WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 274,344: 48,149 34,676 50,947 137,004 142,984 236,100 228,608: 38,244 45,736
Old : 187,084: 36,962 35,894 20,238 103,467 101,472 160,666 157,604: 26,418 29,480
Other: 87,260: 19,220 6,815 22,676 33,537 41,512 75,434 71,004: 11,826 16,256
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,924: 6,176 -20,575 9,672 -2,217 18,004 13,631 7,101: -707 5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.6 18.6 49.9 52.1 86.1 83.3: 13.9 16.7
Old : 100.0: 19.8 19.2 10.8 55.3 54.2 85.9 84.2: 14.1 15.8
Other: 100.0: 22.0 7.8 26.0 38.4 47.6 86.4 81.4: 13.6 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 69 82 74 49 60 174 169:
Old : 200: 57 79 51 29 54 123 148:
Other: 142: 57 32 51 33 43 110 108:
:----------------------------------------------------------------------------------------------------
: 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 34.1 40.3 40.9 28.1 32.0 39.3 37.5
Old : 37.8 36.1 49.5 43.3 36.7 35.8 48.3 42.4
Other: 33.0 31.7 44.2 41.8 29.6 26.2 35.1 31.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 767,305: 105,754 97,353 105,221 413,138 348,906 624,113 551,479: 143,193 215,826
Old : 619,198: 92,894 100,335 78,095 328,795 286,305 499,784 464,735: 119,414 154,463
Other: 148,107: 20,474 4,631 19,512 84,343 62,601 124,328 86,744: 23,779 61,363
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,820: 16,192 -44,569 15,465 -713 36,532 30,944 7,429: -18,124 5,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.7 13.7 53.8 45.5 81.3 71.9: 18.7 28.1
Old : 100.0: 15.0 16.2 12.6 53.1 46.2 80.7 75.1: 19.3 24.9
Other: 100.0: 13.8 3.1 13.2 56.9 42.3 83.9 58.6: 16.1 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 122 114 135 201 190 404 376:
Old : 473: 111 119 117 189 181 374 360:
Other: 292: 68 41 46 100 144 184 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 15.8 25.0 20.7 15.1 11.8 24.1 15.7
Old : 17.3 17.4 28.2 22.0 17.3 12.7 26.6 17.0
Other: 28.5 13.0 37.7 19.5 27.4 10.3 34.0 15.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 8,135: 1,944 544 336 1,565 5,054 3,845 5,935: 4,289 2,200
Old : 6,781: 1,830 544 159 1,494 4,459 3,484 5,162: 3,297 1,619
Other: 1,354: 115 2 176 71 595 362 773: 992 581
: : :
: : Changes in Commitments from: February 22, 2005 :
: -609: -262 -8 61 -686 -1,000 -887 -947: 277 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.7 4.1 19.2 62.1 47.3 73.0: 52.7 27.0
Old : 100.0: 27.0 8.0 2.3 22.0 65.8 51.4 76.1: 48.6 23.9
Other: 100.0: 8.5 0.1 13.0 5.2 44.0 26.7 57.1: 73.3 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 3 5 9 15 24 23:
Old : 34: 15 3 4 9 14 24 21:
Other: 16: 5 2 4 4 6 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 38.2 33.3 53.3 18.6 37.4 27.0 49.4
Old : 27.0 43.6 38.8 60.2 22.6 42.4 31.5 55.1
Other: 15.2 36.9 25.0 54.3 11.1 36.8 13.6 44.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 383,336: 53,329 38,210 89,919 170,915 147,586 314,163 275,715: 69,173 107,620
Old : 333,590: 52,059 46,484 72,381 152,608 132,374 277,048 251,238: 56,542 82,352
Other: 49,746: 11,867 2,324 6,941 18,307 15,213 37,115 24,478: 12,631 25,268
: : :
: : Changes in Commitments from: February 22, 2005 :
: 29,199: 13,555 -11,117 14,436 240 11,924 28,231 15,243: 967 13,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.0 23.5 44.6 38.5 82.0 71.9: 18.0 28.1
Old : 100.0: 15.6 13.9 21.7 45.7 39.7 83.1 75.3: 16.9 24.7
Other: 100.0: 23.9 4.7 14.0 36.8 30.6 74.6 49.2: 25.4 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 101 121 128 86 103 274 275:
Old : 344: 95 127 115 84 100 262 265:
Other: 152: 42 37 36 29 57 89 114:
:----------------------------------------------------------------------------------------------------
: 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 17.3 34.1 23.8 14.9 7.9 22.1 11.3
Old : 24.1 18.3 35.7 25.3 15.0 9.0 23.2 13.0
Other: 27.8 15.9 41.5 22.3 25.1 12.4 36.3 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,745: 10,316 4,054 77 350 555 10,743 4,686: 3,002 9,059
Old : 9,873: 7,145 3,838 51 350 555 7,546 4,444: 2,327 5,429
Other: 3,872: 3,181 226 16 0 0 3,197 242: 675 3,630
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,348: 5,646 925 -1,173 150 86 4,623 -162: -275 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 29.5 0.6 2.5 4.0 78.2 34.1: 21.8 65.9
Old : 100.0: 72.4 38.9 0.5 3.5 5.6 76.4 45.0: 23.6 55.0
Other: 100.0: 82.2 5.8 0.4 0.0 0.0 82.6 6.3: 17.4 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 8 6 1 2 17 14:
Old : 24: 14 8 5 1 2 16 14:
Other: 6: 5 1 2 0 0 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 51.8 21.2 64.0 30.6 51.6 21.2 63.6 30.4
Old : 43.3 27.3 60.0 40.3 43.0 27.3 59.6 40.2
Other: 82.3 6.3 82.6 6.3 81.9 5.8 82.2 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 168,740: 28,015 16,507 34,523 79,990 102,729 142,528 153,759: 26,212 14,982
Old : 146,835: 28,656 19,757 24,917 70,974 88,208 124,547 132,882: 22,289 13,953
Other: 21,905: 5,240 2,630 3,726 9,016 14,521 17,981 20,877: 3,924 1,028
: : :
: : Changes in Commitments from: February 22, 2005 :
: -10,333: 8,611 -20,867 4,058 -19,311 14,858 -6,642 -1,951: -3,691 -8,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 20.5 47.4 60.9 84.5 91.1: 15.5 8.9
Old : 100.0: 19.5 13.5 17.0 48.3 60.1 84.8 90.5: 15.2 9.5
Other: 100.0: 23.9 12.0 17.0 41.2 66.3 82.1 95.3: 17.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 45 31 40 44 46 116 100:
Old : 144: 45 37 39 44 46 115 100:
Other: 50: 16 10 15 17 15 38 35:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 35.1 26.8 45.8 15.3 26.8 24.4 35.1
Old : 17.9 32.5 29.9 43.8 17.5 28.2 26.3 36.1
Other: 35.2 54.4 51.2 69.2 29.5 41.7 38.2 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 998,124: 113,193 134,878 159,053 548,154 496,637 820,400 790,567: 177,724 207,557
Old : 998,124: 113,193 134,878 159,053 548,154 496,637 820,400 790,567: 177,724 207,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 53,502: -21,793 6,658 30,702 38,318 14,633 47,227 51,993: 6,275 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.5 15.9 54.9 49.8 82.2 79.2: 17.8 20.8
Old : 100.0: 11.3 13.5 15.9 54.9 49.8 82.2 79.2: 17.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 39 37 52 79 87 142 153:
Old : 177: 39 37 52 79 87 142 153:
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 : 21.9 13.7 29.6 24.0 15.4 11.1 21.4 18.9
Old : 21.9 13.7 29.6 24.0 15.4 11.1 21.4 18.9
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 169,831: 26,551 15,412 35,424 74,547 94,219 136,522 145,055: 33,309 24,776
Old : 143,942: 30,235 15,569 23,747 60,958 82,618 114,941 121,934: 29,001 22,008
Other: 25,889: 1,896 5,423 6,097 13,588 11,601 21,582 23,122: 4,308 2,768
: : :
: : Changes in Commitments from: February 22, 2005 :
: -8,533: 782 -5,512 -3,731 -4,839 4,699 -7,789 -4,545: -744 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.1 20.9 43.9 55.5 80.4 85.4: 19.6 14.6
Old : 100.0: 21.0 10.8 16.5 42.3 57.4 79.9 84.7: 20.1 15.3
Other: 100.0: 7.3 20.9 23.6 52.5 44.8 83.4 89.3: 16.6 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 37 39 44 52 59 124 125:
Old : 164: 45 40 43 51 59 123 124:
Other: 68: 14 15 18 25 22 48 47:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 24.0 25.2 35.1 10.6 14.8 16.3 22.8
Old : 13.1 25.4 21.7 35.4 11.0 18.4 17.7 28.0
Other: 41.5 44.8 55.0 61.8 33.0 36.2 41.4 45.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 5,303: 2,163 2,157 415 1,301 1,248 3,879 3,820: 1,424 1,483
Old : 5,230: 2,180 2,153 370 1,301 1,240 3,851 3,763: 1,379 1,467
Other: 73: 0 21 28 0 8 28 57: 45 16
: : :
: : Changes in Commitments from: February 22, 2005 :
: -681: 303 -167 -47 -583 -263 -327 -478: -354 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 40.7 7.8 24.5 23.5 73.2 72.0: 26.8 28.0
Old : 100.0: 41.7 41.2 7.1 24.9 23.7 73.6 71.9: 26.4 28.1
Other: 100.0: 0.0 29.0 38.9 0.0 10.6 38.9 78.5: 61.1 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 12 4 10 9 24 23:
Old : 37: 13 11 4 10 9 24 23:
Other: 4: 0 3 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 34.4 31.5 47.7 49.6 30.4 29.4 40.5 41.8
Old : 34.8 31.9 48.3 50.0 30.8 29.8 41.1 42.2
Other: 38.9 78.5 38.9 78.5 0.0 39.6 0.0 39.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 364,596: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,557 130,691
Old : 364,596: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,557 130,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,382: 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268: -2,572 12,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Old : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
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: 15 26 5 39 47 55 77:
Old : 101: 15 26 5 39 47 55 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 : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Old : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 2,533,951: 387,560 404,248 331,162 1,511,872 1,184,865 2,230,595 1,920,275: 303,357 613,676
