WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 23, 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 : 264,453: 43,069 83,773 22,957 170,887 120,550 236,913 227,280: 27,540 37,173
Old : 251,683: 42,034 80,970 21,000 162,476 116,170 225,510 218,140: 26,173 33,543
Other: 12,770: 2,861 4,629 131 8,411 4,380 11,403 9,140: 1,367 3,630
: : :
: : Changes in Commitments from: August 16, 2005 :
: 10,065: -2,969 -4,509 6,939 1,732 7,671 5,702 10,101: 4,363 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 31.7 8.7 64.6 45.6 89.6 85.9: 10.4 14.1
Old : 100.0: 16.7 32.2 8.3 64.6 46.2 89.6 86.7: 10.4 13.3
Other: 100.0: 22.4 36.2 1.0 65.9 34.3 89.3 71.6: 10.7 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 65 104 53 44 49 144 182:
Old : 246: 68 105 46 40 49 135 180:
Other: 72: 17 18 3 11 33 30 52:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 30.5 48.6 37.3 33.3 24.0 46.5 29.9
Old : 35.0 31.9 50.2 38.8 35.0 27.2 48.9 33.7
Other: 51.0 34.8 70.6 45.7 50.9 34.6 68.4 44.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 23, 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 : 737,559: 126,189 135,888 53,217 422,435 372,348 601,841 561,453: 135,718 176,106
Old : 88,617: 28,058 21,703 60 33,984 48,014 62,102 69,777: 26,515 18,840
Other: 648,942: 124,428 140,482 26,860 388,451 324,334 539,739 491,676: 109,203 157,266
: : :
: : Changes in Commitments from: August 16, 2005 :
: 9,297: 5,634 22,754 -6,568 -4,654 -1,865 -5,588 14,321: 14,885 -5,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.4 7.2 57.3 50.5 81.6 76.1: 18.4 23.9
Old : 100.0: 31.7 24.5 0.1 38.3 54.2 70.1 78.7: 29.9 21.3
Other: 100.0: 19.2 21.6 4.1 59.9 50.0 83.2 75.8: 16.8 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 124 130 91 213 222 389 398:
Old : 323: 63 47 2 126 109 191 157:
Other: 538: 118 128 69 161 214 321 375:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 17.4 32.9 23.1 22.9 16.2 31.3 21.5
Old : 13.6 28.0 20.6 39.0 13.6 28.0 20.6 38.8
Other: 25.6 17.9 36.8 24.1 25.6 17.3 36.2 23.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 23, 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 : 6,122: 2,891 418 48 834 4,348 3,773 4,814: 2,349 1,308
Old : 6,120: 2,891 418 48 833 4,347 3,772 4,813: 2,348 1,307
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 16, 2005 :
: -60: -111 121 24 112 -218 25 -73: -85 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 6.8 0.8 13.6 71.0 61.6 78.6: 38.4 21.4
Old : 100.0: 47.2 6.8 0.8 13.6 71.0 61.6 78.6: 38.4 21.4
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 3 11 13 26 19:
Old : 35: 13 5 3 11 13 26 19:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 46.1 45.6 63.7 30.0 45.0 45.6 61.0
Old : 30.0 46.1 45.7 63.7 30.0 45.0 45.7 61.1
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 23, 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 : 256,077: 59,712 30,532 20,356 126,600 141,003 206,668 191,891: 49,409 64,186
Old : 250,342: 59,670 30,767 17,387 125,305 139,562 202,362 187,716: 47,980 62,626
Other: 5,735: 2,990 2,713 21 1,295 1,441 4,306 4,175: 1,429 1,560
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,947: -5,824 3,149 934 1,773 -5,451 -3,117 -1,368: 1,170 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.9 7.9 49.4 55.1 80.7 74.9: 19.3 25.1
Old : 100.0: 23.8 12.3 6.9 50.1 55.7 80.8 75.0: 19.2 25.0
Other: 100.0: 52.1 47.3 0.4 22.6 25.1 75.1 72.8: 24.9 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 106 80 83 83 114 239 246:
Old : 342: 108 84 78 83 113 237 242:
Other: 91: 11 22 1 7 52 19 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 19.9 35.5 29.1 25.1 17.3 35.4 24.0
Old : 25.7 20.2 36.3 29.5 25.6 17.5 36.2 24.5
Other: 57.4 38.2 70.6 52.0 57.4 38.2 70.6 52.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 23, 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 : 130,916: 25,067 21,816 15,466 69,361 78,154 109,894 115,436: 21,022 15,480
Old : 15,574: 8,882 3,762 28 4,433 10,473 13,343 14,263: 2,231 1,311
Other: 115,342: 19,695 21,564 11,928 64,928 67,681 96,551 101,173: 18,791 14,169
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,549: -1,144 276 -549 -2,149 -3,369 -3,842 -3,642: 2,293 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.7 11.8 53.0 59.7 83.9 88.2: 16.1 11.8
Old : 100.0: 57.0 24.2 0.2 28.5 67.2 85.7 91.6: 14.3 8.4
