WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 291,000: 46,895 60,466 49,401 169,354 141,138 265,649 251,004: 25,351 39,996
Old : 283,863: 46,717 58,717 48,651 163,885 138,906 259,253 246,274: 24,611 37,589
Other: 7,137: 928 2,498 0 5,469 2,232 6,397 4,730: 740 2,407
: : :
: : Changes in Commitments from: July 19, 2005 :
: -301: -4,081 6,051 -734 4,770 -6,612 -46 -1,295: -255 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 20.8 17.0 58.2 48.5 91.3 86.3: 8.7 13.7
Old : 100.0: 16.5 20.7 17.1 57.7 48.9 91.3 86.8: 8.7 13.2
Other: 100.0: 13.0 35.0 0.0 76.6 31.3 89.6 66.3: 10.4 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 79 92 75 44 54 164 189:
Old : 246: 80 93 75 44 52 164 187:
Other: 60: 11 14 0 11 31 22 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 31.8 43.3 38.4 29.5 26.8 42.6 32.4
Old : 30.6 32.5 44.2 39.3 30.3 28.7 43.6 34.5
Other: 66.8 35.9 82.0 46.9 64.1 35.6 78.2 44.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 933,138: 148,737 48,100 182,820 446,610 488,606 778,166 719,526: 154,972 213,612
Old : 325,469: 41,930 60,493 24,121 212,674 196,673 278,725 281,287: 46,743 44,182
Other: 607,670: 158,065 38,866 107,441 233,935 291,933 499,441 438,239: 108,229 169,430
: : :
: : Changes in Commitments from: July 19, 2005 :
: -19,268: -8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717: -4,711 -10,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.2 19.6 47.9 52.4 83.4 77.1: 16.6 22.9
Old : 100.0: 12.9 18.6 7.4 65.3 60.4 85.6 86.4: 14.4 13.6
Other: 100.0: 26.0 6.4 17.7 38.5 48.0 82.2 72.1: 17.8 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 174 85 180 230 265 485 473:
Old : 460: 84 111 73 162 191 284 337:
Other: 556: 184 75 132 185 252 413 418:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 18.2 26.2 23.4 17.4 14.9 24.9 19.3
Old : 35.4 29.1 49.5 37.5 35.2 28.7 49.3 36.4
Other: 16.4 13.6 22.7 18.9 14.1 11.5 19.3 15.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 9,267: 3,669 15 741 2,251 6,770 6,660 7,526: 2,607 1,741
Old : 9,267: 3,669 15 741 2,251 6,770 6,660 7,526: 2,607 1,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -125: 175 -49 -24 -109 -97 42 -170: -167 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.2 8.0 24.3 73.1 71.9 81.2: 28.1 18.8
Old : 100.0: 39.6 0.2 8.0 24.3 73.1 71.9 81.2: 28.1 18.8
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 : 34: 15 2 5 10 15 26 21:
Old : 34: 15 2 5 10 15 26 21:
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 : 33.5 41.8 49.4 62.8 29.1 40.6 42.7 54.9
Old : 33.5 41.8 49.4 62.8 29.1 40.6 42.7 54.9
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, July 26, 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 : 365,988: 68,925 21,579 67,758 151,563 192,011 288,246 281,348: 77,742 84,640
Old : 23,074: 6,375 1,815 10 9,908 16,086 16,293 17,911: 6,781 5,163
Other: 342,914: 66,178 23,392 64,120 141,655 175,925 271,953 263,437: 70,961 79,477
: : :
: : Changes in Commitments from: July 19, 2005 :
: -31,144: 3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442: -7,824 -3,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 5.9 18.5 41.4 52.5 78.8 76.9: 21.2 23.1
Old : 100.0: 27.6 7.9 0.0 42.9 69.7 70.6 77.6: 29.4 22.4
Other: 100.0: 19.3 6.8 18.7 41.3 51.3 79.3 76.8: 20.7 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 121 79 127 121 136 312 284:
Old : 158: 32 18 1 58 59 91 78:
Other: 360: 116 87 118 105 136 286 283:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 23.3 28.9 31.8 17.5 16.9 25.0 22.4
Old : 20.8 40.9 31.9 52.1 20.8 39.6 31.7 50.8
Other: 20.6 22.8 30.9 31.0 18.7 16.5 26.7 21.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 153,142: 34,141 10,289 24,923 66,218 103,589 125,282 138,802: 27,859 14,340
Old : 42,608: 13,034 2,512 7,591 14,497 27,324 35,122 37,427: 7,486 5,181
Other: 110,534: 25,858 12,529 12,580 51,721 76,266 90,160 101,375: 20,374 9,159
