WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 281,869: 43,483 23,615 63,348 139,724 151,031 246,554 237,993: 35,314 43,876
Old : 136,194: 23,288 27,079 18,886 75,195 70,847 117,369 116,812: 18,826 19,382
Other: 145,674: 31,724 8,064 32,934 64,528 80,184 129,186 121,181: 16,489 24,493
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,677: -12,963 -3,959 -2,386 -6,202 -14,884 -21,551 -21,230: 3,874 3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.4 22.5 49.6 53.6 87.5 84.4: 12.5 15.6
Old : 100.0: 17.1 19.9 13.9 55.2 52.0 86.2 85.8: 13.8 14.2
Other: 100.0: 21.8 5.5 22.6 44.3 55.0 88.7 83.2: 11.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 84 55 75 51 59 168 165:
Old : 177: 53 63 45 36 45 111 131:
Other: 171: 76 32 52 40 53 130 125:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 34.0 39.2 41.3 26.7 32.0 37.7 36.4
Old : 35.8 33.5 51.2 41.6 35.0 33.4 50.2 40.8
Other: 28.0 37.4 38.8 45.7 26.0 32.6 33.2 37.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 825,178: 95,870 90,972 124,455 462,841 368,928 683,166 584,355: 142,012 240,823
Old : 604,627: 78,103 97,157 84,374 335,923 274,126 498,400 455,657: 106,227 148,970
Other: 220,551: 30,657 6,706 27,190 126,919 94,802 184,766 128,697: 35,785 91,853
: : :
: : Changes in Commitments from: March 29, 2005 :
: 15,261: -11,837 13,307 15,692 10,514 -22,196 14,368 6,803: 892 8,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.0 15.1 56.1 44.7 82.8 70.8: 17.2 29.2
Old : 100.0: 12.9 16.1 14.0 55.6 45.3 82.4 75.4: 17.6 24.6
Other: 100.0: 13.9 3.0 12.3 57.5 43.0 83.8 58.4: 16.2 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 119 103 124 211 207 399 378:
Old : 466: 109 111 107 190 192 362 354:
Other: 322: 71 45 52 117 168 209 244:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 14.7 26.2 19.9 14.1 6.9 22.5 10.8
Old : 18.0 17.5 29.6 22.7 17.7 12.7 27.2 17.3
Other: 34.1 9.2 41.8 15.2 28.9 6.4 35.2 11.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,862: 2,627 23 539 928 6,840 4,093 7,402: 4,768 1,460
Old : 4,952: 1,733 8 188 394 4,088 2,316 4,284: 2,636 668
Other: 3,910: 902 24 341 535 2,753 1,778 3,118: 2,132 792
: : :
: : Changes in Commitments from: March 29, 2005 :
: 365: 219 -707 76 7 1,182 303 551: 62 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 0.3 6.1 10.5 77.2 46.2 83.5: 53.8 16.5
Old : 100.0: 35.0 0.2 3.8 7.9 82.6 46.8 86.5: 53.2 13.5
Other: 100.0: 23.1 0.6 8.7 13.7 70.4 45.5 79.7: 54.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 3 4 10 16 25 20:
Old : 30: 11 2 3 6 15 19 18:
Other: 27: 8 2 4 8 13 18 17:
:----------------------------------------------------------------------------------------------------
: 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 44.3 31.1 59.5 22.3 42.6 29.5 57.2
Old : 30.6 47.9 37.3 69.9 30.6 47.5 37.2 69.0
Other: 27.9 45.0 37.8 62.1 27.5 43.9 31.5 57.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 396,473: 54,095 25,053 88,291 185,895 165,346 328,281 278,690: 68,192 117,784
Old : 317,889: 46,699 28,056 68,525 152,377 140,238 267,601 236,820: 50,288 81,070
Other: 78,584: 15,055 4,656 12,106 33,519 25,108 60,680 41,870: 17,904 36,714
: : :
: : Changes in Commitments from: March 29, 2005 :
: -13,371: -5,457 952 2,641 -7,891 -12,380 -10,707 -8,786: -2,664 -4,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.3 22.3 46.9 41.7 82.8 70.3: 17.2 29.7
Old : 100.0: 14.7 8.8 21.6 47.9 44.1 84.2 74.5: 15.8 25.5
Other: 100.0: 19.2 5.9 15.4 42.7 32.0 77.2 53.3: 22.8 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 126 115 146 107 115 315 302:
Old : 369: 116 120 126 94 114 279 293:
Other: 204: 65 49 44 58 71 149 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 16.1 31.2 22.8 13.6 6.6 19.9 10.6
Old : 22.7 17.6 34.6 25.7 17.0 7.8 23.7 11.9
Other: 22.8 12.6 34.0 19.6 21.0 8.1 28.8 13.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,487: 12,310 3,315 669 212 870 13,191 4,854: 3,296 11,633
Old : 8,366: 5,192 2,681 494 202 495 5,888 3,670: 2,478 4,696
Other: 8,121: 7,277 793 16 10 375 7,303 1,184: 818 6,937
: : :
: : Changes in Commitments from: March 29, 2005 :
: -266: -647 -317 253 -100 5 -494 -59: 228 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 20.1 4.1 1.3 5.3 80.0 29.4: 20.0 70.6
Old : 100.0: 62.1 32.0 5.9 2.4 5.9 70.4 43.9: 29.6 56.1
Other: 100.0: 89.6 9.8 0.2 0.1 4.6 89.9 14.6: 10.1 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 7 2 3 19 14:
Old : 24: 13 8 7 2 2 19 13:
Other: 14: 7 5 3 1 2 9 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 : 55.8 17.9 69.4 25.0 55.8 15.6 68.8 22.6
