WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 309,942: 63,046 25,349 70,475 145,203 171,197 278,724 267,021: 31,218 42,921
Old : 184,162: 44,885 29,895 26,491 95,356 109,048 166,732 165,434: 17,430 18,728
Other: 125,780: 29,074 6,367 33,070 49,847 62,149 111,991 101,587: 13,788 24,193
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,053: 1,873 -4,465 6,592 5,449 7,775 13,914 9,903: -2,860 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.2 22.7 46.8 55.2 89.9 86.2: 10.1 13.8
Old : 100.0: 24.4 16.2 14.4 51.8 59.2 90.5 89.8: 9.5 10.2
Other: 100.0: 23.1 5.1 26.3 39.6 49.4 89.0 80.8: 11.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 87 76 79 48 62 192 169:
Old : 209: 70 76 45 31 50 131 141:
Other: 165: 72 29 46 40 51 129 113:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 35.2 36.7 43.3 24.8 33.6 34.9 38.4
Old : 32.7 40.4 46.1 48.2 31.2 40.3 44.6 46.7
Other: 27.5 30.5 37.9 40.1 25.1 25.7 30.5 29.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 827,996: 117,810 66,418 111,364 457,582 415,039 686,756 592,821: 141,240 235,175
Old : 622,556: 100,037 71,108 76,207 334,793 328,266 511,037 475,581: 111,519 146,975
Other: 205,440: 26,579 4,116 26,351 122,789 86,773 175,719 117,240: 29,721 88,200
: : :
: : Changes in Commitments from: March 15, 2005 :
: -11,041: -10,498 -9,572 -1,774 13,612 -1,324 1,340 -12,670: -12,381 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.0 13.4 55.3 50.1 82.9 71.6: 17.1 28.4
Old : 100.0: 16.1 11.4 12.2 53.8 52.7 82.1 76.4: 17.9 23.6
Other: 100.0: 12.9 2.0 12.8 59.8 42.2 85.5 57.1: 14.5 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 127 95 117 220 219 415 374:
Old : 477: 119 105 101 198 205 379 351:
Other: 324: 74 37 52 115 171 209 241:
:----------------------------------------------------------------------------------------------------
: 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 18.2 25.4 23.0 14.1 10.8 22.6 14.3
Old : 17.5 21.3 28.7 25.8 17.5 16.4 26.6 20.1
Other: 37.0 10.2 44.8 16.2 31.1 6.5 37.3 11.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 8,138: 2,161 741 400 1,028 5,319 3,588 6,460: 4,550 1,678
Old : 6,034: 2,032 655 160 886 4,186 3,077 5,001: 2,957 1,033
Other: 2,104: 130 87 239 142 1,134 511 1,459: 1,593 645
: : :
: : Changes in Commitments from: March 15, 2005 :
: -319: -80 30 6 -56 -449 -130 -414: -189 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 9.1 4.9 12.6 65.4 44.1 79.4: 55.9 20.6
Old : 100.0: 33.7 10.9 2.7 14.7 69.4 51.0 82.9: 49.0 17.1
Other: 100.0: 6.2 4.1 11.4 6.7 53.9 24.3 69.4: 75.7 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 7 4 10 14 24 22:
Old : 33: 12 5 3 7 12 20 19:
Other: 22: 5 4 4 6 11 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 39.6 28.7 54.9 21.1 37.5 27.1 52.7
Old : 27.9 46.1 37.4 63.7 27.9 43.7 35.1 60.8
Other: 13.0 42.8 20.7 58.5 7.7 42.5 11.4 55.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 435,882: 66,718 25,462 97,069 200,528 187,162 364,315 309,693: 71,567 126,190
Old : 364,296: 62,387 31,259 78,045 168,917 164,919 309,349 274,223: 54,948 90,074
Other: 71,586: 12,636 2,507 10,720 31,611 22,243 54,966 35,470: 16,619 36,116
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,736: -651 -10,663 457 -544 1,844 -739 -8,362: -7,997 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.8 22.3 46.0 42.9 83.6 71.0: 16.4 29.0
Old : 100.0: 17.1 8.6 21.4 46.4 45.3 84.9 75.3: 15.1 24.7
Other: 100.0: 17.7 3.5 15.0 44.2 31.1 76.8 49.5: 23.2 50.5
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 132 119 149 110 116 326 306:
Old : 386: 116 135 129 98 113 295 296:
Other: 192: 73 28 42 55 71 140 130:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 15.5 31.8 24.2 12.7 6.2 19.1 10.2
Old : 22.4 17.5 34.1 27.2 15.0 6.9 20.5 11.5
Other: 23.6 10.7 35.1 18.1 22.3 7.3 31.4 12.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,264: 14,005 4,266 313 312 863 14,630 5,442: 2,634 11,822
Old : 9,350: 6,918 3,595 226 302 499 7,446 4,320: 1,904 5,030
Other: 7,914: 7,158 742 16 10 364 7,184 1,122: 730 6,792
: : :
: : Changes in Commitments from: March 15, 2005 :
: 156: 908 113 116 -176 15 848 244: -692 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 24.7 1.8 1.8 5.0 84.7 31.5: 15.3 68.5
Old : 100.0: 74.0 38.4 2.4 3.2 5.3 79.6 46.2: 20.4 53.8
Other: 100.0: 90.4 9.4 0.2 0.1 4.6 90.8 14.2: 9.2 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 8 10 2 3 23 16:
Old : 27: 14 9 4 2 2 19 13:
Other: 17: 10 5 3 1 2 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 18.7 71.7 26.3 58.5 18.6 71.5 26.0
Old : 49.9 28.5 63.5 41.1 49.9 28.5 63.2 41.0
Other: 80.4 13.3 90.5 14.2 80.3 13.1 90.3 13.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 182,751: 34,514 11,561 32,039 86,737 124,127 153,290 167,727: 29,460 15,023
