WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 269,079: 37,749 52,616 52,186 155,494 130,205 245,429 235,007: 23,651 34,073
Old : 268,000: 37,725 52,426 52,175 154,732 129,784 244,632 234,385: 23,369 33,616
Other: 1,079: 32 198 3 762 421 797 622: 282 457
: : :
: : Changes in Commitments from: June 7, 2005 :
: 8,276: 90 3,813 5,220 4,065 3,487 9,375 12,520: -1,099 -4,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.6 19.4 57.8 48.4 91.2 87.3: 8.8 12.7
Old : 100.0: 14.1 19.6 19.5 57.7 48.4 91.3 87.5: 8.7 12.5
Other: 100.0: 3.0 18.4 0.3 70.6 39.0 73.9 57.6: 26.1 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 74 100 73 48 63 167 199:
Old : 255: 74 100 73 48 63 167 199:
Other: 31: 3 4 2 4 20 7 26:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 28.4 44.7 35.6 30.7 24.8 43.7 29.4
Old : 31.4 28.5 44.9 35.7 30.8 24.9 43.9 29.7
Other: 70.6 37.9 73.9 46.7 70.6 37.9 73.6 46.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 888,593: 97,625 90,515 192,243 455,650 387,957 745,518 670,715: 143,076 217,878
Old : 520,442: 63,716 102,025 84,273 287,821 241,210 435,810 427,508: 84,633 92,935
Other: 368,151: 77,303 31,884 64,576 167,829 146,747 309,708 243,207: 58,443 124,944
: : :
: : Changes in Commitments from: June 7, 2005 :
: 16,856: 3,150 5,608 25,216 -1,144 -5,936 27,222 24,888: -10,366 -8,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.2 21.6 51.3 43.7 83.9 75.5: 16.1 24.5
Old : 100.0: 12.2 19.6 16.2 55.3 46.3 83.7 82.1: 16.3 17.9
Other: 100.0: 21.0 8.7 17.5 45.6 39.9 84.1 66.1: 15.9 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 149 118 178 205 212 454 438:
Old : 497: 122 138 142 168 180 372 387:
Other: 423: 126 67 102 151 184 322 312:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 15.9 25.9 20.9 17.0 11.3 24.1 14.7
Old : 25.5 20.6 34.7 25.2 24.9 18.6 34.0 22.7
Other: 20.3 12.5 28.2 17.4 18.6 8.6 23.8 12.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 9,521: 2,438 899 919 2,486 5,331 5,843 7,149: 3,678 2,372
Old : 9,521: 2,438 899 919 2,486 5,331 5,843 7,149: 3,678 2,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -145: 459 -303 1 203 197 663 -106: -808 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.4 9.7 26.1 56.0 61.4 75.1: 38.6 24.9
Old : 100.0: 25.6 9.4 9.7 26.1 56.0 61.4 75.1: 38.6 24.9
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 : 41: 13 11 5 11 14 26 28:
Old : 41: 13 11 5 11 14 26 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 : 24.1 29.4 36.7 45.6 19.1 28.9 30.7 41.5
Old : 24.1 29.4 36.7 45.6 19.1 28.9 30.7 41.5
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, June 14, 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 : 431,379: 91,520 19,154 97,540 153,494 205,988 342,555 322,682: 88,825 108,697
Old : 207,122: 56,635 13,227 49,487 54,135 99,013 160,257 161,727: 46,866 45,395
Other: 224,257: 45,040 16,082 37,898 99,359 106,976 182,298 160,955: 41,959 63,302
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,200: 6,270 -659 -4,025 -678 8,964 1,568 4,280: 4,633 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.4 22.6 35.6 47.8 79.4 74.8: 20.6 25.2
Old : 100.0: 27.3 6.4 23.9 26.1 47.8 77.4 78.1: 22.6 21.9
Other: 100.0: 20.1 7.2 16.9 44.3 47.7 81.3 71.8: 18.7 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 157 74 141 103 128 327 289:
Old : 344: 138 66 105 87 117 267 249:
Other: 286: 85 71 74 79 107 207 211:
:----------------------------------------------------------------------------------------------------
: 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 21.3 26.6 31.0 14.3 13.7 19.4 19.4
Old : 17.1 23.8 23.1 33.5 11.4 16.5 17.0 22.6
Other: 21.5 20.4 32.9 30.3 19.4 12.4 28.5 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,889: 11,747 1,738 1,249 0 822 12,996 3,809: 3,893 13,080
Old : 5,224: 3,188 1,985 22 0 48 3,210 2,055: 2,014 3,169
Other: 11,665: 9,691 885 95 0 774 9,786 1,754: 1,879 9,911
: : :
: : Changes in Commitments from: June 7, 2005 :
: 719: -257 -51 428 0 45 171 422: 548 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 10.3 7.4 0.0 4.9 76.9 22.6: 23.1 77.4
Old : 100.0: 61.0 38.0 0.4 0.0 0.9 61.4 39.3: 38.6 60.7
Other: 100.0: 83.1 7.6 0.8 0.0 6.6 83.9 15.0: 16.1 85.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 8 8 0 3 14 15:
Old : 20: 10 7 2 0 3 11 11:
Other: 16: 9 4 3 0 3 9 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 : 63.5 10.2 70.8 16.8 61.3 8.2 67.5 13.5
Old : 45.9 30.0 59.2 38.7 45.9 30.0 59.2 38.5
