WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 229,828: 48,071 62,299 9,449 149,324 125,614 206,844 197,362: 22,984 32,466
Old : 226,111: 47,757 61,116 9,395 146,454 124,448 203,606 194,959: 22,505 31,152
Other: 3,717: 367 1,236 1 2,870 1,166 3,238 2,403: 479 1,314
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,892: 845 2,947 -2,466 2,672 1,172 1,051 1,653: -2,943 -3,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.1 4.1 65.0 54.7 90.0 85.9: 10.0 14.1
Old : 100.0: 21.1 27.0 4.2 64.8 55.0 90.0 86.2: 10.0 13.8
Other: 100.0: 9.9 33.3 0.0 77.2 31.4 87.1 64.6: 12.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 64 95 43 39 57 137 165:
Old : 231: 64 95 43 38 57 136 165:
Other: 46: 3 12 1 6 28 10 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 : 35.1 37.0 51.2 44.5 34.5 33.4 50.5 39.6
Old : 35.7 37.6 52.0 45.1 35.1 34.9 51.3 41.2
Other: 77.7 36.0 86.8 46.3 76.2 35.3 81.7 44.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 689,252: 104,970 85,527 85,074 384,867 333,908 574,911 504,509: 114,341 184,743
Old : 323,838: 55,032 78,167 9,289 219,079 180,042 283,400 267,498: 40,438 56,340
Other: 365,414: 111,759 69,181 13,964 165,788 153,866 291,511 237,011: 73,903 128,403
: : :
: : Changes in Commitments from: June 28, 2005 :
: -18,243: -3,722 10,305 -1,253 -5,877 -21,316 -10,852 -12,264: -7,391 -5,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.4 12.3 55.8 48.4 83.4 73.2: 16.6 26.8
Old : 100.0: 17.0 24.1 2.9 67.7 55.6 87.5 82.6: 12.5 17.4
Other: 100.0: 30.6 18.9 3.8 45.4 42.1 79.8 64.9: 20.2 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 123 103 120 166 198 369 371:
Old : 398: 87 82 27 102 140 213 228:
Other: 467: 126 93 56 125 187 278 312:
:----------------------------------------------------------------------------------------------------
: 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 16.6 32.8 22.1 22.7 15.2 32.1 19.7
Old : 38.6 28.9 53.6 36.9 38.6 28.9 53.6 36.9
Other: 21.1 10.4 27.2 15.7 20.9 9.3 26.8 14.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,313: 3,017 308 114 1,805 5,645 4,936 6,067: 2,377 1,246
Old : 7,313: 3,017 308 114 1,805 5,645 4,936 6,067: 2,377 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 128: 154 -415 -32 12 554 134 107: -6 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 4.2 1.6 24.7 77.2 67.5 83.0: 32.5 17.0
Old : 100.0: 41.3 4.2 1.6 24.7 77.2 67.5 83.0: 32.5 17.0
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 : 35: 12 4 4 10 17 24 23:
Old : 35: 12 4 4 10 17 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 39.6 49.7 61.9 31.9 38.6 46.2 54.9
Old : 33.1 39.6 49.7 61.9 31.9 38.6 46.2 54.9
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 290,635: 72,412 25,331 21,421 137,615 176,770 231,448 223,522: 59,187 67,113
Old : 50,592: 16,283 4,308 5,353 16,903 29,230 38,539 38,891: 12,053 11,701
Other: 240,043: 63,942 28,836 8,255 120,712 147,540 192,909 184,631: 47,134 55,412
: : :
: : Changes in Commitments from: June 28, 2005 :
: -26,600: -8,033 1,479 -5,732 -8,971 -15,105 -22,736 -19,358: -3,864 -7,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.7 7.4 47.3 60.8 79.6 76.9: 20.4 23.1
Old : 100.0: 32.2 8.5 10.6 33.4 57.8 76.2 76.9: 23.8 23.1
Other: 100.0: 26.6 12.0 3.4 50.3 61.5 80.4 76.9: 19.6 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 126 60 87 95 128 268 252:
Old : 223: 61 36 23 54 88 125 146:
Other: 338: 116 76 51 72 119 214 226:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 23.1 34.9 32.4 21.6 19.2 31.9 26.3
Old : 21.4 18.8 29.0 30.7 18.5 18.7 25.8 28.7
Other: 25.7 25.0 38.6 33.3 25.7 19.9 36.9 27.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,110: 12,495 3,195 139 0 916 12,634 4,250: 4,476 12,860
Old : 846: 431 140 15 0 8 446 163: 400 683
Other: 16,264: 12,099 3,090 89 0 908 12,188 4,087: 4,076 12,177
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,706: -1,822 916 -125 0 -10 -1,947 781: 241 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 18.7 0.8 0.0 5.4 73.8 24.8: 26.2 75.2
Old : 100.0: 50.9 16.5 1.8 0.0 0.9 52.7 19.3: 47.3 80.7
Other: 100.0: 74.4 19.0 0.5 0.0 5.6 74.9 25.1: 25.1 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 11 16:
Old : 13: 5 6 2 0 2 6 9:
