WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 281,010: 36,964 38,629 56,330 159,814 148,744 253,107 243,703: 27,903 37,308
Old : 54,827: 10,151 7,539 15,187 19,515 26,427 44,853 49,154: 9,974 5,673
Other: 226,183: 32,434 36,711 35,522 140,299 122,317 208,254 194,549: 17,929 31,634
: : :
: : Changes in Commitments from: April 12, 2005 :
: 12,056: -994 9,382 -3,104 14,753 5,859 10,655 12,138: 1,402 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.7 20.0 56.9 52.9 90.1 86.7: 9.9 13.3
Old : 100.0: 18.5 13.8 27.7 35.6 48.2 81.8 89.7: 18.2 10.3
Other: 100.0: 14.3 16.2 15.7 62.0 54.1 92.1 86.0: 7.9 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 75 81 75 50 57 168 178:
Old : 141: 52 35 45 30 43 101 104:
Other: 208: 61 81 56 43 53 139 158:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 32.0 45.3 39.8 28.2 27.5 39.9 32.5
Old : 30.4 28.1 40.2 41.2 6.9 13.8 11.6 20.9
Other: 34.4 36.3 50.1 43.5 34.1 33.5 48.5 39.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 840,766: 88,020 115,928 128,927 475,877 370,725 692,824 615,581: 147,942 225,185
Old : 601,340: 68,362 119,153 80,181 344,244 268,800 492,787 468,134: 108,553 133,206
Other: 239,426: 37,732 14,849 30,673 131,633 101,925 200,038 147,447: 39,388 91,979
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,447: -2,035 5,489 7,128 15,318 20,895 20,410 33,511: 3,037 -10,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.8 15.3 56.6 44.1 82.4 73.2: 17.6 26.8
Old : 100.0: 11.4 19.8 13.3 57.2 44.7 81.9 77.8: 18.1 22.2
Other: 100.0: 15.8 6.2 12.8 55.0 42.6 83.5 61.6: 16.5 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 113 134 137 211 208 409 407:
Old : 483: 101 142 105 191 192 361 375:
Other: 346: 79 61 55 125 168 227 261:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 14.5 27.8 19.7 17.0 8.0 24.8 12.0
Old : 22.4 17.3 31.8 22.1 22.4 14.0 30.9 18.1
Other: 29.4 10.7 36.7 16.5 22.7 6.1 28.8 10.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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: 2,941 4 626 1,518 7,549 5,085 8,179: 4,606 1,512
Old : 4,140: 1,591 14 167 373 3,500 2,131 3,681: 2,009 459
Other: 5,551: 1,366 5 444 1,144 4,049 2,954 4,498: 2,597 1,053
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1: 84 -4 -3 305 -85 386 -92: -386 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 0.0 6.5 15.7 77.9 52.5 84.4: 47.5 15.6
Old : 100.0: 38.4 0.3 4.0 9.0 84.5 51.5 88.9: 48.5 11.1
Other: 100.0: 24.6 0.1 8.0 20.6 72.9 53.2 81.0: 46.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 3 4 10 16 26 20:
Old : 27: 9 2 3 5 14 16 17:
Other: 31: 11 2 4 9 15 22 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 : 21.8 44.6 32.0 59.6 20.6 42.0 30.2 56.0
Old : 37.9 53.6 45.3 76.1 37.9 53.0 45.0 73.9
Other: 25.9 41.4 39.0 61.0 25.5 38.5 34.1 57.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 382,778: 56,591 26,061 85,005 168,291 159,109 309,887 270,175: 72,891 112,604
Old : 293,592: 44,609 30,352 61,011 137,339 128,307 242,959 219,671: 50,633 73,922
Other: 89,186: 20,427 4,154 15,549 30,952 30,801 66,928 50,504: 22,258 38,682
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,199: 5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844: 374 -6,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.8 22.2 44.0 41.6 81.0 70.6: 19.0 29.4
Old : 100.0: 15.2 10.3 20.8 46.8 43.7 82.8 74.8: 17.2 25.2
Other: 100.0: 22.9 4.7 17.4 34.7 34.5 75.0 56.6: 25.0 43.4
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 124 115 143 101 107 306 290:
Old : 352: 107 124 121 89 105 267 280:
Other: 197: 70 43 46 55 66 150 131:
:----------------------------------------------------------------------------------------------------
: 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 17.2 30.0 23.8 14.6 7.6 19.6 11.7
Old : 23.4 19.5 34.0 26.4 18.9 9.4 25.0 13.9
Other: 19.9 14.9 29.3 22.3 12.7 8.7 19.3 13.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,553: 10,673 2,895 992 425 1,180 12,090 5,067: 3,463 10,486
Old : 7,372: 3,613 2,651 697 340 396 4,650 3,744: 2,722 3,628
Other: 8,181: 7,262 446 93 85 784 7,440 1,323: 741 6,858
: : :
: : Changes in Commitments from: April 12, 2005 :
: -840: -1,707 -15 -139 191 93 -1,655 -61: 815 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 18.6 6.4 2.7 7.6 77.7 32.6: 22.3 67.4
Old : 100.0: 49.0 36.0 9.5 4.6 5.4 63.1 50.8: 36.9 49.2
Other: 100.0: 88.8 5.5 1.1 1.0 9.6 90.9 16.2: 9.1 83.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 11 3 6 17 21:
Old : 24: 8 10 8 3 5 16 18:
Other: 16: 8 3 6 1 5 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 55.5 16.4 68.2 24.0 54.8 15.3 66.1 21.3
Old : 38.9 28.7 54.4 42.0 37.6 27.3 52.7 36.8
