WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 249,143: 44,865 69,879 21,181 160,440 120,904 226,486 211,964: 22,657 37,179
Old : 242,008: 44,555 67,997 20,565 154,971 118,674 220,091 207,236: 21,917 34,772
Other: 7,135: 926 2,498 0 5,469 2,230 6,395 4,728: 740 2,407
: : :
: : Changes in Commitments from: July 19, 2005 :
: 5,483: -2,856 5,681 2,819 5,229 -4,478 5,192 4,022: 291 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.0 8.5 64.4 48.5 90.9 85.1: 9.1 14.9
Old : 100.0: 18.4 28.1 8.5 64.0 49.0 90.9 85.6: 9.1 14.4
Other: 100.0: 13.0 35.0 0.0 76.7 31.3 89.6 66.3: 10.4 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 55 101 52 39 48 133 172:
Old : 228: 56 102 51 36 46 130 169:
Other: 59: 10 14 0 11 31 21 45:
:----------------------------------------------------------------------------------------------------
: 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 : 33.6 33.7 49.3 40.3 33.6 28.5 48.8 34.7
Old : 34.6 34.6 50.5 41.4 34.6 31.0 50.3 37.3
Other: 66.8 35.9 82.0 46.9 64.1 35.6 78.2 44.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 739,841: 140,675 74,985 72,707 402,408 414,450 615,790 562,142: 124,051 177,699
Old : 280,462: 45,418 59,446 435 199,595 181,208 245,448 241,089: 35,014 39,373
Other: 459,379: 150,618 70,900 16,911 202,813 233,242 370,342 321,053: 89,037 138,326
: : :
: : Changes in Commitments from: July 19, 2005 :
: 15,160: -9,409 260 9,559 13,220 15,145 13,370 24,964: 1,790 -9,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 10.1 9.8 54.4 56.0 83.2 76.0: 16.8 24.0
Old : 100.0: 16.2 21.2 0.2 71.2 64.6 87.5 86.0: 12.5 14.0
Other: 100.0: 32.8 15.4 3.7 44.1 50.8 80.6 69.9: 19.4 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 136 105 128 193 234 413 412:
Old : 428: 75 99 4 113 163 192 262:
Other: 530: 152 93 69 143 223 329 354:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.3 32.0 24.3 22.0 16.4 31.5 21.4
Old : 41.0 32.3 57.3 41.5 41.0 32.3 57.3 41.5
Other: 20.0 12.5 27.6 18.2 19.6 11.5 27.3 17.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 7,909: 3,728 345 29 1,724 6,040 5,481 6,414: 2,428 1,495
Old : 7,909: 3,728 345 29 1,724 6,040 5,481 6,414: 2,428 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -86: 156 -29 5 -108 -32 53 -56: -139 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 4.4 0.4 21.8 76.4 69.3 81.1: 30.7 18.9
Old : 100.0: 47.1 4.4 0.4 21.8 76.4 69.3 81.1: 30.7 18.9
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 : 32: 13 3 3 9 14 24 18:
Old : 32: 13 3 3 9 14 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 46.0 52.8 65.6 34.0 44.6 50.0 58.6
Old : 34.3 46.0 52.8 65.6 34.0 44.6 50.0 58.6
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 26, 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 : 273,064: 69,015 27,235 15,093 132,023 164,466 216,131 206,794: 56,933 66,270
Old : 23,074: 6,375 1,815 10 9,908 16,086 16,293 17,911: 6,781 5,163
Other: 249,990: 65,919 28,699 11,804 122,115 148,380 199,838 188,883: 50,152 61,107
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,385: 3,125 1,712 -2,274 -2,869 -4,982 -2,018 -5,544: -2,367 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.0 5.5 48.3 60.2 79.2 75.7: 20.8 24.3
Old : 100.0: 27.6 7.9 0.0 42.9 69.7 70.6 77.6: 29.4 22.4
Other: 100.0: 26.4 11.5 4.7 48.8 59.4 79.9 75.6: 20.1 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 113 69 64 103 127 260 228:
Old : 158: 32 18 1 58 59 91 78:
Other: 336: 109 75 50 76 126 218 225:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 22.7 33.6 31.7 23.4 19.6 33.5 26.7
Old : 20.8 40.9 31.9 52.1 20.8 39.6 31.7 50.8
Other: 25.6 22.0 36.6 30.5 25.6 19.8 36.6 26.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 137,074: 36,774 9,570 14,602 58,882 99,638 110,258 123,810: 26,816 13,264
Old : 36,004: 14,031 2,172 3,178 11,842 26,072 29,051 31,422: 6,953 4,582
Other: 101,070: 27,478 12,133 6,689 47,040 73,566 81,207 92,388: 19,863 8,682
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9,199: -2,915 -284 -1,479 -3,156 -7,258 -7,550 -9,021: -1,649 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.0 10.7 43.0 72.7 80.4 90.3: 19.6 9.7
