WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 234,031: 40,160 62,038 15,997 151,210 118,110 207,367 196,145: 26,664 37,886
Old : 232,111: 40,142 61,505 15,965 149,683 117,535 205,790 195,005: 26,321 37,106
Other: 1,920: 48 563 2 1,527 575 1,577 1,140: 343 780
: : :
: : Changes in Commitments from: June 14, 2005 :
: 13,336: 6,608 -3,272 -3,109 3,536 11,995 7,035 5,614: 6,301 7,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.5 6.8 64.6 50.5 88.6 83.8: 11.4 16.2
Old : 100.0: 17.3 26.5 6.9 64.5 50.6 88.7 84.0: 11.3 16.0
Other: 100.0: 2.5 29.3 0.1 79.5 29.9 82.1 59.4: 17.9 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 53 102 46 43 50 135 165:
Old : 225: 54 101 46 43 50 135 165:
Other: 35: 4 7 1 4 20 8 28:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 33.1 49.9 40.8 34.0 29.0 49.3 34.8
Old : 34.8 33.4 50.3 41.1 34.2 29.7 49.7 35.6
Other: 79.5 40.1 82.1 47.7 79.5 40.1 82.0 47.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 735,341: 129,178 85,581 87,147 392,787 367,004 609,112 539,732: 126,229 195,609
Old : 399,203: 79,000 77,672 18,636 238,158 227,162 335,794 323,470: 63,409 75,733
Other: 336,138: 107,391 65,122 11,298 154,629 139,842 273,318 216,262: 62,820 119,876
: : :
: : Changes in Commitments from: June 14, 2005 :
: 39,567: 25,066 -11,802 1,984 -700 41,264 26,350 31,446: 13,217 8,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.6 11.9 53.4 49.9 82.8 73.4: 17.2 26.6
Old : 100.0: 19.8 19.5 4.7 59.7 56.9 84.1 81.0: 15.9 19.0
Other: 100.0: 31.9 19.4 3.4 46.0 41.6 81.3 64.3: 18.7 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 146 114 128 180 213 410 399:
Old : 457: 113 101 63 125 176 281 304:
Other: 453: 130 85 53 119 187 276 302:
:----------------------------------------------------------------------------------------------------
: 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 18.2 30.4 23.6 20.8 15.8 29.5 20.4
Old : 32.2 28.2 44.0 33.8 32.2 28.2 43.9 33.8
Other: 23.3 10.8 30.2 16.4 23.1 9.9 30.0 15.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 7,374: 2,366 912 66 1,980 4,861 4,412 5,839: 2,962 1,535
Old : 7,374: 2,366 912 66 1,980 4,861 4,412 5,839: 2,962 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -507: -230 -291 20 -93 342 -303 71: -204 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.4 0.9 26.9 65.9 59.8 79.2: 40.2 20.8
Old : 100.0: 32.1 12.4 0.9 26.9 65.9 59.8 79.2: 40.2 20.8
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 : 35: 8 9 3 11 15 22 24:
Old : 35: 8 9 3 11 15 22 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 : 28.0 31.9 43.4 51.3 27.0 30.1 40.2 44.8
Old : 28.0 31.9 43.4 51.3 27.0 30.1 40.2 44.8
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, June 21, 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 : 336,252: 89,292 34,712 33,987 142,790 185,419 266,069 254,118: 70,183 82,134
Old : 117,791: 43,816 21,139 10,272 35,459 57,144 89,547 88,555: 28,244 29,236
Other: 218,461: 62,891 30,988 6,300 107,331 128,275 176,522 165,563: 41,939 52,898
: : :
: : Changes in Commitments from: June 14, 2005 :
: 31,192: 7,730 10,755 2,866 14,041 21,078 24,637 34,699: 6,555 -3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 10.3 10.1 42.5 55.1 79.1 75.6: 20.9 24.4
Old : 100.0: 37.2 17.9 8.7 30.1 48.5 76.0 75.2: 24.0 24.8
Other: 100.0: 28.8 14.2 2.9 49.1 58.7 80.8 75.8: 19.2 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 141 75 99 97 127 303 265:
Old : 306: 107 59 45 68 101 196 190:
Other: 327: 106 84 45 70 114 207 215:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 20.9 27.7 29.4 18.5 18.0 26.3 24.4
Old : 19.6 21.2 28.4 31.3 18.2 19.8 27.0 28.6
Other: 23.4 24.1 36.0 31.7 23.4 19.8 34.8 26.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,765: 14,769 1,141 588 0 902 15,357 2,631: 4,408 17,134
Old : 3,375: 1,797 574 24 0 39 1,821 637: 1,554 2,738
Other: 16,390: 13,405 1,000 131 0 863 13,536 1,994: 2,854 14,396
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,876: 3,022 -597 -661 0 80 2,361 -1,178: 515 4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 5.8 3.0 0.0 4.6 77.7 13.3: 22.3 86.7
Old : 100.0: 53.2 17.0 0.7 0.0 1.2 54.0 18.9: 46.0 81.1
Other: 100.0: 81.8 6.1 0.8 0.0 5.3 82.6 12.2: 17.4 87.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 8 0 3 16 14:
Old : 15: 7 5 2 0 3 8 9:
Other: 21: 13 5 3 0 3 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 6.5 72.0 10.6 63.6 6.2 70.9 9.8
