WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 204,698: 32,640 54,785 12,491 139,784 105,798 184,915 173,074: 19,783 31,624
Old : 203,928: 32,628 54,594 12,483 139,260 105,621 184,371 172,698: 19,557 31,230
Other: 770: 20 199 0 524 177 544 376: 226 394
: : :
: : Changes in Commitments from: May 3, 2005 :
: 9,434: 1,713 6,484 3,700 3,969 2,759 9,382 12,943: 52 -3,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 26.8 6.1 68.3 51.7 90.3 84.6: 9.7 15.4
Old : 100.0: 16.0 26.8 6.1 68.3 51.8 90.4 84.7: 9.6 15.3
Other: 100.0: 2.6 25.8 0.0 68.1 23.0 70.6 48.8: 29.4 51.2
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 47 86 36 40 53 115 154:
Old : 207: 48 85 36 39 53 114 154:
Other: 23: 1 3 0 3 16 4 19:
:----------------------------------------------------------------------------------------------------
: 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 : 40.7 33.2 57.7 40.1 40.3 32.2 57.3 38.5
Old : 40.8 33.3 57.9 40.2 40.5 32.5 57.5 38.9
Other: 70.6 36.1 70.6 42.2 70.6 36.1 70.6 42.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 683,390: 105,734 148,997 42,022 416,550 308,284 564,306 499,303: 119,084 184,087
Old : 478,595: 85,722 148,937 10,175 302,060 220,509 397,957 379,621: 80,638 98,974
Other: 204,795: 47,124 27,172 4,735 114,490 87,775 166,349 119,682: 38,446 85,113
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,086: 5,764 15,740 -2,696 662 735 3,730 13,779: 6,356 -3,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.8 6.1 61.0 45.1 82.6 73.1: 17.4 26.9
Old : 100.0: 17.9 31.1 2.1 63.1 46.1 83.2 79.3: 16.8 20.7
Other: 100.0: 23.0 13.3 2.3 55.9 42.9 81.2 58.4: 18.8 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 119 114 79 159 163 322 328:
Old : 444: 117 115 42 126 142 266 279:
Other: 310: 76 53 25 103 140 192 205:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 19.5 32.1 24.2 22.5 16.8 31.7 21.0
Old : 30.1 24.8 40.1 29.6 30.1 23.5 40.0 28.3
Other: 28.4 12.1 36.4 18.1 23.8 7.2 30.6 12.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 7,910: 2,068 1,563 35 1,854 4,452 3,957 6,050: 3,953 1,860
Old : 7,910: 2,068 1,563 35 1,854 4,452 3,957 6,050: 3,953 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 363: 2 398 -78 232 -463 156 -143: 207 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 19.8 0.4 23.4 56.3 50.0 76.5: 50.0 23.5
Old : 100.0: 26.1 19.8 0.4 23.4 56.3 50.0 76.5: 50.0 23.5
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 : 35: 8 9 3 9 15 20 24:
Old : 35: 8 9 3 9 15 20 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 : 24.0 35.4 36.5 53.4 23.8 34.1 35.0 52.2
Old : 24.0 35.4 36.5 53.4 23.8 34.1 35.0 52.2
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 10, 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 : 247,350: 48,840 26,813 24,705 124,304 119,365 197,849 170,883: 49,501 76,467
Old : 171,557: 38,033 36,542 5,965 97,399 86,808 141,397 129,315: 30,160 42,242
Other: 75,793: 27,074 6,538 2,473 26,905 32,557 56,452 41,568: 19,341 34,225
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,396: 6,360 -3,040 -2,080 -1,691 11,399 2,589 6,279: 2,807 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.8 10.0 50.3 48.3 80.0 69.1: 20.0 30.9
Old : 100.0: 22.2 21.3 3.5 56.8 50.6 82.4 75.4: 17.6 24.6
Other: 100.0: 35.7 8.6 3.3 35.5 43.0 74.5 54.8: 25.5 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 103 67 64 72 87 217 186:
Old : 279: 83 84 31 52 81 158 174:
Other: 177: 73 19 17 50 59 129 90:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 16.0 36.2 25.9 24.5 14.7 34.0 22.3
Old : 34.9 20.4 45.5 30.7 34.9 20.0 44.4 28.2
Other: 23.4 14.9 33.2 23.9 21.0 14.3 29.4 21.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,923: 10,674 3,185 234 121 728 11,029 4,147: 2,894 9,776
Old : 5,428: 3,415 3,009 39 36 47 3,490 3,095: 1,938 2,333
Other: 8,495: 7,370 287 84 85 681 7,539 1,052: 956 7,443
: : :
: : Changes in Commitments from: May 3, 2005 :
: -105: -313 261 -30 0 6 -343 237: 238 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 22.9 1.7 0.9 5.2 79.2 29.8: 20.8 70.2
Old : 100.0: 62.9 55.4 0.7 0.7 0.9 64.3 57.0: 35.7 43.0
Other: 100.0: 86.8 3.4 1.0 1.0 8.0 88.7 12.4: 11.3 87.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 7 5 1 3 14 13:
Old : 21: 10 8 1 1 2 12 10:
Other: 13: 7 3 4 1 3 9 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 : 57.5 18.9 72.6 25.9 57.1 18.5 72.3 24.7
Old : 39.2 43.4 59.4 56.2 39.2 43.4 59.4 55.4
Other: 84.0 10.2 88.7 12.2 83.5 9.1 86.8 10.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 145,340: 34,994 11,582 14,355 70,094 105,335 119,443 131,272: 25,897 14,068
Old : 112,755: 31,963 12,640 7,305 53,834 81,204 93,102 101,149: 19,653 11,606
