WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 299,546: 56,446 27,574 65,734 145,926 165,915 268,106 259,223: 31,440 40,323
Old : 170,372: 39,900 31,947 20,882 91,949 100,204 152,732 153,034: 17,640 17,338
Other: 129,174: 27,926 7,007 33,471 53,977 65,711 115,374 106,189: 13,800 22,985
: : :
: : Changes in Commitments from: March 22, 2005 :
: -10,396: -6,600 2,226 -4,741 723 -5,282 -10,618 -7,798: 222 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.2 21.9 48.7 55.4 89.5 86.5: 10.5 13.5
Old : 100.0: 23.4 18.8 12.3 54.0 58.8 89.6 89.8: 10.4 10.2
Other: 100.0: 21.6 5.4 25.9 41.8 50.9 89.3 82.2: 10.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 91 66 77 46 61 183 166:
Old : 203: 65 75 46 30 52 126 142:
Other: 165: 76 28 49 39 52 127 118:
:----------------------------------------------------------------------------------------------------
: 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 38.3 43.1 26.3 33.8 36.5 38.7
Old : 34.7 40.5 48.6 47.8 33.6 40.4 47.4 46.9
Other: 28.8 31.3 39.9 40.9 26.2 27.1 31.2 31.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 809,917: 107,707 77,665 108,763 452,327 391,124 668,797 577,552: 141,120 232,365
Old : 599,235: 91,370 83,230 71,044 327,964 301,923 490,379 456,197: 108,856 143,038
Other: 210,682: 26,810 4,909 27,245 124,363 89,201 178,419 121,355: 32,264 89,327
: : :
: : Changes in Commitments from: March 22, 2005 :
: -18,079: -10,104 11,247 -2,601 -5,255 -23,915 -17,959 -15,269: -120 -2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.6 13.4 55.8 48.3 82.6 71.3: 17.4 28.7
Old : 100.0: 15.2 13.9 11.9 54.7 50.4 81.8 76.1: 18.2 23.9
Other: 100.0: 12.7 2.3 12.9 59.0 42.3 84.7 57.6: 15.3 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 128 87 114 216 212 406 363:
Old : 468: 118 102 96 193 198 370 340:
Other: 323: 74 39 51 115 170 210 239:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 16.5 25.9 21.6 14.1 9.1 22.6 13.1
Old : 18.0 19.5 29.6 24.8 17.6 14.7 27.0 19.5
Other: 36.1 10.0 43.9 15.8 30.5 6.4 36.8 11.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 8,497: 2,407 730 462 921 5,659 3,790 6,851: 4,706 1,646
Old : 6,233: 2,310 647 172 767 4,384 3,249 5,203: 2,984 1,030
Other: 2,264: 135 120 253 154 1,275 541 1,648: 1,722 616
: : :
: : Changes in Commitments from: March 22, 2005 :
: 359: 247 -11 63 -107 339 202 391: 156 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.6 5.4 10.8 66.6 44.6 80.6: 55.4 19.4
Old : 100.0: 37.1 10.4 2.8 12.3 70.3 52.1 83.5: 47.9 16.5
Other: 100.0: 6.0 5.3 11.2 6.8 56.3 23.9 72.8: 76.1 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 4 5 10 16 25 25:
Old : 36: 14 4 3 9 14 24 20:
Other: 26: 5 5 5 6 13 15 19:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 39.4 29.6 54.5 22.6 39.0 28.4 54.0
Old : 30.2 45.5 38.7 63.2 30.2 45.2 37.3 62.7
Other: 12.9 41.4 20.1 56.3 7.2 41.1 10.6 53.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 409,844: 59,551 24,101 85,650 193,787 177,726 338,987 287,476: 70,857 122,369
Old : 337,033: 55,471 28,341 66,618 161,095 155,173 283,184 250,132: 53,849 86,901
Other: 72,811: 11,620 3,300 11,491 32,692 22,553 55,804 37,344: 17,008 35,467
: : :
: : Changes in Commitments from: March 22, 2005 :
: -26,038: -7,167 -1,361 -11,419 -6,741 -9,437 -25,328 -22,217: -710 -3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.9 20.9 47.3 43.4 82.7 70.1: 17.3 29.9
Old : 100.0: 16.5 8.4 19.8 47.8 46.0 84.0 74.2: 16.0 25.8
Other: 100.0: 16.0 4.5 15.8 44.9 31.0 76.6 51.3: 23.4 48.7
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 115 116 136 104 115 306 289:
Old : 365: 104 126 119 90 111 274 280:
Other: 189: 65 35 44 54 69 136 132:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 15.8 32.0 23.5 13.1 6.7 19.9 10.8
Old : 22.8 17.5 35.1 26.5 16.0 7.9 22.2 12.3
Other: 24.4 11.5 36.2 18.6 22.8 7.4 30.8 12.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,753: 12,957 3,632 416 312 865 13,685 4,913: 3,068 11,840
Old : 9,001: 5,978 2,982 317 302 499 6,597 3,798: 2,404 5,203
Other: 7,752: 7,061 732 17 10 366 7,088 1,115: 664 6,637
: : :
: : Changes in Commitments from: March 22, 2005 :
: -511: -1,048 -634 103 0 2 -945 -529: 434 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 21.7 2.5 1.9 5.2 81.7 29.3: 18.3 70.7
Old : 100.0: 66.4 33.1 3.5 3.4 5.5 73.3 42.2: 26.7 57.8
Other: 100.0: 91.1 9.4 0.2 0.1 4.7 91.4 14.4: 8.6 85.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 2 3 20 15:
Old : 24: 11 10 5 2 2 18 12:
Other: 14: 8 4 4 1 2 10 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 : 57.4 17.0 70.6 24.9 57.4 17.0 70.3 24.1
Old : 46.3 26.1 61.0 38.8 46.3 25.6 61.0 35.7
