WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 269,640: 36,861 44,801 48,818 152,408 133,045 238,088 226,665: 31,552 42,975
Old : 268,611: 36,841 44,632 48,813 151,687 132,650 237,342 226,096: 31,269 42,515
Other: 1,029: 23 172 2 721 395 746 569: 283 460
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,449: 25 -563 319 455 3,643 799 3,399: 4,649 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.6 18.1 56.5 49.3 88.3 84.1: 11.7 15.9
Old : 100.0: 13.7 16.6 18.2 56.5 49.4 88.4 84.2: 11.6 15.8
Other: 100.0: 2.2 16.7 0.2 70.1 38.4 72.5 55.3: 27.5 44.7
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 65 92 64 49 61 156 178:
Old : 232: 65 92 63 49 61 155 178:
Other: 29: 2 3 1 4 19 7 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 30.9 44.0 36.9 30.1 28.1 43.4 32.5
Old : 30.5 31.0 44.1 37.0 30.3 28.3 43.5 32.8
Other: 70.1 39.3 72.5 47.1 70.1 39.3 72.3 47.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 865,883: 87,385 90,527 158,206 463,309 395,537 708,899 644,270: 156,984 221,613
Old : 542,530: 59,323 110,708 65,417 317,777 259,646 442,517 435,771: 100,012 106,758
Other: 323,353: 66,586 18,343 54,264 145,532 135,891 266,382 208,498: 56,971 114,855
: : :
: : Changes in Commitments from: May 24, 2005 :
: 22,838: 5,368 -8,949 4,747 8,292 23,868 18,408 19,666: 4,430 3,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.5 18.3 53.5 45.7 81.9 74.4: 18.1 25.6
Old : 100.0: 10.9 20.4 12.1 58.6 47.9 81.6 80.3: 18.4 19.7
Other: 100.0: 20.6 5.7 16.8 45.0 42.0 82.4 64.5: 17.6 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 137 116 152 200 209 412 412:
Old : 478: 117 128 118 173 179 350 367:
Other: 381: 99 64 84 143 184 282 292:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 16.6 27.4 21.4 17.3 12.5 25.6 15.7
Old : 26.8 20.6 36.6 25.7 26.3 17.9 35.5 22.3
Other: 16.8 12.1 25.1 17.4 14.8 8.4 21.2 12.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 9,740: 1,743 1,751 986 2,344 4,531 5,074 7,268: 4,667 2,473
Old : 9,740: 1,743 1,751 986 2,344 4,531 5,074 7,268: 4,667 2,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 536: 88 45 162 161 198 411 405: 124 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.0 10.1 24.1 46.5 52.1 74.6: 47.9 25.4
Old : 100.0: 17.9 18.0 10.1 24.1 46.5 52.1 74.6: 47.9 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: 9 15 5 10 13 24 28:
Old : 40: 9 15 5 10 13 24 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 : 21.6 27.3 33.6 40.9 17.8 26.2 26.1 36.7
Old : 21.6 27.3 33.6 40.9 17.8 26.2 26.1 36.7
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 31, 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 : 408,856: 74,291 20,825 96,572 153,765 186,963 324,628 304,359: 84,228 104,497
Old : 256,432: 51,746 28,681 49,326 107,811 126,520 208,883 204,526: 47,549 51,906
Other: 152,424: 37,657 7,256 32,134 45,954 60,443 115,745 99,833: 36,679 52,591
: : :
: : Changes in Commitments from: May 24, 2005 :
: 49,627: 20,293 299 16,028 2,859 23,891 39,179 40,217: 10,448 9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.1 23.6 37.6 45.7 79.4 74.4: 20.6 25.6
Old : 100.0: 20.2 11.2 19.2 42.0 49.3 81.5 79.8: 18.5 20.2
Other: 100.0: 24.7 4.8 21.1 30.1 39.7 75.9 65.5: 24.1 34.5
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 133 84 133 103 113 308 271:
Old : 335: 111 97 95 80 108 239 252:
Other: 245: 83 49 61 76 88 194 164:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 19.9 28.0 28.9 15.1 11.0 20.3 17.1
Old : 24.0 22.6 35.0 31.8 22.4 16.1 29.6 23.4
Other: 18.8 17.9 26.2 26.1 8.3 10.1 13.4 14.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,402: 11,897 2,100 459 0 725 12,356 3,284: 3,046 12,118
Old : 5,798: 3,807 2,142 10 0 38 3,817 2,190: 1,981 3,608
Other: 9,604: 8,427 295 112 0 687 8,539 1,094: 1,065 8,510
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 13.6 3.0 0.0 4.7 80.2 21.3: 19.8 78.7
Old : 100.0: 65.7 36.9 0.2 0.0 0.7 65.8 37.8: 34.2 62.2
Other: 100.0: 87.7 3.1 1.2 0.0 7.2 88.9 11.4: 11.1 88.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 7 0 3 16 12:
Old : 21: 13 5 1 0 3 14 8:
Other: 14: 9 2 5 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: 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 : 58.4 14.0 71.1 20.0 57.9 13.3 70.3 18.3
Old : 40.5 35.5 56.3 37.8 40.5 35.5 56.3 37.6
Other: 79.6 9.3 88.8 11.3 78.7 9.3 87.7 10.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 151,507: 23,417 13,909 22,581 80,073 102,383 126,072 138,874: 25,435 12,633
Old : 110,139: 19,331 15,496 12,874 60,119 72,195 92,324 100,565: 17,816 9,574
Other: 41,368: 7,194 1,521 6,599 19,955 30,188 33,748 38,309: 7,619 3,059
