WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 260,803: 37,659 48,803 46,966 151,429 126,718 236,054 222,487: 24,749 38,317
Old : 259,736: 37,639 48,703 46,952 150,682 126,314 235,273 221,969: 24,463 37,768
Other: 1,067: 31 111 3 747 404 781 518: 286 549
: : :
: : Changes in Commitments from: May 31, 2005 :
: -8,837: 798 4,001 -1,852 -979 -6,328 -2,034 -4,178: -6,803 -4,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 18.0 58.1 48.6 90.5 85.3: 9.5 14.7
Old : 100.0: 14.5 18.8 18.1 58.0 48.6 90.6 85.5: 9.4 14.5
Other: 100.0: 2.9 10.4 0.3 70.0 37.9 73.2 48.5: 26.8 51.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 68 96 73 47 61 165 187:
Old : 242: 68 96 72 47 61 164 187:
Other: 30: 3 3 2 4 19 8 24:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 29.3 45.9 35.7 31.7 26.1 45.4 30.7
Old : 32.2 29.4 46.1 35.8 31.9 26.3 45.6 31.0
Other: 70.0 32.5 73.2 40.3 70.0 32.5 72.9 40.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 871,737: 94,475 84,907 167,028 456,794 393,893 718,296 645,827: 153,441 225,910
Old : 530,315: 64,842 111,192 64,935 304,503 250,150 434,280 426,278: 96,035 104,037
Other: 341,422: 74,183 18,265 57,542 152,291 143,742 284,016 219,549: 57,406 121,873
: : :
: : Changes in Commitments from: May 31, 2005 :
: 5,854: 7,090 -5,620 8,822 -6,515 -1,644 9,397 1,558: -3,542 4,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.7 19.2 52.4 45.2 82.4 74.1: 17.6 25.9
Old : 100.0: 12.2 21.0 12.2 57.4 47.2 81.9 80.4: 18.1 19.6
Other: 100.0: 21.7 5.3 16.9 44.6 42.1 83.2 64.3: 16.8 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 146 107 159 194 206 423 410:
Old : 479: 117 139 117 160 179 342 371:
Other: 388: 120 50 84 144 180 293 285:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 16.7 27.1 21.6 17.1 11.6 25.3 15.2
Old : 26.9 21.0 36.8 25.6 26.3 18.0 35.7 22.3
Other: 17.3 12.3 25.6 17.7 14.9 7.8 20.6 12.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 9,666: 1,978 1,202 918 2,283 5,134 5,180 7,255: 4,486 2,411
Old : 9,666: 1,978 1,202 918 2,283 5,134 5,180 7,255: 4,486 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -74: 235 -549 -68 -61 604 106 -13: -180 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.4 9.5 23.6 53.1 53.6 75.1: 46.4 24.9
Old : 100.0: 20.5 12.4 9.5 23.6 53.1 53.6 75.1: 46.4 24.9
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 : 41: 11 11 5 11 15 24 30:
Old : 41: 11 11 5 11 15 24 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 : 21.5 26.0 32.7 39.6 17.4 24.5 27.6 35.7
Old : 21.5 26.0 32.7 39.6 17.4 24.5 27.6 35.7
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, June 7, 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 : 425,179: 85,250 19,813 101,565 154,172 197,024 340,987 318,402: 84,192 106,777
Old : 248,498: 59,643 25,667 52,947 88,504 120,222 201,094 198,836: 47,404 49,662
Other: 176,681: 40,160 8,699 34,065 65,669 76,802 139,893 119,566: 36,788 57,115
: : :
: : Changes in Commitments from: May 31, 2005 :
: 16,323: 10,959 -1,012 4,993 407 10,061 16,359 14,042: -37 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.7 23.9 36.3 46.3 80.2 74.9: 19.8 25.1
Old : 100.0: 24.0 10.3 21.3 35.6 48.4 80.9 80.0: 19.1 20.0
Other: 100.0: 22.7 4.9 19.3 37.2 43.5 79.2 67.7: 20.8 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 147 83 140 100 124 319 288:
Old : 352: 123 93 103 79 117 250 265:
Other: 279: 93 59 74 79 100 211 197:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 20.1 27.2 29.6 14.5 11.6 19.5 17.2
Old : 19.5 23.8 28.4 32.1 16.6 15.8 23.0 22.1
Other: 19.0 17.6 28.4 26.7 13.1 10.7 18.8 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,170: 12,004 1,789 821 0 777 12,825 3,387: 3,345 12,783
Old : 5,285: 3,705 1,891 15 0 41 3,720 1,947: 1,565 3,338
Other: 10,885: 8,996 595 109 0 736 9,105 1,440: 1,780 9,445
: : :
: : Changes in Commitments from: May 31, 2005 :
: 768: 107 -311 362 0 52 469 103: 299 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 11.1 5.1 0.0 4.8 79.3 20.9: 20.7 79.1
Old : 100.0: 70.1 35.8 0.3 0.0 0.8 70.4 36.8: 29.6 63.2
Other: 100.0: 82.6 5.5 1.0 0.0 6.8 83.6 13.2: 16.4 86.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 15 15:
Old : 22: 11 8 2 0 3 13 11:
Other: 15: 9 3 4 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 9.5 71.3 16.1 61.1 7.8 69.7 13.5
Old : 48.6 26.8 63.5 36.3 48.6 26.8 63.5 36.1
Other: 76.6 10.2 83.6 13.0 75.9 10.2 82.6 12.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 155,838: 24,585 10,910 26,348 79,310 105,139 130,243 142,396: 25,596 13,442
