WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 225,208: 55,644 46,121 19,513 123,080 124,973 198,237 190,607: 26,971 34,601
Old : 135,022: 42,479 37,538 1,323 75,484 81,282 119,286 120,143: 15,736 14,879
Other: 90,186: 24,858 20,276 6,497 47,596 43,691 78,951 70,464: 11,235 19,722
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,049: -6,233 27 1,096 2,730 -1,124 -2,407 -1: 358 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 8.7 54.7 55.5 88.0 84.6: 12.0 15.4
Old : 100.0: 31.5 27.8 1.0 55.9 60.2 88.3 89.0: 11.7 11.0
Other: 100.0: 27.6 22.5 7.2 52.8 48.4 87.5 78.1: 12.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 72 71 50 37 53 148 145:
Old : 192: 67 68 4 18 43 87 113:
Other: 150: 46 45 24 32 45 89 105:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 37.6 43.8 44.3 29.4 36.3 42.9 42.2
Old : 35.2 42.6 51.0 50.9 35.2 42.6 51.0 50.9
Other: 38.8 32.2 50.2 39.6 37.1 29.2 45.2 35.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 667,485: 114,254 80,457 34,647 404,092 349,232 552,993 464,336: 114,492 203,149
Old : 501,635: 104,759 83,147 16,408 292,039 274,296 413,206 373,851: 88,429 127,784
Other: 165,850: 25,147 12,962 2,587 112,053 74,936 139,787 90,485: 26,063 75,365
: : :
: : Changes in Commitments from: March 22, 2005 :
: -9,094: -5,667 9,554 -1,087 -1,651 -14,827 -8,405 -6,360: -689 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.1 5.2 60.5 52.3 82.8 69.6: 17.2 30.4
Old : 100.0: 20.9 16.6 3.3 58.2 54.7 82.4 74.5: 17.6 25.5
Other: 100.0: 15.2 7.8 1.6 67.6 45.2 84.3 54.6: 15.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 132 67 76 178 193 346 313:
Old : 440: 128 77 55 147 175 302 283:
Other: 299: 57 46 18 88 159 159 209:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 17.4 29.3 22.8 17.0 11.1 27.2 16.1
Old : 21.0 21.5 34.2 27.6 20.9 17.7 31.9 23.6
Other: 42.5 8.5 51.0 15.2 40.5 8.0 48.9 14.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 7,444: 2,447 797 56 837 5,240 3,340 6,093: 4,104 1,351
Old : 5,691: 2,261 701 0 689 4,082 2,950 4,783: 2,741 908
Other: 1,753: 213 123 29 148 1,158 390 1,310: 1,363 443
: : :
: : Changes in Commitments from: March 22, 2005 :
: 281: 202 15 52 -102 251 152 318: 129 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 10.7 0.8 11.2 70.4 44.9 81.9: 55.1 18.1
Old : 100.0: 39.7 12.3 0.0 12.1 71.7 51.8 84.0: 48.2 16.0
Other: 100.0: 12.2 7.0 1.7 8.4 66.1 22.2 74.7: 77.8 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 6 4 7 16 22 24:
Old : 36: 13 5 0 6 14 19 19:
Other: 25: 7 3 4 5 13 14 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 39.9 32.7 56.7 25.8 39.9 32.4 56.6
Old : 33.1 45.8 41.9 64.1 33.1 45.8 40.9 64.1
Other: 12.5 48.4 19.8 63.7 10.9 48.0 17.3 63.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 297,970: 58,203 44,086 22,827 167,051 136,513 248,081 203,426: 49,889 94,544
Old : 242,373: 54,410 46,944 12,355 138,152 116,764 204,917 176,063: 37,456 66,310
Other: 55,597: 11,457 4,806 2,808 28,899 19,749 43,164 27,363: 12,433 28,234
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,288: -7,493 -3,968 1,160 -1,553 -2,648 -7,886 -5,456: 1,598 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.8 7.7 56.1 45.8 83.3 68.3: 16.7 31.7
Old : 100.0: 22.4 19.4 5.1 57.0 48.2 84.5 72.6: 15.5 27.4
Other: 100.0: 20.6 8.6 5.1 52.0 35.5 77.6 49.2: 22.4 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 99 96 86 81 103 244 237:
Old : 334: 94 107 65 66 98 209 228:
Other: 173: 56 31 22 43 62 104 111:
:----------------------------------------------------------------------------------------------------
: 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 14.3 37.7 21.8 23.8 12.2 34.2 18.2
Old : 28.5 16.8 42.5 25.8 26.9 15.2 38.4 22.3
Other: 28.4 11.4 39.6 19.8 27.6 10.2 37.3 17.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,753: 12,957 3,632 416 312 865 13,685 4,913: 3,068 11,840
Old : 9,001: 5,978 2,982 317 302 499 6,597 3,798: 2,404 5,203
Other: 7,752: 7,061 732 17 10 366 7,088 1,115: 664 6,637
: : :
: : Changes in Commitments from: March 22, 2005 :
: -511: -1,048 -634 103 0 2 -945 -529: 434 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 21.7 2.5 1.9 5.2 81.7 29.3: 18.3 70.7
Old : 100.0: 66.4 33.1 3.5 3.4 5.5 73.3 42.2: 26.7 57.8
Other: 100.0: 91.1 9.4 0.2 0.1 4.7 91.4 14.4: 8.6 85.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 2 3 20 15:
Old : 24: 11 10 5 2 2 18 12:
Other: 14: 8 4 4 1 2 10 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 : 57.4 17.0 70.6 24.9 57.4 17.0 70.3 24.1
Old : 46.3 26.1 61.0 38.8 46.3 25.6 61.0 35.7
