WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 292,505: 44,116 72,698 46,081 175,578 132,987 265,776 251,765: 26,729 40,739
Old : 282,655: 43,898 70,355 44,362 168,403 130,019 256,663 244,735: 25,992 37,919
Other: 9,850: 1,897 4,022 40 7,175 2,968 9,113 7,030: 738 2,820
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,343: -1,769 11,817 -4,248 6,891 -6,630 874 939: -6,217 -6,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.9 15.8 60.0 45.5 90.9 86.1: 9.1 13.9
Old : 100.0: 15.5 24.9 15.7 59.6 46.0 90.8 86.6: 9.2 13.4
Other: 100.0: 19.3 40.8 0.4 72.8 30.1 92.5 71.4: 7.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 74 107 75 47 57 164 202:
Old : 255: 72 112 72 46 57 160 201:
Other: 73: 18 17 4 10 35 31 53:
:----------------------------------------------------------------------------------------------------
: 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 27.9 44.5 34.1 30.1 21.4 43.0 26.9
Old : 31.3 28.8 45.6 35.2 31.1 24.1 44.5 29.7
Other: 65.4 33.7 77.8 43.0 63.0 31.4 75.4 40.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 929,520: 134,343 59,825 184,749 456,929 467,049 776,021 711,623: 153,499 217,898
Old : 222,717: 26,841 51,786 25,580 129,259 109,828 181,680 187,195: 41,037 35,522
Other: 706,804: 147,858 48,394 118,813 327,670 357,221 594,341 524,428: 112,463 182,376
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,291: -16,464 7,721 1,509 15,903 -17,036 948 -7,805: -5,238 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.4 19.9 49.2 50.2 83.5 76.6: 16.5 23.4
Old : 100.0: 12.1 23.3 11.5 58.0 49.3 81.6 84.1: 18.4 15.9
Other: 100.0: 20.9 6.8 16.8 46.4 50.5 84.1 74.2: 15.9 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 166 86 168 248 266 482 471:
Old : 433: 75 96 73 181 166 298 293:
Other: 560: 181 71 140 194 255 410 435:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 17.8 26.9 22.9 17.6 13.6 24.8 17.4
Old : 24.6 23.9 33.7 34.8 24.5 23.2 33.5 33.0
Other: 19.6 16.9 26.6 22.4 17.6 14.5 24.4 18.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 8,880: 3,222 100 672 1,981 6,428 5,874 7,199: 3,006 1,681
Old : 8,880: 3,222 100 672 1,981 6,428 5,874 7,199: 3,006 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -151: 4 24 -201 -135 39 -332 -139: 181 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 1.1 7.6 22.3 72.4 66.2 81.1: 33.8 18.9
Old : 100.0: 36.3 1.1 7.6 22.3 72.4 66.2 81.1: 33.8 18.9
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 : 36: 15 3 5 11 16 27 23:
Old : 36: 15 3 5 11 16 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 : 29.3 43.2 45.0 61.1 29.3 43.1 42.0 55.8
Old : 29.3 43.2 45.0 61.1 29.3 43.1 42.0 55.8
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 9, 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 : 348,206: 61,210 20,885 68,189 146,248 175,311 275,647 264,384: 72,560 83,822
Old : 343,385: 60,861 21,274 65,393 145,545 174,146 271,799 260,813: 71,587 82,572
Other: 4,821: 3,135 2,396 10 703 1,165 3,848 3,571: 973 1,250
: : :
: : Changes in Commitments from: August 2, 2005 :
: -20,539: -10,134 1,397 -3,420 -1,511 -19,219 -15,066 -21,243: -5,474 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.0 19.6 42.0 50.3 79.2 75.9: 20.8 24.1
Old : 100.0: 17.7 6.2 19.0 42.4 50.7 79.2 76.0: 20.8 24.0
Other: 100.0: 65.0 49.7 0.2 14.6 24.2 79.8 74.1: 20.2 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 127 82 136 110 136 303 295:
Old : 367: 126 85 134 110 136 303 293:
Other: 97: 11 24 2 11 55 24 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 : 20.7 20.8 29.9 29.9 18.6 15.0 26.3 20.4
Old : 20.9 21.0 30.3 30.2 18.8 15.2 26.6 20.6
Other: 57.0 38.5 69.0 52.3 57.0 38.5 69.0 52.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 142,985: 25,184 16,953 24,086 71,587 86,199 120,856 127,238: 22,129 15,747
Old : 29,748: 9,004 4,980 5,660 10,886 16,261 25,550 26,901: 4,198 2,847
Other: 113,237: 21,801 17,594 12,805 60,701 69,939 95,307 100,337: 17,931 12,900
: : :
: : Changes in Commitments from: August 2, 2005 :
: -11,459: -8,129 4,742 -3,560 4,950 -15,416 -6,740 -14,234: -4,720 2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.9 16.8 50.1 60.3 84.5 89.0: 15.5 11.0
