WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 16, 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 : 254,388: 46,038 88,282 16,018 169,155 112,879 231,211 217,179: 23,177 37,209
Old : 243,753: 45,178 86,479 13,964 162,376 109,395 221,518 209,838: 22,235 33,915
Other: 10,635: 2,875 3,818 39 6,779 3,484 9,693 7,341: 942 3,294
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,459: 3,593 9,221 -3,931 4,412 -1,289 4,074 4,001: -615 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 34.7 6.3 66.5 44.4 90.9 85.4: 9.1 14.6
Old : 100.0: 18.5 35.5 5.7 66.6 44.9 90.9 86.1: 9.1 13.9
Other: 100.0: 27.0 35.9 0.4 63.7 32.8 91.1 69.0: 8.9 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 64 100 47 41 50 137 174:
Old : 239: 64 106 41 38 50 130 172:
Other: 67: 17 13 3 10 34 28 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 : 34.5 28.8 51.1 35.6 34.5 22.4 49.2 28.6
Old : 36.0 29.9 52.6 36.6 36.0 25.0 51.3 31.7
Other: 56.5 32.1 70.0 42.6 53.8 30.6 67.3 40.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 16, 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 : 728,262: 120,555 113,134 59,785 427,089 374,213 607,429 547,132: 120,833 181,130
Old : 103,870: 26,585 21,883 73 47,761 56,863 74,419 78,819: 29,451 25,051
Other: 624,392: 121,402 118,683 32,280 379,328 317,350 533,010 468,313: 91,382 156,079
: : :
: : Changes in Commitments from: August 9, 2005 :
: -4,906: -5,145 33,586 -14,578 21,225 -26,120 1,502 -7,112: -6,408 2,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.5 8.2 58.6 51.4 83.4 75.1: 16.6 24.9
Old : 100.0: 25.6 21.1 0.1 46.0 54.7 71.6 75.9: 28.4 24.1
Other: 100.0: 19.4 19.0 5.2 60.8 50.8 85.4 75.0: 14.6 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 122 126 104 211 228 398 409:
Old : 354: 71 58 3 130 122 203 181:
Other: 542: 122 126 73 157 219 320 383:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 16.8 33.1 22.4 23.3 15.9 32.3 21.0
Old : 18.2 21.4 26.5 35.2 18.2 21.4 26.3 35.2
Other: 25.4 17.8 36.5 23.7 25.4 16.8 35.9 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 16, 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 : 6,182: 3,002 297 24 722 4,566 3,748 4,887: 2,434 1,295
Old : 6,180: 3,002 297 24 721 4,565 3,747 4,886: 2,433 1,294
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 9, 2005 :
: -1,405: -288 -59 1 -722 -1,196 -1,009 -1,254: -396 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 4.8 0.4 11.7 73.9 60.6 79.1: 39.4 20.9
Old : 100.0: 48.6 4.8 0.4 11.7 73.9 60.6 79.1: 39.4 20.9
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 4 3 9 13 23 18:
Old : 31: 12 4 3 9 13 23 18:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 45.6 48.8 63.9 34.6 44.0 48.8 60.7
Old : 34.7 45.6 48.8 63.9 34.7 44.0 48.8 60.7
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 16, 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 : 258,024: 65,536 27,383 19,422 124,827 146,454 209,785 193,259: 48,239 64,765
Old : 252,473: 65,016 27,636 16,588 123,648 145,028 205,252 189,252: 47,221 63,221
Other: 5,551: 3,354 2,581 0 1,179 1,426 4,533 4,007: 1,018 1,544
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,505: 3,686 3,091 1,675 192 -4,706 5,553 60: -4,048 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.6 7.5 48.4 56.8 81.3 74.9: 18.7 25.1
Old : 100.0: 25.8 10.9 6.6 49.0 57.4 81.3 75.0: 18.7 25.0
Other: 100.0: 60.4 46.5 0.0 21.2 25.7 81.7 72.2: 18.3 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 104 70 75 89 118 235 238:
Old : 328: 104 73 71 89 118 233 234:
Other: 97: 14 21 0 9 56 23 77:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 20.1 36.9 29.8 26.5 17.8 36.8 25.8
Old : 27.2 20.4 37.7 30.2 27.1 18.3 37.6 26.6
Other: 60.1 37.3 72.7 52.2 60.1 37.3 72.7 52.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 16, 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 : 132,465: 26,211 21,540 16,015 71,510 81,523 113,736 119,078: 18,729 13,387
Old : 21,788: 10,328 4,343 20 8,648 15,810 18,996 20,173: 2,792 1,615
Other: 110,677: 20,520 21,834 11,358 62,862 65,713 94,740 98,905: 15,937 11,772
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,734: -3,292 4,932 3,844 8,866 -956 9,418 7,820: -2,684 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 16.3 12.1 54.0 61.5 85.9 89.9: 14.1 10.1
Old : 100.0: 47.4 19.9 0.1 39.7 72.6 87.2 92.6: 12.8 7.4
