WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 298,888: 61,173 29,813 63,883 139,754 163,422 264,810 257,118: 34,079 41,771
Old : 190,578: 45,747 33,873 24,904 100,541 111,559 171,192 170,336: 19,385 20,242
Other: 108,311: 24,820 5,334 29,584 39,213 51,863 93,617 86,782: 14,693 21,529
: : :
: : Changes in Commitments from: March 8, 2005 :
: 24,400: 5,241 1,450 10,281 4,024 6,963 19,547 18,693: 4,853 5,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.0 21.4 46.8 54.7 88.6 86.0: 11.4 14.0
Old : 100.0: 24.0 17.8 13.1 52.8 58.5 89.8 89.4: 10.2 10.6
Other: 100.0: 22.9 4.9 27.3 36.2 47.9 86.4 80.1: 13.6 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 92 67 79 47 59 191 163:
Old : 210: 76 71 49 34 50 138 142:
Other: 154: 59 35 50 35 49 118 114:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 35.6 36.8 43.8 24.3 34.4 35.2 38.9
Old : 33.8 40.5 46.6 48.2 31.7 40.3 44.6 46.7
Other: 26.5 30.8 36.8 40.5 24.1 25.7 29.7 30.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 839,037: 128,308 75,990 113,138 443,970 416,363 685,417 605,491: 153,621 233,546
Old : 644,349: 108,866 79,596 78,956 332,597 331,942 520,420 490,495: 123,929 153,854
Other: 194,688: 29,245 6,197 24,379 111,373 84,421 164,997 114,997: 29,691 79,691
: : :
: : Changes in Commitments from: March 8, 2005 :
: 68,340: 15,000 -6,470 7,873 29,912 53,693 52,786 55,097: 15,554 13,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.1 13.5 52.9 49.6 81.7 72.2: 18.3 27.8
Old : 100.0: 16.9 12.4 12.3 51.6 51.5 80.8 76.1: 19.2 23.9
Other: 100.0: 15.0 3.2 12.5 57.2 43.4 84.7 59.1: 15.3 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 134 96 116 216 212 412 372:
Old : 483: 120 112 98 194 200 375 351:
Other: 323: 79 35 48 109 167 198 240:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 17.2 23.7 22.0 14.1 12.6 22.4 16.2
Old : 17.0 19.4 27.4 24.0 17.0 15.4 25.9 19.0
Other: 31.9 11.1 40.4 17.2 25.7 6.4 32.3 11.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 8,457: 2,240 712 394 1,084 5,768 3,718 6,874: 4,739 1,583
Old : 6,546: 2,136 641 172 969 4,747 3,277 5,561: 3,269 985
Other: 1,911: 126 92 201 115 1,021 441 1,313: 1,470 598
: : :
: : Changes in Commitments from: March 8, 2005 :
: 558: 128 -11 -52 -17 883 58 820: 500 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.4 4.7 12.8 68.2 44.0 81.3: 56.0 18.7
Old : 100.0: 32.6 9.8 2.6 14.8 72.5 50.1 85.0: 49.9 15.0
Other: 100.0: 6.6 4.8 10.5 6.0 53.4 23.1 68.7: 76.9 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 7 4 12 15 27 23:
Old : 37: 14 4 3 10 13 24 20:
Other: 22: 5 4 4 6 9 14 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 : 19.8 41.1 27.3 56.3 19.8 40.6 25.7 55.4
Old : 25.5 48.0 33.8 65.6 25.2 47.9 32.0 65.0
Other: 12.7 41.4 20.1 56.2 8.5 40.1 12.1 52.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 444,618: 67,369 36,125 96,612 201,072 185,318 365,054 318,055: 79,564 126,563
Old : 374,793: 62,443 39,813 79,048 171,102 164,455 312,593 283,316: 62,200 91,478
Other: 69,825: 11,865 3,250 10,625 29,970 20,863 52,460 34,739: 17,364 35,086
: : :
: : Changes in Commitments from: March 8, 2005 :
: 38,301: 2,241 3,148 2,937 24,493 26,322 29,671 32,407: 8,630 5,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.1 21.7 45.2 41.7 82.1 71.5: 17.9 28.5
Old : 100.0: 16.7 10.6 21.1 45.7 43.9 83.4 75.6: 16.6 24.4
Other: 100.0: 17.0 4.7 15.2 42.9 29.9 75.1 49.8: 24.9 50.2
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 121 125 136 109 113 312 297:
Old : 374: 109 133 116 99 109 282 286:
Other: 178: 57 33 43 48 71 119 135:
:----------------------------------------------------------------------------------------------------
: 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 15.9 32.7 24.1 13.2 6.5 19.5 10.5
Old : 23.0 17.8 34.7 26.9 14.0 7.3 20.6 11.8
Other: 23.8 10.8 35.4 17.8 22.4 8.0 31.7 12.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,108: 13,097 4,153 197 488 848 13,782 5,198: 3,326 11,910
Old : 9,397: 6,320 3,643 144 477 566 6,941 4,353: 2,456 5,044
Other: 7,711: 6,815 548 15 11 282 6,841 845: 870 6,866
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,581: 2,127 410 39 138 261 2,304 710: 277 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 24.3 1.2 2.9 5.0 80.6 30.4: 19.4 69.6
Old : 100.0: 67.3 38.8 1.5 5.1 6.0 73.9 46.3: 26.1 53.7
Other: 100.0: 88.4 7.1 0.2 0.1 3.7 88.7 11.0: 11.3 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 9 3 3 20 16:
Old : 25: 12 9 5 3 2 17 14:
Other: 14: 9 3 2 1 2 10 7:
:----------------------------------------------------------------------------------------------------
