WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 268,954: 37,958 29,246 59,434 145,061 142,885 242,452 231,565: 26,502 37,389
Old : 83,501: 19,763 18,558 16,728 33,872 35,532 70,363 70,818: 13,138 12,683
Other: 185,454: 27,899 20,392 33,002 111,189 107,354 172,090 160,747: 13,364 24,706
: : :
: : Changes in Commitments from: April 5, 2005 :
: -12,914: -5,525 5,632 -3,914 5,337 -8,145 -4,102 -6,428: -8,813 -6,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.9 22.1 53.9 53.1 90.1 86.1: 9.9 13.9
Old : 100.0: 23.7 22.2 20.0 40.6 42.6 84.3 84.8: 15.7 15.2
Other: 100.0: 15.0 11.0 17.8 60.0 57.9 92.8 86.7: 7.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 70 74 75 50 56 162 171:
Old : 165: 53 52 44 35 44 110 118:
Other: 183: 60 58 51 44 51 132 135:
:----------------------------------------------------------------------------------------------------
: 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 32.4 42.7 39.9 28.5 29.8 40.4 34.2
Old : 24.5 18.9 35.7 31.4 20.7 17.3 30.1 26.6
Other: 34.5 39.8 47.6 46.7 34.1 36.2 46.6 41.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 817,318: 90,056 110,439 121,799 460,559 349,831 672,414 582,069: 144,904 235,249
Old : 588,083: 70,798 116,551 77,475 332,217 250,799 480,490 444,825: 107,593 143,258
Other: 229,235: 33,681 8,312 29,901 128,342 99,031 191,924 137,244: 37,312 91,991
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,860: -5,814 19,468 -2,656 -2,282 -19,097 -10,752 -2,286: 2,892 -5,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.5 14.9 56.4 42.8 82.3 71.2: 17.7 28.8
Old : 100.0: 12.0 19.8 13.2 56.5 42.6 81.7 75.6: 18.3 24.4
Other: 100.0: 14.7 3.6 13.0 56.0 43.2 83.7 59.9: 16.3 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 109 126 127 216 202 399 391:
Old : 473: 99 134 109 197 186 364 365:
Other: 325: 71 51 53 120 166 214 247:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.2 25.6 18.5 14.5 6.6 22.5 10.5
Old : 18.7 15.5 28.2 20.5 18.7 11.5 27.9 16.0
Other: 30.9 10.5 38.6 16.5 24.5 6.3 30.8 10.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 9,690: 2,857 8 629 1,212 7,633 4,698 8,270: 4,991 1,419
Old : 4,931: 1,934 69 191 336 4,158 2,462 4,419: 2,469 512
Other: 4,759: 1,008 24 352 876 3,475 2,237 3,852: 2,523 907
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: 230 -15 90 284 793 605 869: 223 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.1 6.5 12.5 78.8 48.5 85.4: 51.5 14.6
Old : 100.0: 39.2 1.4 3.9 6.8 84.3 49.9 89.6: 50.1 10.4
Other: 100.0: 21.2 0.5 7.4 18.4 73.0 47.0 80.9: 53.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 2 5 10 16 26 21:
Old : 31: 13 1 3 5 15 18 19:
Other: 28: 7 3 5 9 14 19 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 : 21.4 44.3 31.4 60.8 20.9 42.8 28.8 56.3
Old : 33.4 53.0 41.1 74.4 33.4 52.7 41.0 73.3
Other: 27.9 42.5 36.8 62.4 27.0 40.9 31.7 60.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 389,977: 50,795 28,344 86,183 180,482 156,491 317,460 271,018: 72,517 118,959
Old : 305,161: 40,125 33,184 63,475 149,538 127,875 253,138 224,534: 52,023 80,626
Other: 84,816: 19,028 3,519 14,349 30,944 28,616 64,322 46,484: 20,494 38,332
: : :
: : Changes in Commitments from: April 5, 2005 :
: -6,496: -3,300 3,292 -2,108 -5,413 -8,855 -10,821 -7,671: 4,325 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.3 22.1 46.3 40.1 81.4 69.5: 18.6 30.5
Old : 100.0: 13.1 10.9 20.8 49.0 41.9 83.0 73.6: 17.0 26.4
Other: 100.0: 22.4 4.1 16.9 36.5 33.7 75.8 54.8: 24.2 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 122 101 139 105 109 298 286:
Old : 343: 101 114 115 92 107 256 275:
Other: 198: 72 38 44 59 67 150 132:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 16.6 31.0 23.0 13.9 6.7 19.4 10.2
Old : 24.1 18.9 34.9 25.8 17.7 8.1 24.0 12.1
Other: 20.0 14.0 30.1 21.1 13.7 8.3 20.8 13.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,393: 12,380 2,910 1,131 234 1,087 13,745 5,128: 2,648 11,265
Old : 8,313: 5,203 2,434 945 209 649 6,357 4,028: 1,956 4,285
Other: 8,080: 7,334 633 29 25 438 7,388 1,100: 692 6,980
: : :
: : Changes in Commitments from: April 5, 2005 :
: -94: 70 -405 462 22 217 554 274: -648 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 17.8 6.9 1.4 6.6 83.8 31.3: 16.2 68.7
Old : 100.0: 62.6 29.3 11.4 2.5 7.8 76.5 48.5: 23.5 51.5
Other: 100.0: 90.8 7.8 0.4 0.3 5.4 91.4 13.6: 8.6 86.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 9 9 2 4 20 16:
Old : 25: 12 9 7 2 3 18 15:
Other: 15: 8 4 4 1 3 10 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 : 57.3 17.5 73.2 24.9 57.3 12.7 70.5 19.6
Old : 51.4 29.3 66.4 41.7 46.7 24.4 59.7 33.1
Other: 81.3 12.9 91.1 13.6 81.1 12.5 90.8 12.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 164,226: 25,850 12,843 27,393 79,583 108,557 132,826 148,793: 31,400 15,433
