WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 257,888: 43,440 68,720 24,113 160,148 120,350 227,701 213,183: 30,187 44,705
Old : 248,580: 43,205 66,773 22,491 153,581 117,763 219,277 207,027: 29,303 41,553
Other: 9,308: 1,841 3,553 16 6,567 2,587 8,424 6,156: 884 3,152
: : :
: : Changes in Commitments from: July 26, 2005 :
: 8,745: -1,425 -1,159 2,932 -292 -554 1,215 1,219: 7,530 7,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.6 9.4 62.1 46.7 88.3 82.7: 11.7 17.3
Old : 100.0: 17.4 26.9 9.0 61.8 47.4 88.2 83.3: 11.8 16.7
Other: 100.0: 19.8 38.2 0.2 70.6 27.8 90.5 66.1: 9.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 55 100 52 40 52 137 173:
Old : 233: 55 104 49 37 52 132 172:
Other: 64: 14 15 1 10 33 24 49:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 30.7 47.6 37.0 32.4 25.3 47.1 31.4
Old : 33.6 31.8 49.1 38.2 33.6 28.2 48.9 34.5
Other: 62.8 33.2 75.5 43.5 60.4 31.4 72.8 40.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 743,559: 143,203 76,057 73,620 397,558 413,696 614,381 563,373: 129,178 180,186
Old : 249,086: 35,850 64,514 160 178,690 148,015 214,700 212,689: 34,386 36,397
Other: 494,473: 162,168 66,358 18,645 218,868 265,681 399,681 350,684: 94,792 143,789
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,718: 2,528 1,072 913 -4,850 -754 -1,409 1,231: 5,127 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.2 9.9 53.5 55.6 82.6 75.8: 17.4 24.2
Old : 100.0: 14.4 25.9 0.1 71.7 59.4 86.2 85.4: 13.8 14.6
Other: 100.0: 32.8 13.4 3.8 44.3 53.7 80.8 70.9: 19.2 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 143 98 119 194 235 408 405:
Old : 413: 72 91 3 117 154 192 245:
Other: 532: 152 89 65 147 224 332 349:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 18.6 31.6 24.5 21.8 16.5 31.1 21.4
Old : 41.6 29.6 57.0 40.7 41.6 29.6 56.9 40.7
Other: 18.7 15.3 26.5 20.9 18.4 14.3 26.2 19.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 7,734: 3,288 360 205 1,580 5,715 5,073 6,280: 2,661 1,454
Old : 7,734: 3,288 360 205 1,580 5,715 5,073 6,280: 2,661 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -175: -440 15 176 -144 -325 -408 -134: 233 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.7 2.7 20.4 73.9 65.6 81.2: 34.4 18.8
Old : 100.0: 42.5 4.7 2.7 20.4 73.9 65.6 81.2: 34.4 18.8
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 : 33: 12 4 4 9 14 24 20:
Old : 33: 12 4 4 9 14 24 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 : 35.1 45.8 52.3 63.0 35.1 45.7 48.5 59.4
Old : 35.1 45.8 52.3 63.0 35.1 45.7 48.5 59.4
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, August 2, 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 : 272,292: 70,606 24,332 17,506 128,304 166,197 216,416 208,035: 55,876 64,257
Old : 268,157: 70,225 25,173 14,831 127,975 165,000 213,031 205,004: 55,126 63,153
Other: 4,135: 3,056 1,834 0 329 1,197 3,385 3,031: 750 1,104
: : :
: : Changes in Commitments from: July 26, 2005 :
: -772: 1,591 -2,903 2,413 -3,719 1,731 285 1,241: -1,057 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.9 6.4 47.1 61.0 79.5 76.4: 20.5 23.6
Old : 100.0: 26.2 9.4 5.5 47.7 61.5 79.4 76.4: 20.6 23.6
Other: 100.0: 73.9 44.4 0.0 8.0 28.9 81.9 73.3: 18.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 122 74 67 85 124 249 237:
Old : 355: 123 76 61 85 124 247 233:
Other: 94: 11 20 0 8 56 19 76:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 22.3 34.0 32.2 23.6 19.7 33.9 27.5
Old : 24.0 22.5 34.5 32.5 24.0 19.9 34.4 27.8
Other: 58.1 46.8 70.4 57.6 58.1 46.8 70.4 57.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 137,333: 35,437 11,681 16,932 58,867 96,298 111,236 124,911: 26,097 12,422
Old : 25,926: 13,547 3,319 743 6,939 18,443 21,229 22,505: 4,697 3,421
Other: 111,407: 30,091 16,563 7,988 51,928 77,855 90,007 102,406: 21,400 9,001
: : :
: : Changes in Commitments from: July 26, 2005 :
: 259: -1,337 2,111 2,330 -15 -3,340 978 1,101: -719 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.5 12.3 42.9 70.1 81.0 91.0: 19.0 9.0
Old : 100.0: 52.3 12.8 2.9 26.8 71.1 81.9 86.8: 18.1 13.2