Old : 153,853: 33,256 13,658 23,699 72,564 103,297 129,519 140,653: 24,334 13,200
Other: 28,898: 4,841 1,486 4,757 14,173 20,831 23,771 27,074: 5,126 1,823
: : :
: : Changes in Commitments from: March 15, 2005 :
: -9,236: -4,642 283 -4,105 3,092 -4,907 -5,655 -8,729: -3,580 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.3 17.5 47.5 67.9 83.9 91.8: 16.1 8.2
Old : 100.0: 21.6 8.9 15.4 47.2 67.1 84.2 91.4: 15.8 8.6
Other: 100.0: 16.8 5.1 16.5 49.0 72.1 82.3 93.7: 17.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 48 28 39 44 47 113 102:
Old : 143: 48 33 35 43 47 108 102:
Other: 50: 11 11 16 19 18 40 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 : 17.3 38.5 28.1 49.7 16.9 34.0 25.4 43.1
Old : 17.8 36.4 28.9 48.6 17.1 35.1 26.1 43.8
Other: 45.2 57.8 57.6 71.4 42.1 50.7 50.6 60.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,010,271: 123,977 159,459 163,689 581,682 484,508 869,349 807,656: 140,923 202,615
Old : 1,010,271: 123,977 159,459 163,689 581,682 484,508 869,349 807,656: 140,923 202,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,354: 1,429 11,441 -16,032 13,510 191 -1,093 -4,400: -6,262 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.8 16.2 57.6 48.0 86.1 79.9: 13.9 20.1
Old : 100.0: 12.3 15.8 16.2 57.6 48.0 86.1 79.9: 13.9 20.1
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 : 190: 38 49 59 84 86 154 162:
Old : 190: 38 49 59 84 86 154 162:
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 : 23.1 14.3 30.7 24.1 16.1 12.1 21.0 18.6
Old : 23.1 14.3 30.7 24.1 16.1 12.1 21.0 18.6
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 22, 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 : 162,689: 35,223 12,137 29,395 65,555 98,379 130,174 139,910: 32,516 22,779
Old : 133,561: 34,122 12,418 22,912 48,728 79,073 105,761 114,403: 27,799 19,158
Other: 29,128: 2,682 1,298 4,903 16,827 19,306 24,412 25,507: 4,716 3,621
: : :
: : Changes in Commitments from: March 15, 2005 :
: -10,287: -2,018 225 1,842 -7,193 -12,185 -7,368 -10,118: -2,919 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.5 18.1 40.3 60.5 80.0 86.0: 20.0 14.0
Old : 100.0: 25.5 9.3 17.2 36.5 59.2 79.2 85.7: 20.8 14.3
Other: 100.0: 9.2 4.5 16.8 57.8 66.3 83.8 87.6: 16.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 50 33 43 54 55 134 114:
Old : 164: 54 33 41 52 53 130 112:
Other: 68: 18 11 19 28 26 54 48:
:----------------------------------------------------------------------------------------------------
: 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 28.2 24.0 40.8 10.7 22.3 16.5 30.5
Old : 12.4 30.9 21.5 40.4 11.2 26.3 18.1 34.7
Other: 43.5 48.4 55.0 61.6 39.3 47.8 47.6 56.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 6,444: 3,024 1,722 503 944 2,965 4,471 5,190: 1,973 1,254
Old : 6,174: 3,025 1,712 396 922 2,874 4,343 4,981: 1,831 1,193
Other: 270: 5 16 101 22 92 128 208: 142 62
: : :
: : Changes in Commitments from: March 15, 2005 :
: 138: 64 58 -34 20 288 49 312: 88 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 26.7 7.8 14.7 46.0 69.4 80.5: 30.6 19.5
Old : 100.0: 49.0 27.7 6.4 14.9 46.5 70.3 80.7: 29.7 19.3
Other: 100.0: 1.9 6.1 37.2 8.1 33.9 47.2 77.2: 52.8 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 11 6 9 13 25 27:
Old : 39: 14 10 6 9 13 25 27:
Other: 10: 2 2 4 2 5 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 32.8 49.9 52.4 37.6 29.0 47.3 45.1
Old : 39.2 33.5 51.3 53.7 39.2 29.6 49.4 46.2
Other: 45.0 62.5 47.2 75.3 9.3 34.3 9.3 39.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 330,537: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,862 106,765
Old : 330,537: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,862 106,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 8,957: 10,735 3,706 -1,422 -4,305 9,710 5,008 11,994: 3,949 -3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Old : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
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 : 104: 17 29 3 38 45 56 76:
Old : 104: 17 29 3 38 45 56 76:
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 : 29.7 16.9 41.2 26.1 29.4 15.5 40.3 24.7
Old : 29.7 16.9 41.2 26.1 29.4 15.5 40.3 24.7
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 22, 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 : 3,004,816: 400,570 639,434 491,512 1,866,592 1,244,788 2,758,674 2,375,734: 246,143 629,082
Old : 3,004,816: 400,570 639,434 491,512 1,866,592 1,244,788 2,758,674 2,375,734: 246,143 629,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 98,529: 5,820 90,422 6,800 86,613 10,138 99,233 107,360: -703 -8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.3 16.4 62.1 41.4 91.8 79.1: 8.2 20.9
