WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 212,632: 31,086 67,368 15,527 144,320 96,440 190,933 179,335: 21,699 33,297
Old : 211,790: 31,255 67,366 15,333 143,741 96,252 190,329 178,951: 21,461 32,839
Other: 842: 23 194 2 579 188 604 384: 238 458
: : :
: : Changes in Commitments from: May 10, 2005 :
: 7,934: -1,554 12,583 3,036 4,536 -9,358 6,018 6,261: 1,916 1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 31.7 7.3 67.9 45.4 89.8 84.3: 10.2 15.7
Old : 100.0: 14.8 31.8 7.2 67.9 45.4 89.9 84.5: 10.1 15.5
Other: 100.0: 2.7 23.0 0.2 68.8 22.3 71.7 45.6: 28.3 54.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 51 98 37 42 48 115 166:
Old : 219: 51 98 36 42 48 114 166:
Other: 25: 2 3 1 3 16 6 20:
:----------------------------------------------------------------------------------------------------
: 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 30.2 56.1 37.0 38.6 29.3 55.7 35.2
Old : 39.1 30.3 56.3 37.1 38.8 29.5 55.9 35.5
Other: 71.1 33.1 71.7 39.3 71.1 33.1 71.5 39.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 677,053: 101,287 156,727 41,630 414,245 300,653 557,162 499,010: 119,891 178,043
Old : 469,113: 80,787 158,076 7,727 300,332 211,806 388,846 377,609: 80,267 91,504
Other: 207,940: 49,280 27,431 5,123 113,913 88,847 168,316 121,401: 39,624 86,539
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,337: -4,447 7,730 -392 -2,305 -7,631 -7,144 -293: 807 -6,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.1 6.1 61.2 44.4 82.3 73.7: 17.7 26.3
Old : 100.0: 17.2 33.7 1.6 64.0 45.2 82.9 80.5: 17.1 19.5
Other: 100.0: 23.7 13.2 2.5 54.8 42.7 80.9 58.4: 19.1 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 122 112 76 154 158 318 318:
Old : 436: 115 116 35 125 136 259 269:
Other: 308: 82 49 25 97 136 192 197:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 19.6 32.4 24.1 22.7 17.1 32.2 21.3
Old : 30.8 24.8 41.1 29.8 30.8 23.7 41.0 28.4
Other: 26.9 12.1 34.4 18.1 22.7 6.9 29.5 12.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 7,721: 2,051 1,647 48 1,860 4,108 3,959 5,803: 3,762 1,918
Old : 7,721: 2,051 1,647 48 1,860 4,108 3,959 5,803: 3,762 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -189: -17 84 13 6 -344 2 -247: -191 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.3 0.6 24.1 53.2 51.3 75.2: 48.7 24.8
Old : 100.0: 26.6 21.3 0.6 24.1 53.2 51.3 75.2: 48.7 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 : 39: 10 12 4 10 13 23 26:
Old : 39: 10 12 4 10 13 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 32.1 35.5 47.6 21.9 30.7 32.8 45.8
Old : 21.9 32.1 35.5 47.6 21.9 30.7 32.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 237,723: 36,976 32,098 27,296 127,073 105,341 191,345 164,735: 46,378 72,988
Old : 163,161: 27,831 42,435 7,295 101,768 74,714 136,894 124,444: 26,267 38,717
Other: 74,562: 26,459 6,977 2,687 25,305 30,627 54,451 40,291: 20,111 34,271
: : :
: : Changes in Commitments from: May 10, 2005 :
: -9,627: -11,864 5,285 2,591 2,769 -14,024 -6,504 -6,148: -3,123 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.5 11.5 53.5 44.3 80.5 69.3: 19.5 30.7
Old : 100.0: 17.1 26.0 4.5 62.4 45.8 83.9 76.3: 16.1 23.7
Other: 100.0: 35.5 9.4 3.6 33.9 41.1 73.0 54.0: 27.0 46.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 99 75 74 76 88 219 206:
Old : 285: 77 95 39 56 82 163 189:
Other: 183: 74 22 18 53 60 134 93:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 15.2 38.9 22.7 25.2 14.1 36.4 20.2
Old : 36.1 19.3 51.3 26.9 36.1 18.3 49.7 25.4
Other: 21.1 14.7 30.5 24.2 19.9 14.5 28.3 22.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 125,218: 20,809 19,281 13,161 71,609 77,081 105,579 109,523: 19,639 15,695
Old : 95,851: 18,631 20,329 6,375 57,143 55,590 82,149 82,294: 13,702 13,557
Other: 29,367: 5,464 2,238 3,500 14,466 21,491 23,430 27,229: 5,937 2,138
: : :
: : Changes in Commitments from: May 10, 2005 :
: -20,122: -14,185 7,699 -1,194 1,515 -28,254 -13,864 -21,749: -6,258 1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.4 10.5 57.2 61.6 84.3 87.5: 15.7 12.5
Old : 100.0: 19.4 21.2 6.7 59.6 58.0 85.7 85.9: 14.3 14.1
Other: 100.0: 18.6 7.6 11.9 49.3 73.2 79.8 92.7: 20.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 38 26 24 49 40 97 85:
Old : 126: 33 30 17 46 39 88 79:
Other: 60: 13 11 9 24 22 40 40:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 28.8 38.7 42.7 25.3 26.9 35.8 36.2