Other: 79.8 13.8 90.8 15.7 79.1 12.7 88.8 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 163,756: 29,500 11,584 25,919 79,601 110,154 135,020 147,657: 28,736 16,099
Old : 133,134: 27,615 12,546 18,097 64,774 88,582 110,486 119,225: 22,648 13,909
Other: 30,622: 4,044 1,196 5,663 14,827 21,572 24,534 28,432: 6,088 2,190
: : :
: : Changes in Commitments from: April 12, 2005 :
: -470: 3,650 -1,259 -1,474 18 1,597 2,194 -1,136: -2,664 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.1 15.8 48.6 67.3 82.5 90.2: 17.5 9.8
Old : 100.0: 20.7 9.4 13.6 48.7 66.5 83.0 89.6: 17.0 10.4
Other: 100.0: 13.2 3.9 18.5 48.4 70.4 80.1 92.8: 19.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 45 24 37 40 41 106 91:
Old : 131: 44 28 35 38 41 101 91:
Other: 52: 13 9 16 23 19 44 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 : 20.8 37.7 31.3 50.0 19.4 30.8 27.0 39.2
Old : 21.6 36.8 32.4 49.8 19.4 30.7 27.7 39.1
Other: 38.4 51.0 50.8 63.6 34.5 44.9 41.2 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 935,143: 88,357 143,056 145,698 548,496 464,827 782,551 753,582: 152,592 181,561
Old : 935,143: 88,357 143,056 145,698 548,496 464,827 782,551 753,582: 152,592 181,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 22,164: 1,615 8,347 8,154 21,546 11,531 31,316 28,033: -9,152 -5,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.3 15.6 58.7 49.7 83.7 80.6: 16.3 19.4
Old : 100.0: 9.4 15.3 15.6 58.7 49.7 83.7 80.6: 16.3 19.4
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 : 183: 33 45 50 79 88 141 154:
Old : 183: 33 45 50 79 88 141 154:
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 : 24.2 13.9 32.4 24.4 16.2 11.3 21.5 17.5
Old : 24.2 13.9 32.4 24.4 16.2 11.3 21.5 17.5
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 19, 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 : 157,698: 28,977 11,453 28,137 66,484 93,784 123,598 133,374: 34,100 24,324
Old : 123,031: 26,999 11,929 20,296 47,118 70,667 94,412 102,892: 28,619 20,139
Other: 34,667: 3,857 1,402 5,963 19,366 23,117 29,186 30,482: 5,481 4,185
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,515: 6,999 -167 -196 -369 7,164 6,434 6,801: 1,081 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.3 17.8 42.2 59.5 78.4 84.6: 21.6 15.4
Old : 100.0: 21.9 9.7 16.5 38.3 57.4 76.7 83.6: 23.3 16.4
Other: 100.0: 11.1 4.0 17.2 55.9 66.7 84.2 87.9: 15.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 43 30 43 57 59 131 114:
Old : 154: 51 28 39 54 58 126 110:
Other: 80: 14 18 19 36 29 63 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 : 13.6 26.4 22.2 38.6 10.1 17.0 16.7 26.8
Old : 10.8 26.9 19.5 36.5 9.7 21.4 15.9 28.6
Other: 31.8 43.7 44.8 58.0 27.0 42.9 36.9 51.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 8,066: 3,556 1,243 1,255 1,016 4,492 5,827 6,990: 2,239 1,076
Old : 7,361: 3,495 1,209 1,050 780 4,148 5,326 6,407: 2,035 954
Other: 706: 102 75 163 236 345 501 583: 204 123
: : :
: : Changes in Commitments from: April 12, 2005 :
: 629: 159 -25 121 153 520 433 616: 196 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 15.4 15.6 12.6 55.7 72.2 86.7: 27.8 13.3
Old : 100.0: 47.5 16.4 14.3 10.6 56.4 72.4 87.0: 27.6 13.0
Other: 100.0: 14.4 10.6 23.1 33.4 48.8 71.0 82.6: 29.0 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 6 10 10 13 32 28:
Old : 42: 21 6 10 8 13 30 28:
Other: 19: 7 2 7 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 : 33.9 38.5 50.4 57.8 32.4 35.3 41.5 52.8
Old : 36.5 38.6 52.8 59.5 35.0 36.0 44.8 54.9
Other: 41.1 53.2 60.9 73.2 35.2 40.4 41.9 53.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 303,988: 95,873 60,816 11 141,767 145,322 237,651 206,150: 66,337 97,838
Old : 303,988: 95,873 60,816 11 141,767 145,322 237,651 206,150: 66,337 97,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,954: 6,287 3,458 5 -3,690 9,046 2,602 12,510: 4,352 -5,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.0 0.0 46.6 47.8 78.2 67.8: 21.8 32.2
Old : 100.0: 31.5 20.0 0.0 46.6 47.8 78.2 67.8: 21.8 32.2
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 : 98: 19 23 2 36 39 57 62:
Old : 98: 19 23 2 36 39 57 62:
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 : 32.3 22.2 45.3 31.2 32.3 20.4 45.3 29.4
Old : 32.3 22.2 45.3 31.2 32.3 20.4 45.3 29.4
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 19, 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 : 2,837,443: 285,477 405,612 571,608 1,727,854 1,398,184 2,584,939 2,375,403: 252,504 462,040
Old : 2,837,443: 285,477 405,612 571,608 1,727,854 1,398,184 2,584,939 2,375,403: 252,504 462,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 65,537: -41,274 -95,308 80,987 -6,347 81,783 33,367 67,462: 32,170 -1,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.3 20.1 60.9 49.3 91.1 83.7: 8.9 16.3