: : :
: : Changes in Commitments from: July 19, 2005 :
: -12,414: -2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037: -2,156 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.7 16.3 43.2 67.6 81.8 90.6: 18.2 9.4
Old : 100.0: 30.6 5.9 17.8 34.0 64.1 82.4 87.8: 17.6 12.2
Other: 100.0: 23.4 11.3 11.4 46.8 69.0 81.6 91.7: 18.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 51 21 29 43 41 111 83:
Old : 86: 27 15 17 28 33 62 60:
Other: 121: 46 25 23 35 34 94 72:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 38.7 31.8 51.5 20.8 29.8 29.2 42.1
Old : 26.3 32.7 37.9 44.9 16.2 20.4 24.9 30.4
Other: 27.9 44.2 38.2 56.9 27.9 37.7 37.5 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 737,661: 76,242 65,643 115,043 420,215 379,019 611,500 559,705: 126,162 177,956
Old : 737,661: 76,242 65,643 115,043 420,215 379,019 611,500 559,705: 126,162 177,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -37,716: -8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932: -1,237 -11,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.9 15.6 57.0 51.4 82.9 75.9: 17.1 24.1
Old : 100.0: 10.3 8.9 15.6 57.0 51.4 82.9 75.9: 17.1 24.1
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 : 158: 28 34 39 68 81 117 133:
Old : 158: 28 34 39 68 81 117 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 12.7 31.9 20.6 21.7 10.2 26.2 14.9
Old : 24.0 12.7 31.9 20.6 21.7 10.2 26.2 14.9
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, July 26, 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 : 131,182: 25,346 1,252 21,273 49,940 92,340 96,559 114,866: 34,623 16,317
Old : 40,803: 11,209 139 4,537 14,326 29,459 30,072 34,135: 10,731 6,668
Other: 90,379: 19,653 6,629 11,220 35,614 62,881 66,487 80,730: 23,892 9,648
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8,340: -174 -245 -1,687 -4,526 -4,184 -6,387 -6,116: -1,953 -2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 1.0 16.2 38.1 70.4 73.6 87.6: 26.4 12.4
Old : 100.0: 27.5 0.3 11.1 35.1 72.2 73.7 83.7: 26.3 16.3
Other: 100.0: 21.7 7.3 12.4 39.4 69.6 73.6 89.3: 26.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 46 12 32 55 55 118 90:
Old : 95: 30 4 18 40 47 75 67:
Other: 121: 40 21 24 46 44 100 76:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 34.4 23.8 50.4 9.1 29.4 14.5 39.8
Old : 18.0 43.0 27.0 50.6 11.5 31.5 18.6 38.8
Other: 18.5 37.7 26.6 52.3 12.6 34.1 20.3 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 8,065: 3,192 1,252 1,375 1,999 3,391 6,566 6,018: 1,499 2,047
Old : 8,065: 3,192 1,252 1,375 1,999 3,391 6,566 6,018: 1,499 2,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 464: 176 -144 108 180 376 464 339: -0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 15.5 17.1 24.8 42.0 81.4 74.6: 18.6 25.4
Old : 100.0: 39.6 15.5 17.1 24.8 42.0 81.4 74.6: 18.6 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 : 48: 21 8 12 12 13 36 30:
Old : 48: 21 8 12 12 13 36 30:
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 33.7 49.3 50.4 32.9 30.9 43.1 42.4
Old : 35.0 33.7 49.3 50.4 32.9 30.9 43.1 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 360,252: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,468 108,074
Old : 360,252: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,468 108,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,428: 1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728: -520 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
Old : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
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 : 104: 13 29 3 44 41 59 71:
Old : 104: 13 29 3 44 41 59 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Old : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
