WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 220,695: 33,552 65,310 19,106 147,674 106,115 200,332 190,531: 20,363 30,164
Old : 219,616: 33,528 65,120 19,095 146,912 105,694 199,535 189,909: 20,081 29,707
Other: 1,079: 32 198 3 762 421 797 622: 282 457
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,151: -165 4,518 6,508 5,040 3,847 11,383 14,873: -1,232 -4,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 29.6 8.7 66.9 48.1 90.8 86.3: 9.2 13.7
Old : 100.0: 15.3 29.7 8.7 66.9 48.1 90.9 86.5: 9.1 13.5
Other: 100.0: 3.0 18.4 0.3 70.6 39.0 73.9 57.6: 26.1 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 51 105 46 44 58 129 183:
Old : 235: 51 105 46 43 58 128 183:
Other: 31: 3 4 2 4 20 7 26:
:----------------------------------------------------------------------------------------------------
: 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 : 37.3 29.2 53.2 36.7 36.6 26.7 52.5 32.5
Old : 37.5 29.3 53.5 36.9 36.8 27.0 52.8 32.7
Other: 70.6 37.9 73.9 46.7 70.6 37.9 73.6 46.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 695,774: 104,112 97,383 85,163 393,487 325,740 582,762 508,286: 113,012 187,488
Old : 423,539: 81,702 106,830 22,498 252,166 212,220 356,366 341,548: 67,173 81,991
Other: 272,235: 77,155 45,298 7,920 141,321 113,520 226,396 166,738: 45,839 105,497
: : :
: : Changes in Commitments from: June 7, 2005 :
: 12,947: 4,683 6,284 21,274 -3,625 -6,435 22,332 21,123: -9,385 -8,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.0 12.2 56.6 46.8 83.8 73.1: 16.2 26.9
Old : 100.0: 19.3 25.2 5.3 59.5 50.1 84.1 80.6: 15.9 19.4
Other: 100.0: 28.3 16.6 2.9 51.9 41.7 83.2 61.2: 16.8 38.8
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 142 106 124 164 191 387 378:
Old : 465: 121 123 62 113 154 282 300:
Other: 394: 116 63 45 114 164 254 253:
:----------------------------------------------------------------------------------------------------
: 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 16.8 31.0 21.7 21.6 14.3 30.7 18.8
Old : 30.6 23.0 41.7 28.4 30.6 22.5 41.7 27.6
Other: 24.1 11.4 31.8 16.7 24.0 8.5 31.4 13.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 7,881: 2,596 1,203 46 2,073 4,519 4,715 5,768: 3,166 2,113
Old : 7,881: 2,596 1,203 46 2,073 4,519 4,715 5,768: 3,166 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -311: 439 -194 -119 184 -6 504 -319: -815 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.3 0.6 26.3 57.3 59.8 73.2: 40.2 26.8
Old : 100.0: 32.9 15.3 0.6 26.3 57.3 59.8 73.2: 40.2 26.8
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 : 41: 11 13 3 9 14 23 27:
Old : 41: 11 13 3 9 14 23 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 : 24.6 29.1 38.8 45.0 23.1 29.1 35.4 42.3
Old : 24.6 29.1 38.8 45.0 23.1 29.1 35.4 42.3
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, June 14, 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 : 305,060: 81,562 23,957 31,121 128,749 164,341 241,432 219,419: 63,628 85,641
Old : 139,001: 53,879 24,501 7,166 43,024 72,116 104,069 103,783: 34,932 35,218
Other: 166,059: 46,270 18,043 5,368 85,725 92,225 137,363 115,636: 28,696 50,423
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,256: 3,707 -3,533 -3,974 -1,677 7,009 -1,944 -498: 3,200 1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.9 10.2 42.2 53.9 79.1 71.9: 20.9 28.1
Old : 100.0: 38.8 17.6 5.2 31.0 51.9 74.9 74.7: 25.1 25.3
Other: 100.0: 27.9 10.9 3.2 51.6 55.5 82.7 69.6: 17.3 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 134 65 82 82 121 265 239:
Old : 314: 107 71 38 63 107 193 196:
Other: 261: 89 49 36 61 94 169 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 18.5 29.5 28.6 20.2 16.3 27.9 23.9
Old : 17.0 21.9 25.3 31.4 17.0 19.8 25.3 28.4
Other: 26.3 21.0 39.7 29.9 26.3 17.8 39.7 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,889: 11,747 1,738 1,249 0 822 12,996 3,809: 3,893 13,080
Old : 5,224: 3,188 1,985 22 0 48 3,210 2,055: 2,014 3,169
Other: 11,665: 9,691 885 95 0 774 9,786 1,754: 1,879 9,911
: : :
: : Changes in Commitments from: June 7, 2005 :
: 719: -257 -51 428 0 45 171 422: 548 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 10.3 7.4 0.0 4.9 76.9 22.6: 23.1 77.4
Old : 100.0: 61.0 38.0 0.4 0.0 0.9 61.4 39.3: 38.6 60.7
Other: 100.0: 83.1 7.6 0.8 0.0 6.6 83.9 15.0: 16.1 85.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 8 8 0 3 14 15:
Old : 20: 10 7 2 0 3 11 11:
Other: 16: 9 4 3 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 63.5 10.2 70.8 16.8 61.3 8.2 67.5 13.5