Other: 82.4 14.0 91.3 14.4 82.2 13.8 91.1 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 180,379: 32,646 11,687 32,681 84,427 120,568 149,754 164,937: 30,625 15,442
Old : 151,631: 30,990 13,633 24,891 70,627 99,775 126,508 138,299: 25,123 13,331
Other: 28,748: 4,619 1,017 4,827 13,799 20,793 23,246 26,637: 5,502 2,111
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,372: -1,868 126 642 -2,311 -3,559 -3,536 -2,791: 1,164 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.5 18.1 46.8 66.8 83.0 91.4: 17.0 8.6
Old : 100.0: 20.4 9.0 16.4 46.6 65.8 83.4 91.2: 16.6 8.8
Other: 100.0: 16.1 3.5 16.8 48.0 72.3 80.9 92.7: 19.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 40 31 37 44 47 110 98:
Old : 138: 42 33 33 43 47 105 98:
Other: 49: 12 8 16 19 20 38 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 36.4 27.4 48.2 16.9 32.2 25.5 41.1
Old : 17.0 33.7 28.2 46.8 17.0 32.4 25.9 40.6
Other: 43.8 58.0 56.6 71.0 40.1 51.0 48.7 59.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 956,174: 102,075 153,214 149,274 573,089 460,047 824,438 762,536: 131,735 193,638
Old : 956,174: 102,075 153,214 149,274 573,089 460,047 824,438 762,536: 131,735 193,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -54,098: -21,902 -6,244 -14,415 -8,593 -24,461 -44,910 -45,120: -9,188 -8,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.0 15.6 59.9 48.1 86.2 79.7: 13.8 20.3
Old : 100.0: 10.7 16.0 15.6 59.9 48.1 86.2 79.7: 13.8 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 37 42 54 74 81 137 151:
Old : 177: 37 42 54 74 81 137 151:
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 : 25.6 14.8 34.1 25.3 18.1 12.5 24.0 19.3
Old : 25.6 14.8 34.1 25.3 18.1 12.5 24.0 19.3
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 29, 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 : 158,594: 31,059 12,031 28,841 66,425 94,875 126,325 135,747: 32,269 22,847
Old : 128,608: 30,505 12,249 22,461 48,451 74,281 101,417 108,991: 27,191 19,617
Other: 29,986: 1,846 1,074 5,088 17,974 20,594 24,908 26,756: 5,078 3,230
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,095: -4,165 -105 -554 870 -3,504 -3,849 -4,163: -246 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.6 18.2 41.9 59.8 79.7 85.6: 20.3 14.4
Old : 100.0: 23.7 9.5 17.5 37.7 57.8 78.9 84.7: 21.1 15.3
Other: 100.0: 6.2 3.6 17.0 59.9 68.7 83.1 89.2: 16.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 46 31 39 56 54 130 109:
Old : 159: 51 31 37 54 52 126 107:
Other: 70: 14 14 20 31 28 56 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 26.9 24.3 39.5 10.8 20.3 16.5 29.0
Old : 12.4 28.1 22.0 38.2 11.4 23.6 18.1 32.0
Other: 41.3 50.7 51.4 62.2 37.7 50.1 46.1 58.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 6,683: 3,289 1,679 568 865 3,183 4,722 5,430: 1,961 1,253
Old : 6,369: 3,279 1,671 448 843 3,060 4,570 5,179: 1,799 1,190
Other: 314: 22 21 107 22 123 152 251: 162 63
: : :
: : Changes in Commitments from: March 22, 2005 :
: 239: 265 -43 65 -79 218 251 240: -12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 25.1 8.5 12.9 47.6 70.7 81.2: 29.3 18.8
Old : 100.0: 51.5 26.2 7.0 13.2 48.0 71.8 81.3: 28.2 18.7
Other: 100.0: 7.2 6.5 34.1 7.0 39.2 48.3 79.8: 51.7 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 10 9 9 13 28 29:
Old : 41: 15 11 9 9 13 28 29:
Other: 13: 5 2 5 2 5 9 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 : 37.7 33.8 49.5 53.0 37.7 30.3 46.7 46.8
Old : 39.6 34.4 50.8 54.3 39.6 30.8 49.0 47.9
Other: 42.6 64.5 47.6 77.5 12.4 39.6 13.5 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 331,639: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,675 106,580
Old : 331,639: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,675 106,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,103: -861 3,689 -724 7,874 -1,678 6,289 1,287: -5,186 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
Old : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
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 : 104: 18 28 2 41 43 60 72:
Old : 104: 18 28 2 41 43 60 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Old : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
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 29, 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 : 2,808,860: 414,770 641,609 424,851 1,765,382 1,207,442 2,605,003 2,273,902: 203,857 534,958
Old : 2,808,860: 414,770 641,609 424,851 1,765,382 1,207,442 2,605,003 2,273,902: 203,857 534,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -195,956: 14,200 2,175 -66,660 -101,210 -37,346 -153,670 -101,831: -42,286 -94,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.8 15.1 62.9 43.0 92.7 81.0: 7.3 19.0
