WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 227,257: 61,877 46,094 18,417 120,350 126,097 200,644 190,608: 26,613 36,649
Old : 140,789: 46,481 38,280 1,555 77,254 84,994 125,290 124,829: 15,499 15,960
Other: 86,468: 26,731 19,149 5,527 43,096 41,103 75,354 65,779: 11,114 20,689
: : :
: : Changes in Commitments from: March 15, 2005 :
: 12,104: 2,457 1,317 3,000 9,741 6,810 15,198 11,127: -3,094 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.3 8.1 53.0 55.5 88.3 83.9: 11.7 16.1
Old : 100.0: 33.0 27.2 1.1 54.9 60.4 89.0 88.7: 11.0 11.3
Other: 100.0: 30.9 22.1 6.4 49.8 47.5 87.1 76.1: 12.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 75 77 51 37 54 154 149:
Old : 195: 65 74 3 19 41 85 117:
Other: 150: 47 43 23 31 45 93 100:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 37.7 42.7 44.2 27.9 36.6 41.8 42.6
Old : 35.0 43.5 49.5 51.9 35.0 43.5 49.5 51.9
Other: 37.4 30.5 47.9 38.5 35.5 27.7 43.6 35.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 676,579: 119,921 70,903 35,734 405,743 364,059 561,398 470,696: 115,181 205,883
Old : 513,207: 110,323 71,254 18,185 293,468 292,526 421,976 381,965: 91,231 131,242
Other: 163,372: 24,419 14,470 2,728 112,275 71,533 139,422 88,731: 23,950 74,641
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,491: -9,118 -8,793 -1,337 9,333 1,532 -1,122 -8,598: -6,369 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.5 5.3 60.0 53.8 83.0 69.6: 17.0 30.4
Old : 100.0: 21.5 13.9 3.5 57.2 57.0 82.2 74.4: 17.8 25.6
Other: 100.0: 14.9 8.9 1.7 68.7 43.8 85.3 54.3: 14.7 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 124 79 76 175 198 343 322:
Old : 447: 125 83 55 142 180 295 292:
Other: 301: 52 49 20 90 161 158 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 18.7 29.2 23.8 17.1 12.9 27.3 17.1
Old : 21.0 23.0 33.6 28.0 21.0 19.4 31.9 24.0
Other: 43.9 8.3 52.4 15.4 41.9 8.2 50.4 14.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 7,163: 2,245 782 4 939 4,989 3,188 5,775: 3,975 1,388
Old : 5,544: 2,019 690 0 797 3,952 2,816 4,642: 2,728 902
Other: 1,619: 229 95 1 142 1,037 372 1,133: 1,247 486
: : :
: : Changes in Commitments from: March 15, 2005 :
: -326: -95 38 -1 28 -360 -68 -323: -258 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.9 0.1 13.1 69.6 44.5 80.6: 55.5 19.4
Old : 100.0: 36.4 12.4 0.0 14.4 71.3 50.8 83.7: 49.2 16.3
Other: 100.0: 14.1 5.9 0.1 8.8 64.1 23.0 70.0: 77.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 2 9 14 23 20:
Old : 33: 12 5 0 6 12 18 17:
Other: 22: 7 2 1 6 11 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 41.2 31.5 57.7 24.0 39.1 30.8 55.7
Old : 30.4 47.0 39.7 65.5 30.4 44.4 38.2 62.9
Other: 13.0 50.3 20.8 66.6 12.4 50.0 19.5 66.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 304,258: 65,696 48,054 21,667 168,604 139,161 255,967 208,882: 48,291 95,376
Old : 249,398: 61,456 51,323 11,752 139,674 119,368 212,882 182,443: 36,516 66,955
Other: 54,860: 11,675 4,166 2,480 28,930 19,793 43,085 26,439: 11,775 28,421
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,948: -1,366 -9,629 4,169 -2,712 3,307 91 -2,153: -4,039 -1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.8 7.1 55.4 45.7 84.1 68.7: 15.9 31.3
Old : 100.0: 24.6 20.6 4.7 56.0 47.9 85.4 73.2: 14.6 26.8
Other: 100.0: 21.3 7.6 4.5 52.7 36.1 78.5 48.2: 21.5 51.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 105 106 88 86 106 258 251:
Old : 356: 99 123 64 71 102 220 242:
Other: 180: 63 29 20 44 64 113 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 14.4 38.0 23.0 24.7 12.2 34.5 18.7
Old : 29.7 16.9 42.2 27.2 27.1 15.6 38.1 22.6
Other: 28.9 11.3 40.8 19.7 28.2 10.1 39.1 17.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,264: 14,005 4,266 313 312 863 14,630 5,442: 2,634 11,822
Old : 9,350: 6,918 3,595 226 302 499 7,446 4,320: 1,904 5,030
Other: 7,914: 7,158 742 16 10 364 7,184 1,122: 730 6,792
: : :
: : Changes in Commitments from: March 15, 2005 :
: 156: 908 113 116 -176 15 848 244: -692 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 24.7 1.8 1.8 5.0 84.7 31.5: 15.3 68.5
Old : 100.0: 74.0 38.4 2.4 3.2 5.3 79.6 46.2: 20.4 53.8
Other: 100.0: 90.4 9.4 0.2 0.1 4.6 90.8 14.2: 9.2 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 8 10 2 3 23 16:
Old : 27: 14 9 4 2 2 19 13:
Other: 17: 10 5 3 1 2 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 : 58.6 18.7 71.7 26.3 58.5 18.6 71.5 26.0
Old : 49.9 28.5 63.5 41.1 49.9 28.5 63.2 41.0
Other: 80.4 13.3 90.5 14.2 80.3 13.1 90.3 13.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 163,125: 34,676 13,884 21,488 78,944 113,935 135,108 149,307: 28,017 13,818