Old : 44.5 28.4 58.9 40.3 44.4 28.4 56.6 35.3
Other: 80.3 14.0 89.9 14.6 80.2 13.9 89.6 14.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 173,141: 30,306 12,116 29,286 82,696 117,763 142,288 159,165: 30,852 13,976
Old : 143,081: 29,036 13,358 21,054 67,721 96,282 117,811 130,693: 25,270 12,387
Other: 30,060: 3,515 1,003 5,987 14,975 21,481 24,477 28,472: 5,583 1,589
: : :
: : Changes in Commitments from: March 29, 2005 :
: -7,238: -2,340 429 -3,395 -1,730 -2,805 -7,466 -5,772: 228 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.0 16.9 47.8 68.0 82.2 91.9: 17.8 8.1
Old : 100.0: 20.3 9.3 14.7 47.3 67.3 82.3 91.3: 17.7 8.7
Other: 100.0: 11.7 3.3 19.9 49.8 71.5 81.4 94.7: 18.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 41 33 39 46 46 116 98:
Old : 140: 43 33 37 44 46 112 97:
Other: 55: 14 8 17 23 21 44 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 37.1 29.4 48.5 17.6 31.4 25.8 39.2
Old : 19.2 35.0 29.9 47.3 18.4 31.6 26.7 40.2
Other: 42.7 55.7 54.4 68.8 37.5 49.2 44.4 57.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 926,412: 83,822 133,744 138,776 551,107 446,689 773,705 719,209: 152,707 207,202
Old : 926,412: 83,822 133,744 138,776 551,107 446,689 773,705 719,209: 152,707 207,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -29,762: -18,254 -19,470 -10,498 -21,982 -13,359 -50,733 -43,326: 20,971 13,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.4 15.0 59.5 48.2 83.5 77.6: 16.5 22.4
Old : 100.0: 9.0 14.4 15.0 59.5 48.2 83.5 77.6: 16.5 22.4
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 : 182: 34 44 50 75 88 139 152:
Old : 182: 34 44 50 75 88 139 152:
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 : 26.3 14.5 34.8 25.0 18.7 12.2 24.9 19.3
Old : 26.3 14.5 34.8 25.0 18.7 12.2 24.9 19.3
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 148,440: 24,362 10,211 25,922 65,735 88,705 116,019 124,838: 32,421 23,602
Old : 117,941: 23,970 10,866 19,289 47,334 67,219 90,593 97,374: 27,348 20,567
Other: 30,499: 1,861 814 5,164 18,401 21,487 25,426 27,464: 5,073 3,034
: : :
: : Changes in Commitments from: March 29, 2005 :
: -10,155: -6,697 -1,821 -2,919 -690 -6,170 -10,306 -10,909: 152 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.9 17.5 44.3 59.8 78.2 84.1: 21.8 15.9
Old : 100.0: 20.3 9.2 16.4 40.1 57.0 76.8 82.6: 23.2 17.4
Other: 100.0: 6.1 2.7 16.9 60.3 70.5 83.4 90.1: 16.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 43 25 41 57 55 123 110:
Old : 147: 45 27 37 54 52 117 105:
Other: 73: 15 13 21 34 28 60 51:
:----------------------------------------------------------------------------------------------------
: 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 26.3 24.8 39.1 10.0 18.6 15.5 28.1
Old : 12.4 26.6 21.8 37.0 10.3 21.6 16.0 27.6
Other: 40.5 51.0 49.9 62.2 36.5 50.2 44.8 58.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,427: 3,395 1,729 1,311 767 2,987 5,473 6,027: 1,954 1,400
Old : 7,081: 3,352 1,720 1,185 695 2,846 5,233 5,751: 1,849 1,330
Other: 345: 66 32 102 72 141 240 275: 105 70
: : :
: : Changes in Commitments from: March 29, 2005 :
: 744: 106 50 743 -98 -196 751 597: -7 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 23.3 17.7 10.3 40.2 73.7 81.1: 26.3 18.9
Old : 100.0: 47.3 24.3 16.7 9.8 40.2 73.9 81.2: 26.1 18.8
Other: 100.0: 19.1 9.2 29.6 20.8 40.8 69.5 79.7: 30.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 11 10 9 12 30 31:
Old : 43: 19 11 10 8 12 29 31:
Other: 16: 7 2 5 3 5 12 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 31.0 51.3 49.6 33.2 27.6 42.1 42.0
Old : 35.6 31.3 52.5 50.0 34.6 27.7 43.8 42.7
Other: 49.5 64.4 64.2 77.9 28.4 42.7 38.7 49.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 313,737: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,838 107,275
Old : 313,737: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,838 107,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,902: -11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597: 6,163 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 20.6 0.0 48.4 45.3 81.2 65.8: 18.8 34.2
Old : 100.0: 32.8 20.6 0.0 48.4 45.3 81.2 65.8: 18.8 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 19 25 1 38 42 58 67:
Old : 101: 19 25 1 38 42 58 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 19.4 43.0 28.9 30.1 17.8 43.0 26.9
Old : 30.1 19.4 43.0 28.9 30.1 17.8 43.0 26.9
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,733,771: 322,944 522,271 475,175 1,714,055 1,192,998 2,512,175 2,190,445: 221,596 543,326
