WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 243,660: 47,721 64,198 18,362 155,211 125,382 221,294 207,942: 22,366 35,718
Old : 236,954: 47,528 62,421 17,783 149,873 123,224 215,184 203,428: 21,770 33,526
Other: 6,706: 771 2,355 1 5,338 2,158 6,110 4,514: 596 2,192
: : :
: : Changes in Commitments from: July 12, 2005 :
: 14,230: 2,419 -2,436 8,302 2,359 7,296 13,080 13,162: 1,150 1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.3 7.5 63.7 51.5 90.8 85.3: 9.2 14.7
Old : 100.0: 20.1 26.3 7.5 63.2 52.0 90.8 85.9: 9.2 14.1
Other: 100.0: 11.5 35.1 0.0 79.6 32.2 91.1 67.3: 8.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 59 101 53 40 53 141 176:
Old : 239: 60 105 52 37 53 138 175:
Other: 56: 9 13 1 11 30 20 44:
:----------------------------------------------------------------------------------------------------
: 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 36.8 48.9 43.9 33.1 31.9 48.4 38.5
Old : 34.1 37.7 50.0 44.9 34.1 34.3 49.7 41.1
Other: 69.5 37.8 85.3 48.2 66.6 37.0 80.9 45.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 724,681: 150,084 74,725 63,148 389,188 399,305 602,420 537,178: 122,261 187,503
Old : 285,183: 49,174 52,584 235 200,686 188,228 250,095 241,047: 35,088 44,136
Other: 439,498: 148,046 69,277 15,777 188,502 211,077 352,325 296,131: 87,173 143,367
: : :
: : Changes in Commitments from: July 12, 2005 :
: 38,245: 39,743 -3,776 -9,705 -3,266 49,042 26,772 35,561: 11,473 2,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.3 8.7 53.7 55.1 83.1 74.1: 16.9 25.9
Old : 100.0: 17.2 18.4 0.1 70.4 66.0 87.7 84.5: 12.3 15.5
Other: 100.0: 33.7 15.8 3.6 42.9 48.0 80.2 67.4: 19.8 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 148 105 119 183 236 398 411:
Old : 436: 89 89 4 102 177 194 267:
Other: 523: 145 98 63 144 220 321 351:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 16.3 32.8 22.5 22.3 15.0 32.8 19.9
Old : 41.4 31.6 57.6 40.8 41.4 31.6 57.6 40.8
Other: 19.2 9.7 27.4 15.4 19.0 8.6 26.6 14.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 7,995: 3,572 374 24 1,832 6,072 5,428 6,470: 2,567 1,525
Old : 7,995: 3,572 374 24 1,832 6,072 5,428 6,470: 2,567 1,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 434: 472 11 -87 -94 299 291 223: 143 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 4.7 0.3 22.9 75.9 67.9 80.9: 32.1 19.1
Old : 100.0: 44.7 4.7 0.3 22.9 75.9 67.9 80.9: 32.1 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 : 34: 12 4 2 10 15 23 20:
Old : 34: 12 4 2 10 15 23 20:
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 : 32.6 45.2 50.6 64.6 32.6 43.4 48.3 58.0
Old : 32.6 45.2 50.6 64.6 32.6 43.4 48.3 58.0
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, July 19, 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 : 277,449: 65,890 25,523 17,367 134,892 169,448 218,149 212,338: 59,300 65,111
Old : 33,008: 12,812 3,257 639 12,375 23,241 25,826 27,137: 7,182 5,871
Other: 244,441: 59,704 28,892 10,102 122,517 146,207 192,323 185,201: 52,118 59,240
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,108: -3,059 -488 2,491 -437 -377 -1,005 1,626: 2,113 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.2 6.3 48.6 61.1 78.6 76.5: 21.4 23.5
Old : 100.0: 38.8 9.9 1.9 37.5 70.4 78.2 82.2: 21.8 17.8
Other: 100.0: 24.4 11.8 4.1 50.1 59.8 78.7 75.8: 21.3 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 123 70 68 108 130 267 237:
Old : 194: 48 31 4 60 67 110 100:
Other: 341: 117 72 56 78 124 227 225:
:----------------------------------------------------------------------------------------------------
: 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 22.2 35.2 31.9 23.0 19.5 33.9 27.0
Old : 25.7 28.1 36.5 43.5 25.7 24.9 35.7 40.2
Other: 26.1 23.3 38.1 31.7 26.1 20.1 37.6 27.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,187: 13,059 4,696 1,340 0 768 14,399 6,804: 4,788 12,383
Old : 1,416: 1,103 753 0 0 14 1,103 767: 313 649
Other: 17,771: 12,941 4,928 355 0 754 13,296 6,037: 4,475 11,734
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,978: 568 1,187 1,121 0 -172 1,689 2,136: 289 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 24.5 7.0 0.0 4.0 75.0 35.5: 25.0 64.5
Old : 100.0: 77.9 53.2 0.0 0.0 1.0 77.9 54.2: 22.1 45.8
Other: 100.0: 72.8 27.7 2.0 0.0 4.2 74.8 34.0: 25.2 66.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 12 10 0 3 14 20:
Old : 15: 8 5 0 0 2 8 7:
Other: 24: 10 11 6 0 3 11 19:
:----------------------------------------------------------------------------------------------------
