WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 203,720: 37,111 44,143 17,793 126,218 109,429 181,122 171,365: 22,598 32,355
Old : 57,628: 22,438 22,770 459 22,944 23,260 45,841 46,489: 11,787 11,139
Other: 146,092: 26,008 32,708 5,999 103,274 86,169 135,281 124,876: 10,811 21,216
: : :
: : Changes in Commitments from: April 5, 2005 :
: -9,820: -5,318 3,888 -1,924 5,625 -5,444 -1,617 -3,480: -8,203 -6,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.7 8.7 62.0 53.7 88.9 84.1: 11.1 15.9
Old : 100.0: 38.9 39.5 0.8 39.8 40.4 79.5 80.7: 20.5 19.3
Other: 100.0: 17.8 22.4 4.1 70.7 59.0 92.6 85.5: 7.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 56 75 50 42 48 134 147:
Old : 153: 50 49 1 22 35 73 84:
Other: 166: 39 65 24 37 44 96 116:
:----------------------------------------------------------------------------------------------------
: 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 : 34.8 34.9 50.7 41.1 33.4 32.9 49.3 38.7
Old : 25.1 20.2 38.4 33.1 25.1 20.2 38.4 33.1
Other: 43.1 43.8 59.0 49.5 42.6 41.6 58.5 47.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 665,828: 107,598 112,155 35,523 402,999 312,253 546,120 459,931: 119,708 205,897
Old : 486,227: 92,664 116,341 13,858 290,193 227,381 396,715 357,580: 89,512 128,647
Other: 179,601: 34,234 15,114 2,365 112,806 84,872 149,405 102,351: 30,196 77,250
: : :
: : Changes in Commitments from: April 5, 2005 :
: -12,691: 14 19,071 -9,003 -5,036 -17,872 -14,025 -7,804: 1,334 -4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.8 5.3 60.5 46.9 82.0 69.1: 18.0 30.9
Old : 100.0: 19.1 23.9 2.9 59.7 46.8 81.6 73.5: 18.4 26.5
Other: 100.0: 19.1 8.4 1.3 62.8 47.3 83.2 57.0: 16.8 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 117 96 80 176 185 331 334:
Old : 442: 117 97 55 151 165 291 298:
Other: 298: 57 52 16 94 154 161 212:
:----------------------------------------------------------------------------------------------------
: 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 14.2 29.5 19.6 17.8 9.5 27.3 14.5
Old : 22.6 17.2 33.4 22.9 22.6 14.9 33.4 20.6
Other: 36.7 10.9 45.3 17.5 32.7 7.9 41.2 13.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 8,440: 2,901 146 94 1,094 7,028 4,089 7,268: 4,351 1,172
Old : 4,496: 1,910 160 0 280 3,893 2,190 4,053: 2,306 443
Other: 3,944: 1,060 55 25 814 3,135 1,899 3,215: 2,045 729
: : :
: : Changes in Commitments from: April 5, 2005 :
: 713: 209 15 67 311 636 587 718: 126 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 1.7 1.1 13.0 83.3 48.4 86.1: 51.6 13.9
Old : 100.0: 42.5 3.6 0.0 6.2 86.6 48.7 90.1: 51.3 9.9
Other: 100.0: 26.9 1.4 0.6 20.6 79.5 48.1 81.5: 51.9 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 2 4 8 16 24 20:
Old : 30: 10 3 0 2 15 12 18:
Other: 28: 8 2 4 8 14 18 18:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 46.4 35.7 63.1 24.0 43.7 33.1 58.9
Old : 36.6 54.5 45.0 76.4 36.6 54.5 45.0 76.4
Other: 33.7 44.9 40.5 66.7 32.6 43.2 38.3 65.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 274,659: 48,109 47,117 22,671 151,951 112,833 222,731 182,621: 51,928 92,038
Old : 212,744: 40,285 54,151 8,590 126,833 88,661 175,708 151,402: 37,036 61,342
Other: 61,915: 19,669 4,811 2,236 25,118 24,172 47,023 31,219: 14,892 30,696
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,257: -4,342 3,337 -1,651 -5,748 -10,606 -11,741 -8,920: 4,484 1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.2 8.3 55.3 41.1 81.1 66.5: 18.9 33.5
Old : 100.0: 18.9 25.5 4.0 59.6 41.7 82.6 71.2: 17.4 28.8
Other: 100.0: 31.8 7.8 3.6 40.6 39.0 75.9 50.4: 24.1 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 92 97 86 84 100 236 236:
Old : 315: 80 110 58 72 95 193 225:
Other: 176: 67 24 15 47 58 119 95:
:----------------------------------------------------------------------------------------------------
: 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 14.0 36.3 20.8 25.1 11.2 35.3 16.7
Old : 30.1 16.9 42.9 24.0 30.0 15.5 42.3 21.8
Other: 21.7 13.5 34.5 21.6 20.1 12.2 30.2 19.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,393: 12,380 2,910 1,131 234 1,087 13,745 5,128: 2,648 11,265
Old : 8,313: 5,203 2,434 945 209 649 6,357 4,028: 1,956 4,285
Other: 8,080: 7,334 633 29 25 438 7,388 1,100: 692 6,980
: : :
: : Changes in Commitments from: April 5, 2005 :
: -94: 70 -405 462 22 217 554 274: -648 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 17.8 6.9 1.4 6.6 83.8 31.3: 16.2 68.7
Old : 100.0: 62.6 29.3 11.4 2.5 7.8 76.5 48.5: 23.5 51.5
Other: 100.0: 90.8 7.8 0.4 0.3 5.4 91.4 13.6: 8.6 86.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 9 9 2 4 20 16:
Old : 25: 12 9 7 2 3 18 15:
Other: 15: 8 4 4 1 3 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 57.3 17.5 73.2 24.9 57.3 12.7 70.5 19.6
Old : 51.4 29.3 66.4 41.7 46.7 24.4 59.7 33.1
Other: 81.3 12.9 91.1 13.6 81.1 12.5 90.8 12.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 143,487: 27,425 14,314 16,126 70,097 98,674 113,648 129,114: 29,839 14,373
Old : 115,765: 25,969 15,055 10,112 56,164 78,244 92,245 103,411: 23,520 12,354
Other: 27,722: 3,638 1,441 3,832 13,933 20,430 21,403 25,703: 6,319 2,019
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,912: -3,591 731 -2,447 -3,387 -8,625 -9,425 -10,341: 513 1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 10.0 11.2 48.9 68.8 79.2 90.0: 20.8 10.0
Old : 100.0: 22.4 13.0 8.7 48.5 67.6 79.7 89.3: 20.3 10.7
Other: 100.0: 13.1 5.2 13.8 50.3 73.7 77.2 92.7: 22.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 36 26 28 40 40 95 84:
Old : 122: 38 28 26 36 40 88 84:
Other: 52: 9 11 10 21 18 36 34:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 37.4 32.9 50.1 21.4 34.8 30.9 44.9
Old : 22.7 34.3 34.3 48.1 22.7 32.1 31.9 42.7
Other: 41.5 57.7 54.0 71.7 39.0 52.1 46.1 60.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 717,091: 94,420 141,771 22,140 460,121 394,588 576,681 558,499: 140,410 158,592
Old : 717,091: 94,420 141,771 22,140 460,121 394,588 576,681 558,499: 140,410 158,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -18,342: -2,261 -949 958 -21,450 5,581 -22,753 5,590: 4,411 -23,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 19.8 3.1 64.2 55.0 80.4 77.9: 19.6 22.1
Old : 100.0: 13.2 19.8 3.1 64.2 55.0 80.4 77.9: 19.6 22.1
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 : 169: 37 34 25 56 78 108 125:
Old : 169: 37 34 25 56 78 108 125:
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 : 29.0 17.2 38.9 30.3 20.0 15.1 28.3 24.1
Old : 29.0 17.2 38.9 30.3 20.0 15.1 28.3 24.1
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 12, 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 : 129,209: 22,188 17,891 15,991 60,916 74,024 99,095 107,906: 30,114 21,303
Old : 99,388: 21,689 18,969 9,440 42,998 53,203 74,127 81,612: 25,261 17,776
Other: 29,821: 2,408 831 4,642 17,918 20,821 24,968 26,294: 4,853 3,527
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,945: -2,526 645 3,038 566 -2,031 1,078 1,652: 867 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.8 12.4 47.1 57.3 76.7 83.5: 23.3 16.5
Old : 100.0: 21.8 19.1 9.5 43.3 53.5 74.6 82.1: 25.4 17.9
Other: 100.0: 8.1 2.8 15.6 60.1 69.8 83.7 88.2: 16.3 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 33 29 40 50 52 115 106:
Old : 142: 38 32 30 45 51 104 101:
Other: 71: 18 12 16 31 25 56 46:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 25.5 26.7 36.2 13.1 18.6 20.5 26.8
Old : 14.3 23.7 24.6 32.5 13.5 22.1 20.6 28.9
Other: 35.7 53.6 46.7 65.5 32.3 52.8 41.7 60.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 6,540: 3,278 1,478 657 781 3,417 4,716 5,552: 1,824 988
Old : 6,167: 3,271 1,418 595 590 3,248 4,456 5,261: 1,711 906
Other: 373: 39 92 30 191 169 260 291: 113 82
: : :
: : Changes in Commitments from: April 5, 2005 :
: -296: -77 -398 -311 79 748 -309 39: 13 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 22.6 10.0 11.9 52.2 72.1 84.9: 27.9 15.1
Old : 100.0: 53.0 23.0 9.6 9.6 52.7 72.3 85.3: 27.7 14.7
Other: 100.0: 10.5 24.7 8.0 51.2 45.3 69.7 78.0: 30.3 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 11 8 7 10 29 24:
Old : 40: 17 11 7 4 10 25 24:
Other: 18: 3 7 3 4 5 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 39.7 53.4 61.6 37.1 36.3 47.3 57.4
Old : 39.0 39.7 55.4 62.7 39.0 37.0 49.8 59.1
Other: 57.6 56.3 68.9 74.0 56.0 50.4 61.1 66.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 12, 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 : 296,644: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,595 103,004
Old : 296,644: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,595 103,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -16,773: -13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822: 3,077 -3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.3 0.0 49.0 45.9 79.2 65.3: 20.8 34.7
Old : 100.0: 30.2 19.3 0.0 49.0 45.9 79.2 65.3: 20.8 34.7
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 : 96: 19 23 1 34 41 54 64:
Old : 96: 19 23 1 34 41 54 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 19.6 43.3 28.4 31.7 16.9 43.0 25.7
Old : 31.7 19.6 43.3 28.4 31.7 16.9 43.0 25.7
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 12, 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 : 2,001,950: 344,955 534,209 77,955 1,392,071 979,450 1,814,981 1,591,614: 186,969 410,336
Old : 2,001,950: 344,955 534,209 77,955 1,392,071 979,450 1,814,981 1,591,614: 186,969 410,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 15,075: 3,976 -8,365 3,061 8,296 98,216 15,333 92,912: -258 -77,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.7 3.9 69.5 48.9 90.7 79.5: 9.3 20.5
Old : 100.0: 17.2 26.7 3.9 69.5 48.9 90.7 79.5: 9.3 20.5
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: 37 79 39 81 126 141 221:
Old : 263: 37 79 39 81 126 141 221:
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 : 45.9 14.1 61.1 22.6 43.5 12.4 55.7 19.2
Old : 45.9 14.1 61.1 22.6 43.5 12.4 55.7 19.2
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 12, 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 : 1,416,631: 168,268 342,246 35,232 1,066,129 711,392 1,269,629 1,088,870: 147,002 327,761
Old : 1,416,631: 168,268 342,246 35,232 1,066,129 711,392 1,269,629 1,088,870: 147,002 327,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 30,299: -9,975 -12,523 2,266 35,860 31,197 28,151 20,940: 2,148 9,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 24.2 2.5 75.3 50.2 89.6 76.9: 10.4 23.1
Old : 100.0: 11.9 24.2 2.5 75.3 50.2 89.6 76.9: 10.4 23.1
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 : 191: 38 51 19 62 84 111 143:
Old : 191: 38 51 19 62 84 111 143:
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 : 39.0 20.7 51.5 29.9 29.6 14.3 40.1 22.4
