WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 202,507: 36,528 47,692 9,339 135,252 111,850 181,119 168,881: 21,388 33,626
Old : 9,812: 4,304 1,579 2 1,758 5,014 6,064 6,595: 3,748 3,217
Other: 192,695: 35,135 49,024 6,426 133,494 106,836 175,055 162,286: 17,640 30,409
: : :
: : Changes in Commitments from: April 19, 2005 :
: -13,863: 661 -3,891 -6,138 -5,535 -4,724 -11,012 -14,753: -2,851 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.6 4.6 66.8 55.2 89.4 83.4: 10.6 16.6
Old : 100.0: 43.9 16.1 0.0 17.9 51.1 61.8 67.2: 38.2 32.8
Other: 100.0: 18.2 25.4 3.3 69.3 55.4 90.8 84.2: 9.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 52 80 38 44 49 128 146:
Old : 70: 19 19 1 10 25 30 44:
Other: 200: 51 84 28 39 47 113 139:
:----------------------------------------------------------------------------------------------------
: 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 : 37.5 37.3 54.6 44.1 37.2 35.7 54.1 41.9
Old : 26.6 29.2 42.9 42.0 26.6 29.2 42.9 42.0
Other: 39.4 39.0 57.3 45.9 39.0 37.2 56.9 43.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 663,789: 93,609 101,678 39,245 407,039 328,326 539,893 469,249: 123,896 194,540
Old : 468,671: 73,047 102,265 12,623 292,435 239,817 378,105 354,705: 90,566 113,966
Other: 195,118: 42,370 21,221 4,814 114,604 88,509 161,788 114,544: 33,330 80,574
: : :
: : Changes in Commitments from: April 19, 2005 :
: -23,893: -12,405 -14,503 -4,293 -9,410 -3,642 -26,108 -22,438: 2,215 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.3 5.9 61.3 49.5 81.3 70.7: 18.7 29.3
Old : 100.0: 15.6 21.8 2.7 62.4 51.2 80.7 75.7: 19.3 24.3
Other: 100.0: 21.7 10.9 2.5 58.7 45.4 82.9 58.7: 17.1 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 105 98 82 179 186 334 331:
Old : 426: 103 98 52 150 170 282 296:
Other: 308: 62 53 20 101 153 175 215:
:----------------------------------------------------------------------------------------------------
: 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 16.7 31.7 22.6 21.7 13.0 31.2 18.0
Old : 28.7 21.3 39.0 26.6 28.7 19.8 38.9 24.8
Other: 31.0 12.4 39.0 18.9 25.5 7.7 32.7 13.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 8,189: 2,807 318 122 1,019 6,594 3,948 7,034: 4,241 1,155
Old : 1,690: 235 3 0 68 1,471 303 1,474: 1,387 216
Other: 6,499: 2,580 323 114 951 5,123 3,645 5,560: 2,854 939
: : :
: : Changes in Commitments from: April 19, 2005 :
: -256: -226 153 100 -319 -399 -445 -146: 189 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 3.9 1.5 12.4 80.5 48.2 85.9: 51.8 14.1
Old : 100.0: 13.9 0.2 0.0 4.0 87.0 17.9 87.2: 82.1 12.8
Other: 100.0: 39.7 5.0 1.8 14.6 78.8 56.1 85.6: 43.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 4 5 8 16 23 22:
Old : 16: 4 1 0 2 9 6 10:
Other: 33: 10 5 4 7 16 21 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 43.0 34.5 59.9 24.3 41.6 32.7 58.6
Old : 16.7 72.5 17.9 86.2 16.7 72.5 17.9 86.2
Other: 30.6 37.9 43.5 59.1 30.6 37.8 40.8 57.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 255,408: 52,928 32,277 22,141 129,970 116,762 205,039 171,180: 50,369 84,228
Old : 186,682: 43,280 38,798 6,265 104,447 89,251 153,992 134,314: 32,690 52,368
Other: 68,726: 22,607 6,438 2,917 25,523 27,511 51,047 36,866: 17,679 31,860
: : :
: : Changes in Commitments from: April 19, 2005 :
: -13,789: -2,372 -10,919 -1,110 -9,455 2,012 -12,937 -10,017: -852 -3,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.6 8.7 50.9 45.7 80.3 67.0: 19.7 33.0
Old : 100.0: 23.2 20.8 3.4 55.9 47.8 82.5 71.9: 17.5 28.1
Other: 100.0: 32.9 9.4 4.2 37.1 40.0 74.3 53.6: 25.7 46.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 69 74 80 95 230 200:
Old : 287: 88 81 46 67 92 188 188:
Other: 175: 60 33 19 43 61 114 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 14.7 33.5 23.8 23.2 12.0 33.2 19.3
Old : 29.9 19.3 42.2 28.7 29.9 17.9 42.1 25.2
Other: 22.5 13.4 33.6 22.1 20.6 12.8 29.6 20.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,971: 10,742 1,746 293 425 900 11,460 2,939: 2,511 11,032
Old : 5,297: 3,120 1,461 74 340 208 3,534 1,743: 1,763 3,554
Other: 8,674: 7,754 417 87 85 692 7,926 1,196: 748 7,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,582: 69 -1,149 -699 0 -280 -630 -2,128: -952 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.5 2.1 3.0 6.4 82.0 21.0: 18.0 79.0
Old : 100.0: 58.9 27.6 1.4 6.4 3.9 66.7 32.9: 33.3 67.1
Other: 100.0: 89.4 4.8 1.0 1.0 8.0 91.4 13.8: 8.6 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 7 3 4 16 13:
Old : 20: 9 6 3 3 3 13 11:
Other: 15: 9 2 5 1 4 11 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 : 63.1 12.0 75.8 18.3 62.0 11.2 74.4 16.8
Old : 46.0 22.7 63.1 32.6 46.0 22.7 63.1 31.3