Other: 100.0: 18.5 19.7 10.3 56.8 59.4 85.6 89.4: 14.4 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 37 34 29 45 38 99 94:
Old : 72: 23 10 1 18 24 41 35:
Other: 135: 39 37 27 44 36 95 91:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 30.2 35.2 44.0 24.0 24.8 34.1 36.7
Old : 27.2 45.2 45.4 61.4 27.2 44.7 45.4 60.9
Other: 28.2 31.6 40.3 43.6 27.9 26.7 37.8 37.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 16, 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 : 596,441: 88,547 70,990 11,321 366,629 350,435 466,497 432,746: 129,944 163,695
Old : 596,441: 88,547 70,990 11,321 366,629 350,435 466,497 432,746: 129,944 163,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 21,752: 10,311 -14,996 3,218 -16,882 27,573 -3,353 15,795: 25,105 5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.9 1.9 61.5 58.8 78.2 72.6: 21.8 27.4
Old : 100.0: 14.8 11.9 1.9 61.5 58.8 78.2 72.6: 21.8 27.4
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 : 157: 26 29 21 66 80 100 123:
Old : 157: 26 29 21 66 80 100 123:
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 : 28.1 15.0 35.2 23.8 25.9 12.5 31.8 20.0
Old : 28.1 15.0 35.2 23.8 25.9 12.5 31.8 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 Code-026603
Commitments of Traders - Futures Only, August 16, 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 : 105,339: 15,383 5,985 13,929 49,369 70,186 78,681 90,100: 26,658 15,239
Old : 18,001: 5,487 977 300 7,361 12,920 13,148 14,197: 4,853 3,804
Other: 87,338: 12,498 7,610 11,027 42,008 57,266 65,533 75,903: 21,805 11,435
: : :
: : Changes in Commitments from: August 9, 2005 :
: -3,170: -5,356 1,445 56 5,957 -2,631 657 -1,130: -3,827 -2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.7 13.2 46.9 66.6 74.7 85.5: 25.3 14.5
Old : 100.0: 30.5 5.4 1.7 40.9 71.8 73.0 78.9: 27.0 21.1
Other: 100.0: 14.3 8.7 12.6 48.1 65.6 75.0 86.9: 25.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 37 17 28 48 44 98 82:
Old : 82: 25 7 1 29 25 54 33:
Other: 112: 29 26 26 44 38 90 75:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 36.0 27.8 49.6 14.9 32.5 21.3 44.2
Old : 17.7 43.9 32.9 57.0 17.7 40.7 31.4 53.8
Other: 21.3 39.1 30.0 52.1 19.1 35.1 26.2 47.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 16, 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 : 7,018: 2,715 1,334 998 1,906 2,821 5,619 5,153: 1,399 1,865
Old : 7,018: 2,715 1,334 998 1,906 2,821 5,619 5,153: 1,399 1,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -142: -4 79 -38 -84 -215 -126 -174: -16 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 19.0 14.2 27.2 40.2 80.1 73.4: 19.9 26.6
Old : 100.0: 38.7 19.0 14.2 27.2 40.2 80.1 73.4: 19.9 26.6
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 : 44: 12 12 9 13 12 33 26:
Old : 44: 12 12 9 13 12 33 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 : 37.3 32.9 53.2 51.3 36.8 32.6 49.9 44.4
Old : 37.3 32.9 53.2 51.3 36.8 32.6 49.9 44.4
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 Code-042601
Commitments of Traders - Futures Only, August 16, 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 : 372,247: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,419 110,022
Old : 372,247: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,419 110,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,761: 1,277 -11,674 -304 6,669 14,340 7,642 2,362: -3,881 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.3 0.3 57.9 42.8 86.2 70.4: 13.8 29.6
Old : 100.0: 28.0 27.3 0.3 57.9 42.8 86.2 70.4: 13.8 29.6
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 : 105: 17 23 3 45 43 63 68:
Old : 105: 17 23 3 45 43 63 68:
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 : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Old : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
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 Code-043602
Commitments of Traders - Futures Only, August 16, 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 : 2,081,007: 487,471 389,062 143,145 1,216,569 1,125,995 1,847,185 1,658,202: 233,822 422,805
Old : 2,081,007: 487,471 389,062 143,145 1,216,569 1,125,995 1,847,185 1,658,202: 233,822 422,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 63,399: -29,079 -51,507 35,852 40,704 72,353 47,477 56,698: 15,922 6,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.7 6.9 58.5 54.1 88.8 79.7: 11.2 20.3
Old : 100.0: 23.4 18.7 6.9 58.5 54.1 88.8 79.7: 11.2 20.3
