WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 213,540: 42,429 40,255 19,717 120,593 114,873 182,739 174,845: 30,801 38,695
Old : 108,014: 26,114 31,215 1,131 63,722 57,728 90,967 90,074: 17,047 17,940
Other: 105,526: 29,033 21,758 5,868 56,871 57,145 91,772 84,771: 13,754 20,755
: : :
: : Changes in Commitments from: March 29, 2005 :
: -11,668: -13,215 -5,866 204 -2,487 -10,100 -15,498 -15,762: 3,830 4,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.9 9.2 56.5 53.8 85.6 81.9: 14.4 18.1
Old : 100.0: 24.2 28.9 1.0 59.0 53.4 84.2 83.4: 15.8 16.6
Other: 100.0: 27.5 20.6 5.6 53.9 54.2 87.0 80.3: 13.0 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 58 68 53 45 51 141 145:
Old : 164: 48 60 3 23 36 73 97:
Other: 155: 46 48 26 35 46 94 110:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 36.6 46.0 42.4 31.0 35.2 45.4 40.4
Old : 39.0 35.0 55.7 44.6 39.0 35.0 55.7 44.6
Other: 36.1 40.4 47.7 46.5 35.4 37.5 46.0 43.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 678,519: 107,584 93,084 44,526 408,035 330,125 560,145 467,735: 118,374 210,784
Old : 503,528: 95,651 96,929 23,780 294,650 249,143 414,081 369,852: 89,447 133,676
Other: 174,991: 30,190 14,412 2,489 113,385 80,982 146,064 97,883: 28,927 77,108
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11,034: -6,670 12,627 9,879 3,943 -19,107 7,152 3,399: 3,882 7,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.7 6.6 60.1 48.7 82.6 68.9: 17.4 31.1
Old : 100.0: 19.0 19.2 4.7 58.5 49.5 82.2 73.5: 17.8 26.5
Other: 100.0: 17.3 8.2 1.4 64.8 46.3 83.5 55.9: 16.5 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 124 79 82 173 191 337 327:
Old : 439: 120 85 58 144 173 293 294:
Other: 298: 55 51 18 91 157 158 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 15.6 29.4 21.2 17.1 9.4 27.1 14.3
Old : 21.2 19.5 34.1 25.5 21.2 16.1 32.4 21.9
Other: 40.4 8.9 48.7 15.6 37.9 8.0 46.1 13.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 7,727: 2,692 131 27 783 6,392 3,502 6,550: 4,225 1,177
Old : 4,530: 1,721 70 0 310 3,887 2,031 3,957: 2,499 573
Other: 3,197: 971 61 27 473 2,505 1,471 2,593: 1,726 604
: : :
: : Changes in Commitments from: March 29, 2005 :
: 283: 245 -666 -29 -54 1,152 162 457: 121 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.7 0.3 10.1 82.7 45.3 84.8: 54.7 15.2
Old : 100.0: 38.0 1.5 0.0 6.8 85.8 44.8 87.4: 55.2 12.6
Other: 100.0: 30.4 1.9 0.8 14.8 78.4 46.0 81.1: 54.0 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 2 3 8 16 23 19:
Old : 29: 10 2 0 3 14 13 16:
Other: 27: 8 2 3 7 13 17 16:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 45.7 34.4 62.8 25.6 44.9 33.8 61.4
Old : 33.4 49.5 40.7 73.1 33.4 49.5 40.7 73.1
Other: 34.1 48.2 40.5 66.9 33.6 47.4 39.1 64.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 281,916: 52,451 43,780 24,322 157,699 123,439 234,472 191,541: 47,444 90,375
Old : 222,983: 45,568 46,634 13,324 129,339 101,860 188,231 161,818: 34,752 61,165
Other: 58,933: 15,574 5,837 2,307 28,360 21,579 46,241 29,723: 12,692 29,210
: : :
: : Changes in Commitments from: March 29, 2005 :
: -16,054: -5,752 -306 1,495 -9,352 -13,074 -13,609 -11,885: -2,445 -4,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.5 8.6 55.9 43.8 83.2 67.9: 16.8 32.1
Old : 100.0: 20.4 20.9 6.0 58.0 45.7 84.4 72.6: 15.6 27.4
Other: 100.0: 26.4 9.9 3.9 48.1 36.6 78.5 50.4: 21.5 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 100 106 90 85 105 249 253:
Old : 342: 92 117 69 71 102 213 244:
Other: 183: 63 34 16 43 62 112 107:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 13.8 36.8 20.9 24.0 11.3 35.1 17.5
Old : 28.0 16.1 42.4 24.1 27.8 14.8 40.4 21.9
Other: 25.8 12.6 37.2 20.9 25.0 11.7 35.5 19.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,487: 12,310 3,315 669 212 870 13,191 4,854: 3,296 11,633
Old : 8,366: 5,192 2,681 494 202 495 5,888 3,670: 2,478 4,696
Other: 8,121: 7,277 793 16 10 375 7,303 1,184: 818 6,937
: : :
: : Changes in Commitments from: March 29, 2005 :
: -266: -647 -317 253 -100 5 -494 -59: 228 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 20.1 4.1 1.3 5.3 80.0 29.4: 20.0 70.6
Old : 100.0: 62.1 32.0 5.9 2.4 5.9 70.4 43.9: 29.6 56.1
Other: 100.0: 89.6 9.8 0.2 0.1 4.6 89.9 14.6: 10.1 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 7 2 3 19 14:
Old : 24: 13 8 7 2 2 19 13:
Other: 14: 7 5 3 1 2 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 17.9 69.4 25.0 55.8 15.6 68.8 22.6
Old : 44.5 28.4 58.9 40.3 44.4 28.4 56.6 35.3
Other: 80.3 14.0 89.9 14.6 80.2 13.9 89.6 14.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 152,399: 31,016 13,583 18,573 73,484 107,299 123,073 139,455: 29,326 12,944
Old : 124,398: 29,321 14,517 12,016 59,193 86,450 100,530 112,983: 23,868 11,415
Other: 28,001: 3,976 1,347 4,276 14,291 20,849 22,543 26,472: 5,458 1,529
: : :
: : Changes in Commitments from: March 29, 2005 :
: -7,723: -2,027 -326 -3,214 -2,587 -2,885 -7,828 -6,425: 105 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.9 12.2 48.2 70.4 80.8 91.5: 19.2 8.5
Old : 100.0: 23.6 11.7 9.7 47.6 69.5 80.8 90.8: 19.2 9.2
Other: 100.0: 14.2 4.8 15.3 51.0 74.5 80.5 94.5: 19.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 42 28 33 44 42 110 89:
Old : 135: 44 29 31 40 42 103 89:
Other: 55: 10 12 11 21 19 37 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 38.3 30.2 51.1 20.0 35.8 29.1 44.8
Old : 21.2 36.2 31.2 49.8 21.2 34.4 30.1 44.0
Other: 44.4 58.7 56.9 72.7 40.8 52.6 48.2 60.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 735,433: 96,681 142,720 21,182 481,571 389,007 599,434 552,909: 135,999 182,524
Old : 735,433: 96,681 142,720 21,182 481,571 389,007 599,434 552,909: 135,999 182,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -14,066: -18,486 -14,787 -8,963 -9,288 -5,693 -36,737 -29,443: 22,671 15,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.4 2.9 65.5 52.9 81.5 75.2: 18.5 24.8
Old : 100.0: 13.1 19.4 2.9 65.5 52.9 81.5 75.2: 18.5 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 : 167: 38 29 21 57 77 108 116:
Old : 167: 38 29 21 57 77 108 116:
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 : 29.4 17.2 38.8 30.3 21.0 15.7 28.8 25.1
Old : 29.4 17.2 38.8 30.3 21.0 15.7 28.8 25.1
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 - Futures Only, April 5, 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 : 127,264: 24,714 17,246 12,953 60,350 76,055 98,017 106,254: 29,247 21,010
Old : 99,483: 24,396 17,773 7,626 42,896 55,906 74,918 81,305: 24,565 18,178
Other: 27,781: 1,869 1,024 3,776 17,454 20,149 23,099 24,949: 4,682 2,832
: : :
: : Changes in Commitments from: March 29, 2005 :
: -9,169: -6,412 -1,978 -2,420 -674 -5,562 -9,506 -9,960: 337 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.6 10.2 47.4 59.8 77.0 83.5: 23.0 16.5
Old : 100.0: 24.5 17.9 7.7 43.1 56.2 75.3 81.7: 24.7 18.3
Other: 100.0: 6.7 3.7 13.6 62.8 72.5 83.1 89.8: 16.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 38 25 36 51 49 115 98:
Old : 140: 42 27 26 47 47 104 92:
Other: 68: 12 15 15 31 24 53 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 : 18.0 27.0 27.4 38.6 12.3 19.3 19.4 28.5
