WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 305,944: 43,769 79,216 47,752 182,863 138,045 274,383 265,012: 31,561 40,932
Old : 293,038: 43,193 76,910 45,216 174,452 133,597 262,861 255,723: 30,177 37,315
Other: 12,906: 2,826 4,556 286 8,411 4,447 11,522 9,289: 1,384 3,617
: : :
: : Changes in Commitments from: August 16, 2005 :
: 8,700: -2,208 -3,386 4,985 736 6,511 3,513 8,110: 5,187 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.9 15.6 59.8 45.1 89.7 86.6: 10.3 13.4
Old : 100.0: 14.7 26.2 15.4 59.5 45.6 89.7 87.3: 10.3 12.7
Other: 100.0: 21.9 35.3 2.2 65.2 34.5 89.3 72.0: 10.7 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 83 102 74 50 56 171 202:
Old : 263: 82 104 72 49 56 168 202:
Other: 74: 16 20 9 11 34 35 55:
:----------------------------------------------------------------------------------------------------
: 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 28.9 43.3 35.8 30.0 22.1 41.4 27.2
Old : 31.3 30.1 44.4 36.7 31.3 24.8 43.2 30.4
Other: 50.5 34.4 69.9 45.2 50.4 34.3 67.7 44.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 939,963: 124,442 116,060 172,966 482,835 436,294 780,242 725,320: 159,721 214,644
Old : 127,338: 13,754 19,935 31,502 50,739 53,448 95,995 104,884: 31,343 22,454
Other: 812,625: 129,322 114,760 122,829 432,096 382,846 684,248 620,435: 128,378 192,190
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,568: 792 23,713 -4,285 -3,173 -2,412 -6,666 17,017: 13,234 -10,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.3 18.4 51.4 46.4 83.0 77.2: 17.0 22.8
Old : 100.0: 10.8 15.7 24.7 39.8 42.0 75.4 82.4: 24.6 17.6
Other: 100.0: 15.9 14.1 15.1 53.2 47.1 84.2 76.3: 15.8 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 158 119 156 248 248 466 466:
Old : 364: 65 66 73 172 136 276 237:
Other: 571: 152 118 139 200 241 407 446:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 16.5 27.0 21.4 18.2 13.0 24.8 17.1
Old : 11.5 21.7 18.8 31.6 10.3 19.0 15.4 26.0
Other: 21.7 16.4 30.7 21.8 20.7 14.2 28.6 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 7,300: 2,818 276 625 1,410 4,898 4,853 5,800: 2,447 1,500
Old : 7,298: 2,818 276 625 1,409 4,897 4,852 5,799: 2,446 1,499
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 16, 2005 :
: -57: -108 171 15 156 -224 63 -38: -120 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 3.8 8.6 19.3 67.1 66.5 79.5: 33.5 20.5
Old : 100.0: 38.6 3.8 8.6 19.3 67.1 66.5 79.5: 33.5 20.5
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 5 12 14 28 22:
Old : 37: 13 6 5 12 14 28 22:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 42.1 42.2 58.5 25.2 39.5 38.3 51.6
Old : 25.5 42.1 42.2 58.5 25.2 39.5 38.3 51.6
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 351,366: 52,288 28,012 75,071 156,159 163,123 283,518 266,206: 67,848 85,160
Old : 345,603: 52,187 28,161 72,161 154,864 161,682 279,212 262,003: 66,391 83,600
Other: 5,763: 2,980 2,731 31 1,295 1,441 4,306 4,203: 1,457 1,560
: : :
: : Changes in Commitments from: August 16, 2005 :
: -2,696: -6,975 2,847 1,353 2,773 -5,873 -2,849 -1,673: 153 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.0 21.4 44.4 46.4 80.7 75.8: 19.3 24.2
Old : 100.0: 15.1 8.1 20.9 44.8 46.8 80.8 75.8: 19.2 24.2
Other: 100.0: 51.7 47.4 0.5 22.5 25.0 74.7 72.9: 25.3 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 112 106 149 110 126 304 312:
Old : 377: 112 108 148 110 125 303 311:
Other: 92: 9 25 3 7 52 19 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 : 20.8 20.7 30.0 29.1 18.2 12.1 25.0 16.7
Old : 21.2 20.9 30.2 29.4 18.5 12.3 25.4 17.0
Other: 57.1 38.0 70.3 51.7 57.1 38.0 70.2 51.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 149,342: 17,739 22,123 28,887 80,917 81,971 127,544 132,981: 21,798 16,361
Old : 21,767: 5,651 3,821 5,405 8,375 11,153 19,431 20,379: 2,336 1,388
Other: 127,575: 15,647 21,861 19,923 72,543 70,818 108,113 112,602: 19,462 14,973
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,900: -2,267 190 -788 -1,319 -3,492 -4,374 -4,090: 2,474 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.8 19.3 54.2 54.9 85.4 89.0: 14.6 11.0
