WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 211,795: 54,178 37,928 19,175 112,627 122,966 185,980 180,069: 25,815 31,726
Old : 141,714: 42,648 39,474 512 83,160 85,762 126,320 125,748: 15,394 15,966
Other: 70,081: 21,741 8,665 8,452 29,467 37,204 59,660 54,321: 10,421 15,760
: : :
: : Changes in Commitments from: March 1, 2005 :
: -2,863: 7,580 -3,834 -155 -2,018 10,536 5,407 6,547: -8,270 -9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.9 9.1 53.2 58.1 87.8 85.0: 12.2 15.0
Old : 100.0: 30.1 27.9 0.4 58.7 60.5 89.1 88.7: 10.9 11.3
Other: 100.0: 31.0 12.4 12.1 42.0 53.1 85.1 77.5: 14.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 66 74 50 36 49 146 140:
Old : 189: 59 74 7 21 42 83 120:
Other: 133: 41 45 28 27 38 87 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.6 45.5 46.3 30.7 37.3 43.8 43.5
Old : 38.5 43.5 54.4 51.9 38.5 43.5 54.4 51.7
Other: 40.9 35.4 51.6 46.9 35.7 34.8 44.2 43.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 639,795: 113,533 87,054 41,815 372,046 317,721 527,394 446,590: 112,401 193,205
Old : 515,462: 110,882 88,015 24,772 288,297 266,231 423,951 379,018: 91,511 136,444
Other: 124,333: 18,614 15,002 1,080 83,749 51,490 103,443 67,572: 20,890 56,761
: : :
: : Changes in Commitments from: March 1, 2005 :
: 967: 6,741 -11,324 -2,116 -829 11,202 3,796 -2,238: -2,829 3,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.6 6.5 58.2 49.7 82.4 69.8: 17.6 30.2
Old : 100.0: 21.5 17.1 4.8 55.9 51.6 82.2 73.5: 17.8 26.5
Other: 100.0: 15.0 12.1 0.9 67.4 41.4 83.2 54.3: 16.8 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 126 85 92 159 174 338 315:
Old : 442: 127 84 72 137 159 304 288:
Other: 269: 45 47 14 78 138 133 190:
:----------------------------------------------------------------------------------------------------
: 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 16.9 28.9 21.8 18.1 13.6 28.8 18.1
Old : 21.0 19.6 32.9 24.6 21.0 16.6 31.9 21.3
Other: 35.3 9.5 46.0 16.6 34.2 9.0 43.6 15.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 7,079: 2,229 754 87 924 4,565 3,240 5,406: 3,839 1,673
Old : 5,816: 2,110 675 0 819 3,970 2,929 4,645: 2,887 1,171
Other: 1,263: 200 160 6 105 595 311 761: 952 502
: : :
: : Changes in Commitments from: March 1, 2005 :
: -275: 188 181 70 -467 -177 -209 74: -66 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 1.2 13.1 64.5 45.8 76.4: 54.2 23.6
Old : 100.0: 36.3 11.6 0.0 14.1 68.3 50.4 79.9: 49.6 20.1
Other: 100.0: 15.8 12.7 0.5 8.3 47.1 24.6 60.3: 75.4 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 5 3 6 13 24 19:
Old : 36: 17 4 0 6 11 23 15:
Other: 18: 6 3 2 4 6 12 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 : 23.2 41.0 31.4 56.1 21.7 41.0 28.2 55.6
Old : 28.2 47.8 36.8 64.7 25.9 47.8 32.9 64.3
Other: 14.5 38.8 23.4 58.7 14.5 38.4 23.4 58.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 288,410: 63,758 57,401 22,825 152,118 115,099 238,701 195,325: 49,709 93,085
Old : 242,509: 61,398 62,438 10,899 130,557 100,252 202,854 173,589: 39,655 68,920
Other: 45,901: 11,888 4,491 2,398 21,561 14,847 35,847 21,736: 10,054 24,165
: : :
: : Changes in Commitments from: March 1, 2005 :
: 14,550: 10,217 -4,024 116 2,869 7,838 13,202 3,930: 1,348 10,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 7.9 52.7 39.9 82.8 67.7: 17.2 32.3
Old : 100.0: 25.3 25.7 4.5 53.8 41.3 83.6 71.6: 16.4 28.4
Other: 100.0: 25.9 9.8 5.2 47.0 32.3 78.1 47.4: 21.9 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 90 110 76 67 102 216 240:
Old : 328: 84 120 50 61 94 188 225:
Other: 155: 49 33 14 27 59 80 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 15.8 38.6 22.8 27.9 15.3 37.5 21.1
Old : 30.0 18.5 41.4 26.0 28.9 18.0 40.3 24.7
Other: 35.6 13.4 49.7 20.5 33.6 13.3 45.9 19.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,527: 10,970 3,743 158 350 587 11,478 4,488: 3,049 10,039
Old : 9,145: 6,334 3,477 109 350 586 6,793 4,172: 2,352 4,973
Other: 5,382: 4,671 301 14 0 1 4,685 316: 697 5,066
: : :
: : Changes in Commitments from: March 1, 2005 :
: 782: 654 -311 81 0 32 735 -198: 47 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 25.8 1.1 2.4 4.0 79.0 30.9: 21.0 69.1
Old : 100.0: 69.3 38.0 1.2 3.8 6.4 74.3 45.6: 25.7 54.4
Other: 100.0: 86.8 5.6 0.3 0.0 0.0 87.0 5.9: 13.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 6 1 2 15 12:
Old : 20: 11 7 3 1 2 13 11:
Other: 10: 7 2 2 0 1 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 20.3 70.9 29.3 58.4 20.3 70.8 28.3
Old : 48.7 29.0 65.2 43.2 48.6 29.0 64.6 42.0
Other: 83.8 5.9 87.0 5.9 83.5 5.6 86.8 5.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 160,647: 35,664 15,821 24,817 72,330 107,182 132,811 147,820: 27,836 12,827