Old : 30.2 29.3 44.0 42.6 30.2 27.0 41.5 37.2
Other: 41.1 48.1 52.8 63.0 31.7 38.9 38.3 50.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 760,026: 122,684 134,198 18,117 456,329 444,292 597,130 596,607: 162,896 163,419
Old : 760,026: 122,684 134,198 18,117 456,329 444,292 597,130 596,607: 162,896 163,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 55,710: 24,945 24,019 4,376 13,876 19,956 43,197 48,351: 12,513 7,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.7 2.4 60.0 58.5 78.6 78.5: 21.4 21.5
Old : 100.0: 16.1 17.7 2.4 60.0 58.5 78.6 78.5: 21.4 21.5
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 : 180: 39 38 27 65 79 119 130:
Old : 180: 39 38 27 65 79 119 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 16.8 35.6 27.2 17.3 11.8 23.2 19.6
Old : 27.5 16.8 35.6 27.2 17.3 11.8 23.2 19.6
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, May 17, 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 : 121,722: 21,331 13,476 14,818 57,272 74,252 93,421 102,546: 28,301 19,176
Old : 83,678: 20,227 12,968 8,151 33,197 47,635 61,575 68,754: 22,103 14,924
Other: 38,044: 4,072 3,476 3,699 24,075 26,617 31,846 33,792: 6,198 4,252
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,161: -7,033 490 -12 468 -6,936 -6,577 -6,458: -584 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.1 12.2 47.1 61.0 76.7 84.2: 23.3 15.8
Old : 100.0: 24.2 15.5 9.7 39.7 56.9 73.6 82.2: 26.4 17.8
Other: 100.0: 10.7 9.1 9.7 63.3 70.0 83.7 88.8: 16.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 35 30 31 49 54 108 103:
Old : 137: 39 28 23 44 51 98 92:
Other: 76: 14 16 14 37 25 60 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 : 17.6 26.4 28.4 39.3 11.9 19.8 18.8 25.6
Old : 15.8 28.3 25.8 36.6 15.2 22.4 23.2 29.3
Other: 31.3 45.6 47.0 62.5 28.4 44.6 43.4 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 7,145: 3,597 758 731 970 4,517 5,298 6,006: 1,847 1,139
Old : 5,770: 3,392 820 498 458 3,646 4,348 4,964: 1,422 806
Other: 1,375: 403 136 35 512 871 950 1,042: 425 333
: : :
: : Changes in Commitments from: May 10, 2005 :
: 394: 379 111 68 -26 62 421 241: -27 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 10.6 10.2 13.6 63.2 74.1 84.1: 25.9 15.9
Old : 100.0: 58.8 14.2 8.6 7.9 63.2 75.4 86.0: 24.6 14.0
Other: 100.0: 29.3 9.9 2.5 37.2 63.3 69.1 75.8: 30.9 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 10 8 7 15 29 27:
Old : 42: 16 10 4 2 15 22 25:
Other: 25: 8 5 4 6 8 17 14:
:----------------------------------------------------------------------------------------------------
: 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 43.6 54.4 61.2 38.2 41.2 47.5 54.5
Old : 46.4 46.8 61.7 63.3 46.4 46.6 56.0 58.2
Other: 43.6 51.7 59.2 71.0 36.4 42.7 47.5 55.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 340,731: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,156 115,326
Old : 340,731: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,156 115,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 10,294: -1,272 -3,621 -379 11,345 5,220 9,694 1,220: 600 9,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.1 0.4 47.9 43.7 81.8 66.2: 18.2 33.8
Old : 100.0: 33.4 22.1 0.4 47.9 43.7 81.8 66.2: 18.2 33.8
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 : 102: 17 26 2 41 40 59 67:
Old : 102: 17 26 2 41 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 : 31.6 17.3 48.4 26.1 30.8 16.7 46.9 24.9
Old : 31.6 17.3 48.4 26.1 30.8 16.7 46.9 24.9
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, May 17, 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 : 2,259,937: 461,284 588,158 178,900 1,364,656 1,062,755 2,004,840 1,829,813: 255,097 430,124
Old : 2,259,937: 461,284 588,158 178,900 1,364,656 1,062,755 2,004,840 1,829,813: 255,097 430,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 157,848: 90,177 89,853 16,204 36,767 25,142 143,148 131,199: 14,700 26,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.0 7.9 60.4 47.0 88.7 81.0: 11.3 19.0
Old : 100.0: 20.4 26.0 7.9 60.4 47.0 88.7 81.0: 11.3 19.0
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 : 298: 45 93 53 88 141 169 251:
Old : 298: 45 93 53 88 141 169 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 14.1 52.3 23.1 33.4 11.4 43.8 17.2
Old : 37.8 14.1 52.3 23.1 33.4 11.4 43.8 17.2
