WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 274,489: 55,932 28,364 53,601 135,730 156,459 245,263 238,424: 29,226 36,064
Old : 178,182: 42,149 34,346 18,480 100,528 106,908 161,157 159,735: 17,025 18,447
Other: 96,307: 24,363 4,597 24,542 35,202 49,551 84,106 78,689: 12,201 17,618
: : :
: : Changes in Commitments from: March 1, 2005 :
: 145: 7,783 -6,313 2,654 -1,274 13,475 9,163 9,816: -9,019 -9,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.3 19.5 49.4 57.0 89.4 86.9: 10.6 13.1
Old : 100.0: 23.7 19.3 10.4 56.4 60.0 90.4 89.6: 9.6 10.4
Other: 100.0: 25.3 4.8 25.5 36.6 51.5 87.3 81.7: 12.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 80 74 76 47 57 183 161:
Old : 201: 62 78 42 30 49 120 141:
Other: 150: 66 30 51 34 44 121 106:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 36.1 40.3 44.1 28.0 34.5 38.1 40.4
Old : 38.4 41.0 51.1 49.0 37.2 40.7 49.9 48.2
Other: 29.9 32.8 39.9 42.7 26.6 29.8 33.3 35.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 770,697: 113,308 82,460 105,265 414,058 362,670 632,631 550,394: 138,066 220,303
Old : 611,044: 100,972 87,916 75,343 322,791 295,612 499,106 458,870: 111,938 152,174
Other: 159,653: 21,242 3,449 21,017 91,266 67,058 133,525 91,524: 26,128 68,129
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,392: 7,554 -14,893 44 920 13,764 8,518 -1,085: -5,126 4,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.7 13.7 53.7 47.1 82.1 71.4: 17.9 28.6
Old : 100.0: 16.5 14.4 12.3 52.8 48.4 81.7 75.1: 18.3 24.9
Other: 100.0: 13.3 2.2 13.2 57.2 42.0 83.6 57.3: 16.4 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 126 102 124 203 197 400 368:
Old : 473: 110 115 106 186 186 368 348:
Other: 294: 71 32 47 103 150 185 219:
:----------------------------------------------------------------------------------------------------
: 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 16.0 24.9 21.1 15.1 11.6 24.1 15.4
Old : 17.8 17.8 28.9 22.7 17.8 13.4 27.2 17.3
Other: 28.5 12.1 38.1 18.2 25.2 7.0 32.2 11.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 7,899: 2,113 723 446 1,101 4,885 3,660 6,054: 4,239 1,845
Old : 6,285: 2,082 657 168 991 4,212 3,241 5,037: 3,043 1,248
Other: 1,615: 117 152 192 110 674 419 1,017: 1,196 597
: : :
: : Changes in Commitments from: March 1, 2005 :
: -235: 169 179 110 -464 -169 -185 120: -50 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 5.6 13.9 61.8 46.3 76.6: 53.7 23.4
Old : 100.0: 33.1 10.5 2.7 15.8 67.0 51.6 80.1: 48.4 19.9
Other: 100.0: 7.2 9.4 11.9 6.8 41.7 25.9 63.0: 74.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 6 6 8 13 26 22:
Old : 37: 17 4 3 8 12 26 18:
Other: 19: 3 6 5 5 6 13 12:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 40.1 29.2 53.9 19.4 39.7 25.6 53.0
Old : 27.1 47.1 35.3 63.2 24.0 47.1 31.6 62.7
Other: 13.2 34.5 22.5 53.3 10.0 34.5 13.9 50.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 406,317: 65,128 32,977 93,675 176,579 158,996 335,382 285,648: 70,934 120,669
Old : 346,999: 62,696 41,016 73,402 153,784 142,084 289,882 256,502: 57,118 90,498
Other: 59,318: 13,154 2,682 9,552 22,795 16,912 45,501 29,146: 13,817 30,171
: : :
: : Changes in Commitments from: March 1, 2005 :
: 22,981: 11,800 -5,233 3,755 5,664 11,410 21,219 9,932: 1,762 13,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.1 23.1 43.5 39.1 82.5 70.3: 17.5 29.7
Old : 100.0: 18.1 11.8 21.2 44.3 40.9 83.5 73.9: 16.5 26.1
Other: 100.0: 22.2 4.5 16.1 38.4 28.5 76.7 49.1: 23.3 50.9
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 110 125 134 93 112 291 290:
Old : 363: 101 133 115 87 107 268 279:
Other: 168: 58 35 39 34 63 108 121:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 16.3 33.7 22.7 15.4 7.2 22.2 10.9
Old : 25.0 18.1 35.5 25.4 15.1 8.6 23.1 12.7
Other: 27.6 12.7 40.9 18.9 25.3 9.8 34.9 13.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,527: 10,970 3,743 158 350 587 11,478 4,488: 3,049 10,039
Old : 9,145: 6,334 3,477 109 350 586 6,793 4,172: 2,352 4,973
Other: 5,382: 4,671 301 14 0 1 4,685 316: 697 5,066
: : :
: : Changes in Commitments from: March 1, 2005 :
: 782: 654 -311 81 0 32 735 -198: 47 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 25.8 1.1 2.4 4.0 79.0 30.9: 21.0 69.1
Old : 100.0: 69.3 38.0 1.2 3.8 6.4 74.3 45.6: 25.7 54.4
Other: 100.0: 86.8 5.6 0.3 0.0 0.0 87.0 5.9: 13.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 6 1 2 15 12:
Old : 20: 11 7 3 1 2 13 11:
Other: 10: 7 2 2 0 1 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 58.5 20.3 70.9 29.3 58.4 20.3 70.8 28.3
Old : 48.7 29.0 65.2 43.2 48.6 29.0 64.6 42.0
Other: 83.8 5.9 87.0 5.9 83.5 5.6 86.8 5.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 179,718: 34,913 14,212 35,096 80,171 116,444 150,180 165,753: 29,538 13,965
