WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 218,420: 34,354 56,999 14,442 141,703 107,972 190,499 179,413: 27,921 39,007
Old : 217,391: 34,334 56,830 14,437 140,982 107,577 189,753 178,844: 27,638 38,547
Other: 1,029: 23 172 2 721 395 746 569: 283 460
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,187: 216 484 -975 1,013 3,621 254 3,130: 4,933 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 26.1 6.6 64.9 49.4 87.2 82.1: 12.8 17.9
Old : 100.0: 15.8 26.1 6.6 64.9 49.5 87.3 82.3: 12.7 17.7
Other: 100.0: 2.2 16.7 0.2 70.1 38.4 72.5 55.3: 27.5 44.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 50 91 35 44 53 120 157:
Old : 212: 50 91 34 43 53 118 157:
Other: 29: 2 3 1 4 19 7 23:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 32.8 52.4 39.3 35.7 31.1 52.0 36.4
Old : 36.2 32.9 52.6 39.4 35.9 31.4 52.3 36.8
Other: 70.1 39.3 72.5 47.1 70.1 39.3 72.3 47.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 685,379: 97,553 97,219 58,262 405,082 337,944 560,897 493,425: 124,482 191,954
Old : 447,455: 74,660 114,901 8,661 284,311 228,484 367,632 352,046: 79,823 95,409
Other: 237,924: 66,704 26,129 5,790 120,771 109,460 193,265 141,379: 44,659 96,545
: : :
: : Changes in Commitments from: May 24, 2005 :
: 17,183: 2,395 -7,430 2,580 8,376 19,915 13,351 15,065: 3,832 2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.2 8.5 59.1 49.3 81.8 72.0: 18.2 28.0
Old : 100.0: 16.7 25.7 1.9 63.5 51.1 82.2 78.7: 17.8 21.3
Other: 100.0: 28.0 11.0 2.4 50.8 46.0 81.2 59.4: 18.8 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 137 100 95 165 186 348 347:
Old : 448: 114 117 46 126 153 270 288:
Other: 351: 94 54 30 108 164 215 236:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 17.6 32.3 22.8 21.6 15.2 32.2 19.5
Old : 31.6 23.1 42.6 28.7 31.6 21.2 42.6 26.4
Other: 19.9 12.2 28.1 18.1 19.8 9.2 27.9 14.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,319: 1,928 1,906 236 1,972 4,096 4,136 6,238: 4,183 2,081
Old : 8,319: 1,928 1,906 236 1,972 4,096 4,136 6,238: 4,183 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 558: 73 -8 215 157 201 445 408: 113 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.9 2.8 23.7 49.2 49.7 75.0: 50.3 25.0
Old : 100.0: 23.2 22.9 2.8 23.7 49.2 49.7 75.0: 50.3 25.0
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 : 40: 10 14 4 8 13 22 27:
Old : 40: 10 14 4 8 13 22 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 : 22.0 28.6 35.0 42.7 20.5 28.0 29.8 39.2
Old : 22.0 28.6 35.0 42.7 20.5 28.0 29.8 39.2
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 31, 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 : 292,238: 66,077 25,449 35,498 131,391 148,410 232,966 209,357: 59,272 82,881
Old : 188,984: 49,715 40,966 7,831 97,685 98,865 155,231 147,662: 33,753 41,322
Other: 103,254: 40,144 8,265 3,885 33,706 49,545 77,735 61,695: 25,519 41,559
: : :
: : Changes in Commitments from: May 24, 2005 :
: 30,416: 15,356 1,188 5,642 2,628 16,913 23,626 23,743: 6,790 6,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 8.7 12.1 45.0 50.8 79.7 71.6: 20.3 28.4
Old : 100.0: 26.3 21.7 4.1 51.7 52.3 82.1 78.1: 17.9 21.9
Other: 100.0: 38.9 8.0 3.8 32.6 48.0 75.3 59.8: 24.7 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 116 70 81 81 104 250 223:
Old : 311: 89 98 34 57 97 171 204:
Other: 222: 91 25 24 60 76 162 116:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 16.1 32.3 26.3 21.1 14.5 29.4 22.4
Old : 30.4 19.9 42.1 30.4 30.4 18.3 41.3 28.4
Other: 17.7 15.8 26.1 25.0 16.1 15.2 23.2 22.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,402: 11,897 2,100 459 0 725 12,356 3,284: 3,046 12,118
Old : 5,798: 3,807 2,142 10 0 38 3,817 2,190: 1,981 3,608
Other: 9,604: 8,427 295 112 0 687 8,539 1,094: 1,065 8,510
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 13.6 3.0 0.0 4.7 80.2 21.3: 19.8 78.7
Old : 100.0: 65.7 36.9 0.2 0.0 0.7 65.8 37.8: 34.2 62.2
Other: 100.0: 87.7 3.1 1.2 0.0 7.2 88.9 11.4: 11.1 88.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 7 0 3 16 12:
Old : 21: 13 5 1 0 3 14 8:
Other: 14: 9 2 5 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 14.0 71.1 20.0 57.9 13.3 70.3 18.3
Old : 40.5 35.5 56.3 37.8 40.5 35.5 56.3 37.6
Other: 79.6 9.3 88.8 11.3 78.7 9.3 87.7 10.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 135,285: 24,999 13,907 13,528 72,744 96,168 111,271 123,603: 24,014 11,682
Old : 98,894: 20,467 15,426 7,068 54,795 67,667 82,330 90,161: 16,564 8,733
Other: 36,391: 7,630 1,579 3,362 17,949 28,501 28,941 33,442: 7,450 2,949
: : :
: : Changes in Commitments from: May 24, 2005 :