: 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 : 55.9 19.4 69.6 26.6 55.8 19.2 69.5 26.2
Old : 46.4 31.5 61.8 43.7 46.4 31.5 61.7 42.1
Other: 77.0 10.8 88.4 11.0 76.8 10.6 88.3 10.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 191,986: 39,156 11,277 36,144 83,645 129,035 158,946 176,457: 33,041 15,530
Old : 165,027: 38,547 12,872 28,277 70,640 110,119 137,463 151,268: 27,564 13,759
Other: 26,959: 3,915 1,711 4,562 13,006 18,916 21,482 25,188: 5,477 1,771
: : :
: : Changes in Commitments from: March 8, 2005 :
: 12,268: 4,243 -2,935 1,048 3,475 12,591 8,765 10,703: 3,503 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.9 18.8 43.6 67.2 82.8 91.9: 17.2 8.1
Old : 100.0: 23.4 7.8 17.1 42.8 66.7 83.3 91.7: 16.7 8.3
Other: 100.0: 14.5 6.3 16.9 48.2 70.2 79.7 93.4: 20.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 50 29 41 44 47 120 101:
Old : 148: 54 32 38 43 47 116 101:
Other: 53: 15 10 17 19 17 43 35:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 38.3 25.3 49.6 15.7 34.0 24.2 42.5
Old : 16.0 36.2 26.4 48.5 15.9 33.9 25.1 42.9
Other: 38.3 58.4 52.2 71.3 36.4 48.6 45.0 58.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,017,626: 122,548 148,017 179,721 568,172 484,318 870,441 812,056: 147,185 205,570
Old : 1,017,626: 122,548 148,017 179,721 568,172 484,318 870,441 812,056: 147,185 205,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 26,501: 1,923 15,361 12,563 20,197 -2,757 34,684 25,167: -8,182 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.5 17.7 55.8 47.6 85.5 79.8: 14.5 20.2
Old : 100.0: 12.0 14.5 17.7 55.8 47.6 85.5 79.8: 14.5 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 : 187: 39 45 57 81 83 149 156:
Old : 187: 39 45 57 81 83 149 156:
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 : 22.5 13.8 30.1 23.9 16.2 11.7 21.1 19.2
Old : 22.5 13.8 30.1 23.9 16.2 11.7 21.1 19.2
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 172,976: 37,241 11,912 27,552 72,749 110,564 137,542 150,028: 35,434 22,948
Old : 144,654: 37,656 12,512 20,544 55,959 92,346 114,159 125,402: 30,495 19,251
Other: 28,323: 2,278 2,092 4,316 16,789 18,218 23,383 24,626: 4,940 3,697
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,672: 2,585 -1,809 -5,560 2,117 8,908 -858 1,539: 2,530 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 6.9 15.9 42.1 63.9 79.5 86.7: 20.5 13.3
Old : 100.0: 26.0 8.6 14.2 38.7 63.8 78.9 86.7: 21.1 13.3
Other: 100.0: 8.0 7.4 15.2 59.3 64.3 82.6 86.9: 17.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 52 24 39 53 61 126 115:
Old : 159: 55 25 37 51 59 123 112:
Other: 68: 16 11 17 27 28 50 49:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 29.2 23.6 40.6 10.6 22.4 17.4 30.7
Old : 12.5 32.0 21.0 42.3 11.9 28.2 20.3 38.2
Other: 43.9 46.5 55.3 58.1 39.6 43.0 47.7 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 6,306: 2,960 1,664 537 924 2,677 4,421 4,877: 1,885 1,429
Old : 6,073: 2,932 1,664 455 922 2,592 4,309 4,711: 1,764 1,363
Other: 233: 42 13 69 2 85 112 166: 121 67
: : :
: : Changes in Commitments from: March 8, 2005 :
: 390: 53 -517 59 -53 930 59 472: 332 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 26.4 8.5 14.7 42.4 70.1 77.3: 29.9 22.7
Old : 100.0: 48.3 27.4 7.5 15.2 42.7 71.0 77.6: 29.0 22.4
Other: 100.0: 17.9 5.5 29.4 0.9 36.5 48.2 71.4: 51.8 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 10 5 8 11 23 24:
Old : 36: 12 11 5 8 11 23 24:
Other: 9: 2 2 4 1 5 5 9:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 30.3 49.3 50.9 36.1 27.1 45.6 42.4
Old : 37.5 30.9 50.9 52.0 37.5 27.5 47.4 43.3
Other: 47.3 58.4 48.2 70.8 17.9 36.4 17.9 41.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 321,579: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,912 109,801
Old : 321,579: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,912 109,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -6,991: -7,552 2,527 -605 4,085 -11,877 -4,072 -9,955: -2,919 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Old : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
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 : 98: 16 25 3 40 42 56 70:
Old : 98: 16 25 3 40 42 56 70:
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 : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Old : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
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 with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,906,287: 394,750 549,012 484,711 1,779,980 1,234,650 2,659,441 2,268,374: 246,846 637,913