Other: 100.0: 17.1 18.7 10.3 56.3 58.7 83.7 87.7: 16.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 34 37 33 47 36 99 95:
Old : 68: 18 12 1 18 22 37 34:
Other: 135: 37 36 30 46 35 95 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 32.2 34.6 42.4 23.8 27.6 33.4 37.4
Old : 35.5 42.4 52.4 58.9 35.5 42.4 52.4 58.9
Other: 27.6 32.2 38.6 43.5 27.0 27.6 36.1 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 23, 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 : 616,407: 102,739 73,188 12,041 362,339 365,915 477,119 451,144: 139,288 165,263
Old : 616,407: 102,739 73,188 12,041 362,339 365,915 477,119 451,144: 139,288 165,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 19,966: 14,192 2,198 720 -4,290 15,480 10,622 18,398: 9,344 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.9 2.0 58.8 59.4 77.4 73.2: 22.6 26.8
Old : 100.0: 16.7 11.9 2.0 58.8 59.4 77.4 73.2: 22.6 26.8
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 : 155: 31 26 23 62 76 102 116:
Old : 155: 31 26 23 62 76 102 116:
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 : 25.4 15.5 34.0 24.1 23.6 12.3 29.9 19.6
Old : 25.4 15.5 34.0 24.1 23.6 12.3 29.9 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 23, 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 : 109,684: 16,096 7,315 14,317 52,470 72,051 82,883 93,683: 26,801 16,001
Old : 15,806: 5,303 1,072 300 5,739 11,252 11,342 12,624: 4,464 3,182
Other: 93,878: 13,738 9,188 11,072 46,731 60,799 71,541 81,059: 22,337 12,819
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,345: 713 1,330 388 3,101 1,865 4,202 3,583: 143 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.7 13.1 47.8 65.7 75.6 85.4: 24.4 14.6
Old : 100.0: 33.6 6.8 1.9 36.3 71.2 71.8 79.9: 28.2 20.1
Other: 100.0: 14.6 9.8 11.8 49.8 64.8 76.2 86.3: 23.8 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 34 22 29 46 44 97 85:
Old : 71: 21 6 1 24 24 45 31:
Other: 116: 29 29 26 43 39 90 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 : 18.5 35.8 27.4 48.6 13.6 34.5 21.0 43.1
Old : 21.6 40.5 37.2 57.6 21.6 40.5 35.0 57.6
Other: 20.6 38.5 29.8 50.2 17.7 37.1 26.3 46.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 23, 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 : 6,839: 2,705 1,305 895 1,840 2,661 5,440 4,861: 1,399 1,978
Old : 6,839: 2,705 1,305 895 1,840 2,661 5,440 4,861: 1,399 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -179: -10 -29 -103 -66 -160 -179 -292: 0 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 19.1 13.1 26.9 38.9 79.5 71.1: 20.5 28.9
Old : 100.0: 39.6 19.1 13.1 26.9 38.9 79.5 71.1: 20.5 28.9
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 : 44: 15 9 8 12 13 32 26:
Old : 44: 15 9 8 12 13 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 32.3 52.0 49.7 35.7 32.0 49.6 43.9
Old : 35.7 32.3 52.0 49.7 35.7 32.0 49.6 43.9
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 Code-042601
Commitments of Traders - Futures Only, August 23, 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 : 374,118: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,684 111,450
Old : 374,118: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,684 111,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,871: -2,435 -14,522 1,736 4,305 13,229 3,606 443: -1,735 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.3 0.8 58.7 46.2 86.7 70.2: 13.3 29.8
Old : 100.0: 27.2 23.3 0.8 58.7 46.2 86.7 70.2: 13.3 29.8
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 : 110: 16 22 3 48 49 65 73:
Old : 110: 16 22 3 48 49 65 73:
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 15.6 43.8 24.9 27.8 14.7 43.8 23.6
Old : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
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 Code-043602
Commitments of Traders - Futures Only, August 23, 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 : 1,965,417: 426,214 367,373 156,873 1,165,135 1,037,542 1,748,222 1,561,788: 217,195 403,629
Old : 1,965,417: 426,214 367,373 156,873 1,165,135 1,037,542 1,748,222 1,561,788: 217,195 403,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -115,590: -61,257 -21,689 13,728 -51,434 -88,453 -98,963 -96,414: -16,627 -19,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 18.7 8.0 59.3 52.8 88.9 79.5: 11.1 20.5