Old : 48.7 16.7 54.0 18.7 48.7 16.6 53.2 18.2
Other: 69.7 7.2 79.1 11.4 69.1 7.2 78.3 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 171,273: 40,910 10,907 21,722 78,014 125,569 140,646 158,198: 30,627 13,075
Old : 71,477: 27,849 7,665 4,937 24,207 51,635 56,993 64,237: 14,484 7,240
Other: 99,796: 25,464 15,645 4,382 53,807 73,934 83,653 93,961: 16,143 5,835
: : :
: : Changes in Commitments from: June 14, 2005 :
: 23,606: 11,187 -188 2,764 4,662 20,858 18,613 23,434: 4,993 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.4 12.7 45.5 73.3 82.1 92.4: 17.9 7.6
Old : 100.0: 39.0 10.7 6.9 33.9 72.2 79.7 89.9: 20.3 10.1
Other: 100.0: 25.5 15.7 4.4 53.9 74.1 83.8 94.2: 16.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 67 18 37 42 44 126 94:
Old : 123: 51 18 25 32 41 92 77:
Other: 126: 45 33 21 30 31 87 74:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 39.5 29.3 53.8 18.1 34.2 27.2 45.5
Old : 21.4 28.1 31.0 46.0 14.5 21.9 23.3 37.7
Other: 30.8 49.1 43.4 63.5 30.8 46.8 43.4 59.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 652,946: 152,744 102,141 6,796 359,557 373,342 519,097 482,279: 133,849 170,667
Old : 652,946: 152,744 102,141 6,796 359,557 373,342 519,097 482,279: 133,849 170,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -6,515: 9,002 1,542 -2,661 -13,934 -6,592 -7,593 -7,711: 1,078 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.6 1.0 55.1 57.2 79.5 73.9: 20.5 26.1
Old : 100.0: 23.4 15.6 1.0 55.1 57.2 79.5 73.9: 20.5 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 : 165: 40 32 20 57 69 108 111:
Old : 165: 40 32 20 57 69 108 111:
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 : 31.6 17.0 40.1 26.4 29.6 15.1 35.9 23.3
Old : 31.6 17.0 40.1 26.4 29.6 15.1 35.9 23.3
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 21, 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 : 161,001: 50,707 10,028 18,910 54,987 112,317 124,604 141,255: 36,397 19,746
Old : 80,240: 35,604 8,577 5,594 17,721 52,951 58,919 67,122: 21,321 13,118
Other: 80,761: 22,616 8,964 5,803 37,266 59,366 65,685 74,133: 15,076 6,628
: : :
: : Changes in Commitments from: June 14, 2005 :
: 11,480: 3,029 -632 5,242 4,286 9,682 12,557 14,292: -1,077 -2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.2 11.7 34.2 69.8 77.4 87.7: 22.6 12.3
Old : 100.0: 44.4 10.7 7.0 22.1 66.0 73.4 83.7: 26.6 16.3
Other: 100.0: 28.0 11.1 7.2 46.1 73.5 81.3 91.8: 18.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 51 28 39 51 51 134 100:
Old : 137: 53 20 26 42 50 107 88:
Other: 107: 29 29 25 38 34 88 68:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 34.1 22.2 50.0 10.1 27.2 18.0 40.4
Old : 14.5 30.9 23.2 42.6 13.4 29.2 21.3 39.9
Other: 23.3 42.1 33.9 60.0 15.7 34.6 25.5 46.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 7,862: 3,816 1,358 956 1,867 3,665 6,639 5,979: 1,223 1,883
Old : 2,182: 969 462 71 669 1,148 1,709 1,681: 473 501
Other: 5,680: 3,177 1,226 555 1,198 2,517 4,930 4,298: 750 1,382
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4: 47 295 -287 274 -190 34 -182: -30 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 17.3 12.2 23.7 46.6 84.4 76.0: 15.6 24.0
Old : 100.0: 44.4 21.2 3.3 30.7 52.6 78.3 77.0: 21.7 23.0
Other: 100.0: 55.9 21.6 9.8 21.1 44.3 86.8 75.7: 13.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 15 10 12 14 34 31:
Old : 32: 14 5 2 6 8 20 15:
Other: 41: 13 13 9 9 10 28 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 : 36.5 33.0 56.7 53.1 36.5 29.6 47.5 38.3
Old : 48.7 56.0 64.4 68.5 48.7 55.4 64.4 67.9
Other: 47.3 37.0 67.3 53.4 45.8 32.5 60.6 43.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 364,245: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,735 110,814
Old : 364,245: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,735 110,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -13,987: -1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288: -4,797 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.6 0.1 60.5 46.9 86.1 69.6: 13.9 30.4
Old : 100.0: 25.5 22.6 0.1 60.5 46.9 86.1 69.6: 13.9 30.4
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 : 89: 15 17 2 45 38 62 55:
Old : 89: 15 17 2 45 38 62 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 : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Old : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 1,894,636: 398,652 449,685 104,071 1,178,407 962,347 1,681,130 1,516,103: 213,506 378,533