Other: 100.0: 27.0 14.9 7.2 46.6 69.9 80.8 91.9: 19.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 55 23 34 38 34 114 83:
Old : 85: 36 13 9 20 24 56 46:
Other: 132: 51 33 23 35 29 100 72:
:----------------------------------------------------------------------------------------------------
: 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 40.2 33.2 54.8 22.5 34.3 31.2 48.2
Old : 20.5 40.0 33.5 53.7 18.3 39.8 30.0 53.0
Other: 28.4 44.8 39.4 58.0 27.7 41.0 37.2 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 554,372: 77,271 83,775 6,308 366,151 306,042 449,730 396,125: 104,642 158,247
Old : 554,372: 77,271 83,775 6,308 366,151 306,042 449,730 396,125: 104,642 158,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,700: -10,998 11,445 -729 18,280 -14,703 6,553 -3,987: -8,253 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.1 1.1 66.0 55.2 81.1 71.5: 18.9 28.5
Old : 100.0: 13.9 15.1 1.1 66.0 55.2 81.1 71.5: 18.9 28.5
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 : 155: 27 30 20 64 73 100 114:
Old : 155: 27 30 20 64 73 100 114:
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 : 29.1 14.6 36.8 23.0 26.7 12.9 32.7 18.8
Old : 29.1 14.6 36.8 23.0 26.7 12.9 32.7 18.8
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, August 2, 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 : 113,404: 22,271 2,590 17,972 42,059 78,201 82,302 98,763: 31,102 14,641
Old : 30,784: 10,805 1,458 2,034 10,495 21,083 23,334 24,575: 7,450 6,209
Other: 82,620: 18,930 8,596 8,474 31,564 57,118 58,968 74,188: 23,652 8,432
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,998: -2,825 1,378 2,912 -3,983 -8,909 -3,896 -4,619: -1,102 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.3 15.8 37.1 69.0 72.6 87.1: 27.4 12.9
Old : 100.0: 35.1 4.7 6.6 34.1 68.5 75.8 79.8: 24.2 20.2
Other: 100.0: 22.9 10.4 10.3 38.2 69.1 71.4 89.8: 28.6 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 46 13 34 54 48 119 87:
Old : 91: 23 9 11 37 35 66 53:
Other: 118: 43 19 25 44 36 100 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 36.6 23.5 50.3 10.6 32.8 16.7 43.8
Old : 18.8 33.6 31.5 47.0 17.5 29.4 28.0 38.7
Other: 18.0 40.8 26.7 54.6 14.4 37.2 22.0 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 7,663: 2,865 1,277 1,372 2,088 3,156 6,325 5,805: 1,338 1,858
Old : 7,663: 2,865 1,277 1,372 2,088 3,156 6,325 5,805: 1,338 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 158: -205 -5 287 124 -17 206 265: -48 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 16.7 17.9 27.2 41.2 82.5 75.8: 17.5 24.2
Old : 100.0: 37.4 16.7 17.9 27.2 41.2 82.5 75.8: 17.5 24.2
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: 17 10 9 13 12 35 26:
Old : 46: 17 10 9 13 12 35 26:
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 : 35.7 33.2 51.9 53.0 33.6 31.0 45.1 41.8
Old : 35.7 33.2 51.9 53.0 33.6 31.0 45.1 41.8
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, August 2, 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 : 360,649: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,423 106,989
Old : 360,649: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,423 106,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 530: 2,545 7,307 222 -1,325 -6,047 1,442 1,482: -912 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 31.3 0.6 55.2 38.5 85.2 70.3: 14.8 29.7
Old : 100.0: 29.4 31.3 0.6 55.2 38.5 85.2 70.3: 14.8 29.7
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 : 106: 15 29 4 44 41 61 72:
Old : 106: 15 29 4 44 41 61 72:
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 : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Old : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 2,006,687: 488,007 376,932 121,689 1,181,143 1,054,995 1,790,839 1,553,616: 215,848 453,071
Old : 2,006,687: 488,007 376,932 121,689 1,181,143 1,054,995 1,790,839 1,553,616: 215,848 453,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 96,875: 79,546 -8,119 -8,223 19,101 58,452 90,424 42,110: 6,451 54,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.8 6.1 58.9 52.6 89.2 77.4: 10.8 22.6
Old : 100.0: 24.3 18.8 6.1 58.9 52.6 89.2 77.4: 10.8 22.6