Old : 155,420: 32,895 16,933 25,857 71,881 99,834 130,633 142,624: 24,787 12,796
Other: 24,298: 7,251 2,512 4,007 8,289 16,610 19,547 23,129: 4,751 1,170
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,978: 6,899 -2,294 573 180 13,716 7,652 11,994: 3,326 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.9 19.5 44.6 64.8 83.6 92.2: 16.4 7.8
Old : 100.0: 21.2 10.9 16.6 46.2 64.2 84.1 91.8: 15.9 8.2
Other: 100.0: 29.8 10.3 16.5 34.1 68.4 80.4 95.2: 19.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 33 44 43 46 121 105:
Old : 150: 47 40 41 43 46 117 105:
Other: 51: 18 9 17 17 15 42 34:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 38.5 26.0 49.2 14.9 30.7 23.8 40.3
Old : 17.6 35.7 28.6 47.3 16.8 32.0 25.5 41.4
Other: 35.3 57.8 51.6 73.6 31.3 46.7 41.0 55.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 991,125: 120,625 132,657 167,158 547,975 487,074 835,758 786,889: 155,367 204,236
Old : 991,125: 120,625 132,657 167,158 547,975 487,074 835,758 786,889: 155,367 204,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -6,999: 7,432 -2,221 8,105 -179 -9,562 15,358 -3,679: -22,357 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.4 16.9 55.3 49.1 84.3 79.4: 15.7 20.6
Old : 100.0: 12.2 13.4 16.9 55.3 49.1 84.3 79.4: 15.7 20.6
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 : 181: 41 37 53 80 84 147 149:
Old : 181: 41 37 53 80 84 147 149:
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 : 21.7 13.3 29.4 24.0 15.1 11.4 20.4 18.7
Old : 21.7 13.3 29.4 24.0 15.1 11.4 20.4 18.7
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 8, 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 : 171,304: 34,656 13,721 33,112 70,632 101,656 138,400 148,489: 32,904 22,815
Old : 143,512: 36,873 12,510 23,684 54,582 87,333 115,139 123,527: 28,372 19,985
Other: 27,792: 1,685 5,113 5,527 16,050 14,323 23,261 24,962: 4,531 2,830
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,473: 8,105 -1,691 -2,312 -3,915 7,437 1,878 3,434: -405 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.0 19.3 41.2 59.3 80.8 86.7: 19.2 13.3
Old : 100.0: 25.7 8.7 16.5 38.0 60.9 80.2 86.1: 19.8 13.9
Other: 100.0: 6.1 18.4 19.9 57.7 51.5 83.7 89.8: 16.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 44 35 46 52 63 131 128:
Old : 171: 55 33 44 49 62 127 125:
Other: 72: 14 18 21 28 22 54 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 : 15.1 27.0 23.1 37.2 10.3 19.2 16.6 27.4
Old : 12.3 28.4 20.5 38.9 11.3 24.4 19.2 34.6
Other: 42.7 44.5 53.3 58.4 35.1 35.6 43.2 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 5,916: 2,908 2,180 477 978 1,747 4,363 4,405: 1,553 1,511
Old : 5,796: 2,901 2,175 423 978 1,714 4,301 4,311: 1,495 1,484
Other: 120: 9 7 53 0 34 62 94: 59 27
: : :
: : Changes in Commitments from: March 1, 2005 :
: 613: 745 23 62 -324 500 483 585: 130 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 36.9 8.1 16.5 29.5 73.7 74.5: 26.3 25.5
Old : 100.0: 50.1 37.5 7.3 16.9 29.6 74.2 74.4: 25.8 25.6
Other: 100.0: 7.5 6.0 43.8 0.0 27.9 51.3 77.7: 48.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 11 7 10 10 26 27:
Old : 38: 16 10 7 10 10 26 27:
Other: 6: 2 2 4 0 2 4 6:
:----------------------------------------------------------------------------------------------------
: 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 : 34.8 30.1 48.3 48.8 34.8 27.6 45.1 40.5
Old : 35.6 30.7 49.3 49.6 35.5 28.1 46.0 41.2
Other: 51.3 69.2 51.3 77.7 7.5 34.0 7.5 34.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 328,570: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,831 106,837
Old : 328,570: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,831 106,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -36,026: -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172: -3,726 -23,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Old : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
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 : 101: 16 26 3 37 46 53 75:
Old : 101: 16 26 3 37 46 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.4 42.9 26.4 30.1 16.7 39.5 23.7
Old : 30.9 18.4 42.9 26.4 30.1 16.7 39.5 23.7
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 8, 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 : 2,604,599: 375,345 481,463 397,967 1,622,255 1,151,170 2,395,567 2,030,601: 209,032 573,999
Old : 2,604,599: 375,345 481,463 397,967 1,622,255 1,151,170 2,395,567 2,030,601: 209,032 573,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 70,648: -12,216 77,215 66,805 110,383 -33,695 164,972 110,326: -94,325 -39,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.5 15.3 62.3 44.2 92.0 78.0: 8.0 22.0
