WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 297,848: 45,886 60,880 50,329 168,688 139,617 264,902 250,826: 32,946 47,022
Old : 288,527: 45,574 58,870 48,770 162,121 137,028 256,465 244,667: 32,062 43,859
Other: 9,321: 1,854 3,553 16 6,567 2,590 8,437 6,159: 884 3,163
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,848: -1,009 415 928 -667 -1,520 -747 -178: 7,596 7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.4 16.9 56.6 46.9 88.9 84.2: 11.1 15.8
Old : 100.0: 15.8 20.4 16.9 56.2 47.5 88.9 84.8: 11.1 15.2
Other: 100.0: 19.9 38.1 0.2 70.5 27.8 90.5 66.1: 9.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 75 97 76 48 57 170 191:
Old : 250: 76 99 74 48 57 168 191:
Other: 66: 15 15 1 10 34 25 50:
:----------------------------------------------------------------------------------------------------
: 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 29.2 42.3 35.6 28.8 24.2 41.5 29.7
Old : 30.0 30.0 43.4 36.6 29.7 26.5 42.9 32.1
Other: 62.8 33.1 75.4 43.4 60.3 31.4 72.7 40.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 933,811: 150,808 52,103 183,240 441,026 484,085 775,073 719,428: 158,738 214,383
Old : 290,558: 32,047 64,628 23,089 191,064 162,037 246,200 249,754: 44,359 40,804
Other: 643,253: 170,950 39,665 107,962 249,962 322,048 528,874 469,674: 114,379 173,579
: : :
: : Changes in Commitments from: July 26, 2005 :
: 673: 2,071 4,003 420 -5,584 -4,521 -3,093 -98: 3,765 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.6 19.6 47.2 51.8 83.0 77.0: 17.0 23.0
Old : 100.0: 11.0 22.2 7.9 65.8 55.8 84.7 86.0: 15.3 14.0
Other: 100.0: 26.6 6.2 16.8 38.9 50.1 82.2 73.0: 17.8 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 175 84 169 233 266 482 465:
Old : 444: 81 100 70 165 184 279 321:
Other: 560: 175 85 129 188 254 417 416:
:----------------------------------------------------------------------------------------------------
: 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 18.2 26.0 23.4 17.3 14.9 24.7 19.2
Old : 35.7 26.7 48.9 36.2 35.5 26.3 48.7 35.5
Other: 15.5 15.3 21.8 20.4 13.7 13.6 19.2 17.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 9,031: 3,217 76 872 2,116 6,389 6,206 7,338: 2,825 1,694
Old : 9,031: 3,217 76 872 2,116 6,389 6,206 7,338: 2,825 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -236: -451 61 132 -134 -381 -454 -188: 218 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.8 9.7 23.4 70.7 68.7 81.2: 31.3 18.8
Old : 100.0: 35.6 0.8 9.7 23.4 70.7 68.7 81.2: 31.3 18.8
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 : 35: 12 5 6 11 15 27 23:
Old : 35: 12 5 6 11 15 27 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 : 33.5 41.6 48.9 60.4 30.0 41.3 42.9 55.0
Old : 33.5 41.6 48.9 60.4 30.0 41.3 42.9 55.0
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, August 2, 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 : 368,746: 71,344 19,488 71,609 147,759 194,530 290,713 285,627: 78,033 83,119
Old : 364,611: 70,562 19,928 69,335 147,430 193,333 287,328 282,596: 77,283 82,015
Other: 4,135: 3,056 1,834 0 329 1,197 3,385 3,031: 750 1,104
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,758: 2,419 -2,091 3,851 -3,804 2,519 2,466 4,279: 291 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.3 19.4 40.1 52.8 78.8 77.5: 21.2 22.5
Old : 100.0: 19.4 5.5 19.0 40.4 53.0 78.8 77.5: 21.2 22.5
Other: 100.0: 73.9 44.4 0.0 8.0 28.9 81.9 73.3: 18.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 134 78 138 107 133 312 292:
Old : 375: 133 82 137 107 133 311 292:
Other: 94: 11 20 0 8 56 19 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 : 19.6 22.8 28.9 32.0 17.6 17.4 25.2 23.1
Old : 19.8 22.9 29.2 32.2 17.8 17.5 25.5 23.2
Other: 58.1 46.8 70.4 57.6 58.1 46.8 70.4 57.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 154,444: 33,313 12,211 27,646 66,637 101,615 127,596 141,472: 26,848 12,972
Old : 32,154: 12,831 3,509 5,079 9,229 19,994 27,139 28,582: 5,016 3,572
Other: 122,290: 28,681 16,900 14,369 57,408 81,621 100,457 112,890: 21,833 9,400
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,302: -828 1,922 2,723 418 -1,974 2,313 2,670: -1,011 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.9 17.9 43.1 65.8 82.6 91.6: 17.4 8.4