Old : 135,043: 33,518 15,856 13,644 64,945 93,519 112,107 123,019: 22,936 12,024
Other: 28,082: 4,851 1,721 4,151 13,999 20,416 23,001 26,288: 5,081 1,794
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,563: -3,813 389 -2,690 3,304 -3,808 -3,199 -6,109: -3,364 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.5 13.2 48.4 69.8 82.8 91.5: 17.2 8.5
Old : 100.0: 24.8 11.7 10.1 48.1 69.3 83.0 91.1: 17.0 8.9
Other: 100.0: 17.3 6.1 14.8 49.9 72.7 81.9 93.6: 18.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 46 27 35 42 42 108 94:
Old : 139: 47 31 31 40 42 102 94:
Other: 50: 9 13 12 19 16 36 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 : 19.0 40.7 29.7 53.0 19.0 37.9 28.4 48.2
Old : 19.5 38.9 30.5 52.1 19.5 38.3 29.5 48.0
Other: 45.9 59.2 58.7 73.2 42.9 51.8 51.7 60.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 741,488: 115,751 152,006 31,001 478,248 391,909 625,000 574,916: 116,488 166,572
Old : 741,488: 115,751 152,006 31,001 478,248 391,909 625,000 574,916: 116,488 166,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -14,004: -11,880 371 -6,313 9,696 -4,179 -8,497 -10,121: -5,507 -3,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.5 4.2 64.5 52.9 84.3 77.5: 15.7 22.5
Old : 100.0: 15.6 20.5 4.2 64.5 52.9 84.3 77.5: 15.7 22.5
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 : 176: 40 37 29 64 75 116 131:
Old : 176: 40 37 29 64 75 116 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 16.6 33.9 28.5 17.0 15.4 23.1 23.0
Old : 24.0 16.6 33.9 28.5 17.0 15.4 23.1 23.0
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 22, 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 : 141,686: 35,185 20,143 16,605 60,817 84,636 112,607 121,384: 29,079 20,302
Old : 114,860: 34,077 20,140 11,326 44,717 66,510 90,120 97,976: 24,740 16,884
Other: 26,826: 2,677 1,572 3,710 16,100 18,126 22,487 23,408: 4,339 3,418
: : :
: : Changes in Commitments from: March 15, 2005 :
: -9,927: -1,881 1,322 896 -6,260 -11,771 -7,245 -9,553: -2,682 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 14.2 11.7 42.9 59.7 79.5 85.7: 20.5 14.3
Old : 100.0: 29.7 17.5 9.9 38.9 57.9 78.5 85.3: 21.5 14.7
Other: 100.0: 10.0 5.9 13.8 60.0 67.6 83.8 87.3: 16.2 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 48 29 36 49 48 123 102:
Old : 156: 53 30 29 47 47 116 99:
Other: 65: 14 14 14 27 23 49 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 : 16.8 26.7 26.5 40.1 12.3 22.1 19.2 30.9
Old : 13.8 28.9 24.2 39.2 13.1 26.0 21.0 34.8
Other: 46.2 52.5 58.5 66.6 43.6 52.0 52.7 60.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 5,816: 3,020 1,873 147 872 2,634 4,039 4,654: 1,777 1,162
Old : 5,685: 3,024 1,825 123 850 2,603 3,997 4,551: 1,688 1,134
Other: 131: 0 52 20 22 31 42 103: 89 28
: : :
: : Changes in Commitments from: March 15, 2005 :
: 164: 76 51 -19 56 299 113 331: 51 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 32.2 2.5 15.0 45.3 69.4 80.0: 30.6 20.0
Old : 100.0: 53.2 32.1 2.2 15.0 45.8 70.3 80.1: 29.7 19.9
Other: 100.0: 0.0 39.7 15.3 16.8 23.7 32.1 78.6: 67.9 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 12 5 7 11 23 24:
Old : 37: 12 12 4 6 11 21 24:
Other: 9: 0 4 2 2 4 4 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 : 41.7 34.7 54.2 56.3 41.7 30.7 52.4 49.3
Old : 42.6 35.5 55.4 57.1 42.6 31.4 53.6 50.1
Other: 32.1 65.6 32.1 78.6 15.3 48.9 15.3 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 330,524: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,849 106,752
Old : 330,524: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,849 106,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 8,972: 10,735 3,706 -1,422 -4,305 9,710 5,008 11,994: 3,964 -3,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Old : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 17 29 3 38 45 56 76:
Old : 104: 17 29 3 38 45 56 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 16.9 41.2 26.1 29.4 15.5 40.3 24.7
Old : 29.8 16.9 41.2 26.1 29.4 15.5 40.3 24.7
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 22, 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 : 2,119,182: 428,369 647,754 60,901 1,440,222 864,011 1,929,492 1,572,666: 189,690 546,516
Old : 2,119,182: 428,369 647,754 60,901 1,440,222 864,011 1,929,492 1,572,666: 189,690 546,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 62,255: 14,038 86,369 -2,135 56,912 -10,406 68,815 73,828: -6,560 -11,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 30.6 2.9 68.0 40.8 91.0 74.2: 9.0 25.8
Old : 100.0: 20.2 30.6 2.9 68.0 40.8 91.0 74.2: 9.0 25.8
