WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 244,720: 32,584 36,820 41,004 147,963 127,511 221,551 205,335: 23,169 39,385
Old : 244,032: 32,655 36,737 40,909 147,504 127,377 221,068 205,023: 22,964 39,009
Other: 688: 22 176 2 459 134 483 312: 205 376
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,009: -4,991 -242 1,049 1,277 -6,993 -2,665 -6,187: -1,344 2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.0 16.8 60.5 52.1 90.5 83.9: 9.5 16.1
Old : 100.0: 13.4 15.1 16.8 60.4 52.2 90.6 84.0: 9.4 16.0
Other: 100.0: 3.2 25.6 0.3 66.7 19.5 70.2 45.3: 29.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 62 73 63 43 57 145 159:
Old : 209: 63 73 63 43 57 145 159:
Other: 21: 2 2 1 2 15 4 18:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 31.8 47.6 38.3 32.6 28.8 46.6 33.7
Old : 33.0 31.9 47.7 38.4 32.7 29.0 46.8 33.9
Other: 70.2 34.9 70.2 40.4 69.9 34.9 69.9 40.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 813,921: 86,489 131,837 121,571 470,868 344,085 678,928 597,493: 134,993 216,428
Old : 552,167: 67,899 133,224 63,044 329,023 240,384 459,967 436,653: 92,200 115,515
Other: 261,754: 40,202 20,226 36,915 141,844 103,700 218,961 160,840: 42,793 100,914
: : :
: : Changes in Commitments from: April 26, 2005 :
: 24,731: 194 32,752 16,969 22,261 -20,699 39,424 29,023: -14,693 -4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.2 14.9 57.9 42.3 83.4 73.4: 16.6 26.6
Old : 100.0: 12.3 24.1 11.4 59.6 43.5 83.3 79.1: 16.7 20.9
Other: 100.0: 15.4 7.7 14.1 54.2 39.6 83.7 61.4: 16.3 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 112 135 137 195 184 386 395:
Old : 471: 96 144 113 166 167 336 361:
Other: 334: 83 56 59 129 153 235 245:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 16.8 29.0 21.8 18.6 12.0 26.5 15.3
Old : 25.4 21.2 34.6 25.3 25.4 18.1 34.2 22.0
Other: 27.4 11.2 35.2 16.9 20.0 5.8 26.0 10.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,721: 1,947 912 845 1,780 5,290 4,573 7,048: 4,148 1,673
Old : 8,721: 1,947 912 845 1,780 5,290 4,573 7,048: 4,148 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -590: -771 833 101 645 -1,810 -26 -876: -563 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.5 9.7 20.4 60.7 52.4 80.8: 47.6 19.2
Old : 100.0: 22.3 10.5 9.7 20.4 60.7 52.4 80.8: 47.6 19.2
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 : 35: 8 8 5 11 16 22 26:
Old : 35: 8 8 5 11 16 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 36.2 34.8 52.8 22.1 34.6 31.2 50.6
Old : 23.3 36.2 34.8 52.8 22.1 34.6 31.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 325,132: 45,332 24,903 67,846 147,156 136,561 260,335 229,310: 64,797 95,822
Old : 222,937: 33,127 29,047 37,823 112,459 101,455 183,409 168,325: 39,528 54,612
Other: 102,195: 22,020 5,672 20,208 34,698 35,105 76,925 60,985: 25,270 41,210
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,947: -10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014: -3,314 -5,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.7 20.9 45.3 42.0 80.1 70.5: 19.9 29.5
Old : 100.0: 14.9 13.0 17.0 50.4 45.5 82.3 75.5: 17.7 24.5
Other: 100.0: 21.5 5.6 19.8 34.0 34.4 75.3 59.7: 24.7 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 106 88 113 93 101 263 247:
Old : 303: 87 100 81 75 98 211 232:
Other: 201: 76 36 52 61 68 160 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.6 32.2 25.4 17.4 9.0 22.9 13.6
Old : 26.1 21.9 39.2 29.9 25.1 13.5 32.4 18.3
Other: 20.9 16.8 28.8 24.3 11.9 8.6 17.8 13.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,028: 10,987 2,924 264 121 722 11,372 3,910: 2,656 10,118
Old : 5,226: 3,320 2,690 63 36 41 3,419 2,794: 1,807 2,432
Other: 8,802: 7,775 342 93 85 681 7,953 1,116: 849 7,686
: : :
: : Changes in Commitments from: April 26, 2005 :
: 57: 245 1,178 -29 -304 -178 -88 971: 145 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 20.8 1.9 0.9 5.1 81.1 27.9: 18.9 72.1
Old : 100.0: 63.5 51.5 1.2 0.7 0.8 65.4 53.5: 34.6 46.5
Other: 100.0: 88.3 3.9 1.1 1.0 7.7 90.4 12.7: 9.6 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 6 1 3 15 13:
Old : 21: 11 7 3 1 2 13 11:
Other: 15: 8 4 5 1 3 10 11:
:----------------------------------------------------------------------------------------------------
: 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 : 57.2 19.3 73.3 25.2 56.7 18.4 72.7 23.9
Old : 38.3 44.0 57.5 52.8 38.3 44.0 57.5 52.0
Other: 79.6 10.4 89.7 12.4 79.0 9.4 88.3 10.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 156,643: 26,417 14,373 25,284 79,199 101,907 130,899 141,563: 25,744 15,079
