -293 -377 -546: -385 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 44.3 4.9 25.1 21.7 73.5 70.9: 26.5 29.1
Old : 100.0: 43.8 44.3 4.8 25.2 21.7 73.7 70.8: 26.3 29.2
Other: 100.0: 4.8 66.7 14.3 0.0 14.3 19.0 95.2: 81.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 13 4 8 7 22 21:
Old : 35: 12 12 4 8 7 22 21:
Other: 4: 1 2 1 0 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 34.0 50.8 52.1 32.9 31.8 43.9 45.9
Old : 37.2 34.1 51.0 52.3 33.1 31.9 44.1 46.0
Other: 19.0 95.2 19.0 95.2 4.8 81.0 4.8 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 364,581: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,542 130,676
Old : 364,581: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,542 130,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,388: 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268: -2,578 12,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Old : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
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 : 101: 15 26 5 39 47 55 77:
Old : 101: 15 26 5 39 47 55 77:
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 : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Old : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
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
Commitments of Traders - Futures Only, March 1, 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 : 1,955,525: 392,364 412,554 54,283 1,246,450 937,544 1,693,097 1,404,381: 262,428 551,144
Old : 1,955,525: 392,364 412,554 54,283 1,246,450 937,544 1,693,097 1,404,381: 262,428 551,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -81,031: -53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085: -47,815 -2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 2.8 63.7 47.9 86.6 71.8: 13.4 28.2
Old : 100.0: 20.1 21.1 2.8 63.7 47.9 86.6 71.8: 13.4 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 : 257: 38 70 32 92 129 150 211:
Old : 257: 38 70 32 92 129 150 211:
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 : 34.7 13.4 52.4 21.0 32.6 13.1 45.6 18.6
Old : 34.7 13.4 52.4 21.0 32.6 13.1 45.6 18.6
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
Commitments of Traders - Futures Only, March 1, 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 : 1,285,660: 199,770 256,295 50,027 903,948 618,586 1,153,745 924,908: 131,915 360,752
Old : 1,285,660: 199,770 256,295 50,027 903,948 618,586 1,153,745 924,908: 131,915 360,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,960: -604 70,621 -3,256 17,860 -82,082 14,000 -14,717: -16,960 11,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.9 3.9 70.3 48.1 89.7 71.9: 10.3 28.1
Old : 100.0: 15.5 19.9 3.9 70.3 48.1 89.7 71.9: 10.3 28.1
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 : 183: 28 54 27 56 87 97 155:
Old : 183: 28 54 27 56 87 97 155:
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 : 27.3 12.7 40.8 20.5 25.1 11.6 38.3 17.9
Old : 27.3 12.7 40.8 20.5 25.1 11.6 38.3 17.9
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
Commitments of Traders - Futures Only, March 1, 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 : 481,101: 196,497 34,439 55,734 167,363 326,586 419,594 416,759: 61,507 64,342
Old : 481,101: 196,497 34,439 55,734 167,363 326,586 419,594 416,759: 61,507 64,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 38,741: 48,682 -783 16,847 -4,825 -13,685 60,704 2,379: -21,963 36,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 7.2 11.6 34.8 67.9 87.2 86.6: 12.8 13.4
Old : 100.0: 40.8 7.2 11.6 34.8 67.9 87.2 86.6: 12.8 13.4
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 : 95: 34 11 25 42 39 82 69:
Old : 95: 34 11 25 42 39 82 69:
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 : 39.9 45.2 52.0 55.5 32.5 43.9 42.5 50.4
Old : 39.9 45.2 52.0 55.5 32.5 43.9 42.5 50.4
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
Commitments of Traders - Futures Only, March 1, 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 : 52,811: 16,505 2,843 0 22,278 40,823 38,783 43,666: 14,028 9,145
Old : 52,811: 16,505 2,843 0 22,278 40,823 38,783 43,666: 14,028 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,768: 2,494 -287 -35 1,014 2,509 3,473 2,187: 295 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.4 0.0 42.2 77.3 73.4 82.7: 26.6 17.3
Old : 100.0: 31.3 5.4 0.0 42.2 77.3 73.4 82.7: 26.6 17.3
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 : 66: 26 9 0 21 14 47 23:
Old : 66: 26 9 0 21 14 47 23:
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 : 27.0 62.4 38.2 72.1 27.0 61.5 38.2 71.3
Old : 27.0 62.4 38.2 72.1 27.0 61.5 38.2 71.3
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
Commitments of Traders - Futures Only, March 1, 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 : 70,707: 10,982 26,832 872 50,717 21,589 62,571 49,293: 8,136 21,414
Old : 70,707: 10,982 26,832 872 50,717 21,589 62,571 49,293: 8,136 21,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,329: 2,593 829 -289 -2,710 -724 -406 -184: -923 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 37.9 1.2 71.7 30.5 88.5 69.7: 11.5 30.3
Old : 100.0: 15.5 37.9 1.2 71.7 30.5 88.5 69.7: 11.5 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 : 67: 18 23 5 20 10 40 36:
Old : 67: 18 23 5 20 10 40 36:
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 : 43.6 45.0 62.6 52.7 43.6 44.8 62.4 51.9
Old : 43.6 45.0 62.6 52.7 43.6 44.8 62.4 51.9
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
Commitments of Traders - Futures Only, March 1, 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 : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Old : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,220: -569 -19 -78 3,413 3,432 2,766 3,335: 454 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Old : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
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 : 60: 3 24 4 19 22 25 47:
Old : 60: 3 24 4 19 22 25 47:
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 : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Old : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 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 : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Old : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -74: 0 -373 0 -4 284 -4 -89: -70 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Old : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
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 : 26: 1 8 0 6 12 7 20:
Old : 26: 1 8 0 6 12 7 20:
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 : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Old : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005