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 : 281: 39 89 37 81 132 139 239:
Old : 281: 39 89 37 81 132 139 239:
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 : 40.3 14.1 60.7 22.4 39.1 13.7 57.5 20.9
Old : 40.3 14.1 60.7 22.4 39.1 13.7 57.5 20.9
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 22, 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 : 1,322,955: 212,996 327,769 29,908 932,369 604,488 1,175,273 962,165: 147,682 360,790
Old : 1,322,955: 212,996 327,769 29,908 932,369 604,488 1,175,273 962,165: 147,682 360,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -65,951: -1,873 -38,992 -4,129 -70,884 -44,884 -76,886 -88,005: 10,935 22,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.8 2.3 70.5 45.7 88.8 72.7: 11.2 27.3
Old : 100.0: 16.1 24.8 2.3 70.5 45.7 88.8 72.7: 11.2 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 30 62 27 55 78 103 149:
Old : 189: 30 62 27 55 78 103 149:
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 : 33.0 17.8 45.8 27.2 25.9 13.5 38.1 21.0
Old : 33.0 17.8 45.8 27.2 25.9 13.5 38.1 21.0
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 22, 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 : 524,578: 230,539 49,119 45,919 201,909 389,688 478,367 484,726: 46,211 39,852
Old : 524,578: 230,539 49,119 45,919 201,909 389,688 478,367 484,726: 46,211 39,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 34,917: 4,542 2,973 -3,962 26,125 31,650 26,705 30,661: 8,212 4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.4 8.8 38.5 74.3 91.2 92.4: 8.8 7.6
Old : 100.0: 43.9 9.4 8.8 38.5 74.3 91.2 92.4: 8.8 7.6
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 : 106: 37 12 27 47 45 90 79:
Old : 106: 37 12 27 47 45 90 79:
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 : 38.6 43.3 53.1 55.6 35.2 43.3 47.2 54.2
Old : 38.6 43.3 53.1 55.6 35.2 43.3 47.2 54.2
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 38,488: 10,008 5,153 0 21,239 26,291 31,247 31,444: 7,241 7,044
Old : 38,488: 10,008 5,153 0 21,239 26,291 31,247 31,444: 7,241 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -24,849: -4,594 1,505 -2,487 -15,546 -17,197 -22,627 -18,179: -2,222 -6,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.4 0.0 55.2 68.3 81.2 81.7: 18.8 18.3
Old : 100.0: 26.0 13.4 0.0 55.2 68.3 81.2 81.7: 18.8 18.3
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 : 55: 20 9 0 17 10 37 19:
Old : 55: 20 9 0 17 10 37 19:
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 : 37.7 63.2 52.3 72.7 37.7 63.2 52.3 72.5
Old : 37.7 63.2 52.3 72.7 37.7 63.2 52.3 72.5
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 22, 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 : 30,878: 10,296 7,461 544 8,238 16,955 19,078 24,960: 11,800 5,918
Old : 30,878: 10,296 7,461 544 8,238 16,955 19,078 24,960: 11,800 5,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -39,311: -1,327 -20,077 -3,274 -25,825 -10,295 -30,426 -33,646: -8,885 -5,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 24.2 1.8 26.7 54.9 61.8 80.8: 38.2 19.2
Old : 100.0: 33.3 24.2 1.8 26.7 54.9 61.8 80.8: 38.2 19.2
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 : 58: 23 13 2 10 15 34 29:
Old : 58: 23 13 2 10 15 34 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 : 24.6 41.7 36.2 53.7 24.6 41.7 36.2 53.6
Old : 24.6 41.7 36.2 53.7 24.6 41.7 36.2 53.6
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 22, 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 : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Old : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,886: 109 -302 -65 -1,992 -1,731 -1,948 -2,098: 62 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
Old : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
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 : 61: 5 23 4 18 20 26 44:
Old : 61: 5 23 4 18 20 26 44:
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 : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
Old : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
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 22, 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 : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Old : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 147: 0 -329 0 -912 -250 -912 -579: 1,059 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
Old : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 19:
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 : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Old : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005