Old : 120,897: 24,475 15,451 15,462 61,363 76,971 101,300 107,884: 19,597 13,013
Other: 35,746: 5,854 2,835 5,909 17,836 24,936 29,599 33,680: 6,147 2,066
: : :
: : Changes in Commitments from: April 26, 2005 :
: 524: -981 3,029 155 2,478 -4,077 1,652 -893: -1,128 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.2 16.1 50.6 65.1 83.6 90.4: 16.4 9.6
Old : 100.0: 20.2 12.8 12.8 50.8 63.7 83.8 89.2: 16.2 10.8
Other: 100.0: 16.4 7.9 16.5 49.9 69.8 82.8 94.2: 17.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 43 28 36 48 46 111 100:
Old : 140: 42 32 33 45 44 106 96:
Other: 60: 12 13 17 26 24 47 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 : 21.7 34.8 32.3 47.0 21.7 28.3 29.5 39.0
Old : 22.9 37.1 33.8 48.5 22.3 32.4 31.2 42.5
Other: 39.8 48.2 53.0 59.5 35.6 41.1 42.6 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 910,946: 91,641 101,480 136,725 519,688 490,576 748,054 728,781: 162,892 182,165
Old : 910,946: 91,641 101,480 136,725 519,688 490,576 748,054 728,781: 162,892 182,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 35,559: -1,640 1,635 17,819 1,515 19,479 17,695 38,933: 17,865 -3,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.1 15.0 57.0 53.9 82.1 80.0: 17.9 20.0
Old : 100.0: 10.1 11.1 15.0 57.0 53.9 82.1 80.0: 17.9 20.0
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 : 181: 31 44 45 79 88 139 148:
Old : 181: 31 44 45 79 88 139 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 14.0 30.6 23.6 13.5 9.6 18.2 15.4
Old : 23.0 14.0 30.6 23.6 13.5 9.6 18.2 15.4
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, May 3, 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 : 148,110: 29,952 9,539 23,275 62,782 92,809 116,009 125,623: 32,101 22,486
Old : 109,714: 28,554 10,089 15,498 39,448 66,320 83,500 91,907: 26,214 17,807
Other: 38,396: 3,211 1,263 5,963 23,335 26,489 32,509 33,716: 5,887 4,680
: : :
: : Changes in Commitments from: April 26, 2005 :
: -10,590: -3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895: -2,474 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.4 15.7 42.4 62.7 78.3 84.8: 21.7 15.2
Old : 100.0: 26.0 9.2 14.1 36.0 60.4 76.1 83.8: 23.9 16.2
Other: 100.0: 8.4 3.3 15.5 60.8 69.0 84.7 87.8: 15.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 46 26 37 51 62 122 113:
Old : 154: 48 28 33 45 60 115 107:
Other: 77: 20 10 20 37 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 : 14.8 28.0 23.9 40.9 10.4 20.0 16.5 28.2
Old : 12.9 29.3 20.6 37.1 9.9 25.0 17.2 30.6
Other: 30.3 45.8 43.5 60.3 26.7 42.4 38.7 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 7,813: 3,463 1,110 1,110 806 4,478 5,380 6,699: 2,433 1,114
Old : 6,583: 3,355 1,175 759 482 3,839 4,596 5,772: 1,987 811
Other: 1,229: 250 78 210 324 639 784 927: 445 302
: : :
: : Changes in Commitments from: April 26, 2005 :
: -49: -109 -240 291 -412 -112 -230 -61: 181 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 14.2 14.2 10.3 57.3 68.9 85.7: 31.1 14.3
Old : 100.0: 51.0 17.8 11.5 7.3 58.3 69.8 87.7: 30.2 12.3
Other: 100.0: 20.3 6.3 17.1 26.4 52.0 63.8 75.4: 36.2 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 6 10 10 15 32 30:
Old : 43: 20 7 9 6 15 28 29:
Other: 25: 9 3 8 6 12 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 38.2 46.8 58.6 32.9 36.7 39.3 53.2
Old : 38.8 39.1 51.3 63.0 38.8 38.9 46.5 58.1
Other: 29.5 39.2 48.0 56.2 26.2 30.7 32.4 41.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 335,446: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,352 102,341
Old : 335,446: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,352 102,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 19,930: 8,069 10,180 1,567 13,201 5,480 22,837 17,227: -2,907 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 24.9 0.5 47.3 44.0 81.7 69.5: 18.3 30.5
Old : 100.0: 33.8 24.9 0.5 47.3 44.0 81.7 69.5: 18.3 30.5
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 : 106: 18 28 4 39 43 61 72:
Old : 106: 18 28 4 39 43 61 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 19.6 47.8 27.7 34.0 18.6 47.8 26.2
Old : 34.0 19.6 47.8 27.7 34.0 18.6 47.8 26.2
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, May 3, 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 : 2,909,777: 350,762 368,019 620,631 1,666,586 1,471,518 2,637,979 2,460,168: 271,798 449,609
