WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 213,233: 34,138 56,515 15,417 140,690 104,351 190,245 176,283: 22,988 36,950
Old : 212,270: 34,123 56,363 15,403 140,048 104,110 189,574 175,876: 22,696 36,394
Other: 963: 27 164 2 642 241 671 407: 292 556
: : :
: : Changes in Commitments from: May 17, 2005 :
: 601: 3,052 -10,853 -110 -3,630 7,911 -688 -3,052: 1,289 3,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 26.5 7.2 66.0 48.9 89.2 82.7: 10.8 17.3
Old : 100.0: 16.1 26.6 7.3 66.0 49.0 89.3 82.9: 10.7 17.1
Other: 100.0: 2.8 17.0 0.2 66.7 25.0 69.7 42.3: 30.3 57.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 51 87 38 40 52 116 159:
Old : 212: 52 87 37 40 52 115 159:
Other: 26: 4 2 1 4 16 8 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 : 37.5 32.5 54.1 39.2 37.2 30.7 53.7 36.4
Old : 37.7 32.6 54.3 39.4 37.4 31.0 54.0 36.6
Other: 66.7 30.3 69.7 36.4 66.7 30.3 69.5 36.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 668,196: 95,158 104,649 55,682 396,706 318,029 547,546 478,360: 120,650 189,836
Old : 445,812: 73,780 119,579 8,932 283,628 220,652 366,340 349,163: 79,472 96,649
Other: 222,384: 61,863 25,555 6,265 113,078 97,377 181,206 129,197: 41,178 93,187
: : :
: : Changes in Commitments from: May 17, 2005 :
: -8,857: -6,129 -52,078 14,052 -17,539 17,376 -9,616 -20,650: 759 11,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.7 8.3 59.4 47.6 81.9 71.6: 18.1 28.4
Old : 100.0: 16.5 26.8 2.0 63.6 49.5 82.2 78.3: 17.8 21.7
Other: 100.0: 27.8 11.5 2.8 50.8 43.8 81.5 58.1: 18.5 41.9
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 114 98 87 151 170 316 328:
Old : 421: 103 116 43 115 148 244 282:
Other: 321: 85 49 29 100 147 197 214:
:----------------------------------------------------------------------------------------------------
: 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 17.2 32.2 22.6 22.5 14.7 32.2 19.0
Old : 31.1 22.9 41.9 28.3 31.1 21.0 41.8 26.4
Other: 21.9 11.9 29.9 18.1 21.6 8.2 28.8 14.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 7,761: 1,855 1,914 21 1,815 3,895 3,691 5,830: 4,070 1,931
Old : 7,761: 1,855 1,914 21 1,815 3,895 3,691 5,830: 4,070 1,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 40: -196 267 -27 -45 -213 -268 27: 308 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.7 0.3 23.4 50.2 47.6 75.1: 52.4 24.9
Old : 100.0: 23.9 24.7 0.3 23.4 50.2 47.6 75.1: 52.4 24.9
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 : 40: 10 14 3 8 13 21 27:
Old : 40: 10 14 3 8 13 21 27:
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 : 21.8 29.6 34.2 45.7 20.9 29.6 30.4 43.8
Old : 21.8 29.6 34.2 45.7 20.9 29.6 30.4 43.8
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 24, 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 : 261,822: 50,721 24,261 29,856 128,763 131,497 209,340 185,614: 52,482 76,208
Old : 174,409: 37,794 36,227 7,367 98,753 91,656 143,914 135,250: 30,495 39,159
Other: 87,413: 32,195 7,302 3,221 30,010 39,841 65,426 50,364: 21,987 37,049
: : :
: : Changes in Commitments from: May 17, 2005 :
: 24,099: 13,745 -7,837 2,560 1,690 26,156 17,995 20,879: 6,104 3,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.3 11.4 49.2 50.2 80.0 70.9: 20.0 29.1
Old : 100.0: 21.7 20.8 4.2 56.6 52.6 82.5 77.5: 17.5 22.5
Other: 100.0: 36.8 8.4 3.7 34.3 45.6 74.8 57.6: 25.2 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 118 57 78 72 90 231 196:
Old : 281: 87 85 35 55 84 167 179:
Other: 194: 82 23 20 52 64 143 99:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 16.6 35.7 26.5 22.9 15.8 33.0 22.6
Old : 33.1 19.8 46.8 30.5 33.1 18.5 44.9 28.9
Other: 19.6 15.1 28.2 25.3 17.4 15.1 24.4 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 127,526: 20,752 17,980 12,483 72,081 83,282 105,316 113,745: 22,210 13,781
Old : 96,618: 17,351 18,858 6,437 57,562 60,052 81,350 85,347: 15,268 11,271
Other: 30,908: 5,930 1,651 3,517 14,519 23,230 23,966 28,398: 6,942 2,510
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,308: -57 -1,301 -678 472 6,201 -263 4,222: 2,571 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.1 9.8 56.5 65.3 82.6 89.2: 17.4 10.8
Old : 100.0: 18.0 19.5 6.7 59.6 62.2 84.2 88.3: 15.8 11.7
Other: 100.0: 19.2 5.3 11.4 47.0 75.2 77.5 91.9: 22.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 27 28 47 43 96 92:
Old : 126: 33 32 21 45 40 89 84:
Other: 66: 17 10 12 24 23 46 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 : 24.9 29.5 38.3 44.2 24.9 27.1 35.3 37.6
Old : 29.4 30.2 43.3 44.4 29.4 28.4 40.7 40.4
Other: 38.7 44.1 50.5 61.4 31.1 36.9 37.6 48.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 752,961: 147,706 128,607 26,838 423,430 427,570 597,974 583,015: 154,987 169,946
Old : 752,961: 147,706 128,607 26,838 423,430 427,570 597,974 583,015: 154,987 169,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -7,065: 25,022 -5,591 8,721 -32,899 -16,722 844 -13,592: -7,909 6,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.1 3.6 56.2 56.8 79.4 77.4: 20.6 22.6
Old : 100.0: 19.6 17.1 3.6 56.2 56.8 79.4 77.4: 20.6 22.6
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 : 183: 38 40 31 62 79 120 133:
Old : 183: 38 40 31 62 79 120 133:
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 16.1 36.2 24.7 20.3 11.2 26.2 18.4
Old : 28.0 16.1 36.2 24.7 20.3 11.2 26.2 18.4
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 24, 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 : 128,146: 25,218 13,355 14,855 56,883 80,593 96,956 108,803: 31,190 19,343
Old : 88,580: 24,194 13,273 7,961 32,222 52,698 64,377 73,932: 24,203 14,648
Other: 39,566: 4,208 3,266 3,710 24,661 27,895 32,579 34,871: 6,987 4,695
: : :
: : Changes in Commitments from: May 17, 2005 :
: 6,424: 3,887 -121 37 -389 6,341 3,535 6,257: 2,889 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.4 11.6 44.4 62.9 75.7 84.9: 24.3 15.1
Old : 100.0: 27.3 15.0 9.0 36.4 59.5 72.7 83.5: 27.3 16.5
Other: 100.0: 10.6 8.3 9.4 62.3 70.5 82.3 88.1: 17.7 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 35 26 30 50 56 109 103:
Old : 139: 40 26 23 45 51 99 91:
Other: 79: 14 17 14 37 29 60 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 27.8 26.2 40.0 10.7 20.5 17.7 27.0
Old : 14.1 30.0 23.4 38.2 13.9 25.7 22.3 33.1
Other: 32.2 41.9 46.7 58.6 27.1 41.0 40.5 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 6,912: 3,445 672 717 1,009 4,354 5,171 5,743: 1,741 1,169
Old : 5,225: 3,122 870 328 472 3,215 3,922 4,413: 1,303 812
Other: 1,687: 672 151 40 537 1,139 1,249 1,330: 438 357
: : :
: : Changes in Commitments from: May 17, 2005 :
: -233: -152 -86 -14 39 -163 -127 -263: -106 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 9.7 10.4 14.6 63.0 74.8 83.1: 25.2 16.9
Old : 100.0: 59.8 16.7 6.3 9.0 61.5 75.1 84.5: 24.9 15.5
Other: 100.0: 39.8 9.0 2.4 31.8 67.5 74.0 78.8: 26.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 10 8 8 15 28 28:
Old : 40: 13 10 3 2 15 18 26:
Other: 26: 8 5 4 7 8 18 14:
:----------------------------------------------------------------------------------------------------
: 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 : 40.5 44.8 55.7 62.0 39.8 42.4 49.0 55.0
Old : 48.7 48.2 64.0 63.9 48.7 47.4 60.7 58.6
Other: 42.9 55.7 59.9 73.1 37.0 48.3 53.0 61.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 367,547: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,007 119,582
Old : 367,547: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,007 119,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 26,816: -10,591 -2,957 2,677 32,879 22,840 24,965 22,560: 1,851 4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
Old : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
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 : 101: 17 23 3 43 44 62 68:
Old : 101: 17 23 3 43 44 62 68:
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 : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Old : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 2,185,852: 513,603 439,059 143,029 1,209,125 1,103,717 1,865,757 1,685,805: 320,095 500,047
Old : 2,185,852: 513,603 439,059 143,029 1,209,125 1,103,717 1,865,757 1,685,805: 320,095 500,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -74,085: 52,319 -149,099 -35,871 -155,531 40,962 -139,083 -144,008: 64,998 69,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 20.1 6.5 55.3 50.5 85.4 77.1: 14.6 22.9
Old : 100.0: 23.5 20.1 6.5 55.3 50.5 85.4 77.1: 14.6 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 46 81 49 85 118 157 222:
Old : 264: 46 81 49 85 118 157 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 14.8 50.0 23.4 28.1 9.6 40.8 15.1
Old : 35.4 14.8 50.0 23.4 28.1 9.6 40.8 15.1