Old : 100.0: 39.0 6.0 8.8 32.9 72.4 80.7 87.3: 19.3 12.7
Other: 100.0: 27.2 12.0 6.6 46.5 72.8 80.3 91.4: 19.7 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 52 18 26 40 36 108 75:
Old : 83: 30 11 12 23 29 57 50:
Other: 120: 46 24 18 35 31 91 66:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 41.9 33.7 56.1 22.5 34.4 30.8 48.1
Old : 27.6 37.9 37.7 51.5 14.7 24.1 23.7 35.7
Other: 30.5 46.9 41.3 60.8 30.5 42.3 40.4 55.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 556,072: 88,269 72,330 7,037 347,871 320,745 443,177 400,112: 112,895 155,960
Old : 556,072: 88,269 72,330 7,037 347,871 320,745 443,177 400,112: 112,895 155,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -16,695: -7,149 -6,343 -4,610 -9,505 -1,202 -21,264 -12,155: 4,569 -4,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.0 1.3 62.6 57.7 79.7 72.0: 20.3 28.0
Old : 100.0: 15.9 13.0 1.3 62.6 57.7 79.7 72.0: 20.3 28.0
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 : 149: 29 27 23 59 72 98 112:
Old : 149: 29 27 23 59 72 98 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 15.4 37.5 24.0 27.2 13.8 33.2 20.0
Old : 29.8 15.4 37.5 24.0 27.2 13.8 33.2 20.0
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 26, 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 : 118,402: 25,096 1,212 15,060 46,042 87,110 86,198 103,382: 32,204 15,020
Old : 36,948: 10,956 284 2,578 13,480 27,822 27,014 30,684: 9,934 6,264
Other: 81,454: 19,826 6,614 6,796 32,562 59,288 59,184 72,698: 22,270 8,756
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,436: -1,131 -196 -315 -2,711 -3,202 -4,157 -3,713: -1,279 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.0 12.7 38.9 73.6 72.8 87.3: 27.2 12.7
Old : 100.0: 29.7 0.8 7.0 36.5 75.3 73.1 83.0: 26.9 17.0
Other: 100.0: 24.3 8.1 8.3 40.0 72.8 72.7 89.3: 27.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 49 6 31 54 49 115 83:
Old : 93: 27 6 10 39 43 70 58:
Other: 111: 40 17 21 42 37 93 65:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 37.4 25.4 53.5 10.4 32.6 16.8 44.1
Old : 19.0 45.0 28.4 53.4 12.6 33.2 19.6 41.4
Other: 19.8 41.2 28.4 55.7 14.8 38.0 23.5 50.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 7,505: 3,070 1,282 1,085 1,964 3,173 6,119 5,540: 1,386 1,965
Old : 7,505: 3,070 1,282 1,085 1,964 3,173 6,119 5,540: 1,386 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 271: 134 -140 2 152 312 288 174: -17 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 17.1 14.5 26.2 42.3 81.5 73.8: 18.5 26.2
Old : 100.0: 40.9 17.1 14.5 26.2 42.3 81.5 73.8: 18.5 26.2
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 : 46: 20 9 10 12 10 36 25:
Old : 46: 20 9 10 12 10 36 25:
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 : 36.3 34.8 51.4 52.7 35.3 32.3 46.2 44.5
Old : 36.3 34.8 51.4 52.7 35.3 32.3 46.2 44.5
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 26, 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 : 360,119: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,335 107,941
Old : 360,119: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,335 107,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,447: 1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728: -539 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
Old : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
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 : 104: 13 29 3 44 41 59 71:
Old : 104: 13 29 3 44 41 59 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Old : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
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, July 26, 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 : 1,909,812: 408,461 385,051 129,912 1,162,042 996,543 1,700,415 1,511,506: 209,397 398,306
Old : 1,909,812: 408,461 385,051 129,912 1,162,042 996,543 1,700,415 1,511,506: 209,397 398,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 56,216: 10,592 -11,889 14,637 15,413 13,233 40,642 15,981: 15,574 40,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.2 6.8 60.8 52.2 89.0 79.1: 11.0 20.9
