WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 216,370: 35,867 51,583 15,477 140,787 116,574 192,131 183,634: 24,239 32,736
Old : 31,256: 12,402 11,045 0 10,078 15,658 22,480 26,703: 8,776 4,553
Other: 185,114: 31,078 48,151 7,864 130,709 100,916 169,651 156,931: 15,463 28,183
: : :
: : Changes in Commitments from: April 12, 2005 :
: 12,650: -1,244 7,440 -2,316 14,569 7,145 11,009 12,269: 1,641 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.8 7.2 65.1 53.9 88.8 84.9: 11.2 15.1
Old : 100.0: 39.7 35.3 0.0 32.2 50.1 71.9 85.4: 28.1 14.6
Other: 100.0: 16.8 26.0 4.2 70.6 54.5 91.6 84.8: 8.4 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 56 85 48 42 49 137 153:
Old : 126: 44 34 0 15 35 59 69:
Other: 192: 44 84 28 37 46 102 140:
:----------------------------------------------------------------------------------------------------
: 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 : 35.5 34.7 52.7 42.3 33.2 31.1 50.2 37.5
Old : 29.9 34.1 39.0 48.9 29.9 34.1 39.0 48.9
Other: 41.0 39.8 59.2 47.2 40.6 38.0 58.8 45.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 687,682: 106,014 116,181 43,538 416,449 331,968 566,001 491,687: 121,681 195,995
Old : 499,748: 90,241 117,826 18,084 301,603 244,830 409,928 380,740: 89,820 119,008
Other: 187,934: 38,776 21,358 2,451 114,846 87,138 156,073 110,947: 31,861 76,987
: : :
: : Changes in Commitments from: April 12, 2005 :
: 21,854: -1,584 4,026 8,015 13,450 19,715 19,881 31,756: 1,973 -9,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.9 6.3 60.6 48.3 82.3 71.5: 17.7 28.5
Old : 100.0: 18.1 23.6 3.6 60.4 49.0 82.0 76.2: 18.0 23.8
Other: 100.0: 20.6 11.4 1.3 61.1 46.4 83.0 59.0: 17.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 123 100 93 176 189 345 351:
Old : 449: 117 104 56 149 171 293 309:
Other: 317: 65 62 17 98 154 172 224:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 15.4 32.1 21.1 20.5 11.0 29.9 16.1
Old : 26.7 19.3 37.1 24.7 26.7 17.5 36.6 22.6
Other: 34.5 11.1 42.7 17.6 30.1 7.7 38.2 13.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 8,445: 3,033 165 22 1,338 6,993 4,393 7,180: 4,052 1,265
Old : 3,810: 1,623 41 0 280 3,352 1,903 3,393: 1,907 417
Other: 4,635: 1,410 124 22 1,058 3,641 2,490 3,787: 2,145 848
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5: 132 19 -72 244 -35 304 -88: -299 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.0 0.3 15.8 82.8 52.0 85.0: 48.0 15.0
Old : 100.0: 42.6 1.1 0.0 7.3 88.0 49.9 89.1: 50.1 10.9
Other: 100.0: 30.4 2.7 0.5 22.8 78.6 53.7 81.7: 46.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 2 3 8 16 23 19:
Old : 26: 8 2 0 2 14 10 16:
Other: 30: 10 2 3 8 15 20 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 : 25.0 45.3 36.4 62.2 23.7 43.9 34.7 59.6
Old : 41.2 56.3 48.9 78.8 41.2 56.3 48.9 78.8
Other: 31.0 42.0 43.7 64.3 30.6 39.5 40.8 61.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 269,197: 55,300 43,196 23,251 139,425 114,750 217,976 181,197: 51,221 88,000
Old : 205,235: 45,436 49,102 9,676 115,000 89,340 170,112 148,118: 35,123 57,117
Other: 63,962: 20,924 5,154 2,515 24,425 25,410 47,864 33,079: 16,098 30,883
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,462: 7,191 -3,921 580 -12,526 1,917 -4,755 -1,424: -707 -4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.0 8.6 51.8 42.6 81.0 67.3: 19.0 32.7
Old : 100.0: 22.1 23.9 4.7 56.0 43.5 82.9 72.2: 17.1 27.8
Other: 100.0: 32.7 8.1 3.9 38.2 39.7 74.8 51.7: 25.2 48.3
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 105 97 95 81 98 255 233:
Old : 320: 95 106 69 68 95 214 223:
Other: 178: 69 29 21 41 57 118 100:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 13.9 35.0 20.6 24.2 11.9 34.1 18.1
Old : 29.5 16.9 42.0 24.4 29.1 15.8 41.6 22.6
Other: 21.0 14.0 33.5 22.8 19.2 13.0 29.3 20.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,553: 10,673 2,895 992 425 1,180 12,090 5,067: 3,463 10,486
Old : 7,372: 3,613 2,651 697 340 396 4,650 3,744: 2,722 3,628
Other: 8,181: 7,262 446 93 85 784 7,440 1,323: 741 6,858
: : :
: : Changes in Commitments from: April 12, 2005 :
: -840: -1,707 -15 -139 191 93 -1,655 -61: 815 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 18.6 6.4 2.7 7.6 77.7 32.6: 22.3 67.4
Old : 100.0: 49.0 36.0 9.5 4.6 5.4 63.1 50.8: 36.9 49.2
Other: 100.0: 88.8 5.5 1.1 1.0 9.6 90.9 16.2: 9.1 83.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 11 3 6 17 21:
Old : 24: 8 10 8 3 5 16 18:
Other: 16: 8 3 6 1 5 10 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 : 55.5 16.4 68.2 24.0 54.8 15.3 66.1 21.3
Old : 38.9 28.7 54.4 42.0 37.6 27.3 52.7 36.8
Other: 79.8 13.8 90.8 15.7 79.1 12.7 88.8 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 143,355: 30,863 12,708 14,946 70,439 100,653 116,248 128,307: 27,107 15,048
Old : 114,925: 28,936 13,653 8,528 56,296 79,824 93,760 102,005: 21,165 12,920
Other: 28,430: 4,483 1,611 3,862 14,143 20,829 22,488 26,302: 5,942 2,128
: : :
: : Changes in Commitments from: April 12, 2005 :
: -132: 3,438 -1,606 -1,180 342 1,979 2,600 -807: -2,732 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.9 10.4 49.1 70.2 81.1 89.5: 18.9 10.5
Old : 100.0: 25.2 11.9 7.4 49.0 69.5 81.6 88.8: 18.4 11.2
Other: 100.0: 15.8 5.7 13.6 49.7 73.3 79.1 92.5: 20.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 44 21 31 37 37 97 84:
Old : 126: 44 25 28 35 37 91 84:
Other: 52: 10 11 10 22 18 38 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 39.1 33.6 53.1 22.1 35.6 30.4 45.1
Old : 24.5 38.2 34.9 52.9 22.3 33.4 30.9 44.9
Other: 40.3 53.7 53.4 67.3 36.1 48.1 43.9 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 709,956: 95,654 145,129 12,183 465,459 397,554 573,296 554,866: 136,660 155,090
Old : 709,956: 95,654 145,129 12,183 465,459 397,554 573,296 554,866: 136,660 155,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,135: 1,234 3,358 -9,957 5,338 2,966 -3,385 -3,633: -3,750 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.4 1.7 65.6 56.0 80.8 78.2: 19.2 21.8
Old : 100.0: 13.5 20.4 1.7 65.6 56.0 80.8 78.2: 19.2 21.8
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 : 168: 34 34 23 63 76 110 122:
Old : 168: 34 34 23 63 76 110 122:
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 : 29.9 17.4 39.0 30.5 20.5 15.6 27.5 24.7
Old : 29.9 17.4 39.0 30.5 20.5 15.6 27.5 24.7
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, April 19, 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 : 136,130: 29,100 17,433 16,605 59,758 80,020 105,463 114,058: 30,667 22,072
Old : 104,427: 27,222 18,154 9,919 41,579 58,153 78,720 86,226: 25,707 18,201
Other: 31,703: 4,007 1,408 4,557 18,179 21,867 26,743 27,832: 4,960 3,871
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,921: 6,912 -458 614 -1,158 5,996 6,368 6,152: 553 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.8 12.2 43.9 58.8 77.5 83.8: 22.5 16.2
Old : 100.0: 26.1 17.4 9.5 39.8 55.7 75.4 82.6: 24.6 17.4
Other: 100.0: 12.6 4.4 14.4 57.3 69.0 84.4 87.8: 15.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 27 39 50 55 123 104:
Old : 147: 48 27 32 47 54 116 99:
Other: 75: 14 17 11 33 26 57 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 : 14.9 26.5 24.6 37.3 11.6 18.8 19.3 26.2
Old : 11.9 25.9 21.2 35.1 11.4 21.9 18.9 29.7
Other: 33.6 47.5 47.7 61.7 29.7 47.2 40.4 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 7,196: 3,419 1,422 821 963 3,966 5,203 6,209: 1,993 987
Old : 6,734: 3,407 1,341 734 727 3,766 4,868 5,841: 1,866 893
Other: 462: 43 112 56 236 200 335 368: 127 94
: : :
: : Changes in Commitments from: April 12, 2005 :
: 656: 141 -56 164 182 549 487 657: 169 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 19.8 11.4 13.4 55.1 72.3 86.3: 27.7 13.7
Old : 100.0: 50.6 19.9 10.9 10.8 55.9 72.3 86.7: 27.7 13.3
Other: 100.0: 9.3 24.2 12.1 51.1 43.3 72.5 79.7: 27.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 10 9 8 11 30 25:
Old : 40: 17 9 8 5 11 27 24:
Other: 17: 4 5 6 4 5 12 12:
:----------------------------------------------------------------------------------------------------
: 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 : 37.5 41.0 53.7 62.6 35.8 37.7 45.9 57.7
Old : 39.7 41.2 56.4 64.1 38.3 38.7 48.8 59.8
Other: 51.1 51.1 69.9 72.3 49.6 43.7 54.5 58.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 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 : 303,286: 95,873 60,814 6 141,767 145,322 237,646 206,142: 65,640 97,144
Old : 303,286: 95,873 60,814 6 141,767 145,322 237,646 206,142: 65,640 97,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,642: 6,287 3,456 0 -3,690 9,046 2,597 12,502: 4,045 -5,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.1 0.0 46.7 47.9 78.4 68.0: 21.6 32.0
Old : 100.0: 31.6 20.1 0.0 46.7 47.9 78.4 68.0: 21.6 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 19 23 1 36 39 56 62:
Old : 98: 19 23 1 36 39 56 62:
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 22.2 45.4 31.3 32.4 20.4 45.4 29.5
Old : 32.4 22.2 45.4 31.3 32.4 20.4 45.4 29.5
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, April 19, 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 : 1,960,141: 298,063 494,738 84,414 1,356,920 967,987 1,739,397 1,547,139: 220,744 413,002
Old : 1,960,141: 298,063 494,738 84,414 1,356,920 967,987 1,739,397 1,547,139: 220,744 413,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -41,809: -46,892 -39,471 6,459 -35,151 -11,463 -75,584 -44,475: 33,775 2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.2 4.3 69.2 49.4 88.7 78.9: 11.3 21.1
Old : 100.0: 15.2 25.2 4.3 69.2 49.4 88.7 78.9: 11.3 21.1
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 : 277: 36 89 40 80 129 142 232:
Old : 277: 36 89 40 80 129 142 232:
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 : 46.8 14.3 58.2 23.2 44.3 12.5 53.7 19.4
Old : 46.8 14.3 58.2 23.2 44.3 12.5 53.7 19.4
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, April 19, 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 : 1,385,332: 140,794 317,124 38,079 1,035,548 729,494 1,214,421 1,084,697: 170,911 300,635
Old : 1,385,332: 140,794 317,124 38,079 1,035,548 729,494 1,214,421 1,084,697: 170,911 300,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -31,299: -27,474 -25,122 2,847 -30,581 18,102 -55,208 -4,173: 23,909 -27,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.9 2.7 74.8 52.7 87.7 78.3: 12.3 21.7
Old : 100.0: 10.2 22.9 2.7 74.8 52.7 87.7 78.3: 12.3 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 : 186: 31 52 23 67 79 112 140:
Old : 186: 31 52 23 67 79 112 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 24.1 52.0 32.5 30.0 17.1 40.8 24.1
Old : 39.8 24.1 52.0 32.5 30.0 17.1 40.8 24.1
