WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 248,729: 37,574 37,062 39,956 146,686 134,504 224,216 211,521: 24,513 37,208
Old : 9,812: 4,304 1,579 2 1,758 5,014 6,064 6,595: 3,748 3,217
Other: 238,917: 36,290 38,503 36,933 144,928 129,490 218,152 204,926: 20,765 33,991
: : :
: : Changes in Commitments from: April 19, 2005 :
: -32,281: 611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181: -3,390 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.9 16.1 59.0 54.1 90.1 85.0: 9.9 15.0
Old : 100.0: 43.9 16.1 0.0 17.9 51.1 61.8 67.2: 38.2 32.8
Other: 100.0: 15.2 16.1 15.5 60.7 54.2 91.3 85.8: 8.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 62 83 66 48 55 160 163:
Old : 70: 19 19 1 10 25 30 44:
Other: 214: 65 82 58 44 54 148 157:
:----------------------------------------------------------------------------------------------------
: 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 34.0 46.2 40.7 31.3 31.2 44.7 36.4
Old : 26.6 29.2 42.9 42.0 26.6 29.2 42.9 42.0
Other: 32.9 35.1 48.0 42.0 32.6 32.3 46.4 37.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 789,190: 86,295 99,085 104,602 448,607 364,784 639,504 568,470: 149,686 220,720
Old : 541,579: 63,278 102,768 52,805 317,280 260,764 433,363 416,337: 108,216 125,242
Other: 247,611: 40,490 13,790 34,324 131,327 104,020 206,141 152,134: 41,470 95,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -51,576: -1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110: 1,744 -4,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.6 13.3 56.8 46.2 81.0 72.0: 19.0 28.0
Old : 100.0: 11.7 19.0 9.8 58.6 48.1 80.0 76.9: 20.0 23.1
Other: 100.0: 16.4 5.6 13.9 53.0 42.0 83.3 61.4: 16.7 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 107 117 119 208 202 386 378:
Old : 450: 96 118 98 184 188 340 348:
Other: 338: 73 58 55 126 166 225 254:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 16.0 27.6 21.3 18.3 10.8 26.4 14.7
Old : 24.9 19.7 34.0 24.4 24.9 17.3 33.9 21.6
Other: 26.7 12.1 33.8 17.7 19.0 6.2 24.4 10.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 9,311: 2,718 79 745 1,136 7,100 4,599 7,923: 4,712 1,387
Old : 1,690: 235 3 0 68 1,471 303 1,474: 1,387 216
Other: 7,621: 2,491 84 737 1,068 5,629 4,296 6,449: 3,325 1,171
: : :
: : Changes in Commitments from: April 19, 2005 :
: -380: -223 75 119 -382 -449 -486 -255: 106 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.8 8.0 12.2 76.3 49.4 85.1: 50.6 14.9
Old : 100.0: 13.9 0.2 0.0 4.0 87.0 17.9 87.2: 82.1 12.8
Other: 100.0: 32.7 1.1 9.7 14.0 73.9 56.4 84.6: 43.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 3 5 9 16 24 22:
Old : 16: 4 1 0 2 9 6 10:
Other: 33: 11 4 5 8 16 22 22:
:----------------------------------------------------------------------------------------------------
: 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 42.6 31.8 57.8 21.4 40.3 28.8 55.5
Old : 16.7 72.5 17.9 86.2 16.7 72.5 17.9 86.2
Other: 26.6 38.2 38.9 56.6 26.1 36.5 34.7 53.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 333,078: 55,795 22,444 63,113 146,058 145,767 264,967 231,324: 68,111 101,754
Old : 236,485: 44,083 26,385 35,697 112,946 112,622 192,727 174,705: 43,758 61,780
Other: 96,593: 20,623 4,969 18,506 33,112 33,144 72,240 56,620: 24,353 39,974
: : :
: : Changes in Commitments from: April 19, 2005 :
: -49,700: -796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851: -4,780 -10,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.7 18.9 43.9 43.8 79.6 69.5: 20.4 30.5
Old : 100.0: 18.6 11.2 15.1 47.8 47.6 81.5 73.9: 18.5 26.1
Other: 100.0: 21.3 5.1 19.2 34.3 34.3 74.8 58.6: 25.2 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 111 75 106 95 103 268 236:
Old : 305: 97 89 83 83 102 230 226:
Other: 194: 63 44 45 57 71 147 134:
:----------------------------------------------------------------------------------------------------
: 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 17.6 30.6 25.6 16.9 8.6 22.6 13.8
Old : 25.1 20.9 36.8 29.3 23.6 13.2 31.2 18.9
Other: 20.9 15.6 29.8 22.7 12.3 8.3 18.6 13.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,971: 10,742 1,746 293 425 900 11,460 2,939: 2,511 11,032
Old : 5,297: 3,120 1,461 74 340 208 3,534 1,743: 1,763 3,554
Other: 8,674: 7,754 417 87 85 692 7,926 1,196: 748 7,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,582: 69 -1,149 -699 0 -280 -630 -2,128: -952 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.5 2.1 3.0 6.4 82.0 21.0: 18.0 79.0
Old : 100.0: 58.9 27.6 1.4 6.4 3.9 66.7 32.9: 33.3 67.1
Other: 100.0: 89.4 4.8 1.0 1.0 8.0 91.4 13.8: 8.6 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 7 3 4 16 13:
Old : 20: 9 6 3 3 3 13 11:
Other: 15: 9 2 5 1 4 11 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 : 63.1 12.0 75.8 18.3 62.0 11.2 74.4 16.8
Old : 46.0 22.7 63.1 32.6 46.0 22.7 63.1 31.3
Other: 80.0 12.7 90.5 13.7 79.3 11.6 89.2 11.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 156,119: 27,397 11,343 25,129 76,721 105,984 129,247 142,456: 26,872 13,663
Old : 123,575: 26,152 12,202 15,964 60,068 83,418 102,183 111,585: 21,391 11,990
Other: 32,544: 4,273 2,168 6,138 16,653 22,566 27,064 30,871: 5,480 1,673
: : :
: : Changes in Commitments from: April 19, 2005 :
: -7,637: -2,103 -241 -790 -2,880 -4,170 -5,773 -5,201: -1,864 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.3 16.1 49.1 67.9 82.8 91.2: 17.2 8.8
Old : 100.0: 21.2 9.9 12.9 48.6 67.5 82.7 90.3: 17.3 9.7
Other: 100.0: 13.1 6.7 18.9 51.2 69.3 83.2 94.9: 16.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 46 22 36 43 46 108 98:
Old : 137: 49 24 33 40 45 102 96:
Other: 61: 15 13 18 25 23 49 46:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 37.9 31.0 48.8 20.6 29.4 28.3 39.2
Old : 21.9 39.5 31.9 50.2 20.9 32.7 29.5 41.7
Other: 37.5 47.4 48.9 59.2 33.7 39.4 40.0 49.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 875,387: 93,281 99,845 118,906 518,173 471,097 730,359 689,848: 145,028 185,539
Old : 875,387: 93,281 99,845 118,906 518,173 471,097 730,359 689,848: 145,028 185,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -59,756: 4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734: -7,565 3,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.4 13.6 59.2 53.8 83.4 78.8: 16.6 21.2
Old : 100.0: 10.7 11.4 13.6 59.2 53.8 83.4 78.8: 16.6 21.2
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 : 178: 37 36 45 78 87 139 144:
Old : 178: 37 36 45 78 87 139 144:
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 13.3 31.9 24.1 15.6 11.0 20.8 17.5
Old : 24.2 13.3 31.9 24.1 15.6 11.0 20.8 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 26, 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 : 158,700: 33,945 10,160 24,386 65,793 100,972 124,125 135,518: 34,575 23,182
Old : 121,611: 32,336 10,878 16,379 43,928 75,660 92,643 102,917: 28,969 18,695
Other: 37,089: 3,951 1,624 5,666 21,866 25,312 31,482 32,602: 5,606 4,487
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,002: 4,968 -1,293 -3,751 -690 7,188 527 2,144: 474 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.4 15.4 41.5 63.6 78.2 85.4: 21.8 14.6
Old : 100.0: 26.6 8.9 13.5 36.1 62.2 76.2 84.6: 23.8 15.4
Other: 100.0: 10.7 4.4 15.3 59.0 68.2 84.9 87.9: 15.1 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 48 22 38 56 63 129 113:
Old : 157: 56 21 33 51 63 122 109:
Other: 81: 18 14 20 37 29 64 54:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 30.3 21.6 41.7 10.0 21.4 17.2 31.2
Old : 10.6 31.5 18.9 39.4 10.1 27.4 17.6 33.4
Other: 31.3 45.8 44.7 58.9 26.9 43.1 38.8 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 7,862: 3,572 1,350 820 1,219 4,590 5,610 6,760: 2,252 1,102
Old : 6,993: 3,550 1,334 552 969 4,143 5,071 6,029: 1,922 964
Other: 869: 95 89 194 250 447 540 730: 329 139
: : :
: : Changes in Commitments from: April 19, 2005 :
: -204: 16 107 -435 202 98 -217 -230: 12 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 17.2 10.4 15.5 58.4 71.4 86.0: 28.6 14.0
Old : 100.0: 50.8 19.1 7.9 13.9 59.3 72.5 86.2: 27.5 13.8
Other: 100.0: 10.9 10.3 22.4 28.8 51.4 62.1 84.1: 37.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 6 9 12 15 34 29:
Old : 44: 21 6 8 10 15 32 28:
Other: 21: 6 4 7 4 9 14 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.0 48.9 58.7 33.3 36.7 44.5 55.2
Old : 40.1 40.1 53.2 60.7 36.9 37.4 48.8 58.0
Other: 36.3 53.2 54.2 72.1 28.5 40.9 31.7 51.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 315,516: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,259 99,638
Old : 315,516: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,259 99,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 11,527: 9,550 12,695 212 3,844 -3,178 13,606 9,728: -2,078 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 0.1 46.2 45.1 79.6 68.4: 20.4 31.6
Old : 100.0: 33.4 23.3 0.1 46.2 45.1 79.6 68.4: 20.4 31.6
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 : 102: 19 27 3 37 40 59 67:
Old : 102: 19 27 3 37 40 59 67:
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 : 33.0 19.6 46.6 28.1 33.0 17.9 46.6 26.4
Old : 33.0 19.6 46.6 28.1 33.0 17.9 46.6 26.4
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 26, 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 : 2,751,287: 334,224 403,874 488,963 1,655,427 1,378,591 2,478,614 2,271,428: 272,673 479,859
