WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 287,980: 43,786 49,498 53,005 160,211 143,439 257,002 245,942: 30,978 42,038
Old : 286,060: 43,768 48,965 52,973 158,684 142,864 255,425 244,802: 30,635 41,258
Other: 1,920: 48 563 2 1,527 575 1,577 1,140: 343 780
: : :
: : Changes in Commitments from: June 14, 2005 :
: 18,901: 6,038 -3,118 819 4,717 13,235 11,573 10,935: 7,328 7,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.2 18.4 55.6 49.8 89.2 85.4: 10.8 14.6
Old : 100.0: 15.3 17.1 18.5 55.5 49.9 89.3 85.6: 10.7 14.4
Other: 100.0: 2.5 29.3 0.1 79.5 29.9 82.1 59.4: 17.9 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 78 97 78 47 55 177 184:
Old : 248: 79 96 78 47 55 177 184:
Other: 35: 4 7 1 4 20 8 28:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 31.9 41.9 39.5 28.6 26.8 41.1 31.6
Old : 29.3 32.1 42.2 39.7 28.8 27.4 41.3 32.2
Other: 79.5 40.1 82.1 47.7 79.5 40.1 82.0 47.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 956,269: 119,220 73,795 215,122 458,911 438,348 793,253 727,265: 163,017 229,004
Old : 508,472: 57,887 73,918 87,062 278,471 261,106 423,420 422,087: 85,052 86,385
Other: 447,797: 111,273 49,817 78,120 180,440 177,242 369,833 305,178: 77,965 142,619
: : :
: : Changes in Commitments from: June 14, 2005 :
: 67,676: 21,595 -16,719 22,878 3,261 50,391 47,735 56,550: 19,941 11,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.7 22.5 48.0 45.8 83.0 76.1: 17.0 23.9
Old : 100.0: 11.4 14.5 17.1 54.8 51.4 83.3 83.0: 16.7 17.0
Other: 100.0: 24.8 11.1 17.4 40.3 39.6 82.6 68.2: 17.4 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 166 115 182 221 235 483 460:
Old : 492: 110 126 139 184 199 382 382:
Other: 486: 151 79 111 160 209 352 362:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 17.1 25.3 22.2 16.0 13.0 22.7 16.4
Old : 26.1 24.3 35.3 29.6 25.3 22.6 34.5 27.1
Other: 19.4 11.6 26.0 16.9 18.0 10.0 23.1 14.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 9,093: 2,272 475 1,018 2,393 5,783 5,682 7,276: 3,411 1,818
Old : 9,093: 2,272 475 1,018 2,393 5,783 5,682 7,276: 3,411 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -427: -166 -424 99 -93 452 -161 127: -267 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.2 11.2 26.3 63.6 62.5 80.0: 37.5 20.0
Old : 100.0: 25.0 5.2 11.2 26.3 63.6 62.5 80.0: 37.5 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 7 5 13 15 25 25:
Old : 35: 10 7 5 13 15 25 25:
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 : 26.6 32.8 40.7 51.6 21.9 31.2 33.2 44.1
Old : 26.6 32.8 40.7 51.6 21.9 31.2 33.2 44.1
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 21, 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 : 483,497: 95,877 25,412 116,129 170,104 232,740 382,110 374,280: 101,387 109,217
Old : 190,412: 41,489 9,512 58,385 47,949 82,930 147,823 150,827: 42,589 39,585
Other: 293,085: 65,059 26,571 47,073 122,155 149,810 234,287 223,453: 58,798 69,632
: : :
: : Changes in Commitments from: June 14, 2005 :
: 52,118: 4,357 6,258 18,589 16,610 26,752 39,556 51,598: 12,562 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.3 24.0 35.2 48.1 79.0 77.4: 21.0 22.6
Old : 100.0: 21.8 5.0 30.7 25.2 43.6 77.6 79.2: 22.4 20.8
Other: 100.0: 22.2 9.1 16.1 41.7 51.1 79.9 76.2: 20.1 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 156 88 157 118 141 358 323:
Old : 337: 120 70 116 90 118 259 260:
Other: 351: 114 92 83 96 128 257 258:
:----------------------------------------------------------------------------------------------------
: 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 20.9 25.3 31.0 12.9 14.3 18.5 19.7
Old : 18.5 23.7 25.5 33.6 10.7 14.5 15.5 20.2
Other: 19.0 22.2 30.9 31.5 17.5 15.2 26.3 21.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,765: 14,769 1,141 588 0 902 15,357 2,631: 4,408 17,134
Old : 3,375: 1,797 574 24 0 39 1,821 637: 1,554 2,738
Other: 16,390: 13,405 1,000 131 0 863 13,536 1,994: 2,854 14,396
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,876: 3,022 -597 -661 0 80 2,361 -1,178: 515 4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 5.8 3.0 0.0 4.6 77.7 13.3: 22.3 86.7
Old : 100.0: 53.2 17.0 0.7 0.0 1.2 54.0 18.9: 46.0 81.1
Other: 100.0: 81.8 6.1 0.8 0.0 5.3 82.6 12.2: 17.4 87.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 8 0 3 16 14:
Old : 15: 7 5 2 0 3 8 9:
Other: 21: 13 5 3 0 3 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 6.5 72.0 10.6 63.6 6.2 70.9 9.8
