WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 210,544: 33,717 60,792 12,598 142,634 102,268 188,949 175,658: 21,595 34,886
Old : 209,477: 33,697 60,692 12,584 141,887 101,864 188,168 175,140: 21,309 34,337
Other: 1,067: 31 111 3 747 404 781 518: 286 549
: : :
: : Changes in Commitments from: May 31, 2005 :
: -7,876: -637 3,793 -1,844 931 -5,704 -1,550 -3,755: -6,326 -4,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.9 6.0 67.7 48.6 89.7 83.4: 10.3 16.6
Old : 100.0: 16.1 29.0 6.0 67.7 48.6 89.8 83.6: 10.2 16.4
Other: 100.0: 2.9 10.4 0.3 70.0 37.9 73.2 48.5: 26.8 51.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 49 96 45 41 54 125 169:
Old : 221: 49 97 44 40 54 123 169:
Other: 30: 3 3 2 4 19 8 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 30.3 55.6 36.6 38.3 28.8 55.2 34.2
Old : 38.8 30.5 55.9 36.8 38.5 29.0 55.5 34.6
Other: 70.0 32.5 73.2 40.3 70.0 32.5 72.9 40.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 682,827: 99,429 91,099 63,889 397,112 332,175 560,430 487,163: 122,397 195,664
Old : 432,673: 79,054 114,938 6,325 270,199 218,698 355,578 339,961: 77,095 92,712
Other: 250,154: 72,337 28,123 5,602 126,913 113,477 204,852 147,202: 45,302 102,952
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,552: 1,876 -6,120 5,627 -7,970 -5,769 -467 -6,262: -2,085 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.3 9.4 58.2 48.6 82.1 71.3: 17.9 28.7
Old : 100.0: 18.3 26.6 1.5 62.4 50.5 82.2 78.6: 17.8 21.4
Other: 100.0: 28.9 11.2 2.2 50.7 45.4 81.9 58.8: 18.1 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 136 99 106 157 183 356 350:
Old : 450: 121 122 47 109 153 258 295:
Other: 359: 101 55 29 108 162 223 232:
:----------------------------------------------------------------------------------------------------
: 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 17.6 32.4 22.8 21.7 14.5 32.2 19.1
Old : 32.0 23.4 43.5 28.7 32.0 21.6 43.4 26.9
Other: 20.1 12.0 28.6 17.7 19.7 7.8 27.3 13.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 8,192: 2,157 1,397 165 1,889 4,525 4,211 6,087: 3,981 2,105
Old : 8,192: 2,157 1,397 165 1,889 4,525 4,211 6,087: 3,981 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -127: 229 -509 -71 -83 429 75 -151: -202 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.1 2.0 23.1 55.2 51.4 74.3: 48.6 25.7
Old : 100.0: 26.3 17.1 2.0 23.1 55.2 51.4 74.3: 48.6 25.7
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 : 41: 9 13 4 9 15 22 29:
Old : 41: 9 13 4 9 15 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 25.1 34.2 40.4 20.3 24.6 32.3 37.0
Old : 21.6 25.1 34.2 40.4 20.3 24.6 32.3 37.0
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, June 7, 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 : 303,804: 77,855 27,490 35,095 130,426 157,332 243,376 219,917: 60,428 83,887
Old : 179,301: 58,257 39,722 8,002 77,521 92,779 143,780 140,503: 35,521 38,798
Other: 124,503: 41,645 9,815 5,046 52,905 64,553 99,596 79,414: 24,907 45,089
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,566: 11,778 2,041 -403 -965 8,922 10,410 10,560: 1,156 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.0 11.6 42.9 51.8 80.1 72.4: 19.9 27.6
Old : 100.0: 32.5 22.2 4.5 43.2 51.7 80.2 78.4: 19.8 21.6
Other: 100.0: 33.4 7.9 4.1 42.5 51.8 80.0 63.8: 20.0 36.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 121 79 85 76 114 253 243:
Old : 322: 94 98 38 56 105 176 215:
Other: 256: 96 40 36 60 88 173 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.6 30.5 27.0 20.3 15.4 28.1 22.9
Old : 23.0 20.9 33.1 30.8 23.0 19.3 32.1 28.6
Other: 21.1 17.0 30.6 26.6 21.1 15.6 29.3 22.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,170: 12,004 1,789 821 0 777 12,825 3,387: 3,345 12,783
Old : 5,285: 3,705 1,891 15 0 41 3,720 1,947: 1,565 3,338
Other: 10,885: 8,996 595 109 0 736 9,105 1,440: 1,780 9,445
: : :
: : Changes in Commitments from: May 31, 2005 :
: 768: 107 -311 362 0 52 469 103: 299 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 11.1 5.1 0.0 4.8 79.3 20.9: 20.7 79.1
Old : 100.0: 70.1 35.8 0.3 0.0 0.8 70.4 36.8: 29.6 63.2
Other: 100.0: 82.6 5.5 1.0 0.0 6.8 83.6 13.2: 16.4 86.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 15 15:
Old : 22: 11 8 2 0 3 13 11:
Other: 15: 9 3 4 0 3 9 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 : 61.5 9.5 71.3 16.1 61.1 7.8 69.7 13.5
Old : 48.6 26.8 63.5 36.3 48.6 26.8 63.5 36.1
Other: 76.6 10.2 83.6 13.0 75.9 10.2 82.6 12.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 138,455: 26,124 10,860 16,917 71,253 98,145 114,294 125,922: 24,161 12,533
Old : 91,177: 24,382 12,172 7,960 42,683 61,889 75,025 82,021: 16,152 9,156