Old : 136,676: 34,281 19,129 15,179 64,105 90,695 113,565 125,003: 23,111 11,673
Other: 23,971: 7,301 2,610 3,720 8,225 16,487 19,246 22,817: 4,725 1,154
: : :
: : Changes in Commitments from: March 1, 2005 :
: 9,152: 6,224 -2,183 -108 -518 12,454 5,598 10,163: 3,554 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.8 15.4 45.0 66.7 82.7 92.0: 17.3 8.0
Old : 100.0: 25.1 14.0 11.1 46.9 66.4 83.1 91.5: 16.9 8.5
Other: 100.0: 30.5 10.9 15.5 34.3 68.8 80.3 95.2: 19.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 48 27 35 41 45 112 99:
Old : 147: 48 35 31 40 45 106 99:
Other: 50: 15 11 13 17 15 38 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 : 16.6 39.3 26.6 51.2 16.6 33.7 25.8 44.3
Old : 19.2 36.3 29.2 49.4 19.0 33.8 28.0 44.3
Other: 35.8 58.2 52.3 74.1 31.7 46.9 41.5 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 798,191: 130,610 142,897 52,409 480,563 425,075 663,582 620,381: 134,609 177,810
Old : 798,191: 130,610 142,897 52,409 480,563 425,075 663,582 620,381: 134,609 177,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -9,453: 12,282 5,198 -2,621 1,292 -10,502 10,953 -7,925: -20,406 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.9 6.6 60.2 53.3 83.1 77.7: 16.9 22.3
Old : 100.0: 16.4 17.9 6.6 60.2 53.3 83.1 77.7: 16.9 22.3
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 : 168: 37 32 24 64 71 114 118:
Old : 168: 37 32 24 64 71 114 118:
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 : 24.3 16.3 33.5 28.1 17.4 14.3 24.3 22.9
Old : 24.3 16.3 33.5 28.1 17.4 14.3 24.3 22.9
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 8, 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 : 153,381: 34,388 19,992 22,610 66,409 90,076 123,407 132,678: 29,974 20,703
Old : 127,685: 36,627 18,459 14,262 51,057 76,903 101,946 109,624: 25,739 18,061
Other: 25,696: 1,638 5,410 4,471 15,352 13,173 21,461 23,054: 4,235 2,642
: : :
: : Changes in Commitments from: March 1, 2005 :
: -57: 8,054 -1,170 -3,083 -4,372 6,319 599 2,066: -656 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.0 14.7 43.3 58.7 80.5 86.5: 19.5 13.5
Old : 100.0: 28.7 14.5 11.2 40.0 60.2 79.8 85.9: 20.2 14.1
Other: 100.0: 6.4 21.1 17.4 59.7 51.3 83.5 89.7: 16.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 41 33 35 48 54 119 111:
Old : 160: 52 31 31 45 53 113 108:
Other: 70: 9 22 14 27 20 48 44:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 26.0 25.0 36.7 11.5 19.3 18.6 28.3
Old : 13.6 27.5 22.5 39.3 13.5 23.7 22.3 35.0
Other: 45.2 48.0 56.7 63.0 39.4 38.5 49.0 49.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 5,395: 2,875 2,249 216 888 1,493 3,979 3,958: 1,416 1,437
Old : 5,369: 2,874 2,231 213 888 1,490 3,975 3,934: 1,394 1,435
Other: 26: 1 18 3 0 3 4 24: 22 2
: : :
: : Changes in Commitments from: March 1, 2005 :
: 481: 738 72 -27 -344 427 367 472: 114 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 41.7 4.0 16.5 27.7 73.8 73.4: 26.2 26.6
Old : 100.0: 53.5 41.6 4.0 16.5 27.8 74.0 73.3: 26.0 26.7
Other: 100.0: 3.8 69.2 11.5 0.0 11.5 15.4 92.3: 84.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 13 5 6 7 21 23:
Old : 35: 13 13 5 6 7 21 23:
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 : 38.2 33.0 52.6 52.2 38.1 30.2 49.4 44.9
Old : 38.4 33.2 52.9 52.4 38.3 30.4 49.7 45.1
Other: 15.4 92.3 15.4 92.3 3.8 80.8 3.8 80.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 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 : 328,502: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,763 106,769
Old : 328,502: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,763 106,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -36,079: -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172: -3,779 -23,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Old : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
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 : 101: 16 26 3 37 46 53 75:
Old : 101: 16 26 3 37 46 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.4 42.9 26.4 30.1 16.8 39.5 23.7
Old : 30.9 18.4 42.9 26.4 30.1 16.8 39.5 23.7
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 8, 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 : 1,937,316: 393,346 503,489 68,666 1,310,564 860,377 1,772,576 1,432,532: 164,740 504,784
Old : 1,937,316: 393,346 503,489 68,666 1,310,564 860,377 1,772,576 1,432,532: 164,740 504,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -18,209: 982 90,935 14,383 64,114 -77,167 79,479 28,151: -97,688 -46,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 26.0 3.5 67.6 44.4 91.5 73.9: 8.5 26.1
Old : 100.0: 20.3 26.0 3.5 67.6 44.4 91.5 73.9: 8.5 26.1