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 : 254: 53 58 45 84 114 159 197:
Old : 254: 53 58 45 84 114 159 197:
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 : 37.4 22.7 53.6 32.8 35.1 19.6 44.9 27.3
Old : 37.4 22.7 53.6 32.8 35.1 19.6 44.9 27.3
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 Code-044601
Commitments of Traders - Futures Only, August 16, 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 : 1,484,748: 204,179 406,133 43,895 1,099,463 727,785 1,347,537 1,177,813: 137,211 306,935
Old : 1,484,748: 204,179 406,133 43,895 1,099,463 727,785 1,347,537 1,177,813: 137,211 306,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -36,982: 17,287 -34,157 17,314 -72,053 -17,203 -37,452 -34,046: 470 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 27.4 3.0 74.1 49.0 90.8 79.3: 9.2 20.7
Old : 100.0: 13.8 27.4 3.0 74.1 49.0 90.8 79.3: 9.2 20.7
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 : 183: 39 40 24 64 84 111 140:
Old : 183: 39 40 24 64 84 111 140:
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 : 36.6 21.9 49.9 31.7 34.1 21.4 46.1 30.8
Old : 36.6 21.9 49.9 31.7 34.1 21.4 46.1 30.8
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 Code-045601
Commitments of Traders - Futures Only, August 16, 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 : 380,274: 135,865 43,255 51,616 142,445 253,649 329,926 348,520: 50,348 31,754
Old : 380,274: 135,865 43,255 51,616 142,445 253,649 329,926 348,520: 50,348 31,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 184: 15,624 -6,613 6,720 -20,634 -1,974 1,710 -1,867: -1,526 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 11.4 13.6 37.5 66.7 86.8 91.6: 13.2 8.4
Old : 100.0: 35.7 11.4 13.6 37.5 66.7 86.8 91.6: 13.2 8.4
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 : 108: 29 25 29 46 38 90 77:
Old : 108: 29 25 29 46 38 90 77:
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 : 34.0 34.9 45.4 47.1 28.3 32.1 36.2 42.0
Old : 34.0 34.9 45.4 47.1 28.3 32.1 36.2 42.0
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 Code-124601
Commitments of Traders - Futures Only, August 16, 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 : 31,470: 8,526 6,217 6 16,269 18,268 24,801 24,491: 6,669 6,979
Old : 31,470: 8,526 6,217 6 16,269 18,268 24,801 24,491: 6,669 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 560: -206 624 4 370 270 168 898: 392 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.8 0.0 51.7 58.0 78.8 77.8: 21.2 22.2
Old : 100.0: 27.1 19.8 0.0 51.7 58.0 78.8 77.8: 21.2 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 : 56: 14 12 2 20 11 36 23:
Old : 56: 14 12 2 20 11 36 23:
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 : 31.7 45.4 46.9 61.4 31.7 45.4 46.9 61.3
Old : 31.7 45.4 46.9 61.4 31.7 45.4 46.9 61.3
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 Code-124603
Commitments of Traders - Futures Only, August 16, 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 : 63,998: 12,144 38,507 483 40,976 13,879 53,603 52,869: 10,395 11,129
Old : 63,998: 12,144 38,507 483 40,976 13,879 53,603 52,869: 10,395 11,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,876: 904 2,399 81 4,377 3,694 5,362 6,174: -486 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 60.2 0.8 64.0 21.7 83.8 82.6: 16.2 17.4
Old : 100.0: 19.0 60.2 0.8 64.0 21.7 83.8 82.6: 16.2 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 : 81: 22 29 5 20 14 44 46:
Old : 81: 22 29 5 20 14 44 46:
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 : 51.1 33.2 60.5 46.0 51.1 33.2 60.3 45.8
Old : 51.1 33.2 60.5 46.0 51.1 33.2 60.3 45.8
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 Code-246602
Commitments of Traders - Futures Only, August 16, 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 : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Old : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,831: 291 -899 269 1,460 2,768 2,020 2,138: -189 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
Old : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
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 : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 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 : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Old : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005