WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 262,624: 33,562 56,926 48,303 155,432 120,432 237,297 225,660: 25,327 36,964
Old : 261,782: 33,731 56,924 48,109 154,853 120,244 236,693 225,276: 25,089 36,506
Other: 842: 23 194 2 579 188 604 384: 238 458
: : :
: : Changes in Commitments from: May 10, 2005 :
: 7,430: -1,105 13,495 2,464 3,285 -10,170 4,644 5,789: 2,786 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 21.7 18.4 59.2 45.9 90.4 85.9: 9.6 14.1
Old : 100.0: 12.9 21.7 18.4 59.2 45.9 90.4 86.1: 9.6 13.9
Other: 100.0: 2.7 23.0 0.2 68.8 22.3 71.7 45.6: 28.3 54.4
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 69 95 68 48 56 156 185:
Old : 238: 69 95 67 48 56 155 185:
Other: 25: 2 3 1 3 16 6 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 27.9 47.0 34.3 32.0 25.7 45.5 30.8
Old : 32.4 28.0 47.2 34.4 32.1 25.9 45.7 31.0
Other: 71.1 33.1 71.7 39.3 71.1 33.1 71.5 39.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 849,035: 85,957 155,775 140,462 477,123 345,078 703,542 641,316: 145,494 207,720
Old : 565,028: 63,762 158,715 67,493 338,008 235,059 469,263 461,267: 95,765 103,760
Other: 284,008: 48,138 23,004 47,026 139,115 110,019 234,279 180,048: 49,729 103,959
: : :
: : Changes in Commitments from: May 10, 2005 :
: 13,643: -1,240 7,720 13,742 -350 -2,795 12,152 18,666: 1,491 -5,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 18.3 16.5 56.2 40.6 82.9 75.5: 17.1 24.5
Old : 100.0: 11.3 28.1 11.9 59.8 41.6 83.1 81.6: 16.9 18.4
Other: 100.0: 16.9 8.1 16.6 49.0 38.7 82.5 63.4: 17.5 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 123 130 126 196 180 384 383:
Old : 466: 113 134 99 174 159 335 345:
Other: 343: 90 57 67 128 153 247 248:
:----------------------------------------------------------------------------------------------------
: 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 17.1 28.3 22.1 18.4 13.2 26.1 16.8
Old : 26.1 21.7 35.2 26.0 26.0 19.5 34.6 23.3
Other: 23.2 11.7 30.6 17.0 16.3 5.1 21.6 9.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 9,141: 1,853 1,428 852 2,223 4,538 4,928 6,818: 4,212 2,322
Old : 9,141: 1,853 1,428 852 2,223 4,538 4,928 6,818: 4,212 2,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -68: -55 75 36 95 -295 77 -183: -144 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.6 9.3 24.3 49.6 53.9 74.6: 46.1 25.4
Old : 100.0: 20.3 15.6 9.3 24.3 49.6 53.9 74.6: 46.1 25.4
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 : 39: 11 11 5 10 14 23 28:
Old : 39: 11 11 5 10 14 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 29.5 33.8 45.0 18.5 28.5 29.1 42.2
Old : 21.5 29.5 33.8 45.0 18.5 28.5 29.1 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 329,929: 40,151 29,428 73,263 151,417 135,093 264,831 237,784: 65,097 92,145
Old : 220,402: 28,159 32,631 40,531 114,877 98,300 183,567 171,461: 36,836 48,941
Other: 109,526: 21,143 5,947 23,582 36,540 36,793 81,265 66,322: 28,262 43,204
: : :
: : Changes in Commitments from: May 10, 2005 :
: -5,626: -11,838 8,192 4,774 5,501 -14,213 -1,562 -1,247: -4,064 -4,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.9 22.2 45.9 40.9 80.3 72.1: 19.7 27.9
Old : 100.0: 12.8 14.8 18.4 52.1 44.6 83.3 77.8: 16.7 22.2
Other: 100.0: 19.3 5.4 21.5 33.4 33.6 74.2 60.6: 25.8 39.4
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 105 93 117 91 98 262 253:
Old : 305: 86 104 86 75 94 214 234:
Other: 206: 71 42 52 65 72 163 139:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 18.9 33.0 25.8 18.1 8.1 23.8 12.7
Old : 27.3 21.7 41.8 28.8 26.7 11.7 34.7 17.2
Other: 20.9 17.6 28.6 24.9 10.9 8.4 16.8 13.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 138,878: 18,312 19,367 21,363 78,425 81,805 118,100 122,534: 20,777 16,344
Old : 105,950: 16,594 20,424 12,259 62,394 59,127 91,246 91,810: 14,704 14,140
Other: 32,928: 4,786 2,010 6,037 16,031 22,678 26,854 30,724: 6,074 2,203
: : :
: : Changes in Commitments from: May 10, 2005 :
: -19,627: -15,472 8,160 -496 3,179 -28,899 -12,789 -21,235: -6,838 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.9 15.4 56.5 58.9 85.0 88.2: 15.0 11.8
Old : 100.0: 15.7 19.3 11.6 58.9 55.8 86.1 86.7: 13.9 13.3
Other: 100.0: 14.5 6.1 18.3 48.7 68.9 81.6 93.3: 18.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 41 26 27 53 45 103 93:
Old : 129: 32 33 23 51 44 95 90:
Other: 61: 16 8 16 27 25 49 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 27.5 36.1 40.2 22.8 24.4 32.4 32.7
Old : 27.7 28.0 41.2 40.0 27.5 24.5 38.0 33.7
Other: 38.5 43.9 49.1 57.3 27.4 34.6 33.6 44.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 997,583: 111,242 120,730 159,722 545,020 521,484 815,984 801,936: 181,600 195,647
Old : 997,583: 111,242 120,730 159,722 545,020 521,484 815,984 801,936: 181,600 195,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 88,725: 24,286 21,036 18,139 30,881 37,654 73,306 76,828: 15,419 11,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.1 16.0 54.6 52.3 81.8 80.4: 18.2 19.6
Old : 100.0: 11.2 12.1 16.0 54.6 52.3 81.8 80.4: 18.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 38 45 51 81 93 149 159:
Old : 192: 38 45 51 81 93 149 159:
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 13.7 30.2 22.8 12.8 9.0 17.6 14.8
Old : 22.5 13.7 30.2 22.8 12.8 9.0 17.6 14.8
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, May 17, 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 : 137,786: 21,462 9,727 22,971 62,506 84,185 106,939 116,883: 30,847 20,903
Old : 96,142: 20,373 8,997 14,912 36,931 55,983 72,217 79,892: 23,925 16,250
Other: 41,644: 3,733 3,374 5,415 25,575 28,202 34,722 36,991: 6,922 4,653
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,111: -6,905 534 -97 678 -6,829 -6,324 -6,392: -786 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.1 16.7 45.4 61.1 77.6 84.8: 22.4 15.2
Old : 100.0: 21.2 9.4 15.5 38.4 58.2 75.1 83.1: 24.9 16.9
Other: 100.0: 9.0 8.1 13.0 61.4 67.7 83.4 88.8: 16.6 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 38 27 34 52 62 112 113:
Old : 141: 42 25 30 46 58 104 102:
Other: 81: 13 18 22 40 29 66 57:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 27.3 26.4 39.7 10.5 18.0 16.6 25.6
Old : 14.7 28.5 23.8 36.9 11.1 20.4 17.1 26.5
Other: 29.8 43.3 44.1 58.7 25.9 40.4 39.6 50.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 8,062: 3,788 522 1,220 1,005 5,077 6,013 6,820: 2,049 1,243
Old : 6,288: 3,453 674 779 493 3,968 4,724 5,421: 1,564 867
Other: 1,774: 624 137 153 512 1,109 1,289 1,399: 485 376
: : :
: : Changes in Commitments from: May 10, 2005 :
: 268: 353 184 5 -25 -88 333 102: -65 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 6.5 15.1 12.5 63.0 74.6 84.6: 25.4 15.4
Old : 100.0: 54.9 10.7 12.4 7.8 63.1 75.1 86.2: 24.9 13.8
Other: 100.0: 35.2 7.7 8.6 28.9 62.5 72.7 78.8: 27.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 8 9 11 16 34 28:
Old : 43: 17 9 8 7 16 29 28:
Other: 27: 11 2 7 6 12 19 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 41.2 50.9 57.4 34.1 38.9 43.9 51.2
Old : 42.6 43.1 57.3 59.2 42.6 42.9 51.6 53.7
Other: 39.6 52.7 55.9 69.0 33.7 41.9 45.5 56.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 340,989: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,414 115,584
Old : 340,989: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,414 115,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 10,359: -1,272 -3,621 -379 11,345 5,220 9,694 1,220: 665 9,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.1 0.4 47.9 43.6 81.7 66.1: 18.3 33.9
Old : 100.0: 33.4 22.1 0.4 47.9 43.6 81.7 66.1: 18.3 33.9
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 : 102: 17 26 2 41 40 59 67:
Old : 102: 17 26 2 41 40 59 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 : 31.5 17.3 48.3 26.1 30.8 16.7 46.8 24.9
Old : 31.5 17.3 48.3 26.1 30.8 16.7 46.8 24.9
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, May 17, 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 : 3,186,399: 434,947 445,525 711,125 1,748,803 1,550,414 2,894,874 2,707,063: 291,525 479,336
Old : 3,186,399: 434,947 445,525 711,125 1,748,803 1,550,414 2,894,874 2,707,063: 291,525 479,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 260,589: 85,029 58,560 80,910 76,620 97,689 242,559 237,159: 18,030 23,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.0 22.3 54.9 48.7 90.9 85.0: 9.1 15.0
Old : 100.0: 13.7 14.0 22.3 54.9 48.7 90.9 85.0: 9.1 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 : 322: 52 99 97 125 159 240 292:
Old : 322: 52 99 97 125 159 240 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 14.0 40.8 23.9 21.6 8.5 29.5 13.6
Old : 28.2 14.0 40.8 23.9 21.6 8.5 29.5 13.6
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, May 17, 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 : 1,644,751: 139,665 289,177 278,534 1,042,055 801,086 1,460,254 1,368,797: 184,498 275,954
Old : 1,644,751: 139,665 289,177 278,534 1,042,055 801,086 1,460,254 1,368,797: 184,498 275,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -56,044: 2,433 -6,978 1,372 -74,522 -23,705 -70,717 -29,311: 14,673 -26,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.6 16.9 63.4 48.7 88.8 83.2: 11.2 16.8
Old : 100.0: 8.5 17.6 16.9 63.4 48.7 88.8 83.2: 11.2 16.8
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 : 206: 30 63 57 83 100 152 181:
Old : 206: 30 63 57 83 100 152 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 19.0 42.2 26.6 20.7 12.5 30.3 18.6
Old : 28.3 19.0 42.2 26.6 20.7 12.5 30.3 18.6
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, May 17, 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 : 624,969: 134,479 35,558 220,846 229,926 333,314 585,251 589,718: 39,718 35,251
Old : 624,969: 134,479 35,558 220,846 229,926 333,314 585,251 589,718: 39,718 35,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 19,346: 15,425 973 1,372 4,923 18,459 21,721 20,804: -2,376 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.7 35.3 36.8 53.3 93.6 94.4: 6.4 5.6
Old : 100.0: 21.5 5.7 35.3 36.8 53.3 93.6 94.4: 6.4 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 36 24 47 48 56 104 107:
Old : 119: 36 24 47 48 56 104 107:
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 : 35.0 40.1 50.7 52.8 12.5 17.2 18.7 22.7
Old : 35.0 40.1 50.7 52.8 12.5 17.2 18.7 22.7
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, May 17, 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 : 43,432: 10,930 5,320 1,441 20,790 28,042 33,162 34,804: 10,270 8,628
Old : 43,432: 10,930 5,320 1,441 20,790 28,042 33,162 34,804: 10,270 8,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -219: 452 213 -51 -110 -622 291 -460: -510 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 12.2 3.3 47.9 64.6 76.4 80.1: 23.6 19.9
Old : 100.0: 25.2 12.2 3.3 47.9 64.6 76.4 80.1: 23.6 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 : 65: 22 14 10 19 13 47 31:
Old : 65: 22 14 10 19 13 47 31:
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 : 31.5 55.9 45.7 65.0 31.5 55.9 45.5 64.1
Old : 31.5 55.9 45.7 65.0 31.5 55.9 45.5 64.1
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, May 17, 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 : 74,655: 9,234 32,309 5,378 46,595 17,534 61,207 55,221: 13,448 19,434
Old : 74,655: 9,234 32,309 5,378 46,595 17,534 61,207 55,221: 13,448 19,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -212: -280 3,220 43 2,710 -1,845 2,472 1,418: -2,685 -1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 43.3 7.2 62.4 23.5 82.0 74.0: 18.0 26.0
Old : 100.0: 12.4 43.3 7.2 62.4 23.5 82.0 74.0: 18.0 26.0
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 : 78: 23 30 21 17 17 51 57:
Old : 78: 23 30 21 17 17 51 57:
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 : 56.2 25.4 65.0 41.6 52.1 25.4 59.9 40.0
Old : 56.2 25.4 65.0 41.6 52.1 25.4 59.9 40.0
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, May 17, 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 : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Old : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 840: 541 1,341 0 138 -635 679 706: 161 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
Old : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
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 : 60: 7 23 4 16 18 26 42:
Old : 60: 7 23 4 16 18 26 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Old : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
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, May 17, 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 : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Old : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 51: 0 -8 0 60 58 60 50: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Old : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005