WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 291,300: 50,976 54,415 50,135 164,585 147,750 265,695 252,299: 25,605 39,001
Old : 284,594: 50,721 52,576 49,618 159,247 145,592 259,585 247,785: 25,009 36,809
Other: 6,706: 771 2,355 1 5,338 2,158 6,110 4,514: 596 2,192
: : :
: : Changes in Commitments from: July 12, 2005 :
: 18,343: 3,233 -1,876 10,696 2,930 8,062 16,858 16,882: 1,485 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.7 17.2 56.5 50.7 91.2 86.6: 8.8 13.4
Old : 100.0: 17.8 18.5 17.4 56.0 51.2 91.2 87.1: 8.8 12.9
Other: 100.0: 11.5 35.1 0.0 79.6 32.2 91.1 67.3: 8.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 81 92 80 44 60 171 195:
Old : 254: 82 94 80 44 60 171 195:
Other: 56: 9 13 1 11 30 20 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 34.1 41.9 41.2 28.4 29.5 41.1 35.2
Old : 29.4 34.8 42.7 42.0 29.0 31.4 42.1 37.3
Other: 69.5 37.8 85.3 48.2 66.6 37.0 80.9 45.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 952,406: 157,098 54,351 190,453 445,171 483,438 792,723 728,243: 159,683 224,163
Old : 358,620: 44,139 53,756 40,929 220,822 212,494 305,889 307,179: 52,730 51,441
Other: 593,787: 156,968 44,604 105,516 224,349 270,944 486,833 421,064: 106,953 172,722
: : :
: : Changes in Commitments from: July 12, 2005 :
: 79,452: 42,184 -10,046 15,450 4,597 66,944 62,230 72,347: 17,223 7,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.7 20.0 46.7 50.8 83.2 76.5: 16.8 23.5
Old : 100.0: 12.3 15.0 11.4 61.6 59.3 85.3 85.7: 14.7 14.3
Other: 100.0: 26.4 7.5 17.8 37.8 45.6 82.0 70.9: 18.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 178 89 173 220 268 470 474:
Old : 468: 83 112 87 157 205 290 354:
Other: 548: 176 78 124 181 252 398 415:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 16.4 25.6 22.2 17.0 13.6 24.9 17.9
Old : 33.0 27.0 45.9 35.1 32.8 26.1 45.7 33.4
Other: 15.3 12.0 21.9 17.1 14.0 9.3 19.0 13.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 9,392: 3,494 65 765 2,360 6,867 6,618 7,696: 2,774 1,696
Old : 9,392: 3,494 65 765 2,360 6,867 6,618 7,696: 2,774 1,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 521: 470 -21 -33 -41 366 395 312: 126 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.7 8.1 25.1 73.1 70.5 81.9: 29.5 18.1
Old : 100.0: 37.2 0.7 8.1 25.1 73.1 70.5 81.9: 29.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 2 6 11 16 26 24:
Old : 35: 15 2 6 11 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 41.3 47.6 62.2 27.7 39.7 41.1 54.7
Old : 31.9 41.3 47.6 62.2 27.7 39.7 41.1 54.7
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, July 19, 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 : 397,132: 64,967 19,394 86,975 159,623 202,420 311,566 308,790: 85,566 88,342
Old : 60,305: 10,986 2,499 19,089 17,745 28,980 47,819 50,568: 12,486 9,737
Other: 336,826: 60,053 22,966 61,815 141,878 173,440 263,746 258,221: 73,080 78,605
: : :
: : Changes in Commitments from: July 12, 2005 :
: -1,124: -4,757 -2,386 4,641 415 -1,208 299 1,046: -1,423 -2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.9 21.9 40.2 51.0 78.5 77.8: 21.5 22.2
Old : 100.0: 18.2 4.1 31.7 29.4 48.1 79.3 83.9: 20.7 16.1
Other: 100.0: 17.8 6.8 18.4 42.1 51.5 78.3 76.7: 21.7 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 144 73 133 130 142 328 298:
Old : 236: 77 32 55 80 77 167 154:
Other: 366: 130 80 123 108 135 298 282:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 22.0 28.8 31.6 16.1 15.6 23.1 20.8
Old : 23.8 21.9 34.0 35.6 9.3 14.4 14.5 21.6
Other: 20.7 22.9 31.7 31.9 19.0 16.8 27.1 22.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,187: 13,059 4,696 1,340 0 768 14,399 6,804: 4,788 12,383
Old : 1,416: 1,103 753 0 0 14 1,103 767: 313 649
Other: 17,771: 12,941 4,928 355 0 754 13,296 6,037: 4,475 11,734
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,978: 568 1,187 1,121 0 -172 1,689 2,136: 289 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 24.5 7.0 0.0 4.0 75.0 35.5: 25.0 64.5
Old : 100.0: 77.9 53.2 0.0 0.0 1.0 77.9 54.2: 22.1 45.8
Other: 100.0: 72.8 27.7 2.0 0.0 4.2 74.8 34.0: 25.2 66.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 12 10 0 3 14 20:
Old : 15: 8 5 0 0 2 8 7:
Other: 24: 10 11 6 0 3 11 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 20.4 71.3 26.4 62.4 15.8 67.4 21.5
Old : 68.4 52.1 77.9 54.2 68.4 52.1 77.9 54.2
