WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 264,191: 36,837 45,364 48,499 151,953 129,403 237,288 223,266: 26,903 40,925
Old : 263,228: 36,822 45,212 48,485 151,311 129,162 236,617 222,859: 26,611 40,369
Other: 963: 27 164 2 642 241 671 407: 292 556
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,567: 3,274 -11,562 196 -3,479 8,971 -9 -2,395: 1,575 3,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.2 18.4 57.5 49.0 89.8 84.5: 10.2 15.5
Old : 100.0: 14.0 17.2 18.4 57.5 49.1 89.9 84.7: 10.1 15.3
Other: 100.0: 2.8 17.0 0.2 66.7 25.0 69.7 42.3: 30.3 57.7
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 70 83 67 47 60 156 178:
Old : 232: 71 83 66 47 60 155 178:
Other: 26: 4 2 1 4 16 8 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 : 31.6 30.5 45.4 36.8 31.3 27.7 44.6 32.4
Old : 31.7 30.6 45.6 36.9 31.4 27.9 44.8 32.7
Other: 66.7 30.3 69.7 36.4 66.7 30.3 69.5 36.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 843,045: 82,017 99,476 153,459 455,016 371,669 690,491 624,603: 152,554 218,442
Old : 538,539: 56,374 117,805 64,484 318,263 248,844 439,121 431,133: 99,418 107,406
Other: 304,506: 62,965 18,993 51,652 136,754 122,825 251,371 193,470: 53,136 111,036
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,990: -3,940 -56,300 12,996 -22,107 26,591 -13,050 -16,712: 7,060 10,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.8 18.2 54.0 44.1 81.9 74.1: 18.1 25.9
Old : 100.0: 10.5 21.9 12.0 59.1 46.2 81.5 80.1: 18.5 19.9
Other: 100.0: 20.7 6.2 17.0 44.9 40.3 82.6 63.5: 17.4 36.5
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 122 111 137 191 190 385 385:
Old : 449: 102 131 105 164 171 322 352:
Other: 354: 96 56 73 131 164 257 263:
:----------------------------------------------------------------------------------------------------
: 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 16.1 27.4 21.2 18.0 12.2 25.8 16.1
Old : 26.5 20.2 36.2 25.1 26.0 17.4 35.1 22.1
Other: 18.8 12.0 27.0 17.4 15.7 7.5 21.4 11.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 9,205: 1,654 1,705 824 2,184 4,333 4,662 6,862: 4,543 2,343
Old : 9,205: 1,654 1,705 824 2,184 4,333 4,662 6,862: 4,543 2,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 64: -199 277 -28 -39 -205 -266 44: 330 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.5 9.0 23.7 47.1 50.7 74.6: 49.3 25.4
Old : 100.0: 18.0 18.5 9.0 23.7 47.1 50.7 74.6: 49.3 25.4
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 : 40: 12 12 4 10 13 23 28:
Old : 40: 12 12 4 10 13 23 28:
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 : 21.3 27.6 33.0 43.2 17.7 27.5 26.1 40.4
Old : 21.3 27.6 33.0 43.2 17.7 27.5 26.1 40.4
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 24, 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 : 359,229: 53,998 20,526 80,544 150,907 163,073 285,449 264,142: 73,780 95,087
Old : 231,695: 37,826 25,840 42,107 109,944 115,824 189,877 183,771: 41,817 47,923
Other: 127,534: 27,485 5,999 27,124 40,962 47,248 95,572 80,371: 31,963 47,163
: : :
: : Changes in Commitments from: May 17, 2005 :
: 29,300: 13,847 -8,902 7,281 -511 27,979 20,617 26,359: 8,683 2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.7 22.4 42.0 45.4 79.5 73.5: 20.5 26.5
Old : 100.0: 16.3 11.2 18.2 47.5 50.0 82.0 79.3: 18.0 20.7
Other: 100.0: 21.6 4.7 21.3 32.1 37.0 74.9 63.0: 25.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 129 72 114 88 98 272 237:
Old : 305: 102 91 80 74 93 220 220:
Other: 213: 76 43 54 64 74 170 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 19.7 30.8 29.2 16.7 10.4 22.0 16.2
Old : 25.9 22.8 38.9 32.2 24.9 14.4 32.5 22.1
Other: 19.9 17.2 27.2 25.5 9.0 9.6 14.4 14.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 142,148: 18,791 18,033 20,797 79,085 88,689 118,672 127,519: 23,476 14,629
Old : 107,145: 16,093 18,916 12,002 62,678 64,183 90,773 95,101: 16,371 12,044
Other: 35,003: 5,202 1,622 6,290 16,406 24,506 27,899 32,418: 7,105 2,585
: : :
: : Changes in Commitments from: May 17, 2005 :
: 3,270: 478 -1,334 -566 660 6,884 572 4,984: 2,699 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.7 14.6 55.6 62.4 83.5 89.7: 16.5 10.3
Old : 100.0: 15.0 17.7 11.2 58.5 59.9 84.7 88.8: 15.3 11.2
Other: 100.0: 14.9 4.6 18.0 46.9 70.0 79.7 92.6: 20.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 39 29 32 51 49 103 102:
Old : 130: 33 35 29 50 46 98 97:
Other: 67: 16 11 19 28 26 55 47:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 27.9 35.5 41.5 22.4 24.6 32.0 33.8
Old : 27.0 28.9 40.2 41.8 26.9 26.1 37.3 36.6
Other: 35.9 40.3 47.5 55.6 26.8 31.8 33.0 42.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 915,658: 141,095 125,806 121,717 484,583 476,242 747,396 723,765: 168,262 191,893
Old : 915,658: 141,095 125,806 121,717 484,583 476,242 747,396 723,765: 168,262 191,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -81,926: 29,853 5,076 -38,005 -60,437 -45,242 -68,588 -78,171: -13,337 -3,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.7 13.3 52.9 52.0 81.6 79.0: 18.4 21.0
Old : 100.0: 15.4 13.7 13.3 52.9 52.0 81.6 79.0: 18.4 21.0
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 : 190: 39 44 50 75 87 145 152:
Old : 190: 39 44 50 75 87 145 152:
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 : 23.8 13.9 30.8 21.8 16.9 9.6 21.7 15.1
Old : 23.8 13.9 30.8 21.8 16.9 9.6 21.7 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 144,441: 25,438 9,557 22,714 62,221 91,222 110,373 123,493: 34,068 20,948
Old : 101,179: 24,495 9,262 14,370 36,023 61,644 74,888 85,276: 26,290 15,903
Other: 43,262: 3,842 3,194 5,445 26,198 29,578 35,484 38,217: 7,778 5,044
: : :
: : Changes in Commitments from: May 17, 2005 :
: 6,655: 3,976 -170 -257 -286 7,037 3,433 6,610: 3,222 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.6 15.7 43.1 63.2 76.4 85.5: 23.6 14.5
Old : 100.0: 24.2 9.2 14.2 35.6 60.9 74.0 84.3: 26.0 15.7
Other: 100.0: 8.9 7.4 12.6 60.6 68.4 82.0 88.3: 18.0 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 39 23 33 53 64 114 113:
Old : 145: 45 23 29 48 59 107 102:
Other: 85: 16 17 23 40 32 67 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 28.6 24.5 40.8 9.5 19.2 15.7 27.3
Old : 13.1 30.7 21.5 38.7 11.1 23.7 17.5 30.2
Other: 30.6 39.6 43.8 55.3 24.8 37.2 37.0 47.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 7,774: 3,653 513 1,129 1,040 4,854 5,822 6,496: 1,952 1,278
Old : 5,682: 3,159 769 574 503 3,461 4,236 4,804: 1,446 878
Other: 2,093: 886 136 163 537 1,393 1,586 1,693: 507 400
: : :
: : Changes in Commitments from: May 17, 2005 :
: -288: -136 -10 -91 35 -223 -191 -323: -97 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 6.6 14.5 13.4 62.4 74.9 83.6: 25.1 16.4
Old : 100.0: 55.6 13.5 10.1 8.9 60.9 74.6 84.5: 25.4 15.5
Other: 100.0: 42.3 6.5 7.8 25.7 66.6 75.8 80.9: 24.2 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 7 9 12 16 33 29:
Old : 41: 15 9 8 7 16 26 29:
Other: 28: 12 1 7 7 12 20 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 : 37.5 42.6 51.7 58.2 35.6 40.2 44.7 51.9
Old : 44.8 44.6 59.6 59.8 44.8 43.7 56.3 54.2
Other: 39.8 56.1 56.1 70.3 36.0 47.0 48.9 60.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 367,554: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,014 119,589
Old : 367,554: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,014 119,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 26,565: -10,591 -2,957 2,677 32,879 22,840 24,965 22,560: 1,600 4,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
Old : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
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 : 101: 17 23 3 43 44 62 68:
Old : 101: 17 23 3 43 44 62 68:
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 : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Old : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 2,804,224: 513,397 414,934 433,138 1,511,147 1,416,417 2,457,682 2,264,490: 346,542 539,734
Old : 2,804,224: 513,397 414,934 433,138 1,511,147 1,416,417 2,457,682 2,264,490: 346,542 539,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -382,176: 78,450 -30,591 -277,986 -237,656 -133,997 -437,192 -442,574: 55,017 60,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.8 15.4 53.9 50.5 87.6 80.8: 12.4 19.2
Old : 100.0: 18.3 14.8 15.4 53.9 50.5 87.6 80.8: 12.4 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 : 279: 50 84 76 104 131 200 245:
Old : 279: 50 84 76 104 131 200 245:
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 : 28.8 13.3 41.6 23.6 21.6 9.2 32.0 14.4
Old : 28.8 13.3 41.6 23.6 21.6 9.2 32.0 14.4