Old : 48.7 16.7 54.0 18.7 48.7 16.6 53.2 18.2
Other: 69.7 7.2 79.1 11.4 69.1 7.2 78.3 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 194,870: 41,517 10,792 33,641 86,684 135,424 161,843 179,858: 33,028 15,013
Old : 86,442: 27,961 6,931 12,361 29,856 58,434 70,177 77,727: 16,265 8,716
Other: 108,428: 25,170 15,474 9,667 56,829 76,991 91,665 102,131: 16,763 6,297
: : :
: : Changes in Commitments from: June 14, 2005 :
: 28,942: 13,874 -249 4,413 5,127 23,947 23,414 28,111: 5,527 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.5 17.3 44.5 69.5 83.1 92.3: 16.9 7.7
Old : 100.0: 32.3 8.0 14.3 34.5 67.6 81.2 89.9: 18.8 10.1
Other: 100.0: 23.2 14.3 8.9 52.4 71.0 84.5 94.2: 15.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 66 20 41 48 49 134 102:
Old : 127: 53 18 32 37 46 99 89:
Other: 127: 45 34 27 33 33 95 78:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 37.2 26.1 50.0 15.9 30.6 23.9 40.6
Old : 18.4 26.6 27.8 42.3 12.1 20.3 19.6 32.0
Other: 28.4 46.5 40.0 59.9 28.4 43.2 40.0 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 892,344: 136,660 91,103 154,172 448,518 444,796 739,351 690,070: 152,993 202,274
Old : 892,344: 136,660 91,103 154,172 448,518 444,796 739,351 690,070: 152,993 202,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -10,050: 6,502 -730 -3,494 -13,752 -7,115 -10,743 -11,339: 693 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.2 17.3 50.3 49.8 82.9 77.3: 17.1 22.7
Old : 100.0: 15.3 10.2 17.3 50.3 49.8 82.9 77.3: 17.1 22.7
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 : 174: 37 40 45 71 84 135 142:
Old : 174: 37 40 45 71 84 135 142:
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 : 24.4 13.5 31.8 21.8 22.2 10.8 26.8 17.0
Old : 24.4 13.5 31.8 21.8 22.2 10.8 26.8 17.0
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 21, 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 : 183,287: 52,422 6,973 29,296 61,014 125,539 142,733 161,807: 40,554 21,479
Old : 94,675: 36,288 5,240 12,301 21,839 63,050 70,428 80,590: 24,247 14,085
Other: 88,611: 23,004 8,603 10,125 39,176 62,489 72,305 81,217: 16,307 7,394
: : :
: : Changes in Commitments from: June 14, 2005 :
: 14,391: 3,892 696 5,930 5,124 10,384 14,947 17,010: -556 -2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.8 16.0 33.3 68.5 77.9 88.3: 22.1 11.7
Old : 100.0: 38.3 5.5 13.0 23.1 66.6 74.4 85.1: 25.6 14.9
Other: 100.0: 26.0 9.7 11.4 44.2 70.5 81.6 91.7: 18.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 54 27 42 55 61 138 114:
Old : 143: 59 16 33 47 60 115 103:
Other: 116: 29 33 30 41 39 95 78:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 35.3 20.0 49.2 8.9 26.9 15.8 39.5
Old : 12.3 33.4 20.0 44.9 11.3 28.1 18.1 38.9
Other: 21.9 40.0 31.6 56.4 14.3 31.4 23.2 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 8,606: 3,882 1,193 1,451 2,022 3,974 7,355 6,618: 1,250 1,987
Old : 2,539: 959 478 298 824 1,195 2,080 1,971: 459 568
Other: 6,066: 3,329 1,120 748 1,198 2,779 5,275 4,647: 791 1,419
: : :
: : Changes in Commitments from: June 14, 2005 :
: -71: -16 213 -246 305 -232 44 -265: -115 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 13.9 16.9 23.5 46.2 85.5 76.9: 14.5 23.1
Old : 100.0: 37.8 18.8 11.7 32.4 47.1 81.9 77.6: 18.1 22.4
Other: 100.0: 54.9 18.5 12.3 19.7 45.8 87.0 76.6: 13.0 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 17 12 10 13 14 35 31:
Old : 34: 13 6 9 9 11 26 22:
Other: 42: 15 11 10 9 13 29 29:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 31.6 54.2 50.5 33.4 28.0 44.0 37.0
Old : 47.1 48.2 62.1 60.5 45.6 46.3 58.8 56.6
Other: 45.9 35.5 64.7 52.5 43.0 32.1 57.2 43.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 364,338: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,828 110,907
Old : 364,338: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,828 110,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -13,988: -1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288: -4,798 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.6 0.1 60.5 46.9 86.0 69.6: 14.0 30.4
Old : 100.0: 25.5 22.6 0.1 60.5 46.9 86.0 69.6: 14.0 30.4
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 : 89: 15 17 2 45 38 62 55:
Old : 89: 15 17 2 45 38 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Old : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 2,635,900: 399,562 394,765 476,310 1,522,460 1,343,529 2,398,332 2,214,604: 237,568 421,296