Old : 100.0: 26.0 17.6 24.8 38.5 51.2 89.3 93.6: 10.7 6.4
Other: 100.0: 12.3 17.1 15.6 56.9 55.5 84.7 88.3: 15.3 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 30 42 35 51 44 104 105:
Old : 75: 16 18 10 27 28 49 50:
Other: 137: 34 40 32 49 42 99 102:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 29.3 32.7 39.9 21.6 22.5 30.2 31.1
Old : 34.0 35.7 50.8 52.4 28.8 31.7 38.5 41.8
Other: 25.4 30.1 35.9 40.3 24.4 23.6 32.8 33.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 819,015: 103,225 58,734 128,367 430,783 436,361 662,375 623,463: 156,640 195,552
Old : 819,015: 103,225 58,734 128,367 430,783 436,361 662,375 623,463: 156,640 195,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 17,064: 19,718 2,886 -7,225 -5,374 16,035 7,118 11,695: 9,945 5,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.2 15.7 52.6 53.3 80.9 76.1: 19.1 23.9
Old : 100.0: 12.6 7.2 15.7 52.6 53.3 80.9 76.1: 19.1 23.9
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 : 166: 41 24 43 71 84 127 136:
Old : 166: 41 24 43 71 84 127 136:
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 : 20.2 13.6 28.2 22.1 17.8 9.5 22.8 15.1
Old : 20.2 13.6 28.2 22.1 17.8 9.5 22.8 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 123,929: 14,953 7,132 21,156 58,911 77,803 95,020 106,091: 28,909 17,838
Old : 18,673: 4,506 1,065 1,737 7,416 12,340 13,659 15,141: 5,015 3,532
Other: 105,255: 13,454 9,074 16,412 51,495 65,463 81,361 90,950: 23,894 14,305
: : :
: : Changes in Commitments from: August 16, 2005 :
: 3,661: -349 1,368 117 3,712 1,903 3,481 3,389: 180 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 5.8 17.1 47.5 62.8 76.7 85.6: 23.3 14.4
Old : 100.0: 24.1 5.7 9.3 39.7 66.1 73.1 81.1: 26.9 18.9
Other: 100.0: 12.8 8.6 15.6 48.9 62.2 77.3 86.4: 22.7 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 38 23 33 52 50 106 96:
Old : 76: 20 10 11 31 28 54 46:
Other: 123: 32 31 31 47 45 99 90:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 34.0 26.5 46.1 12.0 30.2 18.1 37.9
Old : 18.2 36.9 31.7 54.5 18.2 31.8 29.7 48.5
Other: 20.4 34.7 28.7 46.7 15.3 33.0 22.8 41.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 7,460: 2,755 1,296 1,221 1,978 2,890 5,954 5,407: 1,506 2,053
Old : 7,460: 2,755 1,296 1,221 1,978 2,890 5,954 5,407: 1,506 2,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -167: 13 -0 -121 -52 -164 -161 -286: -6 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.4 16.4 26.5 38.7 79.8 72.5: 20.2 27.5
Old : 100.0: 36.9 17.4 16.4 26.5 38.7 79.8 72.5: 20.2 27.5
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 : 48: 18 8 10 15 15 36 30:
Old : 48: 18 8 10 15 15 36 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 : 32.8 30.5 48.3 47.8 32.7 29.4 45.5 39.9
Old : 32.8 30.5 48.3 47.8 32.7 29.4 45.5 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 Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 374,293: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,859 111,625
Old : 374,293: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,859 111,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,851: -2,435 -14,522 1,736 4,305 13,229 3,606 443: -1,755 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.3 0.8 58.7 46.1 86.7 70.2: 13.3 29.8
Old : 100.0: 27.2 23.3 0.8 58.7 46.1 86.7 70.2: 13.3 29.8
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 : 110: 16 22 3 48 49 65 73:
Old : 110: 16 22 3 48 49 65 73:
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 : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
Old : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
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 Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 2,631,849: 375,880 362,740 460,171 1,552,050 1,365,291 2,388,101 2,188,201: 243,748 443,647
Old : 2,631,849: 375,880 362,740 460,171 1,552,050 1,365,291 2,388,101 2,188,201: 243,748 443,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -129,109: -57,991 -9,346 -4,635 -47,317 -90,036 -109,943 -104,016: -19,166 -25,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.8 17.5 59.0 51.9 90.7 83.1: 9.3 16.9