Old : 100.0: 14.8 22.8 15.1 62.9 43.0 92.7 81.0: 7.3 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 : 267: 36 84 75 103 133 188 243:
Old : 267: 36 84 75 103 133 188 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 12.3 50.3 20.0 30.1 10.6 42.1 16.1
Old : 33.2 12.3 50.3 20.0 30.1 10.6 42.1 16.1
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 29, 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 : 1,717,417: 202,782 311,433 282,992 1,081,161 749,008 1,566,934 1,343,433: 150,483 373,984
Old : 1,717,417: 202,782 311,433 282,992 1,081,161 749,008 1,566,934 1,343,433: 150,483 373,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -90,125: -29,549 -21,516 -41,618 -1,476 -4,604 -72,643 -67,739: -17,482 -22,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 16.5 63.0 43.6 91.2 78.2: 8.8 21.8
Old : 100.0: 11.8 18.1 16.5 63.0 43.6 91.2 78.2: 8.8 21.8
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 : 185: 33 53 47 68 84 126 159:
Old : 185: 33 53 47 68 84 126 159:
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 : 29.8 16.9 41.0 26.6 20.9 11.5 30.6 18.0
Old : 29.8 16.9 41.0 26.6 20.9 11.5 30.6 18.0
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 29, 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 : 685,250: 199,805 45,841 188,479 253,064 411,945 641,348 646,265: 43,902 38,984
Old : 685,250: 199,805 45,841 188,479 253,064 411,945 641,348 646,265: 43,902 38,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,370: -30,299 -6,772 13,556 13,698 -11,651 -3,046 -4,867: -5,324 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.7 27.5 36.9 60.1 93.6 94.3: 6.4 5.7
Old : 100.0: 29.2 6.7 27.5 36.9 60.1 93.6 94.3: 6.4 5.7
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 : 123: 38 19 41 58 58 111 105:
Old : 123: 38 19 41 58 58 111 105:
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 : 36.1 34.8 51.0 46.6 25.0 29.5 32.5 36.8
Old : 36.1 34.8 51.0 46.6 25.0 29.5 32.5 36.8
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 29, 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 : 40,061: 9,777 6,330 616 20,557 26,635 30,950 33,581: 9,111 6,480
Old : 40,061: 9,777 6,330 616 20,557 26,635 30,950 33,581: 9,111 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 10: -284 1,016 44 -877 96 -1,117 1,155: 1,127 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.8 1.5 51.3 66.5 77.3 83.8: 22.7 16.2
Old : 100.0: 24.4 15.8 1.5 51.3 66.5 77.3 83.8: 22.7 16.2
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 : 58: 18 13 6 18 12 41 26:
Old : 58: 18 13 6 18 12 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 60.6 49.0 69.9 35.1 60.5 49.0 69.9
Old : 35.1 60.6 49.0 69.9 35.1 60.5 49.0 69.9
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 29, 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 : 37,839: 9,785 10,011 3,775 12,565 16,221 26,125 30,007: 11,714 7,832
Old : 37,839: 9,785 10,011 3,775 12,565 16,221 26,125 30,007: 11,714 7,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,363: 732 2,034 580 1,753 -2,105 3,066 510: -1,703 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.5 10.0 33.2 42.9 69.0 79.3: 31.0 20.7
Old : 100.0: 25.9 26.5 10.0 33.2 42.9 69.0 79.3: 31.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 31 20 20 12 14 48 49:
Old : 71: 31 20 20 12 14 48 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 : 31.6 36.2 40.7 50.7 26.0 35.3 34.0 46.7
Old : 31.6 36.2 40.7 50.7 26.0 35.3 34.0 46.7
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 29, 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 : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Old : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -247: 61 289 0 -308 -881 -247 -592: 0 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
Old : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
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 : 62: 5 23 4 19 21 27 45:
Old : 62: 5 23 4 19 21 27 45:
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 : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Old : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
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 29, 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 : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Old : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,202: 0 -477 0 -287 0 -287 -477: -915 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
Old : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
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 : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Old : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005