Old : 100.0: 10.1 14.3 20.1 60.9 49.3 91.1 83.7: 8.9 16.3
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 : 294: 41 91 92 117 152 221 272:
Old : 294: 41 91 92 117 152 221 272:
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 : 34.1 11.8 46.4 21.9 28.7 9.4 35.4 13.9
Old : 34.1 11.8 46.4 21.9 28.7 9.4 35.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,733,371: 130,434 305,443 251,376 1,157,972 845,415 1,539,782 1,402,234: 193,589 331,137
Old : 1,733,371: 130,434 305,443 251,376 1,157,972 845,415 1,539,782 1,402,234: 193,589 331,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 16,714: -23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395: 31,166 -18,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 17.6 14.5 66.8 48.8 88.8 80.9: 11.2 19.1
Old : 100.0: 7.5 17.6 14.5 66.8 48.8 88.8 80.9: 11.2 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 : 197: 26 66 55 77 96 143 177:
Old : 197: 26 66 55 77 96 143 177:
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 : 33.7 20.3 45.7 28.6 24.5 13.5 33.4 19.2
Old : 33.7 20.3 45.7 28.6 24.5 13.5 33.4 19.2
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 19, 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 : 651,139: 182,972 25,224 199,922 223,611 389,798 606,506 614,944: 44,634 36,195
Old : 651,139: 182,972 25,224 199,922 223,611 389,798 606,506 614,944: 44,634 36,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 20,271: 1,398 -9,564 17,729 -9,805 6,112 9,322 14,276: 10,949 5,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.9 30.7 34.3 59.9 93.1 94.4: 6.9 5.6
Old : 100.0: 28.1 3.9 30.7 34.3 59.9 93.1 94.4: 6.9 5.6
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 : 128: 45 17 48 56 61 112 115:
Old : 128: 45 17 48 56 61 112 115:
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 : 32.8 35.6 48.3 47.8 17.1 21.5 22.6 27.7
Old : 32.8 35.6 48.3 47.8 17.1 21.5 22.6 27.7
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, April 19, 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 : 42,359: 8,805 12,340 1,161 21,083 21,768 31,050 35,269: 11,310 7,091
Old : 42,359: 8,805 12,340 1,161 21,083 21,768 31,050 35,269: 11,310 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,833: -561 471 136 948 1,254 523 1,861: 1,310 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 29.1 2.7 49.8 51.4 73.3 83.3: 26.7 16.7
Old : 100.0: 20.8 29.1 2.7 49.8 51.4 73.3 83.3: 26.7 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 : 64: 18 18 9 18 12 44 31:
Old : 64: 18 18 9 18 12 44 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 : 32.3 55.5 46.2 65.1 32.3 55.5 46.2 65.1
Old : 32.3 55.5 46.2 65.1 32.3 55.5 46.2 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 19, 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 : 60,615: 11,772 19,901 2,015 28,012 22,946 41,799 44,861: 18,817 15,754
Old : 60,615: 11,772 19,901 2,015 28,012 22,946 41,799 44,861: 18,817 15,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,855: 633 2,087 -2,208 4,213 4,463 2,639 4,342: 5,216 3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.8 3.3 46.2 37.9 69.0 74.0: 31.0 26.0
Old : 100.0: 19.4 32.8 3.3 46.2 37.9 69.0 74.0: 31.0 26.0
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 : 68: 24 22 14 16 13 45 44:
Old : 68: 24 22 14 16 13 45 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 : 34.8 46.3 43.9 53.7 33.0 45.9 41.4 53.1
Old : 34.8 46.3 43.9 53.7 33.0 45.9 41.4 53.1
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 19, 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 : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Old : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,267: -1,230 -586 0 1,903 1,251 673 665: 594 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Old : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
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 : 62: 7 21 4 20 21 30 43:
Old : 62: 7 21 4 20 21 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 : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Old : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
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 19, 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 : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Old : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,462: 0 -782 0 -1,709 -924 -1,709 -1,706: 247 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Old : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
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 : 22: 0 8 0 5 9 5 17:
Old : 22: 0 8 0 5 9 5 17:
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 : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Old : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2005