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 481,064: 173,222 22,985 76,967 190,262 348,223 440,451 448,175: 40,613 32,889
Old : 481,064: 173,222 22,985 76,967 190,262 348,223 440,451 448,175: 40,613 32,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,286: -2,986 -3,095 -697 -4,285 91 -7,968 -3,701: 9,254 4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 4.8 16.0 39.6 72.4 91.6 93.2: 8.4 6.8
Old : 100.0: 36.0 4.8 16.0 39.6 72.4 91.6 93.2: 8.4 6.8
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 : 113: 42 12 29 46 51 92 88:
Old : 113: 42 12 29 46 51 92 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 37.3 48.0 49.9 20.7 29.8 28.6 38.0
Old : 34.7 37.3 48.0 49.9 20.7 29.8 28.6 38.0
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, April 19, 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 : 40,514: 8,794 11,919 511 20,944 21,536 30,249 33,966: 10,265 6,548
Old : 40,514: 8,794 11,919 511 20,944 21,536 30,249 33,966: 10,265 6,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,732: -556 201 122 1,102 1,287 668 1,610: 1,064 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 29.4 1.3 51.7 53.2 74.7 83.8: 25.3 16.2
Old : 100.0: 21.7 29.4 1.3 51.7 53.2 74.7 83.8: 25.3 16.2
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 : 64: 20 16 2 18 10 40 26:
Old : 64: 20 16 2 18 10 40 26:
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 : 33.8 58.1 48.3 68.0 33.8 58.1 48.3 68.0
Old : 33.8 58.1 48.3 68.0 33.8 58.1 48.3 68.0
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, April 19, 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 : 56,322: 12,095 19,438 329 26,083 21,430 38,507 41,197: 17,815 15,125
Old : 56,322: 12,095 19,438 329 26,083 21,430 38,507 41,197: 17,815 15,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 10,394: -839 2,339 -205 6,543 4,845 5,499 6,979: 4,895 3,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 34.5 0.6 46.3 38.0 68.4 73.1: 31.6 26.9
Old : 100.0: 21.5 34.5 0.6 46.3 38.0 68.4 73.1: 31.6 26.9
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 : 66: 23 21 2 15 10 40 31:
Old : 66: 23 21 2 15 10 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 48.8 44.2 56.6 34.4 48.8 43.5 56.5
Old : 34.5 48.8 44.2 56.6 34.4 48.8 43.5 56.5
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, April 19, 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 : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Old : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,267: -1,230 -586 0 1,903 1,251 673 665: 594 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Old : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
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 : 62: 7 21 4 20 21 30 43:
Old : 62: 7 21 4 20 21 30 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 : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Old : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
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, April 19, 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 : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Old : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,462: 0 -782 0 -1,709 -924 -1,709 -1,706: 247 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Old : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
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 : 22: 0 8 0 5 9 5 17:
Old : 22: 0 8 0 5 9 5 17:
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 : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Old : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2005