Other: 32,585: 6,461 2,372 3,620 16,260 24,131 26,341 30,123: 6,244 2,462
: : :
: : Changes in Commitments from: May 3, 2005 :
: 947: 6,757 -3,269 -3,263 -4,222 7,697 -728 1,165: 1,675 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.0 9.9 48.2 72.5 82.2 90.3: 17.8 9.7
Old : 100.0: 28.3 11.2 6.5 47.7 72.0 82.6 89.7: 17.4 10.3
Other: 100.0: 19.8 7.3 11.1 49.9 74.1 80.8 92.4: 19.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 45 26 26 41 44 100 87:
Old : 131: 42 28 18 37 42 89 80:
Other: 61: 15 12 8 24 22 43 39:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 38.0 32.2 52.3 22.5 32.7 30.7 46.6
Old : 24.3 40.5 34.3 54.8 23.8 37.9 33.1 50.8
Other: 38.6 50.0 52.8 64.1 35.8 43.0 42.8 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 704,316: 97,739 110,179 13,741 442,453 424,336 553,933 548,256: 150,383 156,060
Old : 704,316: 97,739 110,179 13,741 442,453 424,336 553,933 548,256: 150,383 156,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -12,582: -4,585 -849 -3,640 -5,306 -5,778 -13,531 -10,267: 949 -2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.6 2.0 62.8 60.2 78.6 77.8: 21.4 22.2
Old : 100.0: 13.9 15.6 2.0 62.8 60.2 78.6 77.8: 21.4 22.2
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 : 169: 34 33 22 62 81 105 128:
Old : 169: 34 33 22 62 81 105 128:
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 : 28.4 17.6 36.6 28.9 17.0 12.4 22.8 20.2
Old : 28.4 17.6 36.6 28.9 17.0 12.4 22.8 20.2
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 10, 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 : 128,883: 28,364 12,986 14,830 56,804 81,188 99,998 109,004: 28,885 19,879
Old : 91,629: 27,482 13,642 7,693 33,186 55,049 68,361 76,384: 23,268 15,245
Other: 37,254: 4,169 2,631 3,850 23,618 26,139 31,637 32,620: 5,617 4,634
: : :
: : Changes in Commitments from: May 3, 2005 :
: -3,438: -1,529 105 -411 -1,033 -2,432 -2,973 -2,738: -465 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 10.1 11.5 44.1 63.0 77.6 84.6: 22.4 15.4
Old : 100.0: 30.0 14.9 8.4 36.2 60.1 74.6 83.4: 25.4 16.6
Other: 100.0: 11.2 7.1 10.3 63.4 70.2 84.9 87.6: 15.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 41 27 35 49 57 121 105:
Old : 151: 49 27 27 44 56 112 98:
Other: 77: 15 16 16 36 27 63 48:
:----------------------------------------------------------------------------------------------------
: 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 29.4 25.7 41.6 10.8 21.9 17.6 28.9
Old : 14.2 32.0 22.9 39.0 14.0 27.8 22.3 34.1
Other: 31.2 46.8 46.8 64.2 28.8 45.8 43.0 56.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 6,751: 3,218 647 663 996 4,455 4,877 5,765: 1,874 986
Old : 5,789: 3,273 646 483 510 3,812 4,266 4,941: 1,523 848
Other: 962: 41 97 84 486 643 611 824: 351 138
: : :
: : Changes in Commitments from: May 3, 2005 :
: -32: 13 -648 26 215 636 254 14: -286 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.6 9.8 14.8 66.0 72.2 85.4: 27.8 14.6
Old : 100.0: 56.5 11.2 8.3 8.8 65.8 73.7 85.4: 26.3 14.6
Other: 100.0: 4.3 10.1 8.7 50.5 66.8 63.5 85.7: 36.5 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 11 7 9 16 31 27:
Old : 43: 17 9 5 3 15 24 25:
Other: 21: 2 6 4 7 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 : 38.6 44.9 50.8 64.5 38.6 41.9 45.3 56.2
Old : 45.0 45.5 57.7 66.7 45.0 45.4 52.8 61.4
Other: 40.7 45.0 58.0 65.9 27.8 29.4 28.6 44.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 330,437: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,556 106,252
Old : 330,437: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,556 106,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -4,830: 1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920: 383 4,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.9 0.5 46.0 43.5 81.4 67.8: 18.6 32.2
Old : 100.0: 34.8 23.9 0.5 46.0 43.5 81.4 67.8: 18.6 32.2
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 : 103: 18 28 3 38 40 58 69:
Old : 103: 18 28 3 38 40 58 69:
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 : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
Old : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
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 10, 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 : 2,102,089: 371,107 498,305 162,696 1,327,889 1,037,613 1,861,692 1,698,614: 240,397 403,475
Old : 2,102,089: 371,107 498,305 162,696 1,327,889 1,037,613 1,861,692 1,698,614: 240,397 403,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -17,799: 6,451 32,551 -16,165 -5,246 -33,358 -14,960 -16,972: -2,839 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 23.7 7.7 63.2 49.4 88.6 80.8: 11.4 19.2