Other: 82.4 14.0 91.3 14.4 82.2 13.8 91.1 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 160,122: 33,043 13,909 21,787 76,071 110,184 130,901 145,880: 29,221 14,242
Old : 132,397: 31,360 15,757 14,687 62,582 89,810 108,629 120,254: 23,768 12,143
Other: 27,725: 4,733 1,202 4,050 13,489 20,374 22,272 25,626: 5,453 2,099
: : :
: : Changes in Commitments from: March 22, 2005 :
: -3,003: -1,633 25 299 -2,873 -3,751 -4,207 -3,427: 1,204 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.7 13.6 47.5 68.8 81.8 91.1: 18.2 8.9
Old : 100.0: 23.7 11.9 11.1 47.3 67.8 82.0 90.8: 18.0 9.2
Other: 100.0: 17.1 4.3 14.6 48.7 73.5 80.3 92.4: 19.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 42 26 32 42 43 105 90:
Old : 134: 43 29 28 40 43 99 90:
Other: 48: 9 11 11 18 17 33 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 38.3 29.5 50.5 19.0 36.1 28.5 46.2
Old : 19.5 35.8 30.6 49.1 19.5 35.3 29.3 45.2
Other: 44.8 59.8 57.8 73.3 41.1 52.6 50.0 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 749,499: 115,167 157,507 30,145 490,859 394,700 636,171 582,352: 113,328 167,147
Old : 749,499: 115,167 157,507 30,145 490,859 394,700 636,171 582,352: 113,328 167,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8,011: -584 5,501 -856 12,611 2,791 11,171 7,436: -3,160 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 21.0 4.0 65.5 52.7 84.9 77.7: 15.1 22.3
Old : 100.0: 15.4 21.0 4.0 65.5 52.7 84.9 77.7: 15.1 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 : 163: 36 32 28 58 73 107 122:
Old : 163: 36 32 28 58 73 107 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 17.8 37.6 30.2 19.9 16.0 27.7 23.9
Old : 27.3 17.8 37.6 30.2 19.9 16.0 27.7 23.9
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 29, 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 : 136,433: 31,126 19,224 15,373 61,024 81,617 107,523 116,214: 28,910 20,219
Old : 109,196: 30,691 19,357 10,363 43,924 62,276 84,978 91,996: 24,218 17,200
Other: 27,237: 1,790 1,222 3,655 17,100 19,341 22,545 24,218: 4,692 3,019
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,253: -4,059 -919 -1,232 207 -3,019 -5,084 -5,170: -169 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.1 11.3 44.7 59.8 78.8 85.2: 21.2 14.8
Old : 100.0: 28.1 17.7 9.5 40.2 57.0 77.8 84.2: 22.2 15.8
Other: 100.0: 6.6 4.5 13.4 62.8 71.0 82.8 88.9: 17.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 42 29 33 50 49 119 99:
Old : 151: 49 29 26 48 48 112 96:
Other: 65: 11 15 14 29 24 49 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 : 16.8 26.2 27.1 39.2 12.5 20.0 19.2 29.7
Old : 14.0 26.4 24.8 36.9 13.4 23.4 21.4 31.9
Other: 44.3 55.6 55.4 68.0 42.2 55.1 51.5 62.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 5,996: 3,265 1,881 158 792 2,805 4,215 4,844: 1,781 1,152
Old : 5,841: 3,264 1,830 128 770 2,760 4,162 4,718: 1,679 1,123
Other: 155: 6 56 25 22 45 53 126: 102 29
: : :
: : Changes in Commitments from: March 22, 2005 :
: 180: 245 8 11 -80 171 176 190: 4 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 31.4 2.6 13.2 46.8 70.3 80.8: 29.7 19.2
Old : 100.0: 55.9 31.3 2.2 13.2 47.3 71.3 80.8: 28.7 19.2
Other: 100.0: 3.9 36.1 16.1 14.2 29.0 34.2 81.3: 65.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 12 8 7 11 26 26:
Old : 39: 14 12 6 6 11 23 26:
Other: 12: 3 4 3 2 4 7 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 : 41.8 35.8 53.2 57.2 41.8 32.1 51.8 51.4
Old : 42.9 36.4 54.6 58.0 42.9 32.6 53.2 52.1
Other: 29.7 68.4 34.2 80.0 16.8 52.3 16.8 63.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 331,576: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,612 106,517
Old : 331,576: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,612 106,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,052: -861 3,689 -724 7,874 -1,678 6,289 1,287: -5,237 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
Old : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
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 : 104: 18 28 2 41 43 60 72:
Old : 104: 18 28 2 41 43 60 72:
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 : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Old : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
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 29, 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 : 2,087,600: 436,571 650,801 72,983 1,410,297 885,093 1,919,851 1,608,877: 167,749 478,723
Old : 2,087,600: 436,571 650,801 72,983 1,410,297 885,093 1,919,851 1,608,877: 167,749 478,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -31,582: 8,202 3,047 12,082 -29,925 21,082 -9,641 36,211: -21,941 -67,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 31.2 3.5 67.6 42.4 92.0 77.1: 8.0 22.9