Other: 65.5 18.6 72.8 24.8 65.0 18.6 70.9 24.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 165,556: 36,879 10,593 27,983 70,678 112,263 135,540 150,839: 30,015 14,717
Old : 51,187: 12,796 3,090 9,478 19,958 32,472 42,231 45,039: 8,955 6,147
Other: 114,369: 30,338 13,758 12,251 50,721 79,791 93,309 105,800: 21,060 8,569
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4,341: 723 1,293 503 -2,384 -5,989 -1,157 -4,193: -3,183 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.4 16.9 42.7 67.8 81.9 91.1: 18.1 8.9
Old : 100.0: 25.0 6.0 18.5 39.0 63.4 82.5 88.0: 17.5 12.0
Other: 100.0: 26.5 12.0 10.7 44.3 69.8 81.6 92.5: 18.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 56 24 31 44 44 119 87:
Old : 89: 28 15 16 29 37 65 61:
Other: 129: 52 29 24 33 34 101 73:
:----------------------------------------------------------------------------------------------------
: 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 37.7 29.2 50.4 19.0 29.5 26.8 41.8
Old : 23.4 29.2 37.6 42.4 16.1 19.6 25.6 27.8
Other: 26.6 46.1 36.8 58.4 26.6 40.1 36.0 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 775,378: 84,314 68,262 131,067 432,598 386,308 647,979 585,637: 127,399 189,740
Old : 775,378: 84,314 68,262 131,067 432,598 386,308 647,979 585,637: 127,399 189,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -14,693: -6,996 -15,596 1,576 5,723 -362 303 -14,383: -14,996 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.8 16.9 55.8 49.8 83.6 75.5: 16.4 24.5
Old : 100.0: 10.9 8.8 16.9 55.8 49.8 83.6 75.5: 16.4 24.5
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 : 161: 29 34 38 74 81 124 132:
Old : 161: 29 34 38 74 81 124 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 13.5 32.5 21.2 22.8 11.5 26.8 16.2
Old : 25.0 13.5 32.5 21.2 22.8 11.5 26.8 16.2
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, July 19, 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 : 139,522: 25,520 1,497 22,960 54,466 96,524 102,946 120,982: 36,576 18,540
Old : 50,284: 10,369 1,396 6,751 19,958 33,174 37,078 41,321: 13,206 8,963
Other: 89,238: 20,361 5,312 10,999 34,508 63,350 65,868 79,661: 23,370 9,577
: : :
: : Changes in Commitments from: July 12, 2005 :
: 911: -958 -1,422 1,366 -694 -12 -287 -68: 1,198 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 1.1 16.5 39.0 69.2 73.8 86.7: 26.2 13.3
Old : 100.0: 20.6 2.8 13.4 39.7 66.0 73.7 82.2: 26.3 17.8
Other: 100.0: 22.8 6.0 12.3 38.7 71.0 73.8 89.3: 26.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 14 31 58 56 118 92:
Old : 96: 24 10 23 44 49 78 74:
Other: 119: 42 18 24 47 39 101 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 35.2 22.8 50.0 8.3 31.0 13.9 41.0
Old : 15.8 34.6 23.9 43.0 9.9 27.7 16.5 34.2
Other: 18.2 39.3 26.4 55.7 10.1 36.4 18.0 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 7,601: 3,016 1,396 1,268 1,819 3,015 6,102 5,679: 1,499 1,922
Old : 7,601: 3,016 1,396 1,268 1,819 3,015 6,102 5,679: 1,499 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 354: -136 -64 141 223 264 228 340: 126 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 18.4 16.7 23.9 39.7 80.3 74.7: 19.7 25.3
Old : 100.0: 39.7 18.4 16.7 23.9 39.7 80.3 74.7: 19.7 25.3
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: 20 10 9 11 13 33 30:
Old : 48: 20 10 9 11 13 33 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 : 37.5 30.9 51.5 48.1 34.0 28.5 44.2 39.9
Old : 37.5 30.9 51.5 48.1 34.0 28.5 44.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 367,680: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,988 108,774
Old : 367,680: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,988 108,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,865: 4,489 34 31 -11,936 -4,120 -7,416 -4,055: 4,551 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 29.5 0.0 57.2 40.9 85.0 70.4: 15.0 29.6
Old : 100.0: 27.8 29.5 0.0 57.2 40.9 85.0 70.4: 15.0 29.6
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 : 102: 13 27 2 45 42 60 69:
Old : 102: 13 27 2 45 42 60 69:
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 19.7 47.0 29.1 30.3 19.0 47.0 27.1
Old : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
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, July 19, 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 : 2,582,966: 387,941 376,685 470,325 1,488,167 1,316,937 2,346,433 2,163,947: 236,533 419,019