Old : 103,137: 23,275 12,221 13,937 48,641 67,038 85,853 93,196: 17,284 9,940
Other: 52,701: 6,727 4,105 6,994 30,669 38,101 44,390 49,200: 8,312 3,501
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,331: 1,168 -2,999 3,766 -763 2,755 4,171 3,522: 161 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.0 16.9 50.9 67.5 83.6 91.4: 16.4 8.6
Old : 100.0: 22.6 11.8 13.5 47.2 65.0 83.2 90.4: 16.8 9.6
Other: 100.0: 12.8 7.8 13.3 58.2 72.3 84.2 93.4: 15.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 51 27 39 47 47 120 99:
Old : 143: 55 27 33 44 47 112 95:
Other: 78: 17 20 25 31 25 67 52:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 30.9 28.6 44.0 19.7 27.9 27.9 37.8
Old : 18.5 26.1 29.4 40.1 17.9 23.8 27.3 36.6
Other: 27.6 45.7 41.1 60.1 27.6 40.8 39.0 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 922,230: 148,210 101,405 153,982 465,602 464,731 767,795 720,118: 154,435 202,112
Old : 922,230: 148,210 101,405 153,982 465,602 464,731 767,795 720,118: 154,435 202,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -11,460: 9,745 -9,165 21,139 -21,884 -4,239 9,000 7,735: -20,460 -19,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.0 16.7 50.5 50.4 83.3 78.1: 16.7 21.9
Old : 100.0: 16.1 11.0 16.7 50.5 50.4 83.3 78.1: 16.7 21.9
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 : 178: 39 37 39 74 88 133 144:
Old : 178: 39 37 39 74 88 133 144:
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 : 22.7 12.5 30.3 21.2 20.2 9.4 24.7 15.6
Old : 22.7 12.5 30.3 21.2 20.2 9.4 24.7 15.6
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, June 7, 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 : 163,759: 44,715 8,580 23,573 58,129 108,731 126,417 140,884: 37,342 22,874
Old : 111,871: 43,067 8,658 12,138 29,061 74,719 84,266 95,515: 27,605 16,356
Other: 51,888: 5,028 3,302 8,055 29,068 34,012 42,151 45,369: 9,737 6,518
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,392: 6,874 -1,202 -466 -1,628 5,553 4,780 3,884: -1,388 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.2 14.4 35.5 66.4 77.2 86.0: 22.8 14.0
Old : 100.0: 38.5 7.7 10.8 26.0 66.8 75.3 85.4: 24.7 14.6
Other: 100.0: 9.7 6.4 15.5 56.0 65.5 81.2 87.4: 18.8 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 49 27 37 56 66 129 117:
Old : 154: 52 26 28 49 62 116 104:
Other: 90: 19 16 25 40 37 70 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 31.1 20.6 44.1 8.9 23.3 15.5 34.1
Old : 11.9 34.0 20.7 45.4 11.9 31.7 20.7 41.8
Other: 29.5 30.7 41.0 47.3 21.8 27.7 32.1 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 8,534: 3,641 935 1,803 1,636 4,370 7,080 7,108: 1,454 1,426
Old : 4,065: 2,193 810 227 583 2,109 3,003 3,146: 1,061 918
Other: 4,469: 2,319 997 704 1,053 2,260 4,077 3,962: 392 508
: : :
: : Changes in Commitments from: May 31, 2005 :
: -86: -219 81 138 174 -372 93 -153: -179 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 11.0 21.1 19.2 51.2 83.0 83.3: 17.0 16.7
Old : 100.0: 54.0 19.9 5.6 14.3 51.9 73.9 77.4: 26.1 22.6
Other: 100.0: 51.9 22.3 15.8 23.6 50.6 91.2 88.6: 8.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 12 11 13 15 34 31:
Old : 39: 17 6 10 7 14 25 29:
Other: 34: 8 9 10 10 13 27 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 : 35.4 32.6 52.6 50.1 32.5 29.1 43.2 39.0
Old : 31.2 42.1 48.7 55.9 30.5 41.6 45.7 55.1
Other: 56.2 39.3 73.8 63.4 49.4 34.1 62.9 50.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 399,915: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,584 101,562
Old : 399,915: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,584 101,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 23,303: 6,348 1,262 1,649 12,199 31,121 20,196 34,032: 3,107 -10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Old : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 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 : 95: 15 18 3 46 46 62 66:
Old : 95: 15 18 3 46 46 62 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 : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Old : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
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, June 7, 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 : 2,749,100: 471,125 372,854 490,436 1,510,015 1,420,228 2,471,576 2,283,517: 277,524 465,583
Old : 2,749,100: 471,125 372,854 490,436 1,510,015 1,420,228 2,471,576 2,283,517: 277,524 465,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 100,182: 17,014 -10,479 54,933 57,391 62,966 129,338 107,420: -29,156 -7,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.6 17.8 54.9 51.7 89.9 83.1: 10.1 16.9