Old : 13.9 25.5 24.2 35.5 12.2 22.7 18.9 29.4
Other: 43.6 55.8 53.7 68.1 41.0 55.3 50.1 63.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 6,836: 3,355 1,876 968 702 2,669 5,025 5,513: 1,811 1,323
Old : 6,658: 3,337 1,823 934 630 2,618 4,901 5,375: 1,757 1,283
Other: 178: 26 61 26 72 51 124 138: 54 40
: : :
: : Changes in Commitments from: March 29, 2005 :
: 840: 90 -5 810 -90 -136 810 669: 30 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 27.4 14.2 10.3 39.0 73.5 80.6: 26.5 19.4
Old : 100.0: 50.1 27.4 14.0 9.5 39.3 73.6 80.7: 26.4 19.3
Other: 100.0: 14.6 34.3 14.6 40.4 28.7 69.7 77.5: 30.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 13 9 7 10 28 28:
Old : 41: 16 14 7 5 10 24 28:
Other: 15: 5 4 3 3 4 10 9:
:----------------------------------------------------------------------------------------------------
: 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 32.2 53.8 51.5 35.7 29.0 45.3 45.0
Old : 37.7 32.7 54.9 52.0 36.6 29.4 46.4 45.6
Other: 55.6 67.4 67.4 76.4 50.6 52.8 53.9 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 313,417: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,518 106,955
Old : 313,417: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,518 106,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -18,159: -11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597: 5,906 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 20.6 0.0 48.5 45.3 81.3 65.9: 18.7 34.1
Old : 100.0: 32.9 20.6 0.0 48.5 45.3 81.3 65.9: 18.7 34.1
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 : 101: 19 25 1 38 42 58 67:
Old : 101: 19 25 1 38 42 58 67:
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 : 30.2 19.5 43.0 28.9 30.2 17.8 43.0 26.9
Old : 30.2 19.5 43.0 28.9 30.2 17.8 43.0 26.9
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 - Futures Only, April 5, 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 : 1,986,875: 340,979 542,574 74,894 1,383,775 881,234 1,799,648 1,498,702: 187,227 488,173
Old : 1,986,875: 340,979 542,574 74,894 1,383,775 881,234 1,799,648 1,498,702: 187,227 488,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -100,725: -95,592 -108,227 1,911 -26,522 -3,859 -120,203 -110,175: 19,478 9,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.3 3.8 69.6 44.4 90.6 75.4: 9.4 24.6
Old : 100.0: 17.2 27.3 3.8 69.6 44.4 90.6 75.4: 9.4 24.6
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 : 248: 37 74 38 78 117 135 209:
Old : 248: 37 74 38 78 117 135 209:
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 : 45.7 13.5 61.0 22.0 43.9 12.5 57.2 19.7
Old : 45.7 13.5 61.0 22.0 43.9 12.5 57.2 19.7
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 - Futures Only, April 5, 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 : 1,386,332: 178,243 354,769 32,966 1,030,269 680,195 1,241,478 1,067,930: 144,854 318,402
Old : 1,386,332: 178,243 354,769 32,966 1,030,269 680,195 1,241,478 1,067,930: 144,854 318,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 19,732: -41,655 17,032 -4,767 59,225 42,701 12,803 54,966: 6,929 -35,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.6 2.4 74.3 49.1 89.6 77.0: 10.4 23.0
Old : 100.0: 12.9 25.6 2.4 74.3 49.1 89.6 77.0: 10.4 23.0
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 : 184: 34 51 19 63 77 107 137:
Old : 184: 34 51 19 63 77 107 137:
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 : 38.6 19.7 49.2 29.5 29.6 13.9 39.4 22.4
Old : 38.6 19.7 49.2 29.5 29.6 13.9 39.4 22.4
