WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 195,264: 30,927 48,301 8,791 135,815 103,039 175,533 160,131: 19,731 35,133
Old : 194,576: 30,998 48,218 8,696 135,356 102,905 175,050 159,819: 19,526 34,757
Other: 688: 22 176 2 459 134 483 312: 205 376
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,243: -5,601 609 -548 563 -8,811 -5,586 -8,750: -1,657 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.7 4.5 69.6 52.8 89.9 82.0: 10.1 18.0
Old : 100.0: 15.9 24.8 4.5 69.6 52.9 90.0 82.1: 10.0 17.9
Other: 100.0: 3.2 25.6 0.3 66.7 19.5 70.2 45.3: 29.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 42 80 29 39 50 106 140:
Old : 192: 43 80 29 39 50 106 140:
Other: 21: 2 2 1 2 15 4 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 : 40.0 34.7 57.6 41.4 39.6 33.4 57.3 39.4
Old : 40.2 34.8 57.8 41.5 39.8 33.7 57.5 39.7
Other: 70.2 34.9 70.2 40.4 69.9 34.9 69.9 40.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 673,304: 99,970 133,257 44,718 415,888 307,549 560,576 485,524: 112,728 187,780
Old : 471,233: 80,588 132,315 15,395 297,041 220,025 393,024 367,735: 78,209 103,498
Other: 202,071: 43,585 25,145 5,120 118,847 87,524 167,552 117,789: 34,519 84,282
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,515: 6,361 31,579 5,473 8,849 -20,777 20,683 16,275: -11,168 -6,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.8 6.6 61.8 45.7 83.3 72.1: 16.7 27.9
Old : 100.0: 17.1 28.1 3.3 63.0 46.7 83.4 78.0: 16.6 22.0
Other: 100.0: 21.6 12.4 2.5 58.8 43.3 82.9 58.3: 17.1 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 116 112 89 159 163 325 335:
Old : 444: 111 115 51 121 147 264 292:
Other: 303: 69 55 21 103 138 185 201:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 18.9 32.4 23.5 22.4 15.4 31.8 19.6
Old : 29.6 23.5 39.8 28.2 29.6 22.1 39.8 26.7
Other: 31.3 12.3 39.4 18.7 25.4 7.5 33.0 12.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 7,547: 2,066 1,165 113 1,622 4,915 3,801 6,193: 3,746 1,354
Old : 7,547: 2,066 1,165 113 1,622 4,915 3,801 6,193: 3,746 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -642: -741 847 -9 603 -1,679 -147 -841: -495 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.4 1.5 21.5 65.1 50.4 82.1: 49.6 17.9
Old : 100.0: 27.4 15.4 1.5 21.5 65.1 50.4 82.1: 49.6 17.9
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 : 35: 7 9 4 10 16 21 25:
Old : 35: 7 9 4 10 16 21 25:
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 : 25.9 38.3 37.2 56.5 25.2 37.2 35.8 55.4
Old : 25.9 38.3 37.2 56.5 25.2 37.2 35.8 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 241,954: 42,480 29,853 26,785 125,995 107,966 195,260 164,604: 46,694 77,350
Old : 169,661: 32,426 39,601 7,245 101,328 78,313 140,999 125,159: 28,662 44,502
Other: 72,293: 26,614 6,812 2,980 24,667 29,653 54,261 39,445: 18,032 32,848
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,454: -10,448 -2,424 4,644 -3,975 -8,796 -9,779 -6,576: -3,675 -6,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.3 11.1 52.1 44.6 80.7 68.0: 19.3 32.0
Old : 100.0: 19.1 23.3 4.3 59.7 46.2 83.1 73.8: 16.9 26.2
Other: 100.0: 36.8 9.4 4.1 34.1 41.0 75.1 54.6: 24.9 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 89 75 74 75 91 220 201:
Old : 281: 76 90 36 55 87 160 187:
Other: 179: 74 22 20 47 56 129 91:
:----------------------------------------------------------------------------------------------------
: 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 15.0 36.5 22.7 24.2 13.5 34.4 20.0
Old : 33.0 20.4 46.6 28.5 33.0 20.1 45.4 26.7
Other: 22.1 14.9 31.9 23.7 19.7 14.5 27.9 21.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,028: 10,987 2,924 264 121 722 11,372 3,910: 2,656 10,118
Old : 5,226: 3,320 2,690 63 36 41 3,419 2,794: 1,807 2,432
Other: 8,802: 7,775 342 93 85 681 7,953 1,116: 849 7,686
: : :
: : Changes in Commitments from: April 26, 2005 :
: 57: 245 1,178 -29 -304 -178 -88 971: 145 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 20.8 1.9 0.9 5.1 81.1 27.9: 18.9 72.1
Old : 100.0: 63.5 51.5 1.2 0.7 0.8 65.4 53.5: 34.6 46.5
Other: 100.0: 88.3 3.9 1.1 1.0 7.7 90.4 12.7: 9.6 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 6 1 3 15 13:
Old : 21: 11 7 3 1 2 13 11:
Other: 15: 8 4 5 1 3 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 19.3 73.3 25.2 56.7 18.4 72.7 23.9
Old : 38.3 44.0 57.5 52.8 38.3 44.0 57.5 52.0
Other: 79.6 10.4 89.7 12.4 79.0 9.4 88.3 10.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 144,393: 28,237 14,851 17,618 74,316 97,638 120,171 130,107: 24,222 14,286