Old : 100.0: 20.9 31.2 3.5 67.6 42.4 92.0 77.1: 8.0 22.9
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 : 259: 41 77 40 80 118 140 216:
Old : 259: 41 77 40 80 118 140 216:
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 : 40.9 15.6 59.5 23.7 39.7 14.6 55.7 21.9
Old : 40.9 15.6 59.5 23.7 39.7 14.6 55.7 21.9
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 29, 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 : 1,366,600: 219,898 337,737 37,733 971,044 637,494 1,228,675 1,012,964: 137,925 353,636
Old : 1,366,600: 219,898 337,737 37,733 971,044 637,494 1,228,675 1,012,964: 137,925 353,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 43,645: 6,902 9,968 7,825 38,675 33,006 53,402 50,799: -9,757 -7,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.7 2.8 71.1 46.6 89.9 74.1: 10.1 25.9
Old : 100.0: 16.1 24.7 2.8 71.1 46.6 89.9 74.1: 10.1 25.9
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 : 181: 35 49 23 59 76 107 135:
Old : 181: 35 49 23 59 76 107 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 18.9 47.1 28.8 26.4 13.3 38.0 21.6
Old : 35.2 18.9 47.1 28.8 26.4 13.3 38.0 21.6
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 29, 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 : 504,137: 201,437 39,903 52,129 210,253 376,513 463,819 468,545: 40,318 35,592
Old : 504,137: 201,437 39,903 52,129 210,253 376,513 463,819 468,545: 40,318 35,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -20,441: -29,102 -9,216 6,210 8,344 -13,175 -14,548 -16,181: -5,893 -4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 7.9 10.3 41.7 74.7 92.0 92.9: 8.0 7.1
Old : 100.0: 40.0 7.9 10.3 41.7 74.7 92.0 92.9: 8.0 7.1
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 : 110: 37 13 30 50 49 96 85:
Old : 110: 37 13 30 50 49 96 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 40.7 49.1 52.2 32.1 40.5 42.1 50.4
Old : 36.3 40.7 49.1 52.2 32.1 40.5 42.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 38,330: 9,745 6,152 0 20,292 26,351 30,037 32,503: 8,293 5,827
Old : 38,330: 9,745 6,152 0 20,292 26,351 30,037 32,503: 8,293 5,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -158: -263 999 0 -947 60 -1,210 1,059: 1,052 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.1 0.0 52.9 68.7 78.4 84.8: 21.6 15.2
Old : 100.0: 25.4 16.1 0.0 52.9 68.7 78.4 84.8: 21.6 15.2
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 : 56: 17 13 0 15 11 32 24:
Old : 56: 17 13 0 15 11 32 24:
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 : 36.7 63.2 51.2 73.0 36.7 63.2 51.2 73.0
Old : 36.7 63.2 51.2 73.0 36.7 63.2 51.2 73.0
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 29, 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 : 31,697: 11,498 9,439 442 9,452 14,754 21,392 24,635: 10,305 7,062
Old : 31,697: 11,498 9,439 442 9,452 14,754 21,392 24,635: 10,305 7,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 819: 1,202 1,978 -102 1,214 -2,201 2,314 -325: -1,495 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.8 1.4 29.8 46.5 67.5 77.7: 32.5 22.3
Old : 100.0: 36.3 29.8 1.4 29.8 46.5 67.5 77.7: 32.5 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 : 63: 27 16 2 10 12 37 30:
Old : 63: 27 16 2 10 12 37 30:
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 : 29.1 41.3 39.3 54.4 29.1 41.3 39.3 54.3
Old : 29.1 41.3 39.3 54.4 29.1 41.3 39.3 54.3
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 29, 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 : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Old : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -247: 61 289 0 -308 -881 -247 -592: 0 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
Old : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
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 : 62: 5 23 4 19 21 27 45:
Old : 62: 5 23 4 19 21 27 45:
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 : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Old : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
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 29, 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 : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Old : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,202: 0 -477 0 -287 0 -287 -477: -915 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
Old : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
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 : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Old : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005