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 24, 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 : 1,270,674: 156,923 250,722 86,621 840,129 672,396 1,083,673 1,009,739: 187,001 260,935
Old : 1,270,674: 156,923 250,722 86,621 840,129 672,396 1,083,673 1,009,739: 187,001 260,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -53,712: -854 -41,055 5,233 -77,965 -25,169 -73,586 -60,991: 19,874 7,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.7 6.8 66.1 52.9 85.3 79.5: 14.7 20.5
Old : 100.0: 12.3 19.7 6.8 66.1 52.9 85.3 79.5: 14.7 20.5
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 : 182: 33 48 26 66 80 114 139:
Old : 182: 33 48 26 66 80 114 139:
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 : 29.4 19.8 45.6 28.9 23.7 12.7 35.6 20.2
Old : 29.4 19.8 45.6 28.9 23.7 12.7 35.6 20.2
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 24, 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 : 448,213: 115,711 30,393 90,673 202,825 299,524 409,209 420,590: 39,004 27,623
Old : 448,213: 115,711 30,393 90,673 202,825 299,524 409,209 420,590: 39,004 27,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 15,122: -8,998 1,806 9,224 11,153 8,452 11,379 19,482: 3,743 -4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.8 20.2 45.3 66.8 91.3 93.8: 8.7 6.2
Old : 100.0: 25.8 6.8 20.2 45.3 66.8 91.3 93.8: 8.7 6.2
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 : 110: 31 18 31 44 52 87 90:
Old : 110: 31 18 31 44 52 87 90:
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 : 40.1 44.3 52.1 56.6 16.5 26.6 22.0 33.2
Old : 40.1 44.3 52.1 56.6 16.5 26.6 22.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 41,433: 11,934 4,911 389 19,222 29,070 31,545 34,370: 9,888 7,063
Old : 41,433: 11,934 4,911 389 19,222 29,070 31,545 34,370: 9,888 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 296: 1,144 -226 -4 -1,248 1,319 -108 1,089: 404 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 11.9 0.9 46.4 70.2 76.1 83.0: 23.9 17.0
Old : 100.0: 28.8 11.9 0.9 46.4 70.2 76.1 83.0: 23.9 17.0
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 : 65: 24 12 1 19 12 44 24:
Old : 65: 24 12 1 19 12 44 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 : 32.6 60.3 45.7 69.8 32.6 60.1 45.6 68.6
Old : 32.6 60.3 45.7 69.8 32.6 60.1 45.6 68.6
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 24, 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 : 64,616: 10,004 35,583 88 44,981 10,095 55,073 45,766: 9,543 18,850
Old : 64,616: 10,004 35,583 88 44,981 10,095 55,073 45,766: 9,543 18,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -1,310: -2,334 4,126 -337 4,641 -5,453 1,970 -1,664: -3,280 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 55.1 0.1 69.6 15.6 85.2 70.8: 14.8 29.2
Old : 100.0: 15.5 55.1 0.1 69.6 15.6 85.2 70.8: 14.8 29.2
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 : 72: 16 34 1 16 11 32 46:
Old : 72: 16 34 1 16 11 32 46:
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 : 60.5 22.5 70.1 34.9 58.1 22.5 67.7 34.9
Old : 60.5 22.5 70.1 34.9 58.1 22.5 67.7 34.9
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 24, 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 : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Old : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,135: -70 -1,052 0 1,503 2,152 1,433 1,100: -298 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
Old : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
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 : 59: 7 21 4 17 19 27 41:
Old : 59: 7 21 4 17 19 27 41:
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 : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Old : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 24, 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 : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Old : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -68: 0 -89 0 -68 16 -68 -73: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 99.6 92.7 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 6.7 0.0 99.6 92.7 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 5 11 5 18:
Old : 22: 0 7 0 5 11 5 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 : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Old : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005