Other: 47,278: 6,992 3,938 3,707 28,570 36,256 39,269 43,901: 8,009 3,377
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,170: 1,125 -3,047 3,389 -1,491 1,977 3,023 2,319: 147 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.8 12.2 51.5 70.9 82.5 90.9: 17.5 9.1
Old : 100.0: 26.7 13.3 8.7 46.8 67.9 82.3 90.0: 17.7 10.0
Other: 100.0: 14.8 8.3 7.8 60.4 76.7 83.1 92.9: 16.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 22 34 41 42 111 91:
Old : 141: 55 26 25 37 42 102 84:
Other: 76: 20 16 19 27 22 60 45:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 32.8 31.9 47.0 22.2 31.2 31.4 42.4
Old : 20.8 27.4 32.6 43.3 20.2 26.5 30.9 41.2
Other: 30.7 49.8 45.4 65.3 30.7 46.0 43.4 58.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 686,536: 160,021 111,152 11,121 378,395 394,600 549,537 516,873: 136,999 169,663
Old : 686,536: 160,021 111,152 11,121 378,395 394,600 549,537 516,873: 136,999 169,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -68,673: 13,408 -5,660 -14,994 -42,944 -20,394 -44,530 -41,048: -24,143 -27,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 16.2 1.6 55.1 57.5 80.0 75.3: 20.0 24.7
Old : 100.0: 23.3 16.2 1.6 55.1 57.5 80.0 75.3: 20.0 24.7
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 : 170: 36 36 21 60 78 107 125:
Old : 170: 36 36 21 60 78 107 125:
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 : 29.6 15.5 37.8 25.5 27.1 12.6 33.2 20.7
Old : 29.6 15.5 37.8 25.5 27.1 12.6 33.2 20.7
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, June 7, 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 : 144,050: 44,309 13,602 13,316 52,040 95,961 109,665 122,879: 34,385 21,171
Old : 97,769: 42,907 13,760 4,425 24,944 64,502 72,276 82,687: 25,493 15,082
Other: 46,281: 5,019 3,459 5,274 27,096 31,459 37,389 40,192: 8,892 6,089
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,297: 7,002 59 -2,340 -1,942 5,059 2,720 2,778: -423 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.4 9.2 36.1 66.6 76.1 85.3: 23.9 14.7
Old : 100.0: 43.9 14.1 4.5 25.5 66.0 73.9 84.6: 26.1 15.4
Other: 100.0: 10.8 7.5 11.4 58.5 68.0 80.8 86.8: 19.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 42 32 33 51 56 122 103:
Old : 145: 44 32 22 44 51 107 89:
Other: 86: 19 15 18 37 33 64 59:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 32.6 22.1 43.6 10.1 24.6 17.6 34.7
Old : 13.6 35.9 23.7 45.6 13.6 34.6 23.7 44.3
Other: 31.5 32.9 44.4 50.8 24.2 31.4 35.9 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 7,737: 3,508 1,018 1,372 1,537 3,995 6,417 6,385: 1,320 1,352
Old : 3,683: 2,212 790 12 484 1,996 2,708 2,798: 975 885
Other: 4,054: 2,166 1,098 490 1,053 1,999 3,709 3,587: 345 467
: : :
: : Changes in Commitments from: May 31, 2005 :
: -75: -144 93 91 126 -348 73 -164: -148 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 13.2 17.7 19.9 51.6 82.9 82.5: 17.1 17.5
Old : 100.0: 60.1 21.4 0.3 13.1 54.2 73.5 76.0: 26.5 24.0
Other: 100.0: 53.4 27.1 12.1 26.0 49.3 91.5 88.5: 8.5 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 13 11 12 15 33 31:
Old : 38: 18 5 2 4 12 22 19:
Other: 33: 8 9 8 10 10 25 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 : 37.2 33.6 55.1 51.9 35.8 30.1 46.3 40.7
Old : 32.1 46.3 49.0 60.7 32.0 46.3 48.7 60.3
Other: 58.5 43.3 77.9 64.9 54.1 37.3 66.3 54.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 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 : 399,847: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,516 101,494
Old : 399,847: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,516 101,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 23,285: 6,348 1,262 1,649 12,199 31,121 20,196 34,032: 3,089 -10,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Old : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
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 : 95: 15 18 3 46 46 62 66:
Old : 95: 15 18 3 46 46 62 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Old : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
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, June 7, 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 : 1,942,546: 456,940 436,805 104,493 1,132,490 984,243 1,693,923 1,525,541: 248,623 417,005
Old : 1,942,546: 456,940 436,805 104,493 1,132,490 984,243 1,693,923 1,525,541: 248,623 417,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -20,705: 8,841 22,468 -10,258 11,599 -20,511 10,182 -8,301: -30,887 -12,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 22.5 5.4 58.3 50.7 87.2 78.5: 12.8 21.5