Other: 76.9 10.4 83.8 14.7 76.4 10.4 83.0 14.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 165,929: 27,643 11,041 29,228 81,557 111,477 138,428 151,746: 27,501 14,182
Old : 91,343: 29,887 9,194 10,853 32,539 61,493 73,279 81,539: 18,064 9,804
Other: 74,586: 7,969 12,060 8,163 49,018 49,984 65,149 70,207: 9,437 4,379
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,091: 3,058 131 2,881 2,247 6,338 8,186 9,350: 1,905 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 6.7 17.6 49.2 67.2 83.4 91.5: 16.6 8.5
Old : 100.0: 32.7 10.1 11.9 35.6 67.3 80.2 89.3: 19.8 10.7
Other: 100.0: 10.7 16.2 10.9 65.7 67.0 87.3 94.1: 12.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 58 21 38 47 47 123 98:
Old : 140: 57 24 28 43 45 110 89:
Other: 88: 24 22 23 31 28 69 60:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 32.7 28.2 45.5 18.6 27.9 26.5 37.6
Old : 14.7 26.1 23.9 41.2 12.5 22.2 19.3 34.0
Other: 36.0 43.9 49.6 60.6 36.0 40.1 49.1 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 902,394: 130,158 91,833 157,666 462,270 451,911 750,094 701,410: 152,300 200,984
Old : 902,394: 130,158 91,833 157,666 462,270 451,911 750,094 701,410: 152,300 200,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -19,836: -18,053 -9,572 3,684 -3,332 -12,820 -17,701 -18,708: -2,135 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.2 17.5 51.2 50.1 83.1 77.7: 16.9 22.3
Old : 100.0: 14.4 10.2 17.5 51.2 50.1 83.1 77.7: 16.9 22.3
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 : 174: 32 44 44 71 85 131 145:
Old : 174: 32 44 44 71 85 131 145:
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 : 24.7 13.9 32.3 22.4 22.1 10.6 26.9 16.3
Old : 24.7 13.9 32.3 22.4 22.1 10.6 26.9 16.3
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, June 14, 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 : 168,896: 48,530 6,277 23,366 55,890 115,155 127,786 144,797: 41,110 24,098
Old : 106,108: 40,307 4,581 12,118 25,087 73,952 77,511 90,650: 28,597 15,459
Other: 62,788: 10,687 4,159 8,785 30,803 41,203 50,275 54,148: 12,513 8,640
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,137: 3,815 -2,303 -208 -2,239 6,423 1,369 3,913: 3,768 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 3.7 13.8 33.1 68.2 75.7 85.7: 24.3 14.3
Old : 100.0: 38.0 4.3 11.4 23.6 69.7 73.0 85.4: 27.0 14.6
Other: 100.0: 17.0 6.6 14.0 49.1 65.6 80.1 86.2: 19.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 48 25 35 51 61 124 108:
Old : 143: 52 21 29 46 58 114 95:
Other: 92: 20 21 22 36 34 71 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 33.2 20.2 46.5 8.7 23.8 16.0 36.3
Old : 11.9 34.9 20.6 47.4 11.9 31.9 20.6 42.7
Other: 24.2 34.8 35.4 49.9 16.4 29.5 27.0 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 8,677: 3,898 979 1,698 1,716 4,206 7,312 6,883: 1,365 1,794
Old : 3,579: 1,939 811 253 616 1,598 2,808 2,661: 770 917
Other: 5,098: 2,683 893 721 1,100 2,608 4,503 4,222: 595 876
: : :
: : Changes in Commitments from: June 7, 2005 :
: 143: 257 44 -105 80 -164 232 -225: -89 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 11.3 19.6 19.8 48.5 84.3 79.3: 15.7 20.7
Old : 100.0: 54.2 22.7 7.1 17.2 44.6 78.5 74.4: 21.5 25.6
Other: 100.0: 52.6 17.5 14.1 21.6 51.2 88.3 82.8: 11.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 9 11 12 15 33 32:
Old : 36: 17 6 10 7 11 25 26:
Other: 36: 11 8 9 9 14 27 24:
:----------------------------------------------------------------------------------------------------
: 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 : 35.5 33.7 53.5 50.4 32.7 30.1 44.1 38.6
Old : 34.5 46.2 51.4 58.3 33.7 45.4 49.6 57.2
Other: 49.4 39.4 67.2 59.9 44.1 35.4 58.6 49.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 378,326: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,626 111,607
Old : 378,326: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,626 111,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,590: -6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634: -5,959 10,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
Old : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
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 : 92: 15 17 4 45 42 62 61:
Old : 92: 15 17 4 45 42 62 61:
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 : 31.0 25.0 47.2 35.6 29.9 23.5 44.2 32.0
Old : 31.0 25.0 47.2 35.6 29.9 23.5 44.2 32.0