: 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 : 62.8 20.4 71.3 26.4 62.4 15.8 67.4 21.5
Old : 68.4 52.1 77.9 54.2 68.4 52.1 77.9 54.2
Other: 65.5 18.6 72.8 24.8 65.0 18.6 70.9 24.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 146,273: 39,689 9,854 16,081 62,038 106,896 117,808 132,831: 28,465 13,442
Old : 41,054: 14,070 2,514 3,436 15,517 29,795 33,023 35,745: 8,031 5,309
Other: 105,219: 31,654 13,375 6,610 46,521 77,101 84,785 97,086: 20,434 8,133
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4,950: 2,772 1,221 -914 -3,609 -5,068 -1,751 -4,761: -3,199 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.7 11.0 42.4 73.1 80.5 90.8: 19.5 9.2
Old : 100.0: 34.3 6.1 8.4 37.8 72.6 80.4 87.1: 19.6 12.9
Other: 100.0: 30.1 12.7 6.3 44.2 73.3 80.6 92.3: 19.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 58 20 27 40 37 113 76:
Old : 83: 31 8 9 24 30 58 45:
Other: 128: 53 27 19 33 31 98 67:
:----------------------------------------------------------------------------------------------------
: 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 40.8 31.1 55.2 20.8 34.2 28.9 48.1
Old : 27.5 35.0 37.7 48.7 17.4 23.5 25.9 34.3
Other: 28.9 48.8 39.3 62.2 28.9 44.7 39.1 57.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 572,767: 95,418 78,673 11,647 357,376 321,947 464,441 412,267: 108,326 160,500
Old : 572,767: 95,418 78,673 11,647 357,376 321,947 464,441 412,267: 108,326 160,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -12,079: -6,021 -17,622 1,264 6,902 3,169 2,145 -13,189: -14,224 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.7 2.0 62.4 56.2 81.1 72.0: 18.9 28.0
Old : 100.0: 16.7 13.7 2.0 62.4 56.2 81.1 72.0: 18.9 28.0
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 : 149: 30 27 22 57 70 96 110:
Old : 149: 30 27 22 57 70 96 110:
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 : 32.0 16.8 39.1 24.8 29.5 15.9 35.0 22.1
Old : 32.0 16.8 39.1 24.8 29.5 15.9 35.0 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 123,838: 26,227 1,408 15,375 48,753 90,312 90,355 107,095: 33,483 16,743
Old : 43,596: 10,450 1,584 3,804 17,559 30,265 31,813 35,653: 11,783 7,943
Other: 80,242: 21,222 5,269 6,126 31,194 60,047 58,542 71,442: 21,700 8,800
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,365: 556 -1,363 1,071 -1,877 506 -250 214: 1,615 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.1 12.4 39.4 72.9 73.0 86.5: 27.0 13.5
Old : 100.0: 24.0 3.6 8.7 40.3 69.4 73.0 81.8: 27.0 18.2
Other: 100.0: 26.4 6.6 7.6 38.9 74.8 73.0 89.0: 27.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 46 7 28 54 50 113 82:
Old : 93: 27 5 16 39 44 71 63:
Other: 110: 42 13 16 44 33 94 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 38.5 24.1 53.5 10.0 34.8 16.3 46.0
Old : 16.5 36.3 25.5 45.9 10.9 30.8 18.0 38.2
Other: 19.0 43.1 28.1 59.8 11.6 40.8 20.4 52.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 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 : 7,234: 2,936 1,422 1,083 1,812 2,861 5,831 5,366: 1,403 1,868
Old : 7,234: 2,936 1,422 1,083 1,812 2,861 5,831 5,366: 1,403 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 334: -106 -67 121 216 281 231 335: 103 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 19.7 15.0 25.0 39.5 80.6 74.2: 19.4 25.8
Old : 100.0: 40.6 19.7 15.0 25.0 39.5 80.6 74.2: 19.4 25.8
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 : 47: 20 10 8 11 11 33 27:
Old : 47: 20 10 8 11 11 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 32.2 53.2 49.3 35.7 29.8 46.5 40.5
Old : 38.6 32.2 53.2 49.3 35.7 29.8 46.5 40.5
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 19, 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 : 367,566: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,874 108,660
Old : 367,566: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,874 108,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,867: 4,489 34 31 -11,936 -4,120 -7,416 -4,055: 4,549 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 29.5 0.0 57.2 40.9 85.1 70.4: 14.9 29.6
Old : 100.0: 27.8 29.5 0.0 57.2 40.9 85.1 70.4: 14.9 29.6
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 : 102: 13 27 2 45 42 60 69:
Old : 102: 13 27 2 45 42 60 69:
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 : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
Old : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