Old : 111,478: 25,905 15,819 9,739 57,459 73,576 93,103 99,134: 18,375 12,344
Other: 32,915: 6,420 3,120 3,791 16,857 24,062 27,068 30,973: 5,847 1,942
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,034: -1,056 3,026 468 2,710 -3,885 2,122 -391: -1,088 1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.3 12.2 51.5 67.6 83.2 90.1: 16.8 9.9
Old : 100.0: 23.2 14.2 8.7 51.5 66.0 83.5 88.9: 16.5 11.1
Other: 100.0: 19.5 9.5 11.5 51.2 73.1 82.2 94.1: 17.8 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 43 25 33 45 44 106 95:
Old : 138: 42 30 30 42 42 101 91:
Other: 59: 11 13 10 26 22 41 42:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 36.0 33.9 49.2 23.5 30.4 31.7 42.1
Old : 24.8 38.5 35.4 50.6 23.8 34.6 33.1 45.4
Other: 42.6 51.5 56.0 63.7 39.0 44.7 46.6 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 716,898: 102,324 111,028 17,381 447,759 430,114 567,464 558,523: 149,434 158,375
Old : 716,898: 102,324 111,028 17,381 447,759 430,114 567,464 558,523: 149,434 158,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,316: -2,878 804 4,120 -7,738 9,622 -6,496 14,546: 15,812 -5,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.5 2.4 62.5 60.0 79.2 77.9: 20.8 22.1
Old : 100.0: 14.3 15.5 2.4 62.5 60.0 79.2 77.9: 20.8 22.1
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 : 167: 34 31 26 63 76 110 122:
Old : 167: 34 31 26 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 : 28.0 17.1 36.2 28.5 16.9 12.5 22.9 20.9
Old : 28.0 17.1 36.2 28.5 16.9 12.5 22.9 20.9
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, May 3, 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 : 132,321: 29,893 12,881 15,241 57,837 83,620 102,971 111,742: 29,350 20,579
Old : 97,360: 28,549 13,563 8,844 35,860 58,651 73,253 81,058: 24,107 16,302
Other: 34,961: 3,437 1,411 4,304 21,977 24,969 29,718 30,684: 5,243 4,277
: : :
: : Changes in Commitments from: April 26, 2005 :
: -11,006: -3,868 -1,178 -1,272 -3,246 -7,530 -8,386 -9,980: -2,620 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.7 11.5 43.7 63.2 77.8 84.4: 22.2 15.6
Old : 100.0: 29.3 13.9 9.1 36.8 60.2 75.2 83.3: 24.8 16.7
Other: 100.0: 9.8 4.0 12.3 62.9 71.4 85.0 87.8: 15.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 42 27 34 48 56 117 104:
Old : 149: 45 29 27 43 54 109 97:
Other: 72: 17 12 12 34 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 : 16.2 29.3 25.6 41.0 11.6 21.8 18.5 30.2
Old : 14.4 29.7 23.1 37.9 14.1 27.1 22.7 33.2
Other: 32.1 48.4 46.6 64.4 29.4 46.9 42.6 56.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 6,783: 3,205 1,295 637 781 3,819 4,623 5,751: 2,160 1,032
Old : 5,952: 3,242 1,321 445 457 3,418 4,144 5,184: 1,808 768
Other: 831: 92 103 63 324 401 479 567: 352 264
: : :
: : Changes in Commitments from: April 26, 2005 :
: -299: -228 -194 185 -400 -279 -443 -288: 144 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.1 9.4 11.5 56.3 68.2 84.8: 31.8 15.2
Old : 100.0: 54.5 22.2 7.5 7.7 57.4 69.6 87.1: 30.4 12.9
Other: 100.0: 11.1 12.4 7.6 39.0 48.3 57.6 68.2: 42.4 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 11 8 7 14 28 28:
Old : 41: 17 10 4 2 13 22 24:
Other: 21: 4 5 4 6 9 12 16:
:----------------------------------------------------------------------------------------------------
: 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 40.4 49.3 63.9 37.7 38.8 44.4 57.9
Old : 42.9 42.2 55.4 68.6 42.9 42.1 50.9 63.5
Other: 33.9 30.3 50.5 51.9 26.8 27.3 33.0 39.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 335,267: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,173 102,162
Old : 335,267: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,173 102,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 19,925: 8,069 10,180 1,567 13,201 5,480 22,837 17,227: -2,912 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 25.0 0.5 47.4 44.0 81.8 69.5: 18.2 30.5
Old : 100.0: 33.9 25.0 0.5 47.4 44.0 81.8 69.5: 18.2 30.5
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 : 106: 18 28 4 39 43 61 72:
Old : 106: 18 28 4 39 43 61 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 : 34.0 19.6 47.9 27.7 34.0 18.6 47.9 26.2
Old : 34.0 19.6 47.9 27.7 34.0 18.6 47.9 26.2
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, May 3, 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 : 2,119,888: 364,656 465,754 178,861 1,333,135 1,070,971 1,876,652 1,715,586: 243,236 404,302