Other: 80.0 12.7 90.5 13.7 79.3 11.6 89.2 11.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 143,359: 29,293 11,825 17,150 71,606 101,523 118,049 130,498: 25,310 12,861
Old : 113,682: 27,681 12,568 9,964 55,916 79,844 93,561 102,376: 20,121 11,306
Other: 29,677: 4,795 2,440 4,003 15,690 21,679 24,488 28,122: 5,189 1,555
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4: -1,570 -883 2,204 1,167 870 1,801 2,191: -1,797 -2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.2 12.0 49.9 70.8 82.3 91.0: 17.7 9.0
Old : 100.0: 24.3 11.1 8.8 49.2 70.2 82.3 90.1: 17.7 9.9
Other: 100.0: 16.2 8.2 13.5 52.9 73.0 82.5 94.8: 17.5 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 43 22 33 41 44 103 94:
Old : 135: 46 25 29 38 43 97 91:
Other: 60: 12 15 11 24 21 42 42:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 39.5 32.5 51.4 22.5 32.0 30.4 42.7
Old : 23.4 41.1 33.6 52.8 22.7 34.8 31.4 44.6
Other: 39.8 51.0 51.9 63.9 35.7 43.4 43.7 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 707,582: 105,202 110,224 13,261 455,497 420,492 573,960 543,977: 133,622 163,605
Old : 707,582: 105,202 110,224 13,261 455,497 420,492 573,960 543,977: 133,622 163,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,374: 9,548 -34,905 1,078 -9,962 22,938 664 -10,889: -3,038 8,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.6 1.9 64.4 59.4 81.1 76.9: 18.9 23.1
Old : 100.0: 14.9 15.6 1.9 64.4 59.4 81.1 76.9: 18.9 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 : 168: 38 28 23 63 76 111 119:
Old : 168: 38 28 23 63 76 111 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 15.9 37.4 28.6 18.8 13.6 25.2 23.2
Old : 28.5 15.9 37.4 28.6 18.8 13.6 25.2 23.2
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 26, 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 : 143,327: 33,761 14,059 16,513 61,083 91,150 111,357 121,722: 31,970 21,605
Old : 109,336: 32,213 14,811 9,784 40,398 67,273 82,395 91,868: 26,941 17,468
Other: 33,991: 4,040 1,740 4,237 20,685 23,877 28,962 29,854: 5,029 4,137
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,197: 4,661 -3,374 -92 1,325 11,130 5,894 7,664: 1,303 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.8 11.5 42.6 63.6 77.7 84.9: 22.3 15.1
Old : 100.0: 29.5 13.5 8.9 36.9 61.5 75.4 84.0: 24.6 16.0
Other: 100.0: 11.9 5.1 12.5 60.9 70.2 85.2 87.8: 14.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 44 25 36 52 58 125 106:
Old : 153: 52 25 29 48 57 118 100:
Other: 76: 15 16 14 34 26 58 47:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 31.2 23.2 41.4 11.1 22.9 19.1 31.9
Old : 11.7 31.8 20.9 39.5 11.5 29.1 20.5 35.6
Other: 33.0 48.2 47.7 62.5 29.5 47.1 42.4 56.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 7,082: 3,433 1,489 452 1,181 4,098 5,066 6,039: 2,016 1,043
Old : 6,520: 3,469 1,403 349 931 3,835 4,749 5,587: 1,771 933
Other: 562: 20 142 47 250 263 317 452: 245 110
: : :
: : Changes in Commitments from: April 19, 2005 :
: -114: 14 67 -369 218 132 -137 -170: 23 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 21.0 6.4 16.7 57.9 71.5 85.3: 28.5 14.7
Old : 100.0: 53.2 21.5 5.4 14.3 58.8 72.8 85.7: 27.2 14.3
Other: 100.0: 3.6 25.3 8.4 44.5 46.8 56.4 80.4: 43.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 11 8 10 13 32 26:
Old : 42: 18 9 7 7 12 29 24:
Other: 17: 1 7 4 4 6 9 13:
:----------------------------------------------------------------------------------------------------
: 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 : 39.7 41.8 52.8 62.5 36.4 38.4 48.2 59.1
Old : 42.8 42.2 56.7 64.4 39.6 39.7 52.1 61.9
Other: 45.7 48.0 56.2 70.3 37.0 36.7 37.0 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 315,342: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,085 99,464
Old : 315,342: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,085 99,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 12,056: 9,550 12,697 217 3,844 -3,178 13,611 9,736: -1,555 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 0.1 46.2 45.1 79.7 68.5: 20.3 31.5
Old : 100.0: 33.4 23.3 0.1 46.2 45.1 79.7 68.5: 20.3 31.5
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 : 102: 19 27 3 37 40 59 67:
Old : 102: 19 27 3 37 40 59 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 : 33.1 19.6 46.6 28.1 33.1 18.0 46.6 26.4
Old : 33.1 19.6 46.6 28.1 33.1 18.0 46.6 26.4
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 26, 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 : 2,043,233: 342,333 471,599 102,356 1,351,564 1,032,064 1,796,253 1,606,019: 246,980 437,214
Old : 2,043,233: 342,333 471,599 102,356 1,351,564 1,032,064 1,796,253 1,606,019: 246,980 437,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 83,092: 44,270 -23,139 17,942 -5,356 64,077 56,856 58,880: 26,236 24,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.1 5.0 66.1 50.5 87.9 78.6: 12.1 21.4