Old : 2,909,777: 350,762 368,019 620,631 1,666,586 1,471,518 2,637,979 2,460,168: 271,798 449,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 158,490: 16,538 -35,855 131,668 11,160 92,927 159,365 188,740: -875 -30,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.6 21.3 57.3 50.6 90.7 84.5: 9.3 15.5
Old : 100.0: 12.1 12.6 21.3 57.3 50.6 90.7 84.5: 9.3 15.5
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 : 304: 51 88 89 114 155 221 276:
Old : 304: 51 88 89 114 155 221 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 13.6 44.3 24.6 25.9 9.9 31.8 14.0
Old : 31.6 13.6 44.3 24.6 25.9 9.9 31.8 14.0
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, May 3, 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 : 1,706,068: 138,516 290,599 255,206 1,141,021 857,673 1,534,742 1,403,479: 171,326 302,590
Old : 1,706,068: 138,516 290,599 255,206 1,141,021 857,673 1,534,742 1,403,479: 171,326 302,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 42,260: 7,299 2,387 39,896 -4,707 11,626 42,488 53,909: -228 -11,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.0 15.0 66.9 50.3 90.0 82.3: 10.0 17.7
Old : 100.0: 8.1 17.0 15.0 66.9 50.3 90.0 82.3: 10.0 17.7
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 : 200: 31 55 51 80 103 142 178:
Old : 200: 31 55 51 80 103 142 178:
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 : 34.3 21.1 46.5 29.5 24.5 13.2 33.6 19.1
Old : 34.3 21.1 46.5 29.5 24.5 13.2 33.6 19.1
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, May 3, 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 : 576,125: 158,943 29,831 173,514 207,532 342,510 539,989 545,855: 36,137 30,271
Old : 576,125: 158,943 29,831 173,514 207,532 342,510 539,989 545,855: 36,137 30,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -105,154: -58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726: -5,228 -4,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.2 30.1 36.0 59.5 93.7 94.7: 6.3 5.3
Old : 100.0: 27.6 5.2 30.1 36.0 59.5 93.7 94.7: 6.3 5.3
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 : 116: 39 18 43 49 55 103 101:
Old : 116: 39 18 43 49 55 103 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 37.0 48.6 49.4 17.3 21.7 23.8 28.0
Old : 33.0 37.0 48.6 49.4 17.3 21.7 23.8 28.0
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, May 3, 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 : 43,902: 10,678 5,236 1,595 20,928 28,608 33,200 35,439: 10,702 8,463
Old : 43,902: 10,678 5,236 1,595 20,928 28,608 33,200 35,439: 10,702 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 407: 595 -6,748 243 -257 6,482 581 -22: -174 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.9 3.6 47.7 65.2 75.6 80.7: 24.4 19.3
Old : 100.0: 24.3 11.9 3.6 47.7 65.2 75.6 80.7: 24.4 19.3
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 : 68: 20 17 12 20 14 50 33:
Old : 68: 20 17 12 20 14 50 33:
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 : 31.2 55.6 44.6 64.9 31.2 55.6 44.6 64.8
Old : 31.2 55.6 44.6 64.9 31.2 55.6 44.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 69,433: 8,011 25,240 3,656 41,226 19,937 52,892 48,833: 16,540 20,600
Old : 69,433: 8,011 25,240 3,656 41,226 19,937 52,892 48,833: 16,540 20,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,081: -1,092 715 752 3,350 -1,613 3,010 -147: 1,071 4,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 36.4 5.3 59.4 28.7 76.2 70.3: 23.8 29.7
Old : 100.0: 11.5 36.4 5.3 59.4 28.7 76.2 70.3: 23.8 29.7
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 : 72: 21 29 19 13 17 44 55:
Old : 72: 21 29 19 13 17 44 55:
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 : 53.0 31.4 60.8 41.7 51.3 31.4 58.0 40.7
Old : 53.0 31.4 60.8 41.7 51.3 31.4 58.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Old : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 896: 410 137 0 207 636 617 773: 279 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
Old : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
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 : 59: 8 20 4 17 19 28 40:
Old : 59: 8 20 4 17 19 28 40:
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 : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
Old : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Old : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,634: 0 1 0 1,642 1,695 1,642 1,696: -8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
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 : 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 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Old : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005