Old : 100.0: 21.4 20.2 6.8 60.8 52.2 89.0 79.1: 11.0 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 : 246: 46 64 44 76 116 146 200:
Old : 246: 46 64 44 76 116 146 200:
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 21.1 52.3 32.4 31.4 19.3 43.2 28.1
Old : 35.8 21.1 52.3 32.4 31.4 19.3 43.2 28.1
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, July 26, 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 : 1,331,922: 193,718 350,702 21,453 985,050 671,410 1,200,221 1,043,565: 131,701 288,357
Old : 1,331,922: 193,718 350,702 21,453 985,050 671,410 1,200,221 1,043,565: 131,701 288,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 89,168: 7,980 72,445 8,626 97,125 10,076 113,731 91,147: -24,563 -1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 26.3 1.6 74.0 50.4 90.1 78.4: 9.9 21.6
Old : 100.0: 14.5 26.3 1.6 74.0 50.4 90.1 78.4: 9.9 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 : 177: 36 39 16 67 75 109 124:
Old : 177: 36 39 16 67 75 109 124:
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 25.3 47.1 35.8 32.3 24.5 43.0 34.6
Old : 33.1 25.3 47.1 35.8 32.3 24.5 43.0 34.6
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, July 26, 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 : 432,895: 110,401 54,997 45,602 219,232 297,332 375,235 397,931: 57,660 34,964
Old : 432,895: 110,401 54,997 45,602 219,232 297,332 375,235 397,931: 57,660 34,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 32,995: 23,786 -1,435 8,303 9,736 29,401 41,825 36,269: -8,830 -3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.7 10.5 50.6 68.7 86.7 91.9: 13.3 8.1
Old : 100.0: 25.5 12.7 10.5 50.6 68.7 86.7 91.9: 13.3 8.1
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 : 115: 31 25 32 52 42 100 82:
Old : 115: 31 25 32 52 42 100 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 38.3 40.2 49.5 18.4 31.4 28.2 40.3
Old : 27.9 38.3 40.2 49.5 18.4 31.4 28.2 40.3
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 26, 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 : 29,956: 7,903 5,125 1 15,353 17,490 23,257 22,616: 6,699 7,340
Old : 29,956: 7,903 5,125 1 15,353 17,490 23,257 22,616: 6,699 7,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,738: 1,101 406 0 -78 660 1,023 1,066: 715 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 17.1 0.0 51.3 58.4 77.6 75.5: 22.4 24.5
Old : 100.0: 26.4 17.1 0.0 51.3 58.4 77.6 75.5: 22.4 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 : 52: 15 9 1 18 11 34 20:
Old : 52: 15 9 1 18 11 34 20:
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 : 32.7 45.3 49.1 61.2 32.7 44.6 49.1 60.5
Old : 32.7 45.3 49.1 61.2 32.7 44.6 49.1 60.5
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 26, 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 : 52,853: 10,546 27,421 658 29,317 13,367 40,521 41,446: 12,332 11,407
Old : 52,853: 10,546 27,421 658 29,317 13,367 40,521 41,446: 12,332 11,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,025: 1,980 2,302 131 -473 -140 1,638 2,293: 1,387 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 51.9 1.2 55.5 25.3 76.7 78.4: 23.3 21.6
Old : 100.0: 20.0 51.9 1.2 55.5 25.3 76.7 78.4: 23.3 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 : 73: 18 26 5 16 16 36 45:
Old : 73: 18 26 5 16 16 36 45:
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 : 43.9 36.1 54.5 46.2 43.9 36.1 54.5 46.2
Old : 43.9 36.1 54.5 46.2 43.9 36.1 54.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Old : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 214: 16 76 -4 206 129 218 201: -4 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
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 : 56: 7 17 4 20 18 30 36:
Old : 56: 7 17 4 20 18 30 36:
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 : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Old : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005