Old : 100.0: 23.5 22.5 5.4 58.3 50.7 87.2 78.5: 12.8 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 : 259: 48 76 38 76 116 146 208:
Old : 259: 48 76 38 76 116 146 208:
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 : 35.5 16.0 49.5 26.1 27.9 10.7 39.7 16.9
Old : 35.5 16.0 49.5 26.1 27.9 10.7 39.7 16.9
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, June 7, 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 : 1,135,365: 173,507 240,614 29,994 739,957 623,258 943,458 893,866: 191,907 241,499
Old : 1,135,365: 173,507 240,614 29,994 739,957 623,258 943,458 893,866: 191,907 241,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -62,734: 10,496 5,122 -5,218 -76,948 -38,254 -71,670 -38,350: 8,936 -24,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.2 2.6 65.2 54.9 83.1 78.7: 16.9 21.3
Old : 100.0: 15.3 21.2 2.6 65.2 54.9 83.1 78.7: 16.9 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 27 47 20 63 81 104 134:
Old : 175: 27 47 20 63 81 104 134:
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 : 26.8 21.2 41.3 30.4 25.6 20.3 37.5 28.7
Old : 26.8 21.2 41.3 30.4 25.6 20.3 37.5 28.7
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, June 7, 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 : 381,307: 71,300 51,572 64,393 204,122 236,475 339,815 352,440: 41,492 28,867
Old : 381,307: 71,300 51,572 64,393 204,122 236,475 339,815 352,440: 41,492 28,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -76,583: -27,454 23,375 -38,818 -9,534 -66,204 -75,806 -81,647: -777 5,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.5 16.9 53.5 62.0 89.1 92.4: 10.9 7.6
Old : 100.0: 18.7 13.5 16.9 53.5 62.0 89.1 92.4: 10.9 7.6
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 : 101: 25 21 32 45 42 88 78:
Old : 101: 25 21 32 45 42 88 78:
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 : 37.0 40.3 48.4 56.7 15.0 22.0 22.0 32.4
Old : 37.0 40.3 48.4 56.7 15.0 22.0 22.0 32.4
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, June 7, 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 : 42,498: 12,354 4,777 656 16,669 30,111 29,679 35,544: 12,819 6,954
Old : 42,498: 12,354 4,777 656 16,669 30,111 29,679 35,544: 12,819 6,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,528: -311 226 217 834 1,778 740 2,221: 1,788 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.2 1.5 39.2 70.9 69.8 83.6: 30.2 16.4
Old : 100.0: 29.1 11.2 1.5 39.2 70.9 69.8 83.6: 30.2 16.4
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 : 63: 24 10 2 19 14 44 25:
Old : 63: 24 10 2 19 14 44 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 : 24.9 56.1 38.9 66.7 24.9 55.1 36.3 64.4
Old : 24.9 56.1 38.9 66.7 24.9 55.1 36.3 64.4
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, June 7, 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 : 72,584: 12,359 35,572 620 47,365 11,537 60,344 47,729: 12,240 24,855
Old : 72,584: 12,359 35,572 620 47,365 11,537 60,344 47,729: 12,240 24,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,436: 1,259 449 125 1,644 772 3,028 1,346: 408 2,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 49.0 0.9 65.3 15.9 83.1 65.8: 16.9 34.2
Old : 100.0: 17.0 49.0 0.9 65.3 15.9 83.1 65.8: 16.9 34.2
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 : 73: 16 34 3 15 12 33 47:
Old : 73: 16 34 3 15 12 33 47:
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 23.7 65.8 34.3 53.5 23.7 63.7 34.1
Old : 55.5 23.7 65.8 34.3 53.5 23.7 63.7 34.1
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, June 7, 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 : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Old : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,779: -335 -529 -17 -3,568 -2,921 -3,920 -3,467: 141 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Old : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
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 : 61: 7 19 4 19 23 29 43:
Old : 61: 7 19 4 19 23 29 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 : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Old : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
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, June 7, 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 : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Old : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,322: -100 442 0 1,411 842 1,311 1,284: 11 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 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 : 21: 0 7 0 6 10 6 17:
Old : 21: 0 7 0 6 10 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Old : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005