WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 270,517: 49,716 50,975 38,611 153,324 142,192 241,651 231,778: 28,866 38,739
Old : 267,428: 49,370 50,008 38,549 150,995 141,292 238,914 229,849: 28,514 37,579
Other: 3,089: 387 1,008 21 2,329 900 2,737 1,929: 352 1,160
: : :
: : Changes in Commitments from: June 21, 2005 :
: -17,463: 5,930 1,477 -14,394 -6,887 -1,247 -15,351 -14,164: -2,113 -3,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.8 14.3 56.7 52.6 89.3 85.7: 10.7 14.3
Old : 100.0: 18.5 18.7 14.4 56.5 52.8 89.3 85.9: 10.7 14.1
Other: 100.0: 12.5 32.6 0.7 75.4 29.1 88.6 62.4: 11.4 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 70 97 68 41 53 161 173:
Old : 237: 72 95 68 41 52 161 172:
Other: 42: 3 11 2 5 24 10 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 34.1 44.4 41.9 30.2 30.1 43.4 35.6
Old : 31.5 34.5 44.9 42.4 30.5 31.1 43.9 36.8
Other: 77.2 37.6 87.9 47.4 76.4 37.6 87.1 47.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 880,668: 114,537 63,650 179,439 439,774 414,709 733,750 657,798: 146,918 222,870
Old : 406,069: 48,993 71,915 42,058 249,236 220,493 340,287 334,467: 65,782 71,602
Other: 474,599: 119,977 46,168 82,948 190,538 194,216 393,463 323,331: 81,136 151,268
: : :
: : Changes in Commitments from: June 21, 2005 :
: -75,601: -4,683 -10,145 -35,683 -19,137 -23,639 -59,502 -69,466: -16,099 -6,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.2 20.4 49.9 47.1 83.3 74.7: 16.7 25.3
Old : 100.0: 12.1 17.7 10.4 61.4 54.3 83.8 82.4: 16.2 17.6
Other: 100.0: 25.3 9.7 17.5 40.1 40.9 82.9 68.1: 17.1 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 147 93 161 223 237 453 435:
Old : 443: 88 98 104 171 185 324 331:
Other: 486: 152 71 108 165 214 354 359:
:----------------------------------------------------------------------------------------------------
: 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 17.3 26.0 22.5 17.6 13.8 24.8 17.5
Old : 31.5 27.0 43.1 32.7 31.4 26.1 42.9 31.5
Other: 17.5 11.0 23.9 16.8 15.1 9.3 20.4 13.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,191: 2,780 508 665 2,189 5,687 5,635 6,860: 2,556 1,331
Old : 8,191: 2,780 508 665 2,189 5,687 5,635 6,860: 2,556 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -902: 508 33 -352 -203 -96 -47 -415: -855 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.2 8.1 26.7 69.4 68.8 83.8: 31.2 16.2
Old : 100.0: 33.9 6.2 8.1 26.7 69.4 68.8 83.8: 31.2 16.2
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 : 37: 11 8 6 10 16 24 27:
Old : 37: 11 8 6 10 16 24 27:
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 : 33.7 34.8 49.8 53.5 28.8 32.7 42.8 47.6
Old : 33.7 34.8 49.8 53.5 28.8 32.7 42.8 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 420,665: 80,015 19,380 84,080 170,237 219,810 334,332 323,270: 86,333 97,395
Old : 102,095: 23,102 6,175 25,070 31,712 50,040 79,884 81,286: 22,211 20,809
Other: 318,570: 71,656 27,947 44,268 138,525 169,769 254,449 241,984: 64,121 76,586
: : :
: : Changes in Commitments from: June 21, 2005 :
: -62,832: -15,862 -6,032 -32,049 133 -12,930 -47,778 -51,010: -15,054 -11,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.6 20.0 40.5 52.3 79.5 76.8: 20.5 23.2
Old : 100.0: 22.6 6.0 24.6 31.1 49.0 78.2 79.6: 21.8 20.4
Other: 100.0: 22.5 8.8 13.9 43.5 53.3 79.9 76.0: 20.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 125 78 139 116 139 322 296:
Old : 278: 90 48 80 76 105 203 203:
Other: 349: 110 91 94 94 129 256 265:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 21.5 28.0 31.8 15.0 15.6 21.3 20.5
Old : 17.2 20.3 25.2 31.2 10.3 15.3 16.0 21.5
Other: 20.6 23.3 32.3 32.5 18.8 15.9 26.9 21.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,816: 14,317 2,279 264 0 926 14,581 3,469: 4,235 15,347
Old : 2,127: 1,295 482 14 0 29 1,309 525: 818 1,602
Other: 16,689: 13,142 1,917 130 0 897 13,272 2,944: 3,417 13,745
: : :
: : Changes in Commitments from: June 21, 2005 :
: -949: -452 1,138 -324 0 24 -776 838: -173 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 12.1 1.4 0.0 4.9 77.5 18.4: 22.5 81.6
Old : 100.0: 60.9 22.7 0.7 0.0 1.4 61.5 24.7: 38.5 75.3
Other: 100.0: 78.7 11.5 0.8 0.0 5.4 79.5 17.6: 20.5 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 8 6 0 3 13 15:
Old : 15: 7 6 1 0 2 8 8:
Other: 22: 11 8 5 0 3 13 14:
:----------------------------------------------------------------------------------------------------
: 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 : 67.5 8.8 74.4 14.2 67.0 8.6 73.6 14.1