Old : 100.0: 39.9 10.9 15.8 28.7 62.2 84.4 88.9: 15.6 11.1
Other: 100.0: 23.5 13.8 11.7 46.9 66.7 82.1 92.3: 17.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 53 25 39 41 39 119 91:
Old : 89: 34 16 18 25 29 64 58:
Other: 136: 50 36 28 36 34 104 81:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 37.1 30.5 50.0 20.5 30.3 29.1 42.2
Old : 20.8 33.8 34.2 46.6 18.5 32.8 29.5 43.4
Other: 26.0 42.0 36.1 54.1 25.3 36.2 34.2 46.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 755,961: 67,736 75,251 123,834 440,824 374,254 632,394 573,339: 123,567 182,622
Old : 755,961: 67,736 75,251 123,834 440,824 374,254 632,394 573,339: 123,567 182,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 18,300: -8,506 9,608 8,790 20,610 -4,764 20,894 13,634: -2,595 4,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.0 16.4 58.3 49.5 83.7 75.8: 16.3 24.2
Old : 100.0: 9.0 10.0 16.4 58.3 49.5 83.7 75.8: 16.3 24.2
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 : 165: 30 34 37 73 84 122 136:
Old : 165: 30 34 37 73 84 122 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 12.4 32.1 19.9 21.3 9.9 25.7 14.3
Old : 24.3 12.4 32.1 19.9 21.3 9.9 25.7 14.3
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, August 2, 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 : 127,777: 23,578 2,023 24,272 46,305 85,534 94,155 111,830: 33,622 15,948
Old : 35,156: 11,297 988 4,087 11,500 23,280 26,884 28,356: 8,272 6,801
Other: 92,621: 19,375 8,129 13,091 34,805 62,255 67,272 83,474: 25,350 9,147
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,405: -1,768 771 2,999 -3,634 -6,806 -2,404 -3,036: -1,001 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.6 19.0 36.2 66.9 73.7 87.5: 26.3 12.5
Old : 100.0: 32.1 2.8 11.6 32.7 66.2 76.5 80.7: 23.5 19.3
Other: 100.0: 20.9 8.8 14.1 37.6 67.2 72.6 90.1: 27.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 50 13 36 56 54 123 95:
Old : 93: 24 9 19 40 39 73 62:
Other: 126: 46 20 30 47 43 109 79:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 33.8 21.9 47.5 8.5 29.5 14.1 39.2
Old : 17.4 33.0 28.6 45.1 15.6 27.7 25.6 37.2
Other: 16.8 37.2 24.9 50.8 12.0 33.0 18.8 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 8,163: 2,952 1,277 1,633 2,140 3,330 6,724 6,240: 1,439 1,923
Old : 8,163: 2,952 1,277 1,633 2,140 3,330 6,724 6,240: 1,439 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 98: -240 25 258 141 -61 158 222: -60 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.6 20.0 26.2 40.8 82.4 76.4: 17.6 23.6
Old : 100.0: 36.2 15.6 20.0 26.2 40.8 82.4 76.4: 17.6 23.6
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 : 48: 17 10 11 13 14 35 30:
Old : 48: 17 10 11 13 14 35 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 : 34.4 32.1 49.7 50.7 31.6 29.6 42.6 39.7
Old : 34.4 32.1 49.7 50.7 31.6 29.6 42.6 39.7
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, August 2, 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 : 360,871: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,645 107,211
Old : 360,871: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,645 107,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 619: 2,545 7,307 222 -1,325 -6,047 1,442 1,482: -823 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 31.2 0.6 55.2 38.5 85.1 70.3: 14.9 29.7
Old : 100.0: 29.3 31.2 0.6 55.2 38.5 85.1 70.3: 14.9 29.7
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 : 106: 15 29 4 44 41 61 72:
Old : 106: 15 29 4 44 41 61 72:
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 : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Old : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 2,739,097: 451,623 368,318 466,597 1,568,795 1,396,112 2,487,014 2,231,028: 252,083 508,070
Old : 2,739,097: 451,623 368,318 466,597 1,568,795 1,396,112 2,487,014 2,231,028: 252,083 508,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 156,724: 75,226 -12,803 10,263 55,987 94,887 141,476 92,347: 15,248 64,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.4 17.0 57.3 51.0 90.8 81.5: 9.2 18.5