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 19, 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 : 1,853,596: 397,869 396,940 115,275 1,146,629 983,310 1,659,773 1,495,525: 193,823 358,071
Old : 1,853,596: 397,869 396,940 115,275 1,146,629 983,310 1,659,773 1,495,525: 193,823 358,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 30,185: -23,491 -13,706 36,107 39,697 30,223 52,313 52,624: -22,128 -22,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.4 6.2 61.9 53.0 89.5 80.7: 10.5 19.3
Old : 100.0: 21.5 21.4 6.2 61.9 53.0 89.5 80.7: 10.5 19.3
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 : 259: 45 69 44 85 114 156 201:
Old : 259: 45 69 44 85 114 156 201:
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 : 37.2 20.0 53.3 30.8 32.3 18.1 44.2 26.4
Old : 37.2 20.0 53.3 30.8 32.3 18.1 44.2 26.4
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 19, 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 : 1,242,754: 185,738 278,257 12,827 887,925 661,334 1,086,490 952,418: 156,264 290,336
Old : 1,242,754: 185,738 278,257 12,827 887,925 661,334 1,086,490 952,418: 156,264 290,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 61,703: 26,884 43,202 436 43,767 -1,657 71,087 41,981: -9,384 19,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.4 1.0 71.4 53.2 87.4 76.6: 12.6 23.4
Old : 100.0: 14.9 22.4 1.0 71.4 53.2 87.4 76.6: 12.6 23.4
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 : 179: 41 34 14 65 78 111 121:
Old : 179: 41 34 14 65 78 111 121:
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 : 32.5 24.1 44.5 35.5 31.7 23.4 42.6 34.3
Old : 32.5 24.1 44.5 35.5 31.7 23.4 42.6 34.3
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 19, 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 : 399,900: 86,615 56,432 37,299 209,496 267,931 333,410 361,662: 66,490 38,238
Old : 399,900: 86,615 56,432 37,299 209,496 267,931 333,410 361,662: 66,490 38,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 44,711: 13,086 6,037 5,599 20,531 22,658 39,216 34,294: 5,495 10,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.1 9.3 52.4 67.0 83.4 90.4: 16.6 9.6
Old : 100.0: 21.7 14.1 9.3 52.4 67.0 83.4 90.4: 16.6 9.6
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 : 115: 28 27 26 51 44 95 81:
Old : 115: 28 27 26 51 44 95 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.4 39.6 47.5 20.0 29.4 27.9 38.6
Old : 28.5 36.4 39.6 47.5 20.0 29.4 27.9 38.6
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 19, 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 : 28,218: 6,802 4,719 1 15,431 16,830 22,234 21,550: 5,984 6,668
Old : 28,218: 6,802 4,719 1 15,431 16,830 22,234 21,550: 5,984 6,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -800: -43 -41 0 -120 -313 -163 -354: -637 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.7 0.0 54.7 59.6 78.8 76.4: 21.2 23.6
Old : 100.0: 24.1 16.7 0.0 54.7 59.6 78.8 76.4: 21.2 23.6
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: 13 8 1 18 10 32 18:
Old : 48: 13 8 1 18 10 32 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 : 34.7 48.3 50.8 64.7 34.7 47.2 50.8 63.6
Old : 34.7 48.3 50.8 64.7 34.7 47.2 50.8 63.6
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, July 19, 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 : 49,828: 8,566 25,119 527 29,790 13,507 38,883 39,153: 10,945 10,675
Old : 49,828: 8,566 25,119 527 29,790 13,507 38,883 39,153: 10,945 10,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,285: -1,038 707 -57 1,124 611 29 1,261: 1,256 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 50.4 1.1 59.8 27.1 78.0 78.6: 22.0 21.4
Old : 100.0: 17.2 50.4 1.1 59.8 27.1 78.0 78.6: 22.0 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 28 4 15 13 33 43:
Old : 69: 16 28 4 15 13 33 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 : 47.8 38.4 58.3 48.3 47.8 38.4 58.3 48.3
Old : 47.8 38.4 58.3 48.3 47.8 38.4 58.3 48.3
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, July 19, 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 : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Old : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -482: -212 -473 0 -193 -116 -405 -589: -77 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
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 : 58: 7 17 4 18 22 28 40:
Old : 58: 7 17 4 18 22 28 40:
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 : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Old : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005