WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 229,430: 45,302 66,634 10,060 152,852 118,086 208,214 194,780: 21,216 34,650
Old : 224,902: 44,984 65,475 9,820 149,335 116,680 204,139 191,975: 20,763 32,927
Other: 4,528: 553 1,394 5 3,517 1,406 4,075 2,805: 453 1,723
: : :
: : Changes in Commitments from: July 5, 2005 :
: -398: -2,769 4,335 611 3,528 -7,528 1,370 -2,582: -1,768 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.0 4.4 66.6 51.5 90.8 84.9: 9.2 15.1
Old : 100.0: 20.0 29.1 4.4 66.4 51.9 90.8 85.4: 9.2 14.6
Other: 100.0: 12.2 30.8 0.1 77.7 31.1 90.0 61.9: 10.0 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 55 99 47 40 54 133 168:
Old : 228: 54 102 43 38 53 128 166:
Other: 50: 8 11 1 9 28 18 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 35.4 52.2 43.0 35.7 31.4 51.9 37.9
Old : 36.6 36.0 53.1 43.7 36.4 33.0 53.0 39.8
Other: 72.6 36.8 87.0 46.2 70.8 34.3 81.3 42.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 686,436: 110,341 78,501 72,853 392,454 350,263 575,648 501,617: 110,788 184,819
Old : 306,868: 53,829 69,639 1,967 213,601 183,360 269,397 254,966: 37,471 51,902
Other: 379,568: 116,147 68,497 11,251 178,853 166,903 306,251 246,651: 73,317 132,917
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,816: 5,371 -7,026 -12,221 7,587 16,355 737 -2,892: -3,553 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.4 10.6 57.2 51.0 83.9 73.1: 16.1 26.9
Old : 100.0: 17.5 22.7 0.6 69.6 59.8 87.8 83.1: 12.2 16.9
Other: 100.0: 30.6 18.0 3.0 47.1 44.0 80.7 65.0: 19.3 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 122 113 116 170 205 367 379:
Old : 398: 90 80 12 101 148 201 230:
Other: 478: 128 95 57 131 193 287 319:
:----------------------------------------------------------------------------------------------------
: 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 17.6 34.2 23.5 23.2 15.7 33.8 20.7
Old : 40.4 31.5 56.3 39.0 40.4 31.5 56.2 39.0
Other: 21.0 10.8 28.8 16.1 20.7 9.8 28.2 15.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 7,561: 3,100 363 111 1,926 5,773 5,137 6,247: 2,424 1,314
Old : 7,561: 3,100 363 111 1,926 5,773 5,137 6,247: 2,424 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 248: 83 55 -3 121 128 201 180: 47 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 4.8 1.5 25.5 76.4 67.9 82.6: 32.1 17.4
Old : 100.0: 41.0 4.8 1.5 25.5 76.4 67.9 82.6: 32.1 17.4
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 : 34: 10 5 3 12 16 25 22:
Old : 34: 10 5 3 12 16 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 41.5 48.2 61.9 32.6 38.2 46.7 53.4
Old : 32.6 41.5 48.2 61.9 32.6 38.2 46.7 53.4
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, July 12, 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 : 276,341: 68,949 26,011 14,876 135,329 169,825 219,154 210,712: 57,187 65,629
Old : 36,395: 12,440 4,573 692 14,825 23,327 27,957 28,592: 8,438 7,803
Other: 239,946: 61,826 26,755 8,867 120,504 146,498 191,197 182,120: 48,749 57,826
: : :
: : Changes in Commitments from: July 5, 2005 :
: -14,294: -3,463 680 -6,545 -2,286 -6,945 -12,294 -12,810: -2,000 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.4 5.4 49.0 61.5 79.3 76.3: 20.7 23.7
Old : 100.0: 34.2 12.6 1.9 40.7 64.1 76.8 78.6: 23.2 21.4
Other: 100.0: 25.8 11.2 3.7 50.2 61.1 79.7 75.9: 20.3 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 124 63 74 96 128 260 238:
Old : 199: 46 38 8 57 73 108 114:
Other: 332: 118 66 54 69 122 218 220:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 22.7 36.0 32.5 23.0 19.5 34.4 27.3
Old : 24.5 24.2 35.9 39.2 24.5 21.7 34.6 35.7
Other: 26.4 24.6 38.5 32.8 26.4 20.6 38.0 27.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,209: 12,491 3,509 219 0 940 12,710 4,668: 4,499 12,541
Old : 721: 352 95 15 0 9 367 119: 354 602
Other: 16,488: 12,226 3,501 117 0 931 12,343 4,549: 4,145 11,939
: : :
: : Changes in Commitments from: July 5, 2005 :
: 99: -4 314 80 0 24 76 418: 23 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 20.4 1.3 0.0 5.5 73.9 27.1: 26.1 72.9
Old : 100.0: 48.8 13.2 2.1 0.0 1.2 50.9 16.5: 49.1 83.5
Other: 100.0: 74.2 21.2 0.7 0.0 5.6 74.9 27.6: 25.1 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 12 15:
Old : 14: 7 5 1 0 2 7 8:
Other: 21: 9 9 4 0 3 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 67.6 15.0 72.6 21.2 66.9 14.8 71.7 20.9