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 - Futures Only, April 5, 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 : 443,838: 178,355 26,457 57,020 173,868 328,514 409,243 411,991: 34,595 31,847
Old : 443,838: 178,355 26,457 57,020 173,868 328,514 409,243 411,991: 34,595 31,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -60,299: -23,082 -13,446 4,891 -36,385 -47,999 -54,576 -56,554: -5,723 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 6.0 12.8 39.2 74.0 92.2 92.8: 7.8 7.2
Old : 100.0: 40.2 6.0 12.8 39.2 74.0 92.2 92.8: 7.8 7.2
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 : 103: 36 10 27 44 50 85 83:
Old : 103: 36 10 27 44 50 85 83:
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 : 36.7 35.7 47.1 47.7 28.3 33.8 36.6 42.7
Old : 36.7 35.7 47.1 47.7 28.3 33.8 36.6 42.7
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 - Futures Only, April 5, 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 : 38,218: 9,412 10,806 0 20,357 20,793 29,769 31,599: 8,449 6,619
Old : 38,218: 9,412 10,806 0 20,357 20,793 29,769 31,599: 8,449 6,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -112: -333 4,654 0 65 -5,558 -268 -904: 156 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.3 0.0 53.3 54.4 77.9 82.7: 22.1 17.3
Old : 100.0: 24.6 28.3 0.0 53.3 54.4 77.9 82.7: 22.1 17.3
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 : 54: 17 11 0 18 10 35 21:
Old : 54: 17 11 0 18 10 35 21:
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 62.0 51.2 72.2 36.8 62.0 51.2 72.2
Old : 36.8 62.0 51.2 72.2 36.8 62.0 51.2 72.2
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 - Futures Only, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 40,314: 12,875 17,027 374 15,297 12,406 28,546 29,807: 11,768 10,507
Old : 40,314: 12,875 17,027 374 15,297 12,406 28,546 29,807: 11,768 10,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,617: 1,377 7,588 -68 5,845 -2,348 7,154 5,172: 1,463 3,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 42.2 0.9 37.9 30.8 70.8 73.9: 29.2 26.1
Old : 100.0: 31.9 42.2 0.9 37.9 30.8 70.8 73.9: 29.2 26.1
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 : 65: 27 17 3 12 11 41 29:
Old : 65: 27 17 3 12 11 41 29:
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 : 32.2 42.1 44.1 55.4 32.2 42.1 44.1 55.4
Old : 32.2 42.1 44.1 55.4 32.2 42.1 44.1 55.4
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 - Futures Only, April 5, 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 : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Old : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -568: -24 -786 0 -495 468 -519 -318: -49 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
Old : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
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 : 60: 5 22 4 20 19 28 42:
Old : 60: 5 22 4 20 19 28 42:
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 : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Old : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Old : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -396: 0 -212 0 -252 -484 -252 -696: -144 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
Old : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
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 : 22: 0 9 0 5 8 5 17:
Old : 22: 0 9 0 5 8 5 17:
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 : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Old : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005