Old : 2,635,900: 399,562 394,765 476,310 1,522,460 1,343,529 2,398,332 2,214,604: 237,568 421,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -83,339: -73,581 -40,592 -7,687 42,875 17,506 -38,392 -30,773: -44,947 -52,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.0 18.1 57.8 51.0 91.0 84.0: 9.0 16.0
Old : 100.0: 15.2 15.0 18.1 57.8 51.0 91.0 84.0: 9.0 16.0
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 : 299: 50 92 82 116 143 217 266:
Old : 299: 50 92 82 116 143 217 266:
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 : 28.1 15.4 41.2 26.2 22.0 11.9 29.6 17.0
Old : 28.1 15.4 41.2 26.2 22.0 11.9 29.6 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 1,404,118: 199,611 207,338 180,212 850,681 749,120 1,230,503 1,136,670: 173,615 267,449
Old : 1,404,118: 199,611 207,338 180,212 850,681 749,120 1,230,503 1,136,670: 173,615 267,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -28,945: -12,811 -2,339 -10,365 18,017 13,070 -5,159 367: -23,786 -29,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.8 12.8 60.6 53.4 87.6 81.0: 12.4 19.0
Old : 100.0: 14.2 14.8 12.8 60.6 53.4 87.6 81.0: 12.4 19.0
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 : 186: 37 46 47 78 88 139 157:
Old : 186: 37 46 47 78 88 139 157:
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 : 22.4 19.7 34.5 29.1 19.5 18.9 29.4 26.1
Old : 22.4 19.7 34.5 29.1 19.5 18.9 29.4 26.1
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, June 21, 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 : 604,499: 101,227 61,727 197,299 249,576 310,976 548,102 570,002: 56,397 34,497
Old : 604,499: 101,227 61,727 197,299 249,576 310,976 548,102 570,002: 56,397 34,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 27,413: 14,811 605 7,713 -3,103 17,465 19,422 25,783: 7,991 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 10.2 32.6 41.3 51.4 90.7 94.3: 9.3 5.7
Old : 100.0: 16.7 10.2 32.6 41.3 51.4 90.7 94.3: 9.3 5.7
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 : 119: 35 22 42 51 50 105 95:
Old : 119: 35 22 42 51 50 105 95:
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 : 30.3 33.9 42.1 46.9 11.8 14.2 17.0 21.5
Old : 30.3 33.9 42.1 46.9 11.8 14.2 17.0 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, June 21, 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 : 29,211: 6,417 2,956 486 15,147 17,502 22,050 20,944: 7,161 8,268
Old : 29,211: 6,417 2,956 486 15,147 17,502 22,050 20,944: 7,161 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -24,204: -6,488 -1,174 -1,599 -5,551 -18,319 -13,638 -21,092: -10,566 -3,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 10.1 1.7 51.9 59.9 75.5 71.7: 24.5 28.3
Old : 100.0: 22.0 10.1 1.7 51.9 59.9 75.5 71.7: 24.5 28.3
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 : 48: 10 11 6 16 13 30 26:
Old : 48: 10 11 6 16 13 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 40.7 49.8 55.3 33.9 40.5 49.8 54.7
Old : 33.9 40.7 49.8 55.3 33.9 40.5 49.8 54.7
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 21, 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 : 40,235: 13,350 19,726 1,701 12,019 6,632 27,070 28,060: 13,165 12,175
Old : 40,235: 13,350 19,726 1,701 12,019 6,632 27,070 28,060: 13,165 12,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -58,263: 185 -16,617 -9,354 -47,242 -14,442 -56,412 -40,413: -1,852 -17,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 49.0 4.2 29.9 16.5 67.3 69.7: 32.7 30.3
Old : 100.0: 33.2 49.0 4.2 29.9 16.5 67.3 69.7: 32.7 30.3
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 : 61: 19 24 14 13 9 41 38:
Old : 61: 19 24 14 13 9 41 38:
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 : 30.5 36.0 42.4 46.3 28.2 35.1 40.1 44.8
Old : 30.5 36.0 42.4 46.3 28.2 35.1 40.1 44.8
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 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Old : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -425: -176 371 -2 -268 -763 -446 -394: 21 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 3.2
Old : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 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 : 60: 7 18 4 19 21 29 40:
Old : 60: 7 18 4 19 21 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Old : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005