Old : 57.7 23.6 61.5 24.7 57.7 22.9 60.9 24.0
Other: 70.2 9.1 77.4 14.5 69.6 9.1 76.7 14.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 184,765: 39,047 9,699 30,148 84,511 131,024 153,705 170,871: 31,060 13,895
Old : 68,914: 18,270 5,777 10,305 29,622 45,939 58,196 62,021: 10,718 6,893
Other: 115,851: 30,637 13,782 9,983 54,889 85,085 95,509 108,850: 20,342 7,002
: : :
: : Changes in Commitments from: June 21, 2005 :
: -10,105: -2,471 -1,093 -3,493 -2,173 -4,401 -8,137 -8,987: -1,968 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.2 16.3 45.7 70.9 83.2 92.5: 16.8 7.5
Old : 100.0: 26.5 8.4 15.0 43.0 66.7 84.4 90.0: 15.6 10.0
Other: 100.0: 26.4 11.9 8.6 47.4 73.4 82.4 94.0: 17.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 59 17 37 51 49 129 97:
Old : 104: 36 16 26 36 43 79 80:
Other: 130: 47 31 24 38 36 101 76:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 38.3 29.3 49.8 16.7 28.5 24.7 38.4
Old : 27.5 22.7 38.0 40.6 19.3 18.7 29.7 33.7
Other: 26.6 48.0 37.4 60.5 26.6 45.0 37.3 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 856,617: 132,817 89,538 131,507 444,642 436,191 708,965 657,236: 147,652 199,381
Old : 856,617: 132,817 89,538 131,507 444,642 436,191 708,965 657,236: 147,652 199,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -35,727: -3,843 -1,565 -22,666 -3,876 -8,604 -30,386 -32,835: -5,341 -2,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.5 15.4 51.9 50.9 82.8 76.7: 17.2 23.3
Old : 100.0: 15.5 10.5 15.4 51.9 50.9 82.8 76.7: 17.2 23.3
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 : 172: 34 38 38 70 84 125 139:
Old : 172: 34 38 38 70 84 125 139:
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 : 26.1 13.3 33.0 21.8 23.9 11.3 28.6 17.4
Old : 26.1 13.3 33.0 21.8 23.9 11.3 28.6 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 163,842: 36,150 2,461 28,999 61,255 109,674 126,404 141,135: 37,437 22,707
Old : 65,003: 13,618 2,439 11,996 22,462 37,724 48,076 52,159: 16,927 12,844
Other: 98,839: 29,146 6,636 10,389 38,793 71,950 78,328 88,975: 20,510 9,864
: : :
: : Changes in Commitments from: June 21, 2005 :
: -19,445: -16,272 -4,511 -297 241 -15,864 -16,328 -20,673: -3,117 1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.5 17.7 37.4 66.9 77.2 86.1: 22.8 13.9
Old : 100.0: 20.9 3.8 18.5 34.6 58.0 74.0 80.2: 26.0 19.8
Other: 100.0: 29.5 6.7 10.5 39.2 72.8 79.2 90.0: 20.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 50 12 45 57 54 131 104:
Old : 110: 31 15 35 47 49 94 90:
Other: 122: 44 23 30 40 39 99 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 : 14.1 33.9 21.5 48.1 10.0 28.8 16.3 38.0
Old : 11.8 22.9 20.1 34.8 9.6 18.8 15.0 28.4
Other: 17.6 42.9 27.5 59.0 11.9 36.1 20.8 46.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,671: 3,799 1,519 828 1,700 3,359 6,327 5,706: 1,344 1,965
Old : 1,081: 330 88 0 467 766 797 854: 284 227
Other: 6,590: 3,563 1,525 734 1,233 2,593 5,530 4,852: 1,060 1,738
: : :
: : Changes in Commitments from: June 21, 2005 :
: -934: -83 326 -623 -322 -615 -1,028 -912: 94 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 19.8 10.8 22.2 43.8 82.5 74.4: 17.5 25.6
Old : 100.0: 30.5 8.1 0.0 43.2 70.9 73.7 79.0: 26.3 21.0
Other: 100.0: 54.1 23.1 11.1 18.7 39.4 83.9 73.6: 16.1 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 14 8 8 12 28 30:
Old : 18: 10 2 0 1 5 11 7:
Other: 45: 14 16 8 8 11 28 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 : 37.9 32.0 60.2 49.0 37.8 29.0 49.7 38.4
Old : 63.9 71.1 71.9 79.0 63.9 71.1 71.9 79.0
Other: 41.7 32.7 61.9 49.1 41.6 29.4 55.1 41.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 366,020: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,170 105,529
Old : 366,020: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,170 105,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,682: 2,030 6,591 196 -5,886 273 -3,660 7,060: 5,342 -5,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Old : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
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 : 96: 14 19 3 47 41 64 60:
Old : 96: 14 19 3 47 41 64 60:
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 : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Old : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
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 28, 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 : 2,571,252: 393,762 355,362 450,134 1,489,865 1,342,989 2,333,760 2,148,484: 237,492 422,768