Old : 100.0: 16.5 13.4 17.0 57.3 51.0 90.8 81.5: 9.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 52 65 72 109 142 195 245:
Old : 270: 52 65 72 109 142 195 245:
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 : 27.3 17.6 43.1 26.8 23.1 13.9 33.1 19.8
Old : 27.3 17.6 43.1 26.8 23.1 13.9 33.1 19.8
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, August 2, 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 : 1,834,799: 179,426 405,911 224,459 1,277,673 875,473 1,681,557 1,505,842: 153,242 328,957
Old : 1,834,799: 179,426 405,911 224,459 1,277,673 875,473 1,681,557 1,505,842: 153,242 328,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 190,837: 17,464 58,562 28,697 139,867 80,112 186,028 167,371: 4,809 23,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.1 12.2 69.6 47.7 91.6 82.1: 8.4 17.9
Old : 100.0: 9.8 22.1 12.2 69.6 47.7 91.6 82.1: 8.4 17.9
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 : 189: 29 55 47 76 97 135 169:
Old : 189: 29 55 47 76 97 135 169:
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 : 27.4 19.4 41.1 30.0 24.4 18.2 34.1 26.7
Old : 27.4 19.4 41.1 30.0 24.4 18.2 34.1 26.7
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, August 2, 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 : 582,136: 110,425 51,931 205,203 210,904 287,665 526,532 544,799: 55,604 37,337
Old : 582,136: 110,425 51,931 205,203 210,904 287,665 526,532 544,799: 55,604 37,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -94,305: -16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791: -7,365 -2,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.9 35.2 36.2 49.4 90.4 93.6: 9.6 6.4
Old : 100.0: 19.0 8.9 35.2 36.2 49.4 90.4 93.6: 9.6 6.4
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 : 107: 33 21 39 44 40 93 84:
Old : 107: 33 21 39 44 40 93 84:
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 : 36.1 34.7 48.7 54.2 17.5 24.1 23.7 31.5
Old : 36.1 34.7 48.7 54.2 17.5 24.1 23.7 31.5
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, August 2, 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 : 32,740: 8,273 5,765 715 16,208 18,359 25,197 24,839: 7,543 7,901
Old : 32,740: 8,273 5,765 715 16,208 18,359 25,197 24,839: 7,543 7,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,209: 379 583 125 612 646 1,116 1,355: 93 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.6 2.2 49.5 56.1 77.0 75.9: 23.0 24.1
Old : 100.0: 25.3 17.6 2.2 49.5 56.1 77.0 75.9: 23.0 24.1
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 : 54: 15 9 5 19 13 35 26:
Old : 54: 15 9 5 19 13 35 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 : 30.0 42.9 44.8 58.2 30.0 42.0 44.8 57.3
Old : 30.0 42.9 44.8 58.2 30.0 42.0 44.8 57.3
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, August 2, 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 : 59,489: 12,506 30,511 2,936 31,414 13,984 46,856 47,431: 12,632 12,057
Old : 59,489: 12,506 30,511 2,936 31,414 13,984 46,856 47,431: 12,632 12,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,194: 2,013 2,945 47 157 -974 2,217 2,018: -23 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 51.3 4.9 52.8 23.5 78.8 79.7: 21.2 20.3
Old : 100.0: 21.0 51.3 4.9 52.8 23.5 78.8 79.7: 21.2 20.3
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 : 78: 21 30 14 18 16 49 50:
Old : 78: 21 30 14 18 16 49 50:
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 : 43.1 35.2 52.0 46.5 41.3 34.8 50.1 45.2
Old : 43.1 35.2 52.0 46.5 41.3 34.8 50.1 45.2
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, August 2, 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 : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Old : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,065: -1,717 -378 -15 630 -642 -1,102 -1,035: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
Old : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 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 : 59: 6 18 4 21 20 30 39:
Old : 59: 6 18 4 21 20 30 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 : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Old : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005