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 : 260: 54 58 42 89 122 161 204:
Old : 260: 54 58 42 89 122 161 204:
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 : 34.6 22.0 50.6 33.0 29.4 19.7 41.2 28.5
Old : 34.6 22.0 50.6 33.0 29.4 19.7 41.2 28.5
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, August 2, 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 : 1,450,245: 212,073 404,539 21,779 1,084,000 718,578 1,317,852 1,144,896: 132,393 305,349
Old : 1,450,245: 212,073 404,539 21,779 1,084,000 718,578 1,317,852 1,144,896: 132,393 305,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 118,323: 18,355 53,837 326 98,950 47,168 117,631 101,331: 692 16,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.9 1.5 74.7 49.5 90.9 78.9: 9.1 21.1
Old : 100.0: 14.6 27.9 1.5 74.7 49.5 90.9 78.9: 9.1 21.1
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 : 183: 37 42 20 67 80 109 137:
Old : 183: 37 42 20 67 80 109 137:
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 : 32.1 23.8 47.4 35.1 31.4 23.1 42.8 32.9
Old : 32.1 23.8 47.4 35.1 31.4 23.1 42.8 32.9
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, August 2, 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 : 379,708: 115,455 54,550 38,716 174,646 253,207 328,817 346,473: 50,891 33,235
Old : 379,708: 115,455 54,550 38,716 174,646 253,207 328,817 346,473: 50,891 33,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -53,187: 5,054 -447 -6,886 -44,586 -44,125 -46,418 -51,458: -6,769 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.4 10.2 46.0 66.7 86.6 91.2: 13.4 8.8
Old : 100.0: 30.4 14.4 10.2 46.0 66.7 86.6 91.2: 13.4 8.8
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 : 101: 29 21 29 41 37 84 73:
Old : 101: 29 21 29 41 37 84 73:
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 : 33.9 42.4 49.2 52.8 25.7 34.7 36.1 42.6
Old : 33.9 42.4 49.2 52.8 25.7 34.7 36.1 42.6
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, August 2, 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 : 30,723: 8,248 5,649 0 15,888 18,032 24,136 23,681: 6,587 7,042
Old : 30,723: 8,248 5,649 0 15,888 18,032 24,136 23,681: 6,587 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 767: 345 524 -1 535 542 879 1,065: -112 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.4 0.0 51.7 58.7 78.6 77.1: 21.4 22.9
Old : 100.0: 26.8 18.4 0.0 51.7 58.7 78.6 77.1: 21.4 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 : 53: 14 9 0 19 12 33 21:
Old : 53: 14 9 0 19 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 : 32.0 45.7 47.8 62.0 32.0 44.7 47.8 61.0
Old : 32.0 45.7 47.8 62.0 32.0 44.7 47.8 61.0
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, August 2, 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 : 54,527: 12,556 30,204 471 29,251 12,390 42,278 43,065: 12,249 11,462
Old : 54,527: 12,556 30,204 471 29,251 12,390 42,278 43,065: 12,249 11,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,674: 2,010 2,783 -187 -66 -977 1,757 1,619: -83 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 55.4 0.9 53.6 22.7 77.5 79.0: 22.5 21.0
Old : 100.0: 23.0 55.4 0.9 53.6 22.7 77.5 79.0: 22.5 21.0
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 : 74: 20 27 4 18 13 40 42:
Old : 74: 20 27 4 18 13 40 42:
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 : 43.6 37.9 53.2 49.0 43.6 37.9 53.2 49.0
Old : 43.6 37.9 53.2 49.0 43.6 37.9 53.2 49.0
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, August 2, 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 : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Old : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,065: -1,717 -378 -15 630 -642 -1,102 -1,035: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
Old : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 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 : 59: 6 18 4 21 20 30 39:
Old : 59: 6 18 4 21 20 30 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 : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Old : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005