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,359: 4,627 -4,124 1,785 988 13,695 7,400 11,355: 1,959 -1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.2 14.9 52.9 67.6 83.2 91.7: 16.8 8.3
Old : 100.0: 17.6 14.1 11.7 54.6 65.5 83.8 91.3: 16.2 8.7
Other: 100.0: 17.4 3.7 16.0 48.2 73.0 81.6 92.6: 18.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 45 29 36 49 49 114 100:
Old : 138: 38 37 30 47 47 103 97:
Other: 72: 24 8 20 30 24 63 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 30.1 30.2 43.7 20.8 27.8 28.9 36.8
Old : 25.4 29.9 36.4 43.2 25.3 27.0 35.6 38.6
Other: 27.7 45.1 40.3 58.9 25.4 39.7 32.1 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 933,690: 138,465 110,570 132,843 487,487 468,970 758,795 712,383: 174,895 221,307
Old : 933,690: 138,465 110,570 132,843 487,487 468,970 758,795 712,383: 174,895 221,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 18,032: -2,630 -15,236 11,126 2,903 -7,272 11,399 -11,382: 6,633 29,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.8 14.2 52.2 50.2 81.3 76.3: 18.7 23.7
Old : 100.0: 14.8 11.8 14.2 52.2 50.2 81.3 76.3: 18.7 23.7
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 : 177: 37 42 41 73 85 134 144:
Old : 177: 37 42 41 73 85 134 144:
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 : 23.9 13.6 31.5 22.5 17.8 9.0 22.3 14.7
Old : 23.9 13.6 31.5 22.5 17.8 9.0 22.3 14.7
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 31, 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 : 160,367: 37,840 9,782 24,040 59,757 103,179 121,637 137,000: 38,729 23,366
Old : 111,022: 35,991 9,766 13,696 31,523 70,231 81,211 93,693: 29,811 17,329
Other: 49,344: 5,231 3,398 6,961 28,234 32,948 40,426 43,307: 8,918 6,037
: : :
: : Changes in Commitments from: May 24, 2005 :
: 15,926: 12,403 225 1,325 -2,464 11,957 11,265 13,507: 4,661 2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 6.1 15.0 37.3 64.3 75.8 85.4: 24.2 14.6
Old : 100.0: 32.4 8.8 12.3 28.4 63.3 73.1 84.4: 26.9 15.6
Other: 100.0: 10.6 6.9 14.1 57.2 66.8 81.9 87.8: 18.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 42 28 35 52 60 124 107:
Old : 149: 51 24 30 46 57 115 98:
Other: 86: 12 22 23 39 33 67 62:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 30.4 22.6 44.2 9.7 22.8 16.5 32.7
Old : 11.8 32.7 20.3 43.4 11.8 28.4 19.6 37.4
Other: 31.0 35.0 43.0 53.0 24.3 32.6 36.0 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,620: 3,860 854 1,664 1,462 4,742 6,987 7,260: 1,633 1,359
Old : 4,761: 2,719 774 209 434 2,678 3,361 3,660: 1,400 1,101
Other: 3,858: 1,927 865 671 1,028 2,064 3,626 3,600: 233 259
: : :
: : Changes in Commitments from: May 24, 2005 :
: 846: 208 342 535 422 -113 1,165 764: -319 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 9.9 19.3 17.0 55.0 81.1 84.2: 18.9 15.8
Old : 100.0: 57.1 16.3 4.4 9.1 56.2 70.6 76.9: 29.4 23.1
Other: 100.0: 49.9 22.4 17.4 26.6 53.5 94.0 93.3: 6.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 7 11 11 14 32 30:
Old : 37: 18 5 10 5 13 23 28:
Other: 33: 9 8 9 9 12 26 21:
:----------------------------------------------------------------------------------------------------
: 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 : 35.9 35.7 51.4 53.7 33.1 31.1 43.4 43.2
Old : 31.2 43.2 46.3 58.4 31.0 42.9 45.1 57.8
Other: 59.9 45.8 75.1 70.0 50.4 37.7 61.9 55.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 376,612: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,477 112,291
Old : 376,612: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,477 112,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,058: -8,592 2,354 -3,228 26,415 17,230 14,595 16,356: -5,537 -7,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
Old : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
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 : 93: 12 22 4 45 42 59 66:
Old : 93: 12 22 4 45 42 59 66:
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 : 31.0 22.2 47.9 31.4 27.3 16.1 42.6 23.2
Old : 31.0 22.2 47.9 31.4 27.3 16.1 42.6 23.2
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 31, 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 : 2,648,918: 454,111 383,333 435,502 1,452,624 1,357,262 2,342,237 2,176,097: 306,680 472,821
Old : 2,648,918: 454,111 383,333 435,502 1,452,624 1,357,262 2,342,237 2,176,097: 306,680 472,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -155,306: -59,286 -31,602 2,364 -58,523 -59,155 -115,445 -88,392: -39,861 -66,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.5 16.4 54.8 51.2 88.4 82.2: 11.6 17.8
Old : 100.0: 17.1 14.5 16.4 54.8 51.2 88.4 82.2: 11.6 17.8