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, June 14, 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 : 2,719,239: 473,143 435,356 483,997 1,479,584 1,326,023 2,436,724 2,245,377: 282,515 473,862
Old : 2,719,239: 473,143 435,356 483,997 1,479,584 1,326,023 2,436,724 2,245,377: 282,515 473,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -29,861: 2,017 62,503 -6,439 -30,431 -94,204 -34,852 -38,140: 4,991 8,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.0 17.8 54.4 48.8 89.6 82.6: 10.4 17.4
Old : 100.0: 17.4 16.0 17.8 54.4 48.8 89.6 82.6: 10.4 17.4
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 : 291: 59 84 83 114 134 215 259:
Old : 291: 59 84 83 114 134 215 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 13.7 39.3 23.5 19.7 9.6 28.0 14.6
Old : 25.3 13.7 39.3 23.5 19.7 9.6 28.0 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, June 14, 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 : 1,433,063: 212,422 209,676 190,577 832,664 736,050 1,235,662 1,136,303: 197,401 296,760
Old : 1,433,063: 212,422 209,676 190,577 832,664 736,050 1,235,662 1,136,303: 197,401 296,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 47,684: 46,513 -2,588 14,409 -7,581 -5,035 53,341 6,787: -5,657 40,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.6 13.3 58.1 51.4 86.2 79.3: 13.8 20.7
Old : 100.0: 14.8 14.6 13.3 58.1 51.4 86.2 79.3: 13.8 20.7
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 : 183: 28 56 46 71 85 132 154:
Old : 183: 28 56 46 71 85 132 154:
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 18.1 35.3 27.2 19.4 17.4 30.8 23.7
Old : 22.5 18.1 35.3 27.2 19.4 17.4 30.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 577,087: 86,416 61,122 189,586 252,678 293,511 528,680 544,219: 48,406 32,867
Old : 577,087: 86,416 61,122 189,586 252,678 293,511 528,680 544,219: 48,406 32,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 20,425: 7,778 2,020 -6,640 15,572 23,493 16,710 18,873: 3,714 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.6 32.9 43.8 50.9 91.6 94.3: 8.4 5.7
Old : 100.0: 15.0 10.6 32.9 43.8 50.9 91.6 94.3: 8.4 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 : 117: 31 22 40 51 52 101 95:
Old : 117: 31 22 40 51 52 101 95:
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 : 33.2 34.3 44.3 48.1 11.6 13.8 16.8 20.6
Old : 33.2 34.3 44.3 48.1 11.6 13.8 16.8 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 53,415: 12,905 4,130 2,085 20,698 35,821 35,688 42,036: 17,727 11,379
Old : 53,415: 12,905 4,130 2,085 20,698 35,821 35,688 42,036: 17,727 11,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 9,109: 236 -831 710 3,754 5,589 4,700 5,468: 4,408 3,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.7 3.9 38.7 67.1 66.8 78.7: 33.2 21.3
Old : 100.0: 24.2 7.7 3.9 38.7 67.1 66.8 78.7: 33.2 21.3
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 : 65: 22 12 13 22 22 48 43:
Old : 65: 22 12 13 22 22 48 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 : 22.4 44.3 36.3 55.3 19.5 43.9 28.3 51.7
Old : 22.4 44.3 36.3 55.3 19.5 43.9 28.3 51.7
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, June 14, 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 : 98,498: 13,165 36,343 11,055 59,261 21,074 83,481 68,472: 15,017 30,026
Old : 98,498: 13,165 36,343 11,055 59,261 21,074 83,481 68,472: 15,017 30,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 17,250: 953 2,308 5,416 8,500 4,964 14,869 12,688: 2,381 4,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 36.9 11.2 60.2 21.4 84.8 69.5: 15.2 30.5
Old : 100.0: 13.4 36.9 11.2 60.2 21.4 84.8 69.5: 15.2 30.5
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 : 84: 24 32 30 24 20 64 66:
Old : 84: 24 32 30 24 20 64 66:
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 : 47.9 22.4 57.6 35.5 38.6 19.1 46.9 27.2
Old : 47.9 22.4 57.6 35.5 38.6 19.1 46.9 27.2
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, June 14, 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 : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Old : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -4,318: -2,924 -726 0 -1,204 -3,668 -4,128 -4,394: -190 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
Old : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
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 : 59: 7 18 4 19 20 29 39:
Old : 59: 7 18 4 19 20 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Old : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005