Old : 45.6 13.2 50.9 16.5 43.6 12.5 48.8 14.4
Other: 68.7 15.6 73.9 21.9 68.1 15.6 73.2 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 151,223: 36,917 8,633 16,995 65,647 111,964 119,559 137,592: 31,664 13,631
Old : 47,402: 15,279 2,404 3,816 18,083 34,688 37,178 40,908: 10,224 6,494
Other: 103,821: 29,011 13,602 5,806 47,564 77,276 82,381 96,684: 21,440 7,137
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,819: -1,452 -1,595 -3,852 -8,899 -8,080 -14,203 -13,527: 3,384 2,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.7 11.2 43.4 74.0 79.1 91.0: 20.9 9.0
Old : 100.0: 32.2 5.1 8.1 38.1 73.2 78.4 86.3: 21.6 13.7
Other: 100.0: 27.9 13.1 5.6 45.8 74.4 79.3 93.1: 20.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 56 17 28 41 41 113 80:
Old : 92: 34 10 13 24 34 62 56:
Other: 124: 45 28 19 32 33 92 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 : 21.7 39.4 31.2 53.4 20.1 34.3 28.0 45.8
Old : 29.3 30.2 38.1 44.0 18.0 22.5 25.9 35.3
Other: 29.3 49.0 39.7 63.2 29.3 46.2 39.3 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 584,846: 101,439 96,295 10,383 350,474 318,778 462,296 425,456: 122,550 159,390
Old : 584,846: 101,439 96,295 10,383 350,474 318,778 462,296 425,456: 122,550 159,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -34,338: -18,570 -10,640 -102 -5,195 -18,481 -23,867 -29,223: -10,471 -5,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.5 1.8 59.9 54.5 79.0 72.7: 21.0 27.3
Old : 100.0: 17.3 16.5 1.8 59.9 54.5 79.0 72.7: 21.0 27.3
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 : 148: 29 30 22 53 70 93 111:
Old : 148: 29 30 22 53 70 93 111:
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 : 33.2 15.4 40.6 24.5 30.2 14.9 35.6 22.1
Old : 33.2 15.4 40.6 24.5 30.2 14.9 35.6 22.1
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, July 12, 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 : 122,473: 25,671 2,771 14,304 50,630 89,806 90,605 106,881: 31,868 15,592
Old : 41,923: 10,212 2,436 3,395 16,358 28,593 29,965 34,424: 11,958 7,499
Other: 80,550: 21,155 6,031 5,213 34,272 61,213 60,640 72,457: 19,910 8,093
: : :
: : Changes in Commitments from: July 5, 2005 :
: -6,175: -1,586 628 -2,665 -1,610 -3,361 -5,861 -5,398: -314 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.3 11.7 41.3 73.3 74.0 87.3: 26.0 12.7
Old : 100.0: 24.4 5.8 8.1 39.0 68.2 71.5 82.1: 28.5 17.9
Other: 100.0: 26.3 7.5 6.5 42.5 76.0 75.3 90.0: 24.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 50 13 26 51 47 112 82:
Old : 90: 24 11 13 39 42 68 62:
Other: 113: 44 17 17 43 31 96 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 38.1 24.4 54.5 11.3 36.0 18.3 47.5
Old : 15.6 31.7 26.3 44.1 13.7 31.0 22.6 42.6
Other: 19.8 43.1 29.9 61.9 13.1 39.8 22.4 52.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,900: 3,042 1,489 962 1,596 2,580 5,600 5,031: 1,300 1,869
Old : 6,900: 3,042 1,489 962 1,596 2,580 5,600 5,031: 1,300 1,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 224: -342 -33 219 337 14 214 200: 10 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 21.6 13.9 23.1 37.4 81.2 72.9: 18.8 27.1
Old : 100.0: 44.1 21.6 13.9 23.1 37.4 81.2 72.9: 18.8 27.1
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 : 48: 20 11 9 9 11 31 29:
Old : 48: 20 11 9 9 11 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 32.9 53.3 49.2 35.0 30.9 46.1 41.7
Old : 38.5 32.9 53.3 49.2 35.0 30.9 46.1 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 370,433: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,325 107,472
Old : 370,433: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,325 107,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 17,921: 487 12,575 -150 12,063 684 12,400 13,109: 5,521 4,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
Old : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
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 : 94: 12 23 2 45 39 59 62:
Old : 94: 12 23 2 45 39 59 62:
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 : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
Old : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
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, July 12, 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 : 1,823,411: 421,360 410,646 79,168 1,106,932 953,087 1,607,460 1,442,901: 215,951 380,510