Old : 134,351: 24,802 13,938 19,643 64,968 87,416 109,413 120,997: 24,938 13,354
Other: 29,875: 3,178 1,034 5,620 14,616 21,142 23,413 27,796: 6,462 2,079
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,915: -4,456 727 -1,894 -3,113 -9,206 -9,463 -10,372: 547 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.8 16.7 48.5 66.1 80.9 90.6: 19.1 9.4
Old : 100.0: 18.5 10.4 14.6 48.4 65.1 81.4 90.1: 18.6 9.9
Other: 100.0: 10.6 3.5 18.8 48.9 70.8 78.4 93.0: 21.6 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 35 31 34 43 43 104 90:
Old : 127: 36 33 32 41 43 100 89:
Other: 52: 13 7 16 23 20 43 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 : 19.6 35.9 31.4 47.2 18.7 29.7 27.2 38.7
Old : 20.5 33.0 32.7 45.4 19.5 29.2 28.1 38.0
Other: 39.8 54.6 51.5 67.5 35.7 48.5 41.9 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 912,980: 86,742 134,710 137,544 526,950 453,296 751,236 725,549: 161,744 187,430
Old : 912,980: 86,742 134,710 137,544 526,950 453,296 751,236 725,549: 161,744 187,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -13,432: 2,920 965 -1,232 -24,157 6,607 -22,470 6,340: 9,038 -19,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.8 15.1 57.7 49.7 82.3 79.5: 17.7 20.5
Old : 100.0: 9.5 14.8 15.1 57.7 49.7 82.3 79.5: 17.7 20.5
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 : 181: 34 46 53 74 87 140 154:
Old : 181: 34 46 53 74 87 140 154:
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 : 24.8 13.9 33.5 24.7 17.0 11.3 23.5 18.1
Old : 24.8 13.9 33.5 24.7 17.0 11.3 23.5 18.1
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, April 12, 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 : 150,183: 21,978 11,620 28,333 66,853 86,620 117,164 126,573: 33,019 23,610
Old : 117,323: 21,418 12,449 20,535 47,623 64,520 89,577 97,505: 27,747 19,819
Other: 32,860: 2,179 790 6,179 19,229 22,100 27,587 29,069: 5,272 3,791
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,743: -2,383 1,410 2,411 1,118 -2,085 1,145 1,735: 598 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.7 18.9 44.5 57.7 78.0 84.3: 22.0 15.7
Old : 100.0: 18.3 10.6 17.5 40.6 55.0 76.4 83.1: 23.6 16.9
Other: 100.0: 6.6 2.4 18.8 58.5 67.3 84.0 88.5: 16.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 36 31 45 57 57 125 117:
Old : 150: 39 35 40 53 55 119 112:
Other: 76: 19 12 22 34 28 62 53:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 24.5 24.4 37.1 11.3 17.6 17.4 26.7
Old : 12.8 24.5 22.1 34.0 11.6 20.6 17.6 26.7
Other: 34.1 48.7 44.0 59.9 29.6 47.6 38.1 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,437: 3,397 1,268 1,134 863 3,972 5,394 6,374: 2,043 1,063
Old : 6,827: 3,325 1,245 966 672 3,656 4,964 5,867: 1,863 960
Other: 610: 111 63 128 191 316 431 507: 179 103
: : :
: : Changes in Commitments from: April 5, 2005 :
: 10: 2 -461 -177 96 985 -79 347: 89 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 17.0 15.2 11.6 53.4 72.5 85.7: 27.5 14.3
Old : 100.0: 48.7 18.2 14.2 9.8 53.6 72.7 85.9: 27.3 14.1
Other: 100.0: 18.3 10.3 21.0 31.3 51.8 70.6 83.1: 29.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 7 10 9 13 32 28:
Old : 42: 21 7 10 7 13 30 28:
Other: 20: 7 3 6 4 8 13 15:
:----------------------------------------------------------------------------------------------------
: 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 37.2 49.2 56.5 33.2 34.1 42.2 52.0
Old : 35.5 37.0 50.9 57.8 35.5 34.4 45.3 53.8
Other: 44.7 57.0 65.6 76.4 37.8 48.4 47.7 59.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 297,034: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,985 103,394
Old : 297,034: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,985 103,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -16,703: -13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822: 3,147 -3,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.3 0.0 49.0 45.9 79.1 65.2: 20.9 34.8
Old : 100.0: 30.2 19.3 0.0 49.0 45.9 79.1 65.2: 20.9 34.8
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 : 96: 19 23 1 34 41 54 64:
Old : 96: 19 23 1 34 41 54 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 19.5 43.2 28.4 31.7 16.9 42.9 25.7
Old : 31.7 19.5 43.2 28.4 31.7 16.9 42.9 25.7
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, April 12, 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 : 2,771,906: 326,751 500,920 490,620 1,734,201 1,316,401 2,551,572 2,307,941: 220,334 463,965
Old : 2,771,906: 326,751 500,920 490,620 1,734,201 1,316,401 2,551,572 2,307,941: 220,334 463,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 38,135: 3,806 -21,351 15,445 20,146 123,402 39,397 117,496: -1,262 -79,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 17.7 62.6 47.5 92.1 83.3: 7.9 16.7