Old : 100.0: 30.3 16.7 19.0 36.6 54.7 85.9 90.4: 14.1 9.6
Other: 100.0: 19.3 15.5 11.3 53.6 61.8 84.2 88.6: 15.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 31 28 43 41 99 88:
Old : 79: 15 23 13 26 32 52 57:
Other: 121: 43 27 24 38 35 89 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 : 23.0 29.7 34.2 44.6 22.5 23.8 31.7 35.6
Old : 26.7 33.7 41.0 50.4 24.2 33.2 35.8 43.9
Other: 28.9 34.7 39.5 48.0 27.1 29.7 35.6 38.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 792,060: 67,873 68,745 140,144 458,023 398,692 666,040 607,581: 126,021 184,479
Old : 792,060: 67,873 68,745 140,144 458,023 398,692 666,040 607,581: 126,021 184,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,100: 137 -6,506 16,310 17,198 24,438 33,646 34,242: 2,454 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.7 17.7 57.8 50.3 84.1 76.7: 15.9 23.3
Old : 100.0: 8.6 8.7 17.7 57.8 50.3 84.1 76.7: 15.9 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 : 168: 35 29 45 74 86 126 143:
Old : 168: 35 29 45 74 86 126 143:
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 11.9 32.5 20.2 21.0 9.7 25.6 14.5
Old : 24.3 11.9 32.5 20.2 21.0 9.7 25.6 14.5
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 9, 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 : 122,347: 20,714 4,138 20,767 48,003 78,203 89,485 103,109: 32,863 19,239
Old : 27,869: 8,123 765 2,979 9,088 18,221 20,189 21,965: 7,680 5,905
Other: 94,478: 16,575 7,357 13,805 38,915 59,982 69,295 81,144: 25,183 13,334
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,430: -2,864 2,115 -3,505 1,698 -7,331 -4,671 -8,721: -759 3,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.4 17.0 39.2 63.9 73.1 84.3: 26.9 15.7
Old : 100.0: 29.1 2.7 10.7 32.6 65.4 72.4 78.8: 27.6 21.2
Other: 100.0: 17.5 7.8 14.6 41.2 63.5 73.3 85.9: 26.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 43 14 32 52 47 113 82:
Old : 85: 27 6 14 35 31 67 48:
Other: 113: 37 21 28 46 38 101 70:
:----------------------------------------------------------------------------------------------------
: 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 36.2 23.6 48.2 12.6 31.3 18.2 42.2
Old : 15.8 38.7 27.1 51.4 15.8 38.7 26.2 48.6
Other: 18.0 38.3 26.6 49.8 15.0 33.3 21.3 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 7,782: 2,806 1,200 1,384 2,043 3,274 6,233 5,859: 1,549 1,923
Old : 7,782: 2,806 1,200 1,384 2,043 3,274 6,233 5,859: 1,549 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -381: -145 -77 -249 -97 -56 -491 -381: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.4 17.8 26.2 42.1 80.1 75.3: 19.9 24.7
Old : 100.0: 36.1 15.4 17.8 26.2 42.1 80.1 75.3: 19.9 24.7
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 : 47: 19 6 11 12 16 33 31:
Old : 47: 19 6 11 12 16 33 31:
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 : 34.3 33.1 48.7 49.7 32.6 30.5 44.0 41.5
Old : 34.3 33.1 48.7 49.7 32.6 30.5 44.0 41.5
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 9, 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 : 368,746: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,560 108,883
Old : 368,746: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,560 108,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 7,875: -2,945 624 -704 9,609 6,283 5,960 6,203: 1,915 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.7 0.4 56.6 39.3 84.9 70.5: 15.1 29.5
Old : 100.0: 27.9 30.7 0.4 56.6 39.3 84.9 70.5: 15.1 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 : 105: 17 26 4 44 40 62 69:
Old : 105: 17 26 4 44 40 62 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 : 28.0 16.2 44.0 24.9 28.0 15.3 44.0 23.8
Old : 28.0 16.2 44.0 24.9 28.0 15.3 44.0 23.8
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 9, 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 : 2,786,273: 477,261 412,681 470,487 1,574,694 1,416,344 2,522,442 2,299,512: 263,831 486,761