Old : 45.9 30.0 59.2 38.7 45.9 30.0 59.2 38.5
Other: 76.9 10.4 83.8 14.7 76.4 10.4 83.0 14.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 147,667: 29,723 11,095 18,958 73,352 104,711 122,033 134,764: 25,634 12,903
Old : 79,363: 31,276 9,156 4,673 26,811 56,772 62,760 70,601: 16,603 8,762
Other: 68,304: 8,555 12,047 4,177 46,541 47,939 59,273 64,163: 9,031 4,141
: : :
: : Changes in Commitments from: June 7, 2005 :
: 9,212: 3,599 235 2,041 2,099 6,566 7,739 8,842: 1,473 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.5 12.8 49.7 70.9 82.6 91.3: 17.4 8.7
Old : 100.0: 39.4 11.5 5.9 33.8 71.5 79.1 89.0: 20.9 11.0
Other: 100.0: 12.5 17.6 6.1 68.1 70.2 86.8 93.9: 13.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 56 19 33 41 42 112 90:
Old : 137: 56 23 21 37 40 100 79:
Other: 87: 24 21 15 28 26 62 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 34.9 31.0 48.7 20.8 31.5 29.8 42.5
Old : 15.8 28.1 25.1 44.4 14.6 24.3 22.5 38.9
Other: 39.3 47.0 54.0 64.8 39.3 44.1 53.6 58.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 659,461: 143,742 100,599 9,457 373,491 379,934 526,690 489,990: 132,771 169,471
Old : 659,461: 143,742 100,599 9,457 373,491 379,934 526,690 489,990: 132,771 169,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -27,075: -16,279 -10,553 -1,664 -4,904 -14,666 -22,847 -26,883: -4,228 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.3 1.4 56.6 57.6 79.9 74.3: 20.1 25.7
Old : 100.0: 21.8 15.3 1.4 56.6 57.6 79.9 74.3: 20.1 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 40 31 21 59 72 109 115:
Old : 165: 40 31 21 59 72 109 115:
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 17.6 40.7 27.6 29.0 14.7 35.6 22.8
Old : 31.5 17.6 40.7 27.6 29.0 14.7 35.6 22.8
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, June 14, 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 : 149,521: 47,678 10,660 13,668 50,701 102,635 112,047 126,963: 37,474 22,558
Old : 92,685: 40,078 9,185 4,836 21,732 64,088 66,646 78,109: 26,039 14,576
Other: 56,836: 10,531 4,406 5,901 28,969 38,547 45,401 48,854: 11,435 7,982
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,471: 3,369 -2,942 352 -1,339 6,674 2,382 4,084: 3,089 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.1 9.1 33.9 68.6 74.9 84.9: 25.1 15.1
Old : 100.0: 43.2 9.9 5.2 23.4 69.1 71.9 84.3: 28.1 15.7
Other: 100.0: 18.5 7.8 10.4 51.0 67.8 79.9 86.0: 20.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 46 26 32 46 53 118 97:
Old : 136: 47 25 23 41 50 105 84:
Other: 88: 19 21 16 33 32 64 58:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 33.5 21.6 46.2 9.9 25.7 18.1 36.2
Old : 13.7 36.6 23.5 47.3 13.7 34.7 23.5 45.4
Other: 25.4 36.4 37.8 53.0 18.0 32.8 29.7 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 7,858: 3,769 1,063 1,243 1,593 3,855 6,605 6,161: 1,253 1,697
Old : 3,202: 2,003 812 1 493 1,519 2,497 2,332: 705 870
Other: 4,656: 2,476 961 532 1,100 2,336 4,108 3,829: 548 827
: : :
: : Changes in Commitments from: June 7, 2005 :
: 121: 261 45 -129 56 -140 188 -224: -67 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 13.5 15.8 20.3 49.1 84.1 78.4: 15.9 21.6
Old : 100.0: 62.6 25.4 0.0 15.4 47.4 78.0 72.8: 22.0 27.2
Other: 100.0: 53.2 20.6 11.4 23.6 50.2 88.2 82.2: 11.8 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 12 9 11 15 32 30:
Old : 34: 17 6 1 4 8 21 15:
Other: 35: 11 8 8 9 11 26 21:
:----------------------------------------------------------------------------------------------------
: 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 : 36.9 34.6 55.7 52.7 36.0 31.3 47.0 40.0
Old : 34.5 51.5 52.7 65.0 34.5 51.5 52.7 64.6
Other: 50.3 41.7 69.7 60.8 48.0 35.6 62.5 49.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 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 : 378,232: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,532 111,513
Old : 378,232: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,532 111,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,615: -6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634: -5,984 10,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
Old : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
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 : 92: 15 17 4 45 42 62 61:
Old : 92: 15 17 4 45 42 62 61:
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 25.0 47.2 35.6 29.9 23.5 44.3 32.0
Old : 31.0 25.0 47.2 35.6 29.9 23.5 44.3 32.0