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 24, 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 : 1,438,727: 148,794 234,934 190,525 903,932 743,662 1,243,251 1,169,121: 195,477 269,606
Old : 1,438,727: 148,794 234,934 190,525 903,932 743,662 1,243,251 1,169,121: 195,477 269,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -206,024: 9,129 -54,242 -88,009 -138,123 -57,424 -217,003 -199,676: 10,979 -6,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.3 13.2 62.8 51.7 86.4 81.3: 13.6 18.7
Old : 100.0: 10.3 16.3 13.2 62.8 51.7 86.4 81.3: 13.6 18.7
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 : 184: 36 46 47 72 88 132 157:
Old : 184: 36 46 47 72 88 132 157:
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 : 28.0 19.5 43.7 27.6 21.1 11.3 31.0 17.9
Old : 28.0 19.5 43.7 27.6 21.1 11.3 31.0 17.9
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 24, 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 : 646,140: 128,208 38,256 231,900 243,098 345,177 603,206 615,333: 42,934 30,808
Old : 646,140: 128,208 38,256 231,900 243,098 345,177 603,206 615,333: 42,934 30,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 21,171: -6,271 2,697 11,055 13,172 11,863 17,956 25,615: 3,216 -4,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.9 35.9 37.6 53.4 93.4 95.2: 6.6 4.8
Old : 100.0: 19.8 5.9 35.9 37.6 53.4 93.4 95.2: 6.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 38 22 45 52 59 108 108:
Old : 124: 38 22 45 52 59 108 108:
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 39.7 51.3 52.6 11.0 16.9 16.6 21.5
Old : 35.6 39.7 51.3 52.6 11.0 16.9 16.6 21.5
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, May 24, 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 : 43,200: 12,012 4,974 1,157 19,435 29,231 32,605 35,362: 10,595 7,838
Old : 43,200: 12,012 4,974 1,157 19,435 29,231 32,605 35,362: 10,595 7,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -232: 1,082 -346 -284 -1,355 1,189 -557 559: 325 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.5 2.7 45.0 67.7 75.5 81.9: 24.5 18.1
Old : 100.0: 27.8 11.5 2.7 45.0 67.7 75.5 81.9: 24.5 18.1
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 : 65: 22 14 9 19 13 46 31:
Old : 65: 22 14 9 19 13 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 57.8 43.8 67.0 31.3 57.6 43.7 65.8
Old : 31.3 57.8 43.8 67.0 31.3 57.6 43.7 65.8
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 24, 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 : 69,681: 9,843 35,237 2,748 47,028 12,059 59,619 50,045: 10,063 19,637
Old : 69,681: 9,843 35,237 2,748 47,028 12,059 59,619 50,045: 10,063 19,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,974: 609 2,929 -2,630 432 -5,475 -1,589 -5,177: -3,385 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 50.6 3.9 67.5 17.3 85.6 71.8: 14.4 28.2
Old : 100.0: 14.1 50.6 3.9 67.5 17.3 85.6 71.8: 14.4 28.2
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 : 74: 17 35 15 16 15 42 56:
Old : 74: 17 35 15 16 15 42 56:
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 : 58.7 20.8 67.6 32.7 54.3 20.8 63.2 32.3
Old : 58.7 20.8 67.6 32.7 54.3 20.8 63.2 32.3
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, May 24, 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 : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Old : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,135: -70 -1,052 0 1,503 2,152 1,433 1,100: -298 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
Old : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 21 4 17 19 27 41:
Old : 59: 7 21 4 17 19 27 41:
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 : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Old : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Old : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -68: 0 -89 0 -68 16 -68 -73: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 99.6 92.7 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 6.7 0.0 99.6 92.7 99.6 99.4: 0.4 0.6
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 : 22: 0 7 0 5 11 5 18:
Old : 22: 0 7 0 5 11 5 18:
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 : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Old : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005