Old : 2,582,966: 387,941 376,685 470,325 1,488,167 1,316,937 2,346,433 2,163,947: 236,533 419,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 43,611: -36,567 -6,998 52,519 39,856 13,108 55,808 58,630: -12,197 -15,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.6 18.2 57.6 51.0 90.8 83.8: 9.2 16.2
Old : 100.0: 15.0 14.6 18.2 57.6 51.0 90.8 83.8: 9.2 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 : 274: 42 81 73 110 140 200 246:
Old : 274: 42 81 73 110 140 200 246:
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 : 28.6 16.2 43.9 25.7 24.6 12.6 34.0 19.4
Old : 28.6 16.2 43.9 25.7 24.6 12.6 34.0 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,583,204: 165,520 288,363 192,544 1,056,744 794,646 1,414,808 1,275,553: 168,396 307,651
Old : 1,583,204: 165,520 288,363 192,544 1,056,744 794,646 1,414,808 1,275,553: 168,396 307,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 92,631: 24,661 48,999 12,239 61,623 8,430 98,523 69,668: -5,892 22,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.2 12.2 66.7 50.2 89.4 80.6: 10.6 19.4
Old : 100.0: 10.5 18.2 12.2 66.7 50.2 89.4 80.6: 10.6 19.4
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 : 190: 36 46 49 79 93 141 162:
Old : 190: 36 46 49 79 93 141 162:
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 18.9 39.2 28.7 25.2 18.4 34.5 27.5
Old : 28.1 18.9 39.2 28.7 25.2 18.4 34.5 27.5
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, July 19, 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 : 627,091: 105,613 72,380 200,439 249,289 311,184 555,341 584,003: 71,750 43,088
Old : 627,091: 105,613 72,380 200,439 249,289 311,184 555,341 584,003: 71,750 43,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 72,338: 17,355 10,459 22,554 26,853 28,918 66,762 61,930: 5,576 10,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.5 32.0 39.8 49.6 88.6 93.1: 11.4 6.9
Old : 100.0: 16.8 11.5 32.0 39.8 49.6 88.6 93.1: 11.4 6.9
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 : 126: 33 28 43 57 53 112 102:
Old : 126: 33 28 43 57 53 112 102:
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 29.8 38.9 46.3 14.1 20.1 19.9 27.2
Old : 26.5 29.8 38.9 46.3 14.1 20.1 19.9 27.2
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, July 19, 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 : 29,670: 6,850 4,762 545 15,696 17,018 23,091 22,325: 6,579 7,345
Old : 29,670: 6,850 4,762 545 15,696 17,018 23,091 22,325: 6,579 7,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -853: -64 9 -77 -147 -300 -288 -368: -564 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.0 1.8 52.9 57.4 77.8 75.2: 22.2 24.8
Old : 100.0: 23.1 16.0 1.8 52.9 57.4 77.8 75.2: 22.2 24.8
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 : 49: 13 9 6 18 11 34 23:
Old : 49: 13 9 6 18 11 34 23:
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 : 33.0 45.9 48.3 61.5 33.0 44.9 48.3 60.5
Old : 33.0 45.9 48.3 61.5 33.0 44.9 48.3 60.5
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, July 19, 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 : 53,862: 8,576 25,017 2,435 31,542 15,004 42,553 42,457: 11,309 11,405
Old : 53,862: 8,576 25,017 2,435 31,542 15,004 42,553 42,457: 11,309 11,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -602: -437 -56 -870 -446 178 -1,753 -748: 1,151 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.4 4.5 58.6 27.9 79.0 78.8: 21.0 21.2
Old : 100.0: 15.9 46.4 4.5 58.6 27.9 79.0 78.8: 21.0 21.2
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 : 71: 16 30 13 15 16 39 51:
Old : 71: 16 30 13 15 16 39 51:
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 : 47.1 35.6 56.9 45.1 45.1 35.6 54.8 44.7
Old : 47.1 35.6 56.9 45.1 45.1 35.6 54.8 44.7
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, July 19, 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 : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Old : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -482: -212 -473 0 -193 -116 -405 -589: -77 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
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 : 58: 7 17 4 18 22 28 40:
Old : 58: 7 17 4 18 22 28 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 : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Old : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005