: 7,759: 4,247 -4,073 1,045 663 12,886 5,955 9,858: 1,804 -2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.3 10.0 53.8 71.1 82.2 91.4: 17.8 8.6
Old : 100.0: 20.7 15.6 7.1 55.4 68.4 83.3 91.2: 16.7 8.8
Other: 100.0: 21.0 4.3 9.2 49.3 78.3 79.5 91.9: 20.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 45 27 32 44 44 106 93:
Old : 136: 40 34 22 41 42 94 86:
Other: 71: 25 7 14 26 21 56 38:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 31.9 32.7 46.5 23.3 30.6 32.1 41.3
Old : 28.2 31.3 39.8 46.0 28.2 29.1 39.1 42.5
Other: 30.3 49.9 44.1 65.1 28.8 46.0 36.5 58.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 755,209: 146,613 116,812 26,115 421,339 414,994 594,067 557,921: 161,142 197,288
Old : 755,209: 146,613 116,812 26,115 421,339 414,994 594,067 557,921: 161,142 197,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,248: -1,093 -11,795 -723 -2,091 -12,576 -3,907 -25,094: 6,155 27,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.5 3.5 55.8 55.0 78.7 73.9: 21.3 26.1
Old : 100.0: 19.4 15.5 3.5 55.8 55.0 78.7 73.9: 21.3 26.1
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 : 170: 38 38 21 59 77 108 126:
Old : 170: 38 38 21 59 77 108 126:
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 : 28.7 15.9 36.7 25.5 21.8 11.2 27.4 17.5
Old : 28.7 15.9 36.7 25.5 21.8 11.2 27.4 17.5
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 31, 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 : 141,753: 37,307 13,543 15,656 53,982 90,902 106,945 120,101: 34,808 21,652
Old : 96,819: 35,656 13,923 6,989 27,374 59,799 70,019 80,711: 26,800 16,108
Other: 44,934: 5,296 3,265 5,022 26,608 31,103 36,926 39,390: 8,008 5,544
: : :
: : Changes in Commitments from: May 24, 2005 :
: 13,607: 12,089 188 801 -2,901 10,309 9,989 11,298: 3,618 2,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 11.0 38.1 64.1 75.4 84.7: 24.6 15.3
Old : 100.0: 36.8 14.4 7.2 28.3 61.8 72.3 83.4: 27.7 16.6
Other: 100.0: 11.8 7.3 11.2 59.2 69.2 82.2 87.7: 17.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 29 34 48 50 120 96:
Old : 143: 48 27 27 42 47 110 86:
Other: 81: 13 20 15 36 29 59 54:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 31.4 24.4 43.4 11.0 23.6 18.6 32.7
Old : 13.5 33.6 23.2 43.2 13.5 30.6 23.2 40.1
Other: 32.8 37.0 46.0 56.0 26.7 36.1 39.3 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,812: 3,652 925 1,281 1,411 4,343 6,344 6,549: 1,468 1,263
Old : 4,354: 2,684 774 6 383 2,524 3,073 3,304: 1,281 1,050
Other: 3,458: 1,772 955 471 1,028 1,819 3,271 3,245: 187 213
: : :
: : Changes in Commitments from: May 24, 2005 :
: 900: 207 253 564 402 -11 1,173 806: -273 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 11.8 16.4 18.1 55.6 81.2 83.8: 18.8 16.2
Old : 100.0: 61.6 17.8 0.1 8.8 58.0 70.6 75.9: 29.4 24.1
Other: 100.0: 51.2 27.6 13.6 29.7 52.6 94.6 93.8: 5.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 10 9 10 14 31 28:
Old : 37: 18 5 1 3 12 21 18:
Other: 31: 9 8 8 9 8 25 17:
:----------------------------------------------------------------------------------------------------
: 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 36.9 54.2 56.4 36.4 32.1 46.4 45.8
Old : 33.5 47.1 48.4 62.2 33.5 47.1 48.4 61.9
Other: 62.9 48.7 79.8 71.9 55.8 41.6 66.0 58.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 31, 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 : 376,562: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,427 112,241
Old : 376,562: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,427 112,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,015: -8,592 2,354 -3,228 26,415 17,230 14,595 16,356: -5,580 -7,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
Old : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
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 : 93: 12 22 4 45 42 59 66:
Old : 93: 12 22 4 45 42 59 66:
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 : 31.0 22.3 47.9 31.4 27.3 16.1 42.6 23.2
Old : 31.0 22.3 47.9 31.4 27.3 16.1 42.6 23.2
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 31, 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 : 1,963,251: 448,099 414,337 114,751 1,120,891 1,004,754 1,683,741 1,533,842: 279,510 429,409
Old : 1,963,251: 448,099 414,337 114,751 1,120,891 1,004,754 1,683,741 1,533,842: 279,510 429,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -222,601: -65,504 -24,722 -28,278 -88,234 -98,963 -182,016 -151,963: -40,585 -70,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.1 5.8 57.1 51.2 85.8 78.1: 14.2 21.9
Old : 100.0: 22.8 21.1 5.8 57.1 51.2 85.8 78.1: 14.2 21.9
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 : 253: 44 78 39 81 110 151 201:
Old : 253: 44 78 39 81 110 151 201:
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 : 34.3 15.9 47.4 25.3 26.8 10.0 37.9 15.6
Old : 34.3 15.9 47.4 25.3 26.8 10.0 37.9 15.6
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 31, 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 : 1,198,099: 163,011 235,492 35,212 816,905 661,512 1,015,128 932,216: 182,971 265,883
Old : 1,198,099: 163,011 235,492 35,212 816,905 661,512 1,015,128 932,216: 182,971 265,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -72,575: 6,088 -15,230 -51,409 -23,224 -10,884 -68,545 -77,523: -4,030 4,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.7 2.9 68.2 55.2 84.7 77.8: 15.3 22.2
Old : 100.0: 13.6 19.7 2.9 68.2 55.2 84.7 77.8: 15.3 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 : 179: 25 54 18 67 82 105 141:
Old : 179: 25 54 18 67 82 105 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 19.4 43.5 28.9 26.0 18.0 38.4 25.7
Old : 27.9 19.4 43.5 28.9 26.0 18.0 38.4 25.7
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 31, 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 : 457,890: 98,754 28,197 103,211 213,656 302,679 415,621 434,087: 42,269 23,803
Old : 457,890: 98,754 28,197 103,211 213,656 302,679 415,621 434,087: 42,269 23,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,677: -16,957 -2,196 12,538 10,831 3,155 6,412 13,497: 3,265 -3,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.2 22.5 46.7 66.1 90.8 94.8: 9.2 5.2
Old : 100.0: 21.6 6.2 22.5 46.7 66.1 90.8 94.8: 9.2 5.2
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 : 111: 28 19 31 49 53 90 92:
Old : 111: 28 19 31 49 53 90 92:
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 : 40.6 43.0 52.9 56.7 15.7 25.2 20.9 31.0
Old : 40.6 43.0 52.9 56.7 15.7 25.2 20.9 31.0
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 31, 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 : 39,970: 12,665 4,551 439 15,835 28,333 28,939 33,323: 11,031 6,647
Old : 39,970: 12,665 4,551 439 15,835 28,333 28,939 33,323: 11,031 6,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,463: 731 -360 50 -3,387 -737 -2,606 -1,047: 1,143 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.4 1.1 39.6 70.9 72.4 83.4: 27.6 16.6
Old : 100.0: 31.7 11.4 1.1 39.6 70.9 72.4 83.4: 27.6 16.6
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 : 63: 23 11 2 19 11 43 23:
Old : 63: 23 11 2 19 11 43 23:
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 : 26.8 60.5 40.1 71.2 26.8 60.5 40.1 70.3
Old : 26.8 60.5 40.1 71.2 26.8 60.5 40.1 70.3
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 31, 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 : 69,148: 11,100 35,123 495 45,721 10,765 57,316 46,383: 11,832 22,765
Old : 69,148: 11,100 35,123 495 45,721 10,765 57,316 46,383: 11,832 22,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 4,532: 1,096 -460 407 740 670 2,243 617: 2,289 3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 50.8 0.7 66.1 15.6 82.9 67.1: 17.1 32.9
Old : 100.0: 16.1 50.8 0.7 66.1 15.6 82.9 67.1: 17.1 32.9
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 : 77: 16 35 3 18 13 36 49:
Old : 77: 16 35 3 18 13 36 49:
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 : 55.0 23.8 65.1 33.3 52.8 23.8 62.9 33.2
Old : 55.0 23.8 65.1 33.3 52.8 23.8 62.9 33.2
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 31, 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 : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Old : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,002: -15 564 0 5,162 4,529 5,147 5,093: -145 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
Old : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
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 : 62: 7 23 4 19 20 29 44:
Old : 62: 7 23 4 19 20 29 44:
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 : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
Old : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
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 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Old : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,663: 100 157 0 -1,712 -1,778 -1,612 -1,621: -51 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
Old : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
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 : 21: 1 7 0 5 9 6 16:
Old : 21: 1 7 0 5 9 6 16:
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 : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
Old : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005