Other: 21: 9 9 3 0 3 10 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 : 67.8 13.8 72.8 19.7 67.1 13.8 72.2 19.6
Old : 49.8 16.2 52.7 19.1 49.2 15.0 50.9 17.5
Other: 68.8 14.2 74.0 20.2 68.3 14.2 73.5 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 162,042: 38,369 10,228 20,847 74,546 120,044 133,762 151,119: 28,280 10,923
Old : 56,034: 16,349 5,080 5,905 25,214 40,514 47,468 51,499: 8,566 4,535
Other: 106,008: 31,314 14,442 5,648 49,332 79,530 86,294 99,620: 19,714 6,388
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,471: -1,998 487 1,430 -3,523 -5,403 -4,091 -3,486: -1,380 -1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.3 12.9 46.0 74.1 82.5 93.3: 17.5 6.7
Old : 100.0: 29.2 9.1 10.5 45.0 72.3 84.7 91.9: 15.3 8.1
Other: 100.0: 29.5 13.6 5.3 46.5 75.0 81.4 94.0: 18.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 57 17 34 44 44 121 91:
Old : 100: 35 15 20 28 36 72 65:
Other: 135: 50 31 20 35 37 96 79:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 39.7 32.3 52.8 18.5 30.6 26.6 41.6
Old : 34.1 26.5 43.2 44.8 23.5 22.2 32.2 36.6
Other: 28.3 49.2 39.5 62.5 28.3 46.9 39.5 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 619,184: 120,009 106,935 10,485 355,669 337,259 486,163 454,679: 133,021 164,505
Old : 619,184: 120,009 106,935 10,485 355,669 337,259 486,163 454,679: 133,021 164,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -37,993: -29,413 5,584 -1,079 -10,223 -33,890 -40,715 -29,385: 2,722 -8,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.3 1.7 57.4 54.5 78.5 73.4: 21.5 26.6
Old : 100.0: 19.4 17.3 1.7 57.4 54.5 78.5 73.4: 21.5 26.6
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 : 156: 32 33 23 56 72 100 116:
Old : 156: 32 33 23 56 72 100 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 15.3 38.9 24.2 29.4 14.9 34.8 22.0
Old : 31.9 15.3 38.9 24.2 29.4 14.9 34.8 22.0
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 128,648: 27,257 2,143 16,969 52,240 93,167 96,466 112,279: 32,182 16,369
Old : 47,877: 10,022 1,649 6,960 17,786 30,693 34,768 39,302: 13,109 8,575
Other: 80,771: 22,412 5,671 4,832 34,454 62,474 61,698 72,977: 19,073 7,794
: : :
: : Changes in Commitments from: June 28, 2005 :
: -20,293: -7,416 -834 -5,263 -4,968 -9,736 -17,647 -15,833: -2,646 -4,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.7 13.2 40.6 72.4 75.0 87.3: 25.0 12.7
Old : 100.0: 20.9 3.4 14.5 37.1 64.1 72.6 82.1: 27.4 17.9
Other: 100.0: 27.7 7.0 6.0 42.7 77.3 76.4 90.4: 23.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 47 12 31 52 46 118 83:
Old : 94: 26 8 19 39 42 74 65:
Other: 114: 40 19 17 41 34 92 62:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 37.1 24.3 52.7 11.1 35.2 18.9 46.3
Old : 13.5 28.2 22.4 39.5 9.6 28.2 16.9 38.4
Other: 19.5 43.5 30.2 63.3 13.7 40.3 23.4 53.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,676: 3,384 1,522 743 1,259 2,566 5,386 4,831: 1,290 1,845
Old : 6,676: 3,384 1,522 743 1,259 2,566 5,386 4,831: 1,290 1,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -704: -301 -35 43 -441 -624 -699 -616: -5 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.8 11.1 18.9 38.4 80.7 72.4: 19.3 27.6
Old : 100.0: 50.7 22.8 11.1 18.9 38.4 80.7 72.4: 19.3 27.6
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 : 48: 21 10 9 11 10 33 28:
Old : 48: 21 10 9 11 10 33 28:
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 : 35.2 36.4 52.7 52.4 31.9 34.1 45.4 45.5
Old : 35.2 36.4 52.7 52.4 31.9 34.1 45.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 352,512: 97,211 95,846 241 210,256 153,765 307,708 249,852: 44,804 102,660
Old : 352,512: 97,211 95,846 241 210,256 153,765 307,708 249,852: 44,804 102,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -13,421: 2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639: -11,279 -2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 27.2 0.1 59.6 43.6 87.3 70.9: 12.7 29.1
Old : 100.0: 27.6 27.2 0.1 59.6 43.6 87.3 70.9: 12.7 29.1
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 : 97: 16 22 2 44 39 62 61:
Old : 97: 16 22 2 44 39 62 61:
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 : 31.0 24.8 47.3 34.9 31.0 22.9 47.2 32.8
Old : 31.0 24.8 47.3 34.9 31.0 22.9 47.2 32.8