Old : 2,571,252: 393,762 355,362 450,134 1,489,865 1,342,989 2,333,760 2,148,484: 237,492 422,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -64,648: -5,800 -39,403 -26,176 -32,595 -540 -64,571 -66,120: -77 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.8 17.5 57.9 52.2 90.8 83.6: 9.2 16.4
Old : 100.0: 15.3 13.8 17.5 57.9 52.2 90.8 83.6: 9.2 16.4
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 : 280: 61 69 71 105 138 195 249:
Old : 280: 61 69 71 105 138 195 249:
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 : 28.3 15.1 41.7 26.4 22.6 11.6 29.6 18.1
Old : 28.3 15.1 41.7 26.4 22.6 11.6 29.6 18.1
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 28, 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 : 1,351,077: 187,608 178,121 145,027 835,891 743,216 1,168,527 1,066,365: 182,550 284,712
Old : 1,351,077: 187,608 178,121 145,027 835,891 743,216 1,168,527 1,066,365: 182,550 284,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -53,041: -12,003 -29,217 -35,184 -14,789 -5,904 -61,976 -70,305: 8,935 17,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.2 10.7 61.9 55.0 86.5 78.9: 13.5 21.1
Old : 100.0: 13.9 13.2 10.7 61.9 55.0 86.5 78.9: 13.5 21.1
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 : 174: 33 44 43 69 84 126 147:
Old : 174: 33 44 43 69 84 126 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.7 35.0 30.1 21.7 20.1 31.5 27.3
Old : 23.8 20.7 35.0 30.1 21.7 20.1 31.5 27.3
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 28, 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 : 641,274: 115,629 71,138 205,417 256,546 327,048 577,593 603,603: 63,681 37,670
Old : 641,274: 115,629 71,138 205,417 256,546 327,048 577,593 603,603: 63,681 37,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,774: 14,402 9,411 8,118 6,970 16,072 29,490 33,601: 7,284 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.1 32.0 40.0 51.0 90.1 94.1: 9.9 5.9
Old : 100.0: 18.0 11.1 32.0 40.0 51.0 90.1 94.1: 9.9 5.9
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 : 123: 37 25 44 53 50 111 98:
Old : 123: 37 25 44 53 50 111 98:
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 32.5 41.4 45.1 11.9 15.8 16.3 22.8
Old : 30.1 32.5 41.4 45.1 11.9 15.8 16.3 22.8
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 28, 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 : 28,943: 5,376 3,683 410 15,609 16,323 21,395 20,416: 7,548 8,527
Old : 28,943: 5,376 3,683 410 15,609 16,323 21,395 20,416: 7,548 8,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -269: -1,041 727 -76 461 -1,179 -655 -528: 387 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.7 1.4 53.9 56.4 73.9 70.5: 26.1 29.5
Old : 100.0: 18.6 12.7 1.4 53.9 56.4 73.9 70.5: 26.1 29.5
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 : 49: 8 13 6 18 12 30 27:
Old : 49: 8 13 6 18 12 30 27:
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 : 33.8 42.2 49.3 54.4 33.8 41.9 49.3 54.1
Old : 33.8 42.2 49.3 54.4 33.8 41.9 49.3 54.1
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 28, 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 : 40,973: 11,108 19,667 2,993 15,377 8,050 29,478 30,710: 11,495 10,262
Old : 40,973: 11,108 19,667 2,993 15,377 8,050 29,478 30,710: 11,495 10,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 738: -2,242 -59 1,292 3,358 1,418 2,408 2,651: -1,670 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 48.0 7.3 37.5 19.6 71.9 75.0: 28.1 25.0
Old : 100.0: 27.1 48.0 7.3 37.5 19.6 71.9 75.0: 28.1 25.0
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 : 61: 27 17 16 10 11 42 39:
Old : 61: 27 17 16 10 11 42 39:
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 : 28.7 41.8 41.7 51.3 26.9 41.0 39.2 49.0
Old : 28.7 41.8 41.7 51.3 26.9 41.0 39.2 49.0
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 28, 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 : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Old : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 943: 700 -578 1 242 1,529 943 952: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Old : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
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 : 60: 7 17 4 19 22 29 40:
Old : 60: 7 17 4 19 22 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 : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Old : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005