Old : 2,906,287: 394,750 549,012 484,711 1,779,980 1,234,650 2,659,441 2,268,374: 246,846 637,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 301,688: 19,405 67,549 86,744 157,724 83,480 263,874 237,773: 37,814 63,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.9 16.7 61.2 42.5 91.5 78.1: 8.5 21.9
Old : 100.0: 13.6 18.9 16.7 61.2 42.5 91.5 78.1: 8.5 21.9
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 : 292: 43 88 84 119 146 218 262:
Old : 292: 43 88 84 119 146 218 262:
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 10.6 47.3 17.9 27.2 9.3 38.7 13.5
Old : 30.3 10.6 47.3 17.9 27.2 9.3 38.7 13.5
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,829,972: 235,390 372,358 304,292 1,138,454 786,669 1,678,136 1,463,319: 151,836 366,653
Old : 1,829,972: 235,390 372,358 304,292 1,138,454 786,669 1,678,136 1,463,319: 151,836 366,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 161,232: -627 52,798 36,266 127,968 93,511 163,607 182,575: -2,375 -21,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.3 16.6 62.2 43.0 91.7 80.0: 8.3 20.0
Old : 100.0: 12.9 20.3 16.6 62.2 43.0 91.7 80.0: 8.3 20.0
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 : 203: 33 62 58 78 98 145 184:
Old : 203: 33 62 58 78 98 145 184:
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 : 26.4 14.0 38.6 23.2 20.5 9.8 30.1 15.8
Old : 26.4 14.0 38.6 23.2 20.5 9.8 30.1 15.8
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 650,103: 229,134 51,733 170,126 210,115 389,365 609,375 611,223: 40,728 38,880
Old : 650,103: 229,134 51,733 170,126 210,115 389,365 609,375 611,223: 40,728 38,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 78,406: 35,205 5,490 11,654 28,206 58,381 75,064 75,524: 3,342 2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.0 26.2 32.3 59.9 93.7 94.0: 6.3 6.0
Old : 100.0: 35.2 8.0 26.2 32.3 59.9 93.7 94.0: 6.3 6.0
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 : 111: 32 19 32 52 55 96 94:
Old : 111: 32 19 32 52 55 96 94:
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 : 40.9 36.4 57.9 48.3 31.7 30.6 39.6 38.1
Old : 40.9 36.4 57.9 48.3 31.7 30.6 39.6 38.1
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 65,566: 14,686 3,672 3,233 37,283 43,889 55,202 50,795: 10,365 14,772
Old : 65,566: 14,686 3,672 3,233 37,283 43,889 55,202 50,795: 10,365 14,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 7,645: -2,255 1,019 1,555 13,189 875 12,490 3,449: -4,844 4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.6 4.9 56.9 66.9 84.2 77.5: 15.8 22.5
Old : 100.0: 22.4 5.6 4.9 56.9 66.9 84.2 77.5: 15.8 22.5
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 : 72: 25 15 15 26 21 60 42:
Old : 72: 25 15 15 26 21 60 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 : 31.3 49.5 46.7 61.2 30.6 49.1 41.3 56.2
Old : 31.3 49.5 46.7 61.2 30.6 49.1 41.3 56.2
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 82,588: 11,985 23,147 11,598 37,357 35,461 60,940 70,206: 21,648 12,382
Old : 82,588: 11,985 23,147 11,598 37,357 35,461 60,940 70,206: 21,648 12,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,728: 1,826 -2,649 3,798 -20,199 9,286 -14,575 10,435: 11,847 -13,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.0 14.0 45.2 42.9 73.8 85.0: 26.2 15.0
Old : 100.0: 14.5 28.0 14.0 45.2 42.9 73.8 85.0: 26.2 15.0
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 : 80: 32 21 38 21 22 69 65:
Old : 80: 32 21 38 21 22 69 65:
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 : 33.9 49.8 46.3 60.2 16.2 37.4 24.0 43.3
Old : 33.9 49.8 46.3 60.2 16.2 37.4 24.0 43.3
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Old : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,198: -2,251 -103 0 839 -1,495 -1,412 -1,598: -786 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Old : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
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 : 59: 4 22 4 18 20 25 43:
Old : 59: 4 22 4 18 20 25 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 : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Old : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
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 with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Old : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -3,142: -5,726 14 0 2,677 -3,080 -3,049 -3,066: -93 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
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 : 25: 0 10 0 5 10 5 20:
Old : 25: 0 10 0 5 10 5 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 : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Old : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005