Old : 2,786,273: 477,261 412,681 470,487 1,574,694 1,416,344 2,522,442 2,299,512: 263,831 486,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 47,176: 25,638 44,363 3,890 5,899 20,232 35,428 68,485: 11,748 -21,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.8 16.9 56.5 50.8 90.5 82.5: 9.5 17.5
Old : 100.0: 17.1 14.8 16.9 56.5 50.8 90.5 82.5: 9.5 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 53 63 70 104 137 188 239:
Old : 263: 53 63 70 104 137 188 239:
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 18.2 44.2 27.4 23.0 14.6 33.4 19.9
Old : 27.3 18.2 44.2 27.4 23.0 14.6 33.4 19.9
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 9, 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 : 1,931,785: 152,113 436,926 242,743 1,375,005 915,272 1,769,860 1,594,940: 161,925 336,845
Old : 1,931,785: 152,113 436,926 242,743 1,375,005 915,272 1,769,860 1,594,940: 161,925 336,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 96,986: -27,313 31,015 18,285 97,331 39,799 88,303 89,098: 8,683 7,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.6 12.6 71.2 47.4 91.6 82.6: 8.4 17.4
Old : 100.0: 7.9 22.6 12.6 71.2 47.4 91.6 82.6: 8.4 17.4
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 : 194: 28 56 46 82 97 141 168:
Old : 194: 28 56 46 82 97 141 168:
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 : 29.3 18.8 42.5 30.5 24.6 18.1 34.9 25.8
Old : 29.3 18.8 42.5 30.5 24.6 18.1 34.9 25.8
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 9, 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 : 596,129: 113,830 47,187 226,328 199,127 288,717 539,285 562,232: 56,845 33,897
Old : 596,129: 113,830 47,187 226,328 199,127 288,717 539,285 562,232: 56,845 33,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 13,993: 3,405 -4,744 21,125 -11,777 1,052 12,753 17,433: 1,241 -3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.9 38.0 33.4 48.4 90.5 94.3: 9.5 5.7
Old : 100.0: 19.1 7.9 38.0 33.4 48.4 90.5 94.3: 9.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 23 40 46 45 98 92:
Old : 115: 36 23 40 46 45 98 92:
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 : 37.8 34.2 49.0 51.7 17.0 21.9 22.0 28.3
Old : 37.8 34.2 49.0 51.7 17.0 21.9 22.0 28.3
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 9, 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 : 32,836: 8,784 5,738 754 16,203 18,322 25,741 24,814: 7,095 8,022
Old : 32,836: 8,784 5,738 754 16,203 18,322 25,741 24,814: 7,095 8,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 95: 511 -27 39 -5 -37 544 -25: -449 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.5 2.3 49.3 55.8 78.4 75.6: 21.6 24.4
Old : 100.0: 26.8 17.5 2.3 49.3 55.8 78.4 75.6: 21.6 24.4
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 : 54: 14 11 8 19 12 38 26:
Old : 54: 14 11 8 19 12 38 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 : 30.1 42.7 44.8 58.0 30.1 41.6 44.8 56.8
Old : 30.1 42.7 44.8 58.0 30.1 41.6 44.8 56.8
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 9, 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 : 64,241: 10,805 36,712 3,010 39,150 11,543 52,965 51,265: 11,276 12,976
Old : 64,241: 10,805 36,712 3,010 39,150 11,543 52,965 51,265: 11,276 12,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,752: -1,701 6,201 74 7,736 -2,441 6,109 3,834: -1,356 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 57.1 4.7 60.9 18.0 82.4 79.8: 17.6 20.2
Old : 100.0: 16.8 57.1 4.7 60.9 18.0 82.4 79.8: 17.6 20.2
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 : 77: 20 30 16 18 15 47 52:
Old : 77: 20 30 16 18 15 47 52:
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 : 48.5 30.8 57.2 42.3 47.2 29.8 55.5 40.8
Old : 48.5 30.8 57.2 42.3 47.2 29.8 55.5 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Old : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 245: -90 565 0 172 -518 82 47: 163 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Old : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
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 : 58: 6 18 4 21 19 30 38:
Old : 58: 6 18 4 21 19 30 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Old : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005