Old : 1,823,411: 421,360 410,646 79,168 1,106,932 953,087 1,607,460 1,442,901: 215,951 380,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 30,479: -19,392 27,196 -9,431 69,196 8,571 40,373 26,336: -9,894 4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.5 4.3 60.7 52.3 88.2 79.1: 11.8 20.9
Old : 100.0: 23.1 22.5 4.3 60.7 52.3 88.2 79.1: 11.8 20.9
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 : 261: 40 78 44 78 118 148 210:
Old : 261: 40 78 44 78 118 148 210:
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 : 35.9 18.8 50.2 28.5 29.8 16.5 42.6 24.4
Old : 35.9 18.8 50.2 28.5 29.8 16.5 42.6 24.4
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, July 12, 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 : 1,181,051: 158,854 235,055 12,391 844,158 662,991 1,015,403 910,437: 165,648 270,614
Old : 1,181,051: 158,854 235,055 12,391 844,158 662,991 1,015,403 910,437: 165,648 270,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 41,149: -36,644 46,387 1,007 66,274 2,964 30,637 50,358: 10,512 -9,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.9 1.0 71.5 56.1 86.0 77.1: 14.0 22.9
Old : 100.0: 13.5 19.9 1.0 71.5 56.1 86.0 77.1: 14.0 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 36 35 15 64 79 108 121:
Old : 173: 36 35 15 64 79 108 121:
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 24.2 44.1 34.3 30.7 23.5 42.1 33.0
Old : 31.6 24.2 44.1 34.3 30.7 23.5 42.1 33.0
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, July 12, 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 : 355,189: 73,529 50,395 31,700 188,965 245,273 294,194 327,368: 60,995 27,821
Old : 355,189: 73,529 50,395 31,700 188,965 245,273 294,194 327,368: 60,995 27,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 11,420: 5,138 -2,321 -3,912 2,972 18,932 4,198 12,699: 7,222 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.2 8.9 53.2 69.1 82.8 92.2: 17.2 7.8
Old : 100.0: 20.7 14.2 8.9 53.2 69.1 82.8 92.2: 17.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 27 27 26 44 41 86 79:
Old : 110: 27 27 26 44 41 86 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 : 24.4 34.5 37.2 47.6 16.3 27.7 25.7 39.4
Old : 24.4 34.5 37.2 47.6 16.3 27.7 25.7 39.4
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, July 12, 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 : 29,018: 6,845 4,760 1 15,551 17,143 22,397 21,904: 6,621 7,114
Old : 29,018: 6,845 4,760 1 15,551 17,143 22,397 21,904: 6,621 7,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 798: 940 -348 0 -133 1,169 807 821: -9 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 16.4 0.0 53.6 59.1 77.2 75.5: 22.8 24.5
Old : 100.0: 23.6 16.4 0.0 53.6 59.1 77.2 75.5: 22.8 24.5
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 : 51: 12 9 1 20 12 33 21:
Old : 51: 12 9 1 20 12 33 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 : 33.7 46.7 49.3 62.7 33.7 46.0 49.3 61.9
Old : 33.7 46.7 49.3 62.7 33.7 46.0 49.3 61.9
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, July 12, 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 : 48,543: 9,604 24,412 584 28,666 12,896 38,854 37,892: 9,689 10,651
Old : 48,543: 9,604 24,412 584 28,666 12,896 38,854 37,892: 9,689 10,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,963: -3,633 275 124 8,550 3,589 5,041 3,988: -1,078 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 50.3 1.2 59.1 26.6 80.0 78.1: 20.0 21.9
Old : 100.0: 19.8 50.3 1.2 59.1 26.6 80.0 78.1: 20.0 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 : 74: 18 31 4 14 13 33 47:
Old : 74: 18 31 4 14 13 33 47:
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 : 46.3 39.7 57.3 49.1 46.3 39.7 57.3 49.1
Old : 46.3 39.7 57.3 49.1 46.3 39.7 57.3 49.1
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, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Old : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -27: 10 113 -5 30 -70 35 38: -62 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
Old : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
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 : 59: 7 18 4 18 21 28 40:
Old : 59: 7 18 4 18 21 28 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 : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Old : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005