Old : 2,533,951: 387,560 404,248 331,162 1,511,872 1,184,865 2,230,595 1,920,275: 303,357 613,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 54,827: -61,008 50,174 -41,036 194,979 35,421 92,934 44,559: -38,107 10,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.0 13.1 59.7 46.8 88.0 75.8: 12.0 24.2
Old : 100.0: 15.3 16.0 13.1 59.7 46.8 88.0 75.8: 12.0 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 : 266: 45 68 69 111 139 195 237:
Old : 266: 45 68 69 111 139 195 237:
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 : 29.3 11.0 44.8 18.2 25.4 10.2 35.4 15.2
Old : 29.3 11.0 44.8 18.2 25.4 10.2 35.4 15.2
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 1,584,986: 220,201 252,595 217,035 995,363 724,302 1,432,598 1,193,932: 152,387 391,054
Old : 1,584,986: 220,201 252,595 217,035 995,363 724,302 1,432,598 1,193,932: 152,387 391,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 94,678: 5,880 70,715 48,646 44,446 -53,857 98,972 65,504: -4,295 29,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.9 13.7 62.8 45.7 90.4 75.3: 9.6 24.7
Old : 100.0: 13.9 15.9 13.7 62.8 45.7 90.4 75.3: 9.6 24.7
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 : 190: 37 50 51 67 91 130 166:
Old : 190: 37 50 51 67 91 130 166:
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 : 23.0 10.9 35.3 19.4 20.7 9.5 31.8 14.7
Old : 23.0 10.9 35.3 19.4 20.7 9.5 31.8 14.7
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 611,475: 199,819 40,049 154,048 193,511 349,923 547,378 544,020: 64,096 67,455
Old : 611,475: 199,819 40,049 154,048 193,511 349,923 547,378 544,020: 64,096 67,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 31,647: 55,633 515 20,693 -13,921 -19,211 62,406 1,997: -30,759 29,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 6.5 25.2 31.6 57.2 89.5 89.0: 10.5 11.0
Old : 100.0: 32.7 6.5 25.2 31.6 57.2 89.5 89.0: 10.5 11.0
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: 35 14 28 50 50 95 82:
Old : 104: 35 14 28 50 50 95 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 : 36.4 40.7 53.8 53.9 27.1 34.3 34.6 39.3
Old : 36.4 40.7 53.8 53.9 27.1 34.3 34.6 39.3
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 54,909: 16,600 2,877 808 22,885 41,175 40,292 44,860: 14,616 10,049
Old : 54,909: 16,600 2,877 808 22,885 41,175 40,292 44,860: 14,616 10,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,117: 2,534 -282 131 1,247 2,465 3,912 2,314: 205 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.2 1.5 41.7 75.0 73.4 81.7: 26.6 18.3
Old : 100.0: 30.2 5.2 1.5 41.7 75.0 73.4 81.7: 26.6 18.3
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 : 67: 27 9 6 22 15 52 27:
Old : 67: 27 9 6 22 15 52 27:
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 : 26.0 60.3 36.9 69.7 26.0 59.1 36.6 68.4
Old : 26.0 60.3 36.9 69.7 26.0 59.1 36.6 68.4
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 78,695: 10,953 24,606 5,422 53,195 25,656 69,569 55,684: 9,126 23,011
Old : 78,695: 10,953 24,606 5,422 53,195 25,656 69,569 55,684: 9,126 23,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,681: 2,376 -711 1,994 -1,899 656 2,471 1,938: -789 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 31.3 6.9 67.6 32.6 88.4 70.8: 11.6 29.2
Old : 100.0: 13.9 31.3 6.9 67.6 32.6 88.4 70.8: 11.6 29.2
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 : 74: 23 25 18 20 14 50 50:
Old : 74: 23 25 18 20 14 50 50:
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 : 41.7 42.3 60.9 51.5 37.2 39.0 54.1 45.0
Old : 41.7 42.3 60.9 51.5 37.2 39.0 54.1 45.0
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Old : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,220: -569 -19 -78 3,413 3,432 2,766 3,335: 454 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Old : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
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 : 60: 3 24 4 19 22 25 47:
Old : 60: 3 24 4 19 22 25 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 : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Old : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Old : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -74: 0 -373 0 -4 284 -4 -89: -70 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Old : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
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 : 26: 1 8 0 6 12 7 20:
Old : 26: 1 8 0 6 12 7 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 : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Old : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005