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 : 268: 58 70 71 103 129 197 234:
Old : 268: 58 70 71 103 129 197 234:
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 : 26.9 14.6 39.1 25.0 19.3 9.4 27.9 14.6
Old : 26.9 14.6 39.1 25.0 19.3 9.4 27.9 14.6
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 31, 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 : 1,395,147: 155,864 216,372 153,594 890,483 747,104 1,199,941 1,117,070: 195,206 278,077
Old : 1,395,147: 155,864 216,372 153,594 890,483 747,104 1,199,941 1,117,070: 195,206 278,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -43,580: 7,070 -18,562 -36,931 -13,449 3,442 -43,310 -52,051: -270 8,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.5 11.0 63.8 53.6 86.0 80.1: 14.0 19.9
Old : 100.0: 11.2 15.5 11.0 63.8 53.6 86.0 80.1: 14.0 19.9
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 : 182: 30 50 44 73 86 130 153:
Old : 182: 30 50 44 73 86 130 153:
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 : 25.7 18.1 40.0 26.6 22.8 15.5 33.3 22.1
Old : 25.7 18.1 40.0 26.6 22.8 15.5 33.3 22.1
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 31, 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 : 662,511: 113,169 38,048 248,625 255,537 348,745 617,331 635,417: 45,180 27,093
Old : 662,511: 113,169 38,048 248,625 255,537 348,745 617,331 635,417: 45,180 27,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 16,370: -15,040 -208 16,724 12,440 3,568 14,124 20,085: 2,246 -3,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.7 37.5 38.6 52.6 93.2 95.9: 6.8 4.1
Old : 100.0: 17.1 5.7 37.5 38.6 52.6 93.2 95.9: 6.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 35 23 45 56 60 110 110:
Old : 125: 35 23 45 56 60 110 110:
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 38.9 51.1 52.7 9.9 15.9 15.2 19.9
Old : 35.6 38.9 51.1 52.7 9.9 15.9 15.2 19.9
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 31, 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 : 41,757: 12,666 4,544 1,291 16,063 28,489 30,020 34,324: 11,737 7,433
Old : 41,757: 12,666 4,544 1,291 16,063 28,489 30,020 34,324: 11,737 7,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,443: 654 -430 134 -3,373 -742 -2,584 -1,038: 1,142 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 10.9 3.1 38.5 68.2 71.9 82.2: 28.1 17.8
Old : 100.0: 30.3 10.9 3.1 38.5 68.2 71.9 82.2: 28.1 17.8
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 : 63: 22 12 10 19 12 45 30:
Old : 63: 22 12 10 19 12 45 30:
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 : 25.7 57.9 38.4 68.2 25.7 57.9 38.4 67.2
Old : 25.7 57.9 38.4 68.2 25.7 57.9 38.4 67.2
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 31, 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 : 75,224: 10,937 34,363 3,838 48,177 13,605 62,953 51,807: 12,272 23,417
Old : 75,224: 10,937 34,363 3,838 48,177 13,605 62,953 51,807: 12,272 23,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,543: 1,095 -874 1,090 1,149 1,547 3,334 1,763: 2,209 3,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 45.7 5.1 64.0 18.1 83.7 68.9: 16.3 31.1
Old : 100.0: 14.5 45.7 5.1 64.0 18.1 83.7 68.9: 16.3 31.1
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 : 82: 19 37 19 18 17 48 62:
Old : 82: 19 37 19 18 17 48 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 21.9 63.1 31.9 48.5 21.9 57.8 30.3
Old : 53.5 21.9 63.1 31.9 48.5 21.9 57.8 30.3
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 31, 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 : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Old : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,002: -15 564 0 5,162 4,529 5,147 5,093: -145 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
Old : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 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 : 62: 7 23 4 19 20 29 44:
Old : 62: 7 23 4 19 20 29 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 : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
Old : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Old : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,663: 100 157 0 -1,712 -1,778 -1,612 -1,621: -51 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
Old : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
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 : 21: 1 7 0 5 9 6 16:
Old : 21: 1 7 0 5 9 6 16:
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 : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
Old : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005