Old : 2,733,771: 322,944 522,271 475,175 1,714,055 1,192,998 2,512,175 2,190,445: 221,596 543,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -75,089: -91,826 -119,337 50,324 -51,327 -14,444 -92,829 -83,457: 17,739 8,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 19.1 17.4 62.7 43.6 91.9 80.1: 8.1 19.9
Old : 100.0: 11.8 19.1 17.4 62.7 43.6 91.9 80.1: 8.1 19.9
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 : 263: 35 82 81 106 131 194 241:
Old : 263: 35 82 81 106 131 194 241:
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 : 36.3 10.9 50.6 18.3 32.0 9.0 41.8 14.6
Old : 36.3 10.9 50.6 18.3 32.0 9.0 41.8 14.6
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,691,299: 156,848 330,942 239,984 1,135,743 780,229 1,532,575 1,351,155: 158,724 340,144
Old : 1,691,299: 156,848 330,942 239,984 1,135,743 780,229 1,532,575 1,351,155: 158,724 340,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -26,118: -45,934 19,508 -43,008 54,583 31,221 -34,359 7,722: 8,241 -33,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.6 14.2 67.2 46.1 90.6 79.9: 9.4 20.1
Old : 100.0: 9.3 19.6 14.2 67.2 46.1 90.6 79.9: 9.4 20.1
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 : 187: 30 58 48 68 87 127 164:
Old : 187: 30 58 48 68 87 127 164:
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 : 33.8 17.1 44.0 26.4 24.8 12.0 32.9 18.9
Old : 33.8 17.1 44.0 26.4 24.8 12.0 32.9 18.9
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 585,478: 183,019 33,728 160,323 205,489 357,862 548,831 551,913: 36,647 33,565
Old : 585,478: 183,019 33,728 160,323 205,489 357,862 548,831 551,913: 36,647 33,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -99,772: -16,786 -12,113 -28,157 -47,575 -54,083 -92,517 -94,352: -7,255 -5,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.8 27.4 35.1 61.1 93.7 94.3: 6.3 5.7
Old : 100.0: 31.3 5.8 27.4 35.1 61.1 93.7 94.3: 6.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 41 15 42 53 56 103 105:
Old : 118: 41 15 42 53 56 103 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 30.6 47.1 43.9 22.4 25.2 28.9 32.0
Old : 34.6 30.6 47.1 43.9 22.4 25.2 28.9 32.0
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 40,026: 9,409 10,956 675 20,635 21,078 30,719 32,709: 9,307 7,317
Old : 40,026: 9,409 10,956 675 20,635 21,078 30,719 32,709: 9,307 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -35: -368 4,626 58 78 -5,557 -231 -872: 196 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 27.4 1.7 51.6 52.7 76.7 81.7: 23.3 18.3
Old : 100.0: 23.5 27.4 1.7 51.6 52.7 76.7 81.7: 23.3 18.3
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 : 56: 16 13 6 21 11 43 24:
Old : 56: 16 13 6 21 11 43 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 : 35.1 59.2 48.9 69.1 35.1 59.2 48.9 69.0
Old : 35.1 59.2 48.9 69.1 35.1 59.2 48.9 69.0
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 47,942: 10,597 17,489 4,839 19,681 14,522 35,117 36,850: 12,825 11,093
Old : 47,942: 10,597 17,489 4,839 19,681 14,522 35,117 36,850: 12,825 11,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 10,103: 812 7,477 1,064 7,116 -1,699 8,992 6,842: 1,111 3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 36.5 10.1 41.1 30.3 73.2 76.9: 26.8 23.1
Old : 100.0: 22.1 36.5 10.1 41.1 30.3 73.2 76.9: 26.8 23.1
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 : 71: 31 19 23 14 13 51 49:
Old : 71: 31 19 23 14 13 51 49:
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 : 36.5 38.2 46.5 53.2 30.4 36.3 38.8 47.5
Old : 36.5 38.2 46.5 53.2 30.4 36.3 38.8 47.5
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Old : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -568: -24 -786 0 -495 468 -519 -318: -49 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
Old : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
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 : 60: 5 22 4 20 19 28 42:
Old : 60: 5 22 4 20 19 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Old : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Old : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -396: 0 -212 0 -252 -484 -252 -696: -144 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
Old : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 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 : 22: 0 9 0 5 8 5 17:
Old : 22: 0 9 0 5 8 5 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Old : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005