Old : 100.0: 16.8 23.1 5.0 66.1 50.5 87.9 78.6: 12.1 21.4
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 : 277: 41 84 48 80 131 151 233:
Old : 277: 41 84 48 80 131 151 233:
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 16.1 56.9 23.5 42.7 13.1 51.8 18.3
Old : 45.9 16.1 56.9 23.5 42.7 13.1 51.8 18.3
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 26, 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 : 1,370,732: 138,907 284,865 41,527 1,035,508 755,231 1,215,942 1,081,623: 154,790 289,109
Old : 1,370,732: 138,907 284,865 41,527 1,035,508 755,231 1,215,942 1,081,623: 154,790 289,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -14,600: -1,887 -32,259 3,448 -40 25,737 1,521 -3,074: -16,121 -11,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 20.8 3.0 75.5 55.1 88.7 78.9: 11.3 21.1
Old : 100.0: 10.1 20.8 3.0 75.5 55.1 88.7 78.9: 11.3 21.1
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 : 180: 30 49 22 60 81 102 140:
Old : 180: 30 49 22 60 81 102 140:
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 : 40.9 22.9 53.2 31.4 30.4 15.7 41.6 22.8
Old : 40.9 22.9 53.2 31.4 30.4 15.7 41.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 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 : 502,062: 201,625 24,136 76,885 186,288 369,956 464,798 470,977: 37,264 31,085
Old : 502,062: 201,625 24,136 76,885 186,288 369,956 464,798 470,977: 37,264 31,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 20,998: 28,403 1,151 -82 -3,974 21,733 24,347 22,802: -3,349 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.8 15.3 37.1 73.7 92.6 93.8: 7.4 6.2
Old : 100.0: 40.2 4.8 15.3 37.1 73.7 92.6 93.8: 7.4 6.2
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 : 114: 42 15 30 42 50 91 88:
Old : 114: 42 15 30 42 50 91 88:
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 : 35.4 36.7 47.1 48.8 22.6 30.8 29.9 39.8
Old : 35.4 36.7 47.1 48.8 22.6 30.8 29.9 39.8
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 26, 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 : 41,273: 10,150 11,715 393 20,929 21,849 31,472 33,957: 9,801 7,316
Old : 41,273: 10,150 11,715 393 20,929 21,849 31,472 33,957: 9,801 7,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 759: 1,356 -204 -118 -15 313 1,223 -9: -464 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.4 1.0 50.7 52.9 76.3 82.3: 23.7 17.7
Old : 100.0: 24.6 28.4 1.0 50.7 52.9 76.3 82.3: 23.7 17.7
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 : 65: 22 14 2 19 10 42 25:
Old : 65: 22 14 2 19 10 42 25:
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 : 33.0 57.6 47.8 67.6 33.0 57.6 47.8 67.6
Old : 33.0 57.6 47.8 67.6 33.0 57.6 47.8 67.6
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 26, 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 : 60,045: 9,571 23,990 433 35,422 19,860 45,426 44,283: 14,619 15,762
Old : 60,045: 9,571 23,990 433 35,422 19,860 45,426 44,283: 14,619 15,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,723: -2,524 4,552 104 9,339 -1,570 6,919 3,086: -3,196 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 40.0 0.7 59.0 33.1 75.7 73.7: 24.3 26.3
Old : 100.0: 15.9 40.0 0.7 59.0 33.1 75.7 73.7: 24.3 26.3
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 : 72: 22 25 3 15 13 39 39:
Old : 72: 22 25 3 15 13 39 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 : 48.9 40.0 57.6 49.7 48.9 40.0 57.2 49.7
Old : 48.9 40.0 57.6 49.7 48.9 40.0 57.2 49.7
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 26, 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 : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Old : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 368: 1,025 167 0 -701 774 324 941: 44 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Old : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
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 : 63: 7 22 4 20 21 30 44:
Old : 63: 7 22 4 20 21 30 44:
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 : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Old : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
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 26, 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 : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Old : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 797: 0 -206 0 739 947 739 741: 58 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
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 : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Old : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005