WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 215,153: 59,420 44,777 15,417 110,609 119,287 185,446 179,481: 29,707 35,672
Old : 142,949: 46,797 40,799 556 77,967 84,448 125,320 125,803: 17,629 17,146
Other: 72,204: 21,500 12,855 5,984 32,642 34,839 60,126 53,678: 12,078 18,526
: : :
: : Changes in Commitments from: March 8, 2005 :
: 3,358: 5,242 6,849 -3,758 -2,018 -3,679 -534 -588: 3,892 3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 20.8 7.2 51.4 55.4 86.2 83.4: 13.8 16.6
Old : 100.0: 32.7 28.5 0.4 54.5 59.1 87.7 88.0: 12.3 12.0
Other: 100.0: 29.8 17.8 8.3 45.2 48.3 83.3 74.3: 16.7 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 75 71 47 36 51 151 139:
Old : 197: 69 70 4 22 42 94 113:
Other: 136: 39 43 26 26 42 81 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 : 29.8 38.8 42.3 45.1 29.8 38.3 42.3 43.7
Old : 36.0 43.7 49.6 52.1 36.0 43.7 49.6 52.1
Other: 37.4 31.8 47.6 39.3 36.1 29.9 44.4 36.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 684,070: 129,039 79,696 37,071 396,410 362,527 562,520 479,294: 121,550 204,776
Old : 529,841: 118,906 78,512 18,659 294,170 294,945 431,735 392,116: 98,106 137,725
Other: 154,229: 26,531 17,582 2,014 102,240 67,582 130,785 87,178: 23,444 67,051
: : :
: : Changes in Commitments from: March 8, 2005 :
: 44,275: 15,506 -7,358 -4,744 24,364 44,806 35,126 32,704: 9,149 11,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 11.7 5.4 57.9 53.0 82.2 70.1: 17.8 29.9
Old : 100.0: 22.4 14.8 3.5 55.5 55.7 81.5 74.0: 18.5 26.0
Other: 100.0: 17.2 11.4 1.3 66.3 43.8 84.8 56.5: 15.2 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 132 78 80 170 189 345 316:
Old : 453: 131 85 58 138 174 298 290:
Other: 299: 51 51 17 84 157 148 212:
:----------------------------------------------------------------------------------------------------
: 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 17.8 27.6 22.7 17.1 14.0 27.0 18.4
Old : 20.4 20.9 32.0 25.9 20.4 18.1 30.9 22.4
Other: 38.5 8.7 48.4 15.5 36.4 8.3 46.1 14.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 7,489: 2,340 744 5 911 5,349 3,256 6,098: 4,233 1,391
Old : 5,998: 2,109 666 0 802 4,418 2,911 5,084: 3,087 914
Other: 1,491: 235 82 1 109 931 345 1,014: 1,146 477
: : :
: : Changes in Commitments from: March 8, 2005 :
: 410: 111 -10 -82 -13 784 16 692: 394 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 9.9 0.1 12.2 71.4 43.5 81.4: 56.5 18.6
Old : 100.0: 35.2 11.1 0.0 13.4 73.7 48.5 84.8: 51.5 15.2
Other: 100.0: 15.8 5.5 0.1 7.3 62.4 23.1 68.0: 76.9 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 5 2 10 15 25 21:
Old : 36: 13 5 0 8 12 21 17:
Other: 21: 7 2 1 5 9 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 42.6 29.6 58.6 22.4 42.0 28.8 58.0
Old : 27.5 48.4 35.8 66.7 27.5 48.3 34.5 66.4
Other: 13.5 45.9 21.4 62.0 13.5 45.7 21.4 61.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 308,206: 67,062 57,683 17,498 171,316 135,854 255,876 211,035: 52,330 97,171
Old : 254,833: 62,583 58,652 9,160 143,206 117,586 214,949 185,398: 39,884 69,435
Other: 53,373: 10,174 4,726 2,643 28,110 18,268 40,927 25,637: 12,446 27,736
: : :
: : Changes in Commitments from: March 8, 2005 :
: 19,796: 3,304 282 -5,327 19,198 20,755 17,175 15,710: 2,621 4,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 18.7 5.7 55.6 44.1 83.0 68.5: 17.0 31.5
Old : 100.0: 24.6 23.0 3.6 56.2 46.1 84.3 72.8: 15.7 27.2
Other: 100.0: 19.1 8.9 5.0 52.7 34.2 76.7 48.0: 23.3 52.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 98 112 71 83 102 235 243:
Old : 340: 91 120 44 71 96 198 229:
Other: 168: 45 37 17 38 65 88 116:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 14.9 37.4 23.5 25.5 12.4 34.6 18.5
Old : 30.3 17.5 41.2 27.6 27.4 15.4 38.0 22.6
Other: 30.5 11.1 42.2 19.5 30.0 10.3 41.4 17.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,108: 13,097 4,153 197 488 848 13,782 5,198: 3,326 11,910
Old : 9,397: 6,320 3,643 144 477 566 6,941 4,353: 2,456 5,044
Other: 7,711: 6,815 548 15 11 282 6,841 845: 870 6,866
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,581: 2,127 410 39 138 261 2,304 710: 277 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 24.3 1.2 2.9 5.0 80.6 30.4: 19.4 69.6
Old : 100.0: 67.3 38.8 1.5 5.1 6.0 73.9 46.3: 26.1 53.7
Other: 100.0: 88.4 7.1 0.2 0.1 3.7 88.7 11.0: 11.3 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 9 3 3 20 16:
Old : 25: 12 9 5 3 2 17 14:
Other: 14: 9 3 2 1 2 10 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 19.4 69.6 26.6 55.8 19.2 69.5 26.2
Old : 46.4 31.5 61.8 43.7 46.4 31.5 61.7 42.1
Other: 77.0 10.8 88.4 11.0 76.8 10.6 88.3 10.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 169,688: 38,489 13,495 24,178 75,640 117,743 138,307 155,416: 31,381 14,272