Old : 100.0: 14.4 18.5 15.3 62.3 44.2 92.0 78.0: 8.0 22.0
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 : 285: 41 87 78 116 140 209 254:
Old : 285: 41 87 78 116 140 209 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 11.3 47.0 18.4 26.0 10.8 38.1 14.9
Old : 30.0 11.3 47.0 18.4 26.0 10.8 38.1 14.9
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 8, 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 : 1,668,740: 236,016 319,560 268,026 1,010,487 693,158 1,514,529 1,280,744: 154,211 387,996
Old : 1,668,740: 236,016 319,560 268,026 1,010,487 693,158 1,514,529 1,280,744: 154,211 387,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 83,754: 15,816 66,966 50,991 15,124 -31,144 81,930 86,812: 1,824 -3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.1 16.1 60.6 41.5 90.8 76.7: 9.2 23.3
Old : 100.0: 14.1 19.1 16.1 60.6 41.5 90.8 76.7: 9.2 23.3
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 : 195: 39 55 55 73 91 138 175:
Old : 195: 39 55 55 73 91 138 175:
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 : 26.3 12.1 39.7 21.0 21.6 9.7 32.8 14.7
Old : 26.3 12.1 39.7 21.0 21.6 9.7 32.8 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 8, 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 : 571,697: 193,929 46,243 158,472 181,910 330,984 534,311 535,698: 37,386 35,998
Old : 571,697: 193,929 46,243 158,472 181,910 330,984 534,311 535,698: 37,386 35,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -39,778: -5,890 6,194 4,424 -11,601 -18,939 -13,067 -8,321: -26,711 -31,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.1 27.7 31.8 57.9 93.5 93.7: 6.5 6.3
Old : 100.0: 33.9 8.1 27.7 31.8 57.9 93.5 93.7: 6.5 6.3
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 : 109: 31 20 33 51 53 96 92:
Old : 109: 31 20 33 51 53 96 92:
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 : 41.8 39.9 59.2 52.2 31.4 33.0 38.5 39.6
Old : 41.8 39.9 59.2 52.2 31.4 33.0 38.5 39.6
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 57,921: 16,940 2,654 1,678 24,094 43,014 42,712 47,345: 15,209 10,576
Old : 57,921: 16,940 2,654 1,678 24,094 43,014 42,712 47,345: 15,209 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,013: 341 -223 870 1,209 1,839 2,420 2,486: 593 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 4.6 2.9 41.6 74.3 73.7 81.7: 26.3 18.3
Old : 100.0: 29.2 4.6 2.9 41.6 74.3 73.7 81.7: 26.3 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 : 64: 24 9 9 22 18 51 31:
Old : 64: 24 9 9 22 18 51 31:
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 : 25.1 57.4 37.4 66.8 24.8 56.3 35.2 64.6
Old : 25.1 57.4 37.4 66.8 24.8 56.3 35.2 64.6
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 8, 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 : 85,315: 10,158 25,796 7,801 57,555 26,175 75,515 59,771: 9,801 25,544
Old : 85,315: 10,158 25,796 7,801 57,555 26,175 75,515 59,771: 9,801 25,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,620: -794 1,189 2,379 4,361 519 5,945 4,087: 675 2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.2 9.1 67.5 30.7 88.5 70.1: 11.5 29.9
Old : 100.0: 11.9 30.2 9.1 67.5 30.7 88.5 70.1: 11.5 29.9
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 : 79: 23 29 20 21 14 54 53:
Old : 79: 23 29 20 21 14 54 53:
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 : 42.9 41.8 63.1 51.4 38.0 35.1 53.2 41.0
Old : 42.9 41.8 63.1 51.4 38.0 35.1 53.2 41.0
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 8, 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 : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Old : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -1,730: 360 723 -328 -1,560 -1,802 -1,528 -1,407: -202 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Old : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
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 : 62: 4 25 4 18 21 25 47:
Old : 62: 4 25 4 18 21 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 : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Old : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
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 8, 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 : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Old : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,567: 70 624 0 2,896 2,328 2,966 2,952: -399 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Old : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
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 : 27: 2 10 0 6 11 8 21:
Old : 27: 2 10 0 6 11 8 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 : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Old : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005