Old : 100.0: 21.7 18.7 8.0 59.3 52.8 88.9 79.5: 11.1 20.5
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 : 261: 55 57 45 92 117 169 201:
Old : 261: 55 57 45 92 117 169 201:
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 : 40.4 21.6 53.7 31.6 37.6 19.9 46.2 25.9
Old : 40.4 21.6 53.7 31.6 37.6 19.9 46.2 25.9
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 Code-044601
Commitments of Traders - Futures Only, August 23, 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 : 1,395,737: 194,299 386,768 31,787 1,034,109 694,879 1,260,195 1,113,434: 135,542 282,303
Old : 1,395,737: 194,299 386,768 31,787 1,034,109 694,879 1,260,195 1,113,434: 135,542 282,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -89,011: -9,880 -19,365 -12,108 -65,354 -32,906 -87,342 -64,379: -1,669 -24,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 27.7 2.3 74.1 49.8 90.3 79.8: 9.7 20.2
Old : 100.0: 13.9 27.7 2.3 74.1 49.8 90.3 79.8: 9.7 20.2
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 : 180: 40 39 22 64 80 112 133:
Old : 180: 40 39 22 64 80 112 133:
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 : 38.3 22.4 51.6 32.8 36.5 21.8 48.6 30.7
Old : 38.3 22.4 51.6 32.8 36.5 21.8 48.6 30.7
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 Code-045601
Commitments of Traders - Futures Only, August 23, 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 : 401,304: 137,199 42,091 56,853 160,495 277,715 354,547 376,659: 46,757 24,645
Old : 401,304: 137,199 42,091 56,853 160,495 277,715 354,547 376,659: 46,757 24,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 21,030: 1,334 -1,164 5,237 18,050 24,066 24,621 28,139: -3,591 -7,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.5 14.2 40.0 69.2 88.3 93.9: 11.7 6.1
Old : 100.0: 34.2 10.5 14.2 40.0 69.2 88.3 93.9: 11.7 6.1
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 : 108: 28 26 32 46 39 91 80:
Old : 108: 28 26 32 46 39 91 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 : 34.7 33.7 46.2 46.0 28.4 30.9 36.7 41.4
Old : 34.7 33.7 46.2 46.0 28.4 30.9 36.7 41.4
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 Code-124601
Commitments of Traders - Futures Only, August 23, 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 : 31,152: 7,904 5,872 8 16,279 18,875 24,191 24,755: 6,961 6,397
Old : 31,152: 7,904 5,872 8 16,279 18,875 24,191 24,755: 6,961 6,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -318: -622 -345 2 10 607 -610 264: 292 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 18.8 0.0 52.3 60.6 77.7 79.5: 22.3 20.5
Old : 100.0: 25.4 18.8 0.0 52.3 60.6 77.7 79.5: 22.3 20.5
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 : 58: 15 12 1 20 12 36 24:
Old : 58: 15 12 1 20 12 36 24:
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 : 31.1 46.6 46.2 62.7 31.1 45.7 46.2 61.3
Old : 31.1 46.6 46.2 62.7 31.1 45.7 46.2 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 Code-124603
Commitments of Traders - Futures Only, August 23, 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 : 64,944: 11,859 36,598 533 41,037 15,381 53,429 52,512: 11,515 12,432
Old : 64,944: 11,859 36,598 533 41,037 15,381 53,429 52,512: 11,515 12,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 946: -285 -1,909 50 61 1,502 -174 -357: 1,120 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 56.4 0.8 63.2 23.7 82.3 80.9: 17.7 19.1
Old : 100.0: 18.3 56.4 0.8 63.2 23.7 82.3 80.9: 17.7 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 : 83: 21 33 5 19 14 44 48:
Old : 83: 21 33 5 19 14 44 48:
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 : 55.7 33.3 63.3 47.3 55.7 33.3 62.7 46.9
Old : 55.7 33.3 63.3 47.3 55.7 33.3 62.7 46.9
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 Code-246602
Commitments of Traders - Futures Only, August 23, 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 : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Old : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,724: -5 77 1,000 2,745 2,671 3,740 3,748: 984 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
Old : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
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 : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Old : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005