Old : 100.0: 11.8 18.1 17.7 62.6 47.5 92.1 83.3: 7.9 16.7
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 : 280: 41 85 85 110 143 208 256:
Old : 280: 41 85 85 110 143 208 256:
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 : 35.7 11.6 50.0 19.7 30.7 9.0 39.4 14.2
Old : 35.7 11.6 50.0 19.7 30.7 9.0 39.4 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,716,657: 153,742 328,238 228,267 1,172,226 810,334 1,554,234 1,366,839: 162,422 349,818
Old : 1,716,657: 153,742 328,238 228,267 1,172,226 810,334 1,554,234 1,366,839: 162,422 349,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 25,358: -3,106 -2,703 -11,717 36,483 30,105 21,660 15,684: 3,698 9,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 19.1 13.3 68.3 47.2 90.5 79.6: 9.5 20.4
Old : 100.0: 9.0 19.1 13.3 68.3 47.2 90.5 79.6: 9.5 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 39 55 52 74 93 139 174:
Old : 198: 39 55 52 74 93 139 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 18.1 46.3 26.9 25.1 11.7 33.7 18.6
Old : 34.5 18.1 46.3 26.9 25.1 11.7 33.7 18.6
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, April 12, 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 : 630,868: 181,573 34,788 182,194 233,417 383,686 597,184 600,668: 33,685 30,200
Old : 630,868: 181,573 34,788 182,194 233,417 383,686 597,184 600,668: 33,685 30,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 45,390: -1,446 1,060 21,871 27,927 25,824 48,353 48,755: -2,963 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.5 28.9 37.0 60.8 94.7 95.2: 5.3 4.8
Old : 100.0: 28.8 5.5 28.9 37.0 60.8 94.7 95.2: 5.3 4.8
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 : 124: 40 18 44 54 60 106 111:
Old : 124: 40 18 44 54 60 106 111:
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 : 31.4 31.5 46.1 44.5 18.8 20.7 25.7 26.4
Old : 31.4 31.5 46.1 44.5 18.8 20.7 25.7 26.4
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, April 12, 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 : 40,527: 9,366 11,869 1,026 20,135 20,513 30,527 33,408: 10,000 7,119
Old : 40,527: 9,366 11,869 1,026 20,135 20,513 30,527 33,408: 10,000 7,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 501: -43 912 351 -500 -565 -192 699: 692 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 29.3 2.5 49.7 50.6 75.3 82.4: 24.7 17.6
Old : 100.0: 23.1 29.3 2.5 49.7 50.6 75.3 82.4: 24.7 17.6
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 : 61: 17 17 8 19 12 42 31:
Old : 61: 17 17 8 19 12 42 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 : 34.7 56.3 48.4 65.3 34.7 56.2 48.4 65.1
Old : 34.7 56.3 48.4 65.3 34.7 56.2 48.4 65.1
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, April 12, 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 : 52,760: 11,138 17,814 4,223 23,799 18,482 39,160 40,519: 13,600 12,241
Old : 52,760: 11,138 17,814 4,223 23,799 18,482 39,160 40,519: 13,600 12,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,818: 542 325 -616 4,118 3,961 4,043 3,670: 775 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.8 8.0 45.1 35.0 74.2 76.8: 25.8 23.2
Old : 100.0: 21.1 33.8 8.0 45.1 35.0 74.2 76.8: 25.8 23.2
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 : 69: 30 19 24 15 11 53 46:
Old : 69: 30 19 24 15 11 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 47.0 47.4 59.7 34.7 46.8 42.5 56.5
Old : 38.2 47.0 47.4 59.7 34.7 46.8 42.5 56.5
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, April 12, 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 : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Old : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 92: -52 163 0 56 62 4 225: 88 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Old : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 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 : 62: 6 23 4 21 19 30 43:
Old : 62: 6 23 4 21 19 30 43:
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 : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
Old : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
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, April 12, 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 : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Old : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 767: 0 34 0 767 1,046 767 1,080: 0 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
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 : 24: 0 9 0 5 10 5 19:
Old : 24: 0 9 0 5 10 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 : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Old : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005