Old : 100.0: 17.7 23.7 7.7 63.2 49.4 88.6 80.8: 11.4 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 40 93 48 82 134 155 242:
Old : 289: 40 93 48 82 134 155 242:
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 : 40.0 15.0 52.2 23.4 35.5 11.9 44.5 16.9
Old : 40.0 15.0 52.2 23.4 35.5 11.9 44.5 16.9
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, May 10, 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 : 1,368,539: 149,805 299,903 66,395 999,397 723,692 1,215,597 1,089,990: 152,942 278,549
Old : 1,368,539: 149,805 299,903 66,395 999,397 723,692 1,215,597 1,089,990: 152,942 278,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -8,873: -2,056 13,160 18,731 -21,323 -35,873 -4,648 -3,982: -4,225 -4,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 21.9 4.9 73.0 52.9 88.8 79.6: 11.2 20.4
Old : 100.0: 10.9 21.9 4.9 73.0 52.9 88.8 79.6: 11.2 20.4
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 : 194: 33 53 28 69 87 118 152:
Old : 194: 33 53 28 69 87 118 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 21.2 51.2 30.0 28.5 14.8 40.2 21.9
Old : 37.8 21.2 51.2 30.0 28.5 14.8 40.2 21.9
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 10, 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 : 424,186: 108,121 28,046 88,587 189,661 274,529 386,369 391,162: 37,817 33,024
Old : 424,186: 108,121 28,046 88,587 189,661 274,529 386,369 391,162: 37,817 33,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 14,056: -37,809 7,874 30,632 15,276 -30,629 8,099 7,877: 5,957 6,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.6 20.9 44.7 64.7 91.1 92.2: 8.9 7.8
Old : 100.0: 25.5 6.6 20.9 44.7 64.7 91.1 92.2: 8.9 7.8
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 : 105: 34 15 32 40 49 85 87:
Old : 105: 34 15 32 40 49 85 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 42.9 51.9 54.5 16.2 24.7 23.6 32.0
Old : 38.9 42.9 51.9 54.5 16.2 24.7 23.6 32.0
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, May 10, 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 : 41,556: 10,577 5,105 397 20,567 28,390 31,541 33,892: 10,015 7,664
Old : 41,556: 10,577 5,105 397 20,567 28,390 31,541 33,892: 10,015 7,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -60: -262 -6 -6 -86 75 -354 63: 294 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.3 1.0 49.5 68.3 75.9 81.6: 24.1 18.4
Old : 100.0: 25.5 12.3 1.0 49.5 68.3 75.9 81.6: 24.1 18.4
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 : 64: 22 13 3 19 11 42 26:
Old : 64: 22 13 3 19 11 42 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 : 32.9 60.8 47.6 69.0 32.9 60.8 47.5 68.0
Old : 32.9 60.8 47.6 69.0 32.9 60.8 47.5 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, May 10, 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 : 67,118: 12,330 28,657 499 38,918 17,690 51,747 46,846: 15,371 20,272
Old : 67,118: 12,330 28,657 499 38,918 17,690 51,747 46,846: 15,371 20,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,060: 3,105 4,015 72 1,287 -688 4,464 3,399: -404 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 42.7 0.7 58.0 26.4 77.1 69.8: 22.9 30.2
Old : 100.0: 18.4 42.7 0.7 58.0 26.4 77.1 69.8: 22.9 30.2
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 : 68: 20 25 5 15 12 38 39:
Old : 68: 20 25 5 15 12 38 39:
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 : 51.3 33.4 60.3 44.0 49.8 33.4 58.9 44.0
Old : 51.3 33.4 60.3 44.0 49.8 33.4 58.9 44.0
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 10, 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 : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Old : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,333: 1,675 80 0 -215 1,444 1,460 1,524: -127 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
Old : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
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 : 58: 7 21 4 17 18 27 40:
Old : 58: 7 21 4 17 18 27 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 : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
Old : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
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 10, 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 : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Old : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -72: 0 6 0 163 180 163 186: -235 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
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 : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 18:
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 : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
Old : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005