Old : 100.0: 17.1 13.6 17.8 54.9 51.7 89.9 83.1: 10.1 16.9
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 : 279: 56 78 75 106 134 203 246:
Old : 279: 56 78 75 106 134 203 246:
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 : 26.5 15.1 39.3 26.0 19.8 9.9 27.2 15.7
Old : 26.5 15.1 39.3 26.0 19.8 9.9 27.2 15.7
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, June 7, 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 : 1,385,379: 165,909 212,264 176,167 840,245 741,085 1,182,321 1,129,516: 203,058 255,863
Old : 1,385,379: 165,909 212,264 176,167 840,245 741,085 1,182,321 1,129,516: 203,058 255,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -9,768: 10,045 -4,108 22,573 -50,238 -6,019 -17,620 12,446: 7,852 -22,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.3 12.7 60.7 53.5 85.3 81.5: 14.7 18.5
Old : 100.0: 12.0 15.3 12.7 60.7 53.5 85.3 81.5: 14.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 33 43 46 75 89 132 154:
Old : 179: 33 43 46 75 89 132 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 17.4 37.2 26.2 22.1 16.6 31.8 23.5
Old : 24.3 17.4 37.2 26.2 22.1 16.6 31.8 23.5
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, June 7, 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 : 556,662: 78,637 59,102 196,226 237,106 270,018 511,970 525,346: 44,692 31,316
Old : 556,662: 78,637 59,102 196,226 237,106 270,018 511,970 525,346: 44,692 31,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -105,849: -34,531 21,054 -52,399 -18,431 -78,727 -105,361 -110,071: -488 4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.6 35.3 42.6 48.5 92.0 94.4: 8.0 5.6
Old : 100.0: 14.1 10.6 35.3 42.6 48.5 92.0 94.4: 8.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 32 26 43 51 48 106 94:
Old : 117: 32 26 43 51 48 106 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 36.5 47.3 53.3 10.8 13.9 15.6 20.9
Old : 34.1 36.5 47.3 53.3 10.8 13.9 15.6 20.9
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, June 7, 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 : 44,306: 12,669 4,961 1,375 16,944 30,232 30,988 36,568: 13,319 7,739
Old : 44,306: 12,669 4,961 1,375 16,944 30,232 30,988 36,568: 13,319 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,549: 2 417 83 882 1,743 967 2,243: 1,582 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.2 3.1 38.2 68.2 69.9 82.5: 30.1 17.5
Old : 100.0: 28.6 11.2 3.1 38.2 68.2 69.9 82.5: 30.1 17.5
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 : 65: 23 13 10 19 15 45 35:
Old : 65: 23 13 10 19 15 45 35:
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 53.8 37.3 64.0 23.9 52.9 34.8 61.7
Old : 23.9 53.8 37.3 64.0 23.9 52.9 34.8 61.7
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, June 7, 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 : 81,249: 12,212 34,035 5,639 50,761 16,110 68,613 55,785: 12,636 25,464
Old : 81,249: 12,212 34,035 5,639 50,761 16,110 68,613 55,785: 12,636 25,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,024: 1,275 -328 1,801 2,584 2,505 5,660 3,978: 364 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 41.9 6.9 62.5 19.8 84.4 68.7: 15.6 31.3
Old : 100.0: 15.0 41.9 6.9 62.5 19.8 84.4 68.7: 15.6 31.3
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 : 77: 19 35 19 15 16 45 59:
Old : 77: 19 35 19 15 16 45 59:
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 22.9 64.4 34.7 46.6 21.2 55.8 29.5
Old : 53.5 22.9 64.4 34.7 46.6 21.2 55.8 29.5
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, June 7, 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 : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Old : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,779: -335 -529 -17 -3,568 -2,921 -3,920 -3,467: 141 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Old : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
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 : 61: 7 19 4 19 23 29 43:
Old : 61: 7 19 4 19 23 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Old : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Old : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,322: -100 442 0 1,411 842 1,311 1,284: 11 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 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 : 21: 0 7 0 6 10 6 17:
Old : 21: 0 7 0 6 10 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Old : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005