Old : 100.0: 13.3 21.3 16.4 62.1 41.4 91.8 79.1: 8.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 39 94 82 117 145 210 267:
Old : 291: 39 94 82 117 145 210 267:
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 : 32.4 10.8 49.0 18.2 29.3 9.7 41.5 14.4
Old : 32.4 10.8 49.0 18.2 29.3 9.7 41.5 14.4
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 22, 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 : 1,807,542: 232,331 332,949 324,610 1,082,637 753,613 1,639,577 1,411,172: 167,965 396,370
Old : 1,807,542: 232,331 332,949 324,610 1,082,637 753,613 1,639,577 1,411,172: 167,965 396,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -22,430: -3,059 -39,409 20,318 -55,818 -33,056 -38,559 -52,147: 16,129 29,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.4 18.0 59.9 41.7 90.7 78.1: 9.3 21.9
Old : 100.0: 12.9 18.4 18.0 59.9 41.7 90.7 78.1: 9.3 21.9
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 : 198: 45 52 54 71 88 139 171:
Old : 198: 45 52 54 71 88 139 171:
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 : 25.5 15.1 37.3 24.3 19.4 10.6 28.1 16.6
Old : 25.5 15.1 37.3 24.3 19.4 10.6 28.1 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 693,619: 230,104 52,613 174,923 239,366 423,596 644,393 651,132: 49,226 42,487
Old : 693,619: 230,104 52,613 174,923 239,366 423,596 644,393 651,132: 49,226 42,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 43,516: 970 880 4,798 29,251 34,231 35,018 39,910: 8,498 3,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.6 25.2 34.5 61.1 92.9 93.9: 7.1 6.1
Old : 100.0: 33.2 7.6 25.2 34.5 61.1 92.9 93.9: 7.1 6.1
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 : 119: 38 18 39 55 56 106 101:
Old : 119: 38 18 39 55 56 106 101:
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 37.3 53.9 49.3 28.0 32.4 36.5 40.7
Old : 36.4 37.3 53.9 49.3 28.0 32.4 36.5 40.7
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 22, 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 : 40,051: 10,061 5,314 572 21,434 26,539 32,067 32,426: 7,984 7,625
Old : 40,051: 10,061 5,314 572 21,434 26,539 32,067 32,426: 7,984 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,515: -4,625 1,642 -2,660 -15,849 -17,350 -23,135 -18,369: -2,381 -7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.3 1.4 53.5 66.3 80.1 81.0: 19.9 19.0
Old : 100.0: 25.1 13.3 1.4 53.5 66.3 80.1 81.0: 19.9 19.0
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 : 58: 22 9 6 19 11 44 23:
Old : 58: 22 9 6 19 11 44 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 : 36.2 60.8 50.3 69.9 36.2 60.7 50.3 69.8
Old : 36.2 60.8 50.3 69.9 36.2 60.7 50.3 69.8
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 22, 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 : 36,476: 9,053 7,977 3,195 10,811 18,326 23,059 29,498: 13,417 6,978
Old : 36,476: 9,053 7,977 3,195 10,811 18,326 23,059 29,498: 13,417 6,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46,112: -2,932 -15,170 -8,403 -26,545 -17,135 -37,881 -40,708: -8,230 -5,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 21.9 8.8 29.6 50.2 63.2 80.9: 36.8 19.1
Old : 100.0: 24.8 21.9 8.8 29.6 50.2 63.2 80.9: 36.8 19.1
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 : 68: 28 18 19 11 18 45 49:
Old : 68: 28 18 19 11 18 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 35.3 37.4 49.2 23.2 35.3 31.8 46.5
Old : 27.3 35.3 37.4 49.2 23.2 35.3 31.8 46.5
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 22, 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 : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Old : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,886: 109 -302 -65 -1,992 -1,731 -1,948 -2,098: 62 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
Old : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
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 : 61: 5 23 4 18 20 26 44:
Old : 61: 5 23 4 18 20 26 44:
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 : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
Old : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
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 22, 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 : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Old : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 147: 0 -329 0 -912 -250 -912 -579: 1,059 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
Old : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 19:
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 : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Old : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005