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 : 271: 39 82 38 83 131 145 229:
Old : 271: 39 82 38 83 131 145 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 14.8 56.8 22.1 35.1 14.3 51.5 19.5
Old : 37.1 14.8 56.8 22.1 35.1 14.3 51.5 19.5
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 8, 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 : 1,331,930: 218,927 315,845 63,196 907,391 588,480 1,189,514 967,521: 142,416 364,409
Old : 1,331,930: 218,927 315,845 63,196 907,391 588,480 1,189,514 967,521: 142,416 364,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 46,270: 19,157 59,550 13,169 3,443 -30,106 35,769 42,613: 10,501 3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.7 4.7 68.1 44.2 89.3 72.6: 10.7 27.4
Old : 100.0: 16.4 23.7 4.7 68.1 44.2 89.3 72.6: 10.7 27.4
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 : 188: 33 56 27 58 81 103 152:
Old : 188: 33 56 27 58 81 103 152:
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 14.3 46.6 23.1 27.0 12.0 39.8 18.0
Old : 32.0 14.3 46.6 23.1 27.0 12.0 39.8 18.0
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 8, 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 : 436,947: 192,125 41,834 55,615 154,585 306,062 402,325 403,511: 34,622 33,436
Old : 436,947: 192,125 41,834 55,615 154,585 306,062 402,325 403,511: 34,622 33,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -44,154: -4,372 7,395 -119 -12,778 -20,524 -17,269 -13,248: -26,885 -30,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 9.6 12.7 35.4 70.0 92.1 92.3: 7.9 7.7
Old : 100.0: 44.0 9.6 12.7 35.4 70.0 92.1 92.3: 7.9 7.7
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 : 98: 30 15 27 40 42 77 77:
Old : 98: 30 15 27 40 42 77 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 : 47.2 44.2 58.8 56.0 40.2 42.9 49.5 51.6
Old : 47.2 44.2 58.8 56.0 40.2 42.9 49.5 51.6
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 8, 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 : 55,277: 16,664 2,468 771 23,306 42,604 40,741 45,843: 14,536 9,434
Old : 55,277: 16,664 2,468 771 23,306 42,604 40,741 45,843: 14,536 9,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,466: 159 -375 771 1,028 1,781 1,958 2,177: 508 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.5 1.4 42.2 77.1 73.7 82.9: 26.3 17.1
Old : 100.0: 30.1 4.5 1.4 42.2 77.1 73.7 82.9: 26.3 17.1
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 : 64: 23 10 3 21 17 45 29:
Old : 64: 23 10 3 21 17 45 29:
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 : 26.3 59.7 39.1 69.5 26.0 59.0 37.0 67.8
Old : 26.3 59.7 39.1 69.5 26.0 59.0 37.0 67.8
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 8, 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 : 74,612: 10,272 29,431 969 54,522 20,307 65,763 50,707: 8,849 23,905
Old : 74,612: 10,272 29,431 969 54,522 20,307 65,763 50,707: 8,849 23,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,905: -710 2,599 97 3,805 -1,282 3,192 1,414: 713 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 39.4 1.3 73.1 27.2 88.1 68.0: 11.9 32.0
Old : 100.0: 13.8 39.4 1.3 73.1 27.2 88.1 68.0: 11.9 32.0
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 : 72: 18 27 4 21 10 41 39:
Old : 72: 18 27 4 21 10 41 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 : 45.8 43.5 64.7 51.6 45.6 42.9 64.6 50.3
Old : 45.8 43.5 64.7 51.6 45.6 42.9 64.6 50.3
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 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Old : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -1,730: 360 723 -328 -1,560 -1,802 -1,528 -1,407: -202 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Old : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
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 : 62: 4 25 4 18 21 25 47:
Old : 62: 4 25 4 18 21 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 : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Old : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
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 8, 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 : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Old : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,567: 70 624 0 2,896 2,328 2,966 2,952: -399 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Old : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
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 : 27: 2 10 0 6 11 8 21:
Old : 27: 2 10 0 6 11 8 21:
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 : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Old : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005