Old : 1,894,636: 398,652 449,685 104,071 1,178,407 962,347 1,681,130 1,516,103: 213,506 378,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -43,194: -70,733 -50,253 8,419 60,458 38,243 -1,856 -3,591: -41,338 -39,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 23.7 5.5 62.2 50.8 88.7 80.0: 11.3 20.0
Old : 100.0: 21.0 23.7 5.5 62.2 50.8 88.7 80.0: 11.3 20.0
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 : 279: 45 89 41 83 121 157 222:
Old : 279: 45 89 41 83 121 157 222:
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 : 37.2 18.2 50.5 28.7 30.1 14.6 41.6 19.7
Old : 37.2 18.2 50.5 28.7 30.1 14.6 41.6 19.7
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 21, 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 : 1,124,442: 214,816 232,179 13,897 732,350 628,724 961,063 874,800: 163,379 249,642
Old : 1,124,442: 214,816 232,179 13,897 732,350 628,724 961,063 874,800: 163,379 249,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,086: -16,586 3,579 -3,231 21,509 7,796 1,692 8,144: -19,778 -26,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.6 1.2 65.1 55.9 85.5 77.8: 14.5 22.2
Old : 100.0: 19.1 20.6 1.2 65.1 55.9 85.5 77.8: 14.5 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 : 181: 34 47 16 64 75 107 129:
Old : 181: 34 47 16 64 75 107 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 24.5 38.7 34.4 23.8 23.5 35.3 32.6
Old : 25.1 24.5 38.7 34.4 23.8 23.5 35.3 32.6
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 21, 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 : 418,961: 100,676 62,426 49,581 216,556 276,867 366,813 388,874: 52,148 30,087
Old : 418,961: 100,676 62,426 49,581 216,556 276,867 366,813 388,874: 52,148 30,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,375: 16,639 2,073 1,604 -3,275 18,317 14,968 21,994: 6,407 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.9 11.8 51.7 66.1 87.6 92.8: 12.4 7.2
Old : 100.0: 24.0 14.9 11.8 51.7 66.1 87.6 92.8: 12.4 7.2
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 : 105: 28 20 31 44 43 86 80:
Old : 105: 28 20 31 44 43 86 80:
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 : 33.1 35.5 44.2 48.9 17.0 21.3 24.8 31.9
Old : 33.1 35.5 44.2 48.9 17.0 21.3 24.8 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 28,121: 6,489 2,963 0 14,957 17,429 21,446 20,392: 6,675 7,729
Old : 28,121: 6,489 2,963 0 14,957 17,429 21,446 20,392: 6,675 7,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -23,471: -6,106 -1,076 -1,383 -5,399 -18,160 -12,888 -20,619: -10,583 -2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.5 0.0 53.2 62.0 76.3 72.5: 23.7 27.5
Old : 100.0: 23.1 10.5 0.0 53.2 62.0 76.3 72.5: 23.7 27.5
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 : 46: 11 8 0 15 13 26 21:
Old : 46: 11 8 0 15 13 26 21:
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 : 35.2 42.3 51.8 57.1 35.2 42.0 51.8 56.9
Old : 35.2 42.3 51.8 57.1 35.2 42.0 51.8 56.9
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 21, 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 : 36,056: 13,386 19,009 233 9,824 5,267 23,443 24,509: 12,613 11,547
Old : 36,056: 13,386 19,009 233 9,824 5,267 23,443 24,509: 12,613 11,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -51,529: 100 -20,497 -3,996 -45,589 -9,283 -49,485 -33,776: -2,044 -17,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 52.7 0.6 27.2 14.6 65.0 68.0: 35.0 32.0
Old : 100.0: 37.1 52.7 0.6 27.2 14.6 65.0 68.0: 35.0 32.0
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 : 57: 18 21 1 13 6 31 28:
Old : 57: 18 21 1 13 6 31 28:
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 37.8 42.0 48.9 28.7 37.8 42.0 48.6
Old : 28.7 37.8 42.0 48.9 28.7 37.8 42.0 48.6
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 21, 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 : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Old : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -425: -176 371 -2 -268 -763 -446 -394: 21 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 3.2
Old : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 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 : 60: 7 18 4 19 21 29 40:
Old : 60: 7 18 4 19 21 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Old : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005