Old : 2,119,888: 364,656 465,754 178,861 1,333,135 1,070,971 1,876,652 1,715,586: 243,236 404,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 76,655: 22,323 -5,845 76,505 -18,429 38,907 80,399 109,567: -3,744 -32,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.0 8.4 62.9 50.5 88.5 80.9: 11.5 19.1
Old : 100.0: 17.2 22.0 8.4 62.9 50.5 88.5 80.9: 11.5 19.1
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 : 284: 42 87 44 81 132 153 233:
Old : 284: 42 87 44 81 132 153 233:
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 : 41.4 15.3 52.6 24.3 37.7 12.4 46.2 17.3
Old : 41.4 15.3 52.6 24.3 37.7 12.4 46.2 17.3
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, May 3, 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 : 1,377,412: 151,861 286,743 47,664 1,020,720 759,565 1,220,245 1,093,972: 157,167 283,440
Old : 1,377,412: 151,861 286,743 47,664 1,020,720 759,565 1,220,245 1,093,972: 157,167 283,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 6,680: 12,954 1,878 6,137 -14,788 4,334 4,303 12,349: 2,377 -5,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.8 3.5 74.1 55.1 88.6 79.4: 11.4 20.6
Old : 100.0: 11.0 20.8 3.5 74.1 55.1 88.6 79.4: 11.4 20.6
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 : 195: 33 50 22 66 92 110 153:
Old : 195: 33 50 22 66 92 110 153:
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 : 39.5 23.6 52.0 31.9 29.6 16.4 40.7 23.3
Old : 39.5 23.6 52.0 31.9 29.6 16.4 40.7 23.3
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, May 3, 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 : 410,130: 145,930 20,172 57,955 174,385 305,158 378,270 383,285: 31,860 26,845
Old : 410,130: 145,930 20,172 57,955 174,385 305,158 378,270 383,285: 31,860 26,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -91,932: -55,695 -3,964 -18,930 -11,903 -64,798 -86,528 -87,692: -5,404 -4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.9 14.1 42.5 74.4 92.2 93.5: 7.8 6.5
Old : 100.0: 35.6 4.9 14.1 42.5 74.4 92.2 93.5: 7.8 6.5
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 : 102: 35 11 28 42 47 86 79:
Old : 102: 35 11 28 42 47 86 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 : 36.3 39.9 50.1 53.4 23.5 31.9 30.7 40.9
Old : 36.3 39.9 50.1 53.4 23.5 31.9 30.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 41,616: 10,839 5,111 403 20,653 28,315 31,895 33,829: 9,721 7,787
Old : 41,616: 10,839 5,111 403 20,653 28,315 31,895 33,829: 9,721 7,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 343: 689 -6,604 10 -276 6,466 423 -128: -80 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.3 1.0 49.6 68.0 76.6 81.3: 23.4 18.7
Old : 100.0: 26.0 12.3 1.0 49.6 68.0 76.6 81.3: 23.4 18.7
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 : 67: 24 12 3 20 11 46 24:
Old : 67: 24 12 3 20 11 46 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 : 32.9 58.7 47.1 68.4 32.9 58.7 47.1 68.4
Old : 32.9 58.7 47.1 68.4 32.9 58.7 47.1 68.4
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, May 3, 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 : 63,058: 9,225 24,642 427 37,631 18,378 47,283 43,447: 15,775 19,611
Old : 63,058: 9,225 24,642 427 37,631 18,378 47,283 43,447: 15,775 19,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,013: -346 652 -6 2,209 -1,482 1,857 -836: 1,156 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 39.1 0.7 59.7 29.1 75.0 68.9: 25.0 31.1
Old : 100.0: 14.6 39.1 0.7 59.7 29.1 75.0 68.9: 25.0 31.1
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 : 67: 20 26 3 12 13 34 40:
Old : 67: 20 26 3 12 13 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 34.5 61.1 44.1 53.0 34.5 60.6 44.1
Old : 53.4 34.5 61.1 44.1 53.0 34.5 60.6 44.1
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Old : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 896: 410 137 0 207 636 617 773: 279 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
Old : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
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 : 59: 8 20 4 17 19 28 40:
Old : 59: 8 20 4 17 19 28 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
Old : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
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, May 3, 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 : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Old : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,634: 0 1 0 1,642 1,695 1,642 1,696: -8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Old : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005