Old : 2,751,287: 334,224 403,874 488,963 1,655,427 1,378,591 2,478,614 2,271,428: 272,673 479,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -86,156: 48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975: 20,169 17,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.7 17.8 60.2 50.1 90.1 82.6: 9.9 17.4
Old : 100.0: 12.1 14.7 17.8 60.2 50.1 90.1 82.6: 9.9 17.4
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 : 290: 51 78 84 110 150 211 262:
Old : 290: 51 78 84 110 150 211 262:
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 : 35.4 13.5 47.3 23.1 30.6 10.4 37.0 14.8
Old : 35.4 13.5 47.3 23.1 30.6 10.4 37.0 14.8
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 26, 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 : 1,663,808: 131,217 288,212 215,310 1,145,728 846,047 1,492,255 1,349,569: 171,553 314,239
Old : 1,663,808: 131,217 288,212 215,310 1,145,728 846,047 1,492,255 1,349,569: 171,553 314,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -69,563: 782 -17,232 -36,065 -12,245 632 -47,528 -52,665: -22,035 -16,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.3 12.9 68.9 50.9 89.7 81.1: 10.3 18.9
Old : 100.0: 7.9 17.3 12.9 68.9 50.9 89.7 81.1: 10.3 18.9
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 : 189: 32 52 49 71 94 131 167:
Old : 189: 32 52 49 71 94 131 167:
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 : 35.6 20.0 47.9 29.1 25.9 13.4 35.1 19.7
Old : 35.6 20.0 47.9 29.1 25.9 13.4 35.1 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 681,280: 217,057 30,877 203,223 219,635 412,481 639,915 646,581: 41,365 34,699
Old : 681,280: 217,057 30,877 203,223 219,635 412,481 639,915 646,581: 41,365 34,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 30,140: 34,085 5,653 3,301 -3,976 22,684 33,409 31,637: -3,269 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.5 29.8 32.2 60.5 93.9 94.9: 6.1 5.1
Old : 100.0: 31.9 4.5 29.8 32.2 60.5 93.9 94.9: 6.1 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 : 131: 43 24 47 52 59 112 113:
Old : 131: 43 24 47 52 59 112 113:
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 34.5 48.1 46.5 18.1 22.1 24.4 28.5
Old : 34.5 34.5 48.1 46.5 18.1 22.1 24.4 28.5
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 26, 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 : 43,495: 10,083 11,984 1,351 21,185 22,125 32,619 35,461: 10,876 8,034
Old : 43,495: 10,083 11,984 1,351 21,185 22,125 32,619 35,461: 10,876 8,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,136: 1,278 -355 190 101 357 1,569 192: -433 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 27.6 3.1 48.7 50.9 75.0 81.5: 25.0 18.5
Old : 100.0: 23.2 27.6 3.1 48.7 50.9 75.0 81.5: 25.0 18.5
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 : 66: 21 16 9 19 12 46 31:
Old : 66: 21 16 9 19 12 46 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 : 31.3 54.6 45.4 64.1 31.3 54.6 45.4 64.1
Old : 31.3 54.6 45.4 64.1 31.3 54.6 45.4 64.1
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 26, 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 : 65,352: 9,103 24,525 2,904 37,876 21,550 49,883 48,979: 15,469 16,373
Old : 65,352: 9,103 24,525 2,904 37,876 21,550 49,883 48,979: 15,469 16,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,737: -2,669 4,625 889 9,864 -1,395 8,084 4,118: -3,347 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 37.5 4.4 58.0 33.0 76.3 74.9: 23.7 25.1
Old : 100.0: 13.9 37.5 4.4 58.0 33.0 76.3 74.9: 23.7 25.1
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 : 74: 22 27 17 16 16 45 53:
Old : 74: 22 27 17 16 16 45 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 36.8 56.2 46.8 46.5 36.8 54.1 46.3
Old : 48.2 36.8 56.2 46.8 46.5 36.8 54.1 46.3
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 26, 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 : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Old : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 368: 1,025 167 0 -701 774 324 941: 44 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Old : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
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 : 63: 7 22 4 20 21 30 44:
Old : 63: 7 22 4 20 21 30 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 : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Old : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Old : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 797: 0 -206 0 739 947 739 741: 58 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
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 : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Old : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005