Old : 39.0 20.7 51.5 29.9 29.6 14.3 40.1 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 12, 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 : 479,778: 176,208 26,080 77,664 194,547 348,132 448,419 451,876: 31,359 27,902
Old : 479,778: 176,208 26,080 77,664 194,547 348,132 448,419 451,876: 31,359 27,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 35,940: -2,147 -377 20,644 20,679 19,618 39,176 39,885: -3,236 -3,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 5.4 16.2 40.5 72.6 93.5 94.2: 6.5 5.8
Old : 100.0: 36.7 5.4 16.2 40.5 72.6 93.5 94.2: 6.5 5.8
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 : 109: 36 13 32 43 53 87 91:
Old : 109: 36 13 32 43 53 87 91:
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 34.2 46.3 47.9 22.0 28.7 30.0 36.8
Old : 32.2 34.2 46.3 47.9 22.0 28.7 30.0 36.8
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 12, 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 : 38,782: 9,350 11,718 389 19,842 20,249 29,581 32,356: 9,201 6,426
Old : 38,782: 9,350 11,718 389 19,842 20,249 29,581 32,356: 9,201 6,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 564: -62 912 389 -515 -544 -188 757: 752 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 30.2 1.0 51.2 52.2 76.3 83.4: 23.7 16.6
Old : 100.0: 24.1 30.2 1.0 51.2 52.2 76.3 83.4: 23.7 16.6
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 : 59: 16 17 1 17 10 34 27:
Old : 59: 16 17 1 17 10 34 27:
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 : 36.2 58.8 50.5 68.2 36.2 58.8 50.5 68.0
Old : 36.2 58.8 50.5 68.2 36.2 58.8 50.5 68.0
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
Commitments of Traders - Futures Only, April 12, 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 : 45,928: 12,934 17,099 534 19,540 16,585 33,008 34,218: 12,920 11,710
Old : 45,928: 12,934 17,099 534 19,540 16,585 33,008 34,218: 12,920 11,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,614: 59 72 160 4,243 4,179 4,462 4,411: 1,152 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 37.2 1.2 42.5 36.1 71.9 74.5: 28.1 25.5
Old : 100.0: 28.2 37.2 1.2 42.5 36.1 71.9 74.5: 28.1 25.5
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 : 62: 28 14 3 14 8 44 23:
Old : 62: 28 14 3 14 8 44 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 : 35.9 52.6 45.1 63.8 35.9 52.6 45.1 63.8
Old : 35.9 52.6 45.1 63.8 35.9 52.6 45.1 63.8
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 - Futures Only, April 12, 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 : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Old : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 92: -52 163 0 56 62 4 225: 88 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Old : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 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 : 62: 6 23 4 21 19 30 43:
Old : 62: 6 23 4 21 19 30 43:
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 : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
Old : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
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 12, 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 : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Old : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 767: 0 34 0 767 1,046 767 1,080: 0 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
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 : 24: 0 9 0 5 10 5 19:
Old : 24: 0 9 0 5 10 5 19:
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 : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Old : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005