Old : 143,429: 38,628 15,484 16,185 62,688 99,239 117,501 130,908: 25,928 12,521
Other: 26,259: 3,871 2,021 3,983 12,952 18,504 20,806 24,508: 5,453 1,751
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,041: 2,825 -2,326 -639 3,310 10,561 5,496 7,596: 3,545 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.0 14.2 44.6 69.4 81.5 91.6: 18.5 8.4
Old : 100.0: 26.9 10.8 11.3 43.7 69.2 81.9 91.3: 18.1 8.7
Other: 100.0: 14.7 7.7 15.2 49.3 70.5 79.2 93.3: 20.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 49 26 35 42 42 113 92:
Old : 143: 52 30 32 40 42 108 92:
Other: 53: 11 14 13 19 16 39 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 40.3 28.0 52.2 17.8 37.9 27.2 47.7
Old : 18.4 38.0 29.4 51.2 18.3 36.6 28.3 47.2
Other: 39.1 59.5 53.4 72.8 37.3 49.5 46.1 59.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 755,492: 127,631 151,635 37,314 468,552 396,088 633,497 585,037: 121,995 170,455
Old : 755,492: 127,631 151,635 37,314 468,552 396,088 633,497 585,037: 121,995 170,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -42,699: -2,979 8,738 -15,095 -12,011 -28,987 -30,085 -35,344: -12,614 -7,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.1 4.9 62.0 52.4 83.9 77.4: 16.1 22.6
Old : 100.0: 16.9 20.1 4.9 62.0 52.4 83.9 77.4: 16.1 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: 39 37 24 62 69 111 121:
Old : 173: 39 37 24 62 69 111 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 17.3 33.6 29.7 18.4 15.2 24.9 25.1
Old : 24.6 17.3 33.6 29.7 18.4 15.2 24.9 25.1
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 15, 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 : 151,613: 37,066 18,821 15,709 67,077 96,407 119,852 130,937: 31,761 20,676
Old : 125,558: 37,480 19,098 9,849 51,006 79,459 98,335 108,406: 27,223 17,152
Other: 26,055: 2,244 2,381 3,202 16,071 16,948 21,517 22,531: 4,538 3,524
: : :
: : Changes in Commitments from: March 8, 2005 :
: -1,768: 2,678 -1,171 -6,901 668 6,331 -3,555 -1,741: 1,787 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 12.4 10.4 44.2 63.6 79.1 86.4: 20.9 13.6
Old : 100.0: 29.9 15.2 7.8 40.6 63.3 78.3 86.3: 21.7 13.7
Other: 100.0: 8.6 9.1 12.3 61.7 65.0 82.6 86.5: 17.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 47 25 30 49 51 117 97:
Old : 151: 49 27 23 47 49 111 92:
Other: 65: 11 15 11 26 25 44 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 : 16.4 27.5 26.2 39.9 12.1 22.3 19.8 31.6
Old : 14.2 30.4 23.9 42.3 14.2 26.8 23.9 38.1
Other: 47.1 50.4 59.4 63.0 45.1 46.8 54.2 57.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 5,652: 2,944 1,822 166 816 2,335 3,926 4,323: 1,726 1,329
Old : 5,557: 2,947 1,793 149 814 2,313 3,910 4,255: 1,647 1,302
Other: 95: 1 33 13 2 22 16 68: 79 27
: : :
: : Changes in Commitments from: March 8, 2005 :
: 257: 69 -427 -50 -72 842 -53 365: 310 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 32.2 2.9 14.4 41.3 69.5 76.5: 30.5 23.5
Old : 100.0: 53.0 32.3 2.7 14.6 41.6 70.4 76.6: 29.6 23.4
Other: 100.0: 1.1 34.7 13.7 2.1 23.2 16.8 71.6: 83.2 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 11 3 6 9 20 21:
Old : 33: 12 11 2 5 8 18 20:
Other: 8: 1 3 1 1 4 2 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 : 40.3 33.0 53.9 54.7 40.3 28.6 50.9 46.3
Old : 41.0 33.5 54.8 55.3 41.0 29.0 51.8 46.8
Other: 16.8 58.9 16.8 71.6 1.1 48.4 1.1 55.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 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 : 321,552: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,885 109,774
Old : 321,552: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,885 109,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -6,950: -7,552 2,527 -605 4,085 -11,877 -4,072 -9,955: -2,878 3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Old : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
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 : 98: 16 25 3 40 42 56 70:
Old : 98: 16 25 3 40 42 56 70:
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 : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Old : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
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 15, 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 : 2,056,927: 414,331 561,385 63,036 1,383,310 874,417 1,860,677 1,498,838: 196,250 558,089
Old : 2,056,927: 414,331 561,385 63,036 1,383,310 874,417 1,860,677 1,498,838: 196,250 558,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 119,611: 20,985 57,896 -5,630 72,746 14,040 88,101 66,306: 31,510 53,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 27.3 3.1 67.3 42.5 90.5 72.9: 9.5 27.1
Old : 100.0: 20.1 27.3 3.1 67.3 42.5 90.5 72.9: 9.5 27.1