Old : 100.0: 14.3 13.8 17.5 59.0 51.9 90.7 83.1: 9.3 16.9
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 : 274: 44 75 76 112 137 201 247:
Old : 274: 44 75 76 112 137 201 247:
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 : 33.3 18.6 47.4 28.3 31.1 15.9 37.5 20.0
Old : 33.3 18.6 47.4 28.3 31.1 15.9 37.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,711,765: 155,560 381,371 195,446 1,204,071 830,473 1,555,078 1,407,291: 156,687 304,474
Old : 1,711,765: 155,560 381,371 195,446 1,204,071 830,473 1,555,078 1,407,291: 156,687 304,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -107,354: -7,343 -18,330 -27,115 -71,987 -38,480 -106,445 -83,925: -908 -23,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 22.3 11.4 70.3 48.5 90.8 82.2: 9.2 17.8
Old : 100.0: 9.1 22.3 11.4 70.3 48.5 90.8 82.2: 9.2 17.8
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 : 185: 34 48 45 75 94 133 163:
Old : 185: 34 48 45 75 94 133 163:
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 18.3 46.4 29.2 29.8 17.7 40.4 25.0
Old : 33.5 18.3 46.4 29.2 29.8 17.7 40.4 25.0
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 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 636,891: 119,489 40,347 265,416 199,428 302,827 584,332 608,590: 52,558 28,301
Old : 636,891: 119,489 40,347 265,416 199,428 302,827 584,332 608,590: 52,558 28,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 30,898: -3,038 145 14,318 22,903 23,540 34,183 38,002: -3,285 -7,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.3 41.7 31.3 47.5 91.7 95.6: 8.3 4.4
Old : 100.0: 18.8 6.3 41.7 31.3 47.5 91.7 95.6: 8.3 4.4
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 : 119: 32 28 42 52 44 106 92:
Old : 119: 32 28 42 52 44 106 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 : 36.8 34.4 48.6 49.2 16.5 19.6 21.3 26.2
Old : 36.8 34.4 48.6 49.2 16.5 19.6 21.3 26.2
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 Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 32,371: 7,860 6,021 458 16,480 19,006 24,798 25,484: 7,573 6,886
Old : 32,371: 7,860 6,021 458 16,480 19,006 24,798 25,484: 7,573 6,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -873: -673 -279 -278 -64 438 -1,016 -119: 142 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.6 1.4 50.9 58.7 76.6 78.7: 23.4 21.3
Old : 100.0: 24.3 18.6 1.4 50.9 58.7 76.6 78.7: 23.4 21.3
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 : 59: 14 14 7 20 13 38 30:
Old : 59: 14 14 7 20 13 38 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 : 29.9 44.8 44.4 60.4 29.9 44.0 44.4 59.0
Old : 29.9 44.8 44.4 60.4 29.9 44.0 44.4 59.0
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 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 69,169: 11,927 36,089 3,056 42,196 17,129 57,178 56,274: 11,991 12,895
Old : 69,169: 11,927 36,089 3,056 42,196 17,129 57,178 56,274: 11,991 12,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -131: 348 -3,022 -207 -1,332 1,744 -1,191 -1,486: 1,061 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 52.2 4.4 61.0 24.8 82.7 81.4: 17.3 18.6
Old : 100.0: 17.2 52.2 4.4 61.0 24.8 82.7 81.4: 17.3 18.6
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 : 86: 23 34 15 19 17 51 57:
Old : 86: 23 34 15 19 17 51 57:
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 : 52.3 32.2 59.5 45.7 52.3 30.9 58.9 43.8
Old : 52.3 32.2 59.5 45.7 52.3 30.9 58.9 43.8
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 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Old : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,724: -5 77 1,000 2,745 2,671 3,740 3,748: 984 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
Old : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
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 : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 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 : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Old : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005