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, June 14, 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 : 1,937,830: 469,385 499,938 95,652 1,117,949 924,104 1,682,986 1,519,694: 254,844 418,136
Old : 1,937,830: 469,385 499,938 95,652 1,117,949 924,104 1,682,986 1,519,694: 254,844 418,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -4,716: 12,445 63,133 -8,841 -14,541 -60,139 -10,937 -5,847: 6,221 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.8 4.9 57.7 47.7 86.8 78.4: 13.2 21.6
Old : 100.0: 24.2 25.8 4.9 57.7 47.7 86.8 78.4: 13.2 21.6
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 : 270: 49 83 39 80 115 154 212:
Old : 270: 49 83 39 80 115 154 212:
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 : 33.5 15.3 48.6 25.5 27.5 11.6 39.6 17.1
Old : 33.5 15.3 48.6 25.5 27.5 11.6 39.6 17.1
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, June 14, 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 : 1,142,528: 231,402 228,600 17,128 710,841 620,928 959,371 866,656: 183,157 275,872
Old : 1,142,528: 231,402 228,600 17,128 710,841 620,928 959,371 866,656: 183,157 275,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 7,163: 57,895 -12,014 -12,866 -29,116 -2,330 15,913 -27,210: -8,750 34,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 20.0 1.5 62.2 54.3 84.0 75.9: 16.0 24.1
Old : 100.0: 20.3 20.0 1.5 62.2 54.3 84.0 75.9: 16.0 24.1
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 : 179: 36 46 16 59 73 105 125:
Old : 179: 36 46 16 59 73 105 125:
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 : 24.8 22.7 40.0 31.5 23.8 21.8 37.0 29.7
Old : 24.8 22.7 40.0 31.5 23.8 21.8 37.0 29.7
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, June 14, 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 : 397,586: 84,037 60,353 47,977 219,831 258,550 351,845 366,880: 45,741 30,706
Old : 397,586: 84,037 60,353 47,977 219,831 258,550 351,845 366,880: 45,741 30,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 16,279: 12,737 8,781 -16,416 15,709 22,075 12,030 14,440: 4,249 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.2 12.1 55.3 65.0 88.5 92.3: 11.5 7.7
Old : 100.0: 21.1 15.2 12.1 55.3 65.0 88.5 92.3: 11.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 23 20 29 43 45 81 79:
Old : 102: 23 20 29 43 45 81 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 36.5 47.6 50.7 17.2 20.5 24.6 31.2
Old : 35.8 36.5 47.6 50.7 17.2 20.5 24.6 31.2
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, June 14, 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 : 51,592: 12,595 4,039 1,383 20,356 35,589 34,334 41,011: 17,258 10,581
Old : 51,592: 12,595 4,039 1,383 20,356 35,589 34,334 41,011: 17,258 10,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 9,094: 241 -738 727 3,687 5,478 4,655 5,467: 4,439 3,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.8 2.7 39.5 69.0 66.5 79.5: 33.5 20.5
Old : 100.0: 24.4 7.8 2.7 39.5 69.0 66.5 79.5: 33.5 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 : 63: 24 8 7 22 21 47 35:
Old : 63: 24 8 7 22 21 47 35:
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 : 23.2 45.9 37.5 57.3 20.2 45.5 29.3 53.6
Old : 23.2 45.9 37.5 57.3 20.2 45.5 29.3 53.6
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, June 14, 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 : 87,585: 13,286 39,506 4,229 55,413 14,550 72,928 58,285: 14,657 29,300
Old : 87,585: 13,286 39,506 4,229 55,413 14,550 72,928 58,285: 14,657 29,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 15,001: 927 3,934 3,609 8,048 3,013 12,584 10,556: 2,417 4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 45.1 4.8 63.3 16.6 83.3 66.5: 16.7 33.5
Old : 100.0: 15.2 45.1 4.8 63.3 16.6 83.3 66.5: 16.7 33.5
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 : 79: 20 31 16 24 17 53 55:
Old : 79: 20 31 16 24 17 53 55:
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 : 48.2 22.5 57.7 34.5 46.5 21.9 55.9 32.7
Old : 48.2 22.5 57.7 34.5 46.5 21.9 55.9 32.7
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, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Old : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -4,318: -2,924 -726 0 -1,204 -3,668 -4,128 -4,394: -190 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
Old : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 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 : 59: 7 18 4 19 20 29 39:
Old : 59: 7 18 4 19 20 29 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 : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Old : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005