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, May 17, 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 : 1,324,386: 157,777 291,777 81,388 918,094 697,565 1,157,259 1,070,730: 167,127 253,656
Old : 1,324,386: 157,777 291,777 81,388 918,094 697,565 1,157,259 1,070,730: 167,127 253,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -44,153: 7,972 -8,126 14,993 -81,303 -26,127 -58,338 -19,260: 14,185 -24,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 22.0 6.1 69.3 52.7 87.4 80.8: 12.6 19.2
Old : 100.0: 11.9 22.0 6.1 69.3 52.7 87.4 80.8: 12.6 19.2
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 : 200: 34 55 33 70 89 122 159:
Old : 200: 34 55 33 70 89 122 159:
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 : 32.3 20.1 46.3 29.3 25.5 15.5 36.9 23.1
Old : 32.3 20.1 46.3 29.3 25.5 15.5 36.9 23.1
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, May 17, 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 : 433,091: 124,709 28,587 81,449 191,672 291,072 397,830 401,108: 35,261 31,983
Old : 433,091: 124,709 28,587 81,449 191,672 291,072 397,830 401,108: 35,261 31,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 8,905: 16,588 541 -7,138 2,011 16,543 11,461 9,946: -2,556 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.6 18.8 44.3 67.2 91.9 92.6: 8.1 7.4
Old : 100.0: 28.8 6.6 18.8 44.3 67.2 91.9 92.6: 8.1 7.4
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 : 107: 32 18 32 40 50 84 90:
Old : 107: 32 18 32 40 50 84 90:
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 : 39.5 44.9 51.9 57.0 17.9 26.5 24.6 34.4
Old : 39.5 44.9 51.9 57.0 17.9 26.5 24.6 34.4
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, May 17, 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 : 41,137: 10,790 5,137 393 20,470 27,751 31,653 33,281: 9,484 7,856
Old : 41,137: 10,790 5,137 393 20,470 27,751 31,653 33,281: 9,484 7,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -419: 213 32 -4 -97 -639 112 -611: -531 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.5 1.0 49.8 67.5 76.9 80.9: 23.1 19.1
Old : 100.0: 26.2 12.5 1.0 49.8 67.5 76.9 80.9: 23.1 19.1
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 : 64: 23 12 3 19 11 43 25:
Old : 64: 23 12 3 19 11 43 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 : 33.2 59.0 48.2 68.6 33.2 59.0 48.1 67.6
Old : 33.2 59.0 48.2 68.6 33.2 59.0 48.1 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, May 17, 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 : 65,926: 12,338 31,457 425 40,340 15,548 53,103 47,430: 12,823 18,496
Old : 65,926: 12,338 31,457 425 40,340 15,548 53,103 47,430: 12,823 18,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,192: 8 2,800 -74 1,422 -2,142 1,356 584: -2,548 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 47.7 0.6 61.2 23.6 80.5 71.9: 19.5 28.1
Old : 100.0: 18.7 47.7 0.6 61.2 23.6 80.5 71.9: 19.5 28.1
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 : 72: 19 28 3 17 13 38 42:
Old : 72: 19 28 3 17 13 38 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 : 54.0 28.7 64.1 44.3 52.5 28.7 62.4 44.3
Old : 54.0 28.7 64.1 44.3 52.5 28.7 62.4 44.3
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, May 17, 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 : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Old : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 840: 541 1,341 0 138 -635 679 706: 161 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
Old : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
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 : 60: 7 23 4 16 18 26 42:
Old : 60: 7 23 4 16 18 26 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 : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Old : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
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, May 17, 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 : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Old : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 51: 0 -8 0 60 58 60 50: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
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 : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 18:
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 : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Old : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005