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 : 276: 48 74 33 84 133 149 223:
Old : 276: 48 74 33 84 133 149 223:
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 : 37.8 14.0 58.1 21.1 36.2 13.2 53.6 19.5
Old : 37.8 14.0 58.1 21.1 36.2 13.2 53.6 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 15, 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 : 1,388,906: 214,869 366,761 34,037 1,003,253 649,372 1,252,159 1,050,170: 136,747 338,736
Old : 1,388,906: 214,869 366,761 34,037 1,003,253 649,372 1,252,159 1,050,170: 136,747 338,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 56,976: -4,058 50,916 -29,159 95,862 60,892 62,645 82,649: -5,669 -25,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.4 2.5 72.2 46.8 90.2 75.6: 9.8 24.4
Old : 100.0: 15.5 26.4 2.5 72.2 46.8 90.2 75.6: 9.8 24.4
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 : 196: 31 60 30 60 89 110 160:
Old : 196: 31 60 30 60 89 110 160:
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 16.2 47.1 25.6 27.1 11.9 39.8 19.4
Old : 33.9 16.2 47.1 25.6 27.1 11.9 39.8 19.4
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 15, 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 : 489,661: 225,997 46,146 49,881 175,784 358,038 451,662 454,065: 37,999 35,596
Old : 489,661: 225,997 46,146 49,881 175,784 358,038 451,662 454,065: 37,999 35,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 52,714: 33,872 4,312 -5,734 21,199 51,976 49,337 50,554: 3,377 2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 9.4 10.2 35.9 73.1 92.2 92.7: 7.8 7.3
Old : 100.0: 46.2 9.4 10.2 35.9 73.1 92.2 92.7: 7.8 7.3
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 : 98: 30 15 25 42 44 79 77:
Old : 98: 30 15 25 42 44 79 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 : 45.1 41.3 57.0 52.4 39.8 41.0 50.6 50.9
Old : 45.1 41.3 57.0 52.4 39.8 41.0 50.6 50.9
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 15, 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 : 63,337: 14,602 3,648 2,487 36,785 43,488 53,874 49,623: 9,463 13,714
Old : 63,337: 14,602 3,648 2,487 36,785 43,488 53,874 49,623: 9,463 13,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 8,060: -2,062 1,180 1,716 13,479 884 13,133 3,780: -5,073 4,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.8 3.9 58.1 68.7 85.1 78.3: 14.9 21.7
Old : 100.0: 23.1 5.8 3.9 58.1 68.7 85.1 78.3: 14.9 21.7
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 : 72: 24 16 11 24 20 55 40:
Old : 72: 24 16 11 24 20 55 40:
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 : 32.5 50.9 48.2 62.8 31.7 50.9 42.7 58.2
Old : 32.5 50.9 48.2 62.8 31.7 50.9 42.7 58.2
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
Commitments of Traders - Futures Only, March 15, 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 : 70,189: 11,623 27,538 3,818 34,063 27,250 49,504 58,606: 20,685 11,583
Old : 70,189: 11,623 27,538 3,818 34,063 27,250 49,504 58,606: 20,685 11,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -4,423: 1,351 -1,893 2,849 -20,459 6,943 -16,259 7,899: 11,836 -12,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 39.2 5.4 48.5 38.8 70.5 83.5: 29.5 16.5
Old : 100.0: 16.6 39.2 5.4 48.5 38.8 70.5 83.5: 29.5 16.5
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 : 71: 23 21 23 21 19 55 52:
Old : 71: 23 21 23 21 19 55 52:
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 : 32.4 49.1 43.7 59.1 26.4 47.7 35.8 55.3
Old : 32.4 49.1 43.7 59.1 26.4 47.7 35.8 55.3
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 15, 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 : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Old : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,198: -2,251 -103 0 839 -1,495 -1,412 -1,598: -786 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Old : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
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 : 59: 4 22 4 18 20 25 43:
Old : 59: 4 22 4 18 20 25 43:
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 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Old : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
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 15, 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 : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Old : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -3,142: -5,726 14 0 2,677 -3,080 -3,049 -3,066: -93 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
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 : 25: 0 10 0 5 10 5 20:
Old : 25: 0 10 0 5 10 5 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 : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Old : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005