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,792,932: 440,752 383,450 88,599 1,037,736 944,516 1,567,087 1,416,565: 225,845 376,367
Old : 1,792,932: 440,752 383,450 88,599 1,037,736 944,516 1,567,087 1,416,565: 225,845 376,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -110,735: 49,111 -29,095 -36,155 -139,356 -40,421 -126,400 -105,671: 15,665 -5,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.4 4.9 57.9 52.7 87.4 79.0: 12.6 21.0
Old : 100.0: 24.6 21.4 4.9 57.9 52.7 87.4 79.0: 12.6 21.0
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 : 257: 41 75 42 78 117 146 207:
Old : 257: 41 75 42 78 117 146 207:
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 : 35.1 17.7 49.6 27.1 30.5 16.0 42.8 22.8
Old : 35.1 17.7 49.6 27.1 30.5 16.0 42.8 22.8
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,139,902: 195,498 188,668 11,384 777,884 660,027 984,766 860,079: 155,136 279,823
Old : 1,139,902: 195,498 188,668 11,384 777,884 660,027 984,766 860,079: 155,136 279,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 18,844: -5,811 -5,251 -1,642 46,466 21,382 39,013 14,489: -20,169 4,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.6 1.0 68.2 57.9 86.4 75.5: 13.6 24.5
Old : 100.0: 17.2 16.6 1.0 68.2 57.9 86.4 75.5: 13.6 24.5
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 : 173: 38 36 20 62 77 108 125:
Old : 173: 38 36 20 62 77 108 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 24.7 40.5 34.7 27.4 24.0 38.7 32.5
Old : 27.8 24.7 40.5 34.7 27.4 24.0 38.7 32.5
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 343,769: 68,391 52,716 35,612 185,993 226,341 289,996 314,669: 53,773 29,100
Old : 343,769: 68,391 52,716 35,612 185,993 226,341 289,996 314,669: 53,773 29,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -99,462: -45,380 -15,067 -16,693 -34,123 -65,434 -96,196 -97,194: -3,266 -2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.3 10.4 54.1 65.8 84.4 91.5: 15.6 8.5
Old : 100.0: 19.9 15.3 10.4 54.1 65.8 84.4 91.5: 15.6 8.5
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 : 107: 26 23 27 47 43 86 80:
Old : 107: 26 23 27 47 43 86 80:
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 : 26.5 28.5 39.4 42.6 15.4 18.5 25.6 31.4
Old : 26.5 28.5 39.4 42.6 15.4 18.5 25.6 31.4
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 28,220: 5,905 5,108 1 15,684 15,974 21,590 21,083: 6,630 7,137
Old : 28,220: 5,905 5,108 1 15,684 15,974 21,590 21,083: 6,630 7,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 422: 571 1,489 1 252 -258 824 1,232: -402 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.1 0.0 55.6 56.6 76.5 74.7: 23.5 25.3
Old : 100.0: 20.9 18.1 0.0 55.6 56.6 76.5 74.7: 23.5 25.3
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 : 49: 10 11 1 19 10 30 21:
Old : 49: 10 11 1 19 10 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 45.3 50.3 61.9 34.6 44.7 50.3 61.3
Old : 34.6 45.3 50.3 61.9 34.6 44.7 50.3 61.3
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 44,580: 13,237 24,137 460 20,116 9,307 33,813 33,904: 10,767 10,676
Old : 44,580: 13,237 24,137 460 20,116 9,307 33,813 33,904: 10,767 10,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,402: 1,336 4,941 -251 7,540 2,883 8,625 7,573: -223 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 54.1 1.0 45.1 20.9 75.8 76.1: 24.2 23.9
Old : 100.0: 29.7 54.1 1.0 45.1 20.9 75.8 76.1: 24.2 23.9
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 : 70: 26 21 4 13 12 40 36:
Old : 70: 26 21 4 13 12 40 36:
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 : 32.8 43.1 45.5 52.5 32.8 43.1 45.5 52.1
Old : 32.8 43.1 45.5 52.5 32.8 43.1 45.5 52.1
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, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Old : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 465: 188 279 0 513 475 701 754: -236 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
Old : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
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 : 61: 7 18 4 18 23 28 42:
Old : 61: 7 18 4 18 23 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Old : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005