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, July 26, 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 : 2,582,373: 376,397 381,122 456,334 1,512,808 1,301,225 2,345,538 2,138,681: 236,835 443,692
Old : 2,582,373: 376,397 381,122 456,334 1,512,808 1,301,225 2,345,538 2,138,681: 236,835 443,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -593: -11,544 4,437 -13,991 24,640 -15,712 -895 -25,267: 302 24,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.8 17.7 58.6 50.4 90.8 82.8: 9.2 17.2
Old : 100.0: 14.6 14.8 17.7 58.6 50.4 90.8 82.8: 9.2 17.2
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 : 256: 48 67 72 98 132 182 235:
Old : 256: 48 67 72 98 132 182 235:
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 : 28.8 16.8 44.7 26.6 25.4 13.6 35.0 20.6
Old : 28.8 16.8 44.7 26.6 25.4 13.6 35.0 20.6
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, July 26, 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 : 1,643,963: 161,962 347,349 195,761 1,137,806 795,361 1,495,529 1,338,471: 148,433 305,491
Old : 1,643,963: 161,962 347,349 195,761 1,137,806 795,361 1,495,529 1,338,471: 148,433 305,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 60,758: -3,558 58,986 3,217 81,062 715 80,721 62,918: -19,963 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.1 11.9 69.2 48.4 91.0 81.4: 9.0 18.6
Old : 100.0: 9.9 21.1 11.9 69.2 48.4 91.0 81.4: 9.0 18.6
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 : 180: 30 48 43 73 89 128 155:
Old : 180: 30 48 43 73 89 128 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 20.5 41.9 30.7 26.3 19.8 35.9 28.7
Old : 29.1 20.5 41.9 30.7 26.3 19.8 35.9 28.7
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, July 26, 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 : 676,441: 126,611 69,455 225,137 261,723 341,998 613,472 636,590: 62,969 39,850
Old : 676,441: 126,611 69,455 225,137 261,723 341,998 613,472 636,590: 62,969 39,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 49,350: 20,998 -2,925 24,698 12,434 30,815 58,130 52,587: -8,781 -3,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.3 33.3 38.7 50.6 90.7 94.1: 9.3 5.9
Old : 100.0: 18.7 10.3 33.3 38.7 50.6 90.7 94.1: 9.3 5.9
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 : 127: 35 28 44 58 52 115 102:
Old : 127: 35 28 44 58 52 115 102:
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 30.2 39.6 47.9 13.4 22.1 19.9 28.7
Old : 28.2 30.2 39.6 47.9 13.4 22.1 19.9 28.7
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, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,532: 7,895 5,182 590 15,597 17,712 24,081 23,484: 7,451 8,047
Old : 31,532: 7,895 5,182 590 15,597 17,712 24,081 23,484: 7,451 8,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,862: 1,045 420 45 -99 694 990 1,159: 871 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.4 1.9 49.5 56.2 76.4 74.5: 23.6 25.5
Old : 100.0: 25.0 16.4 1.9 49.5 56.2 76.4 74.5: 23.6 25.5
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 : 53: 16 9 6 18 12 36 25:
Old : 53: 16 9 6 18 12 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 43.0 46.6 58.1 31.1 42.4 46.6 57.5
Old : 31.1 43.0 46.6 58.1 31.1 42.4 46.6 57.5
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, July 26, 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 : 57,295: 10,494 27,566 2,889 31,257 14,958 44,639 45,413: 12,655 11,881
Old : 57,295: 10,494 27,566 2,889 31,257 14,958 44,639 45,413: 12,655 11,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,433: 1,918 2,549 454 -285 -46 2,086 2,957: 1,347 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 48.1 5.0 54.6 26.1 77.9 79.3: 22.1 20.7
Old : 100.0: 18.3 48.1 5.0 54.6 26.1 77.9 79.3: 22.1 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 : 76: 17 30 15 16 19 43 54:
Old : 76: 17 30 15 16 19 43 54:
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 : 43.6 33.3 53.4 43.8 41.6 33.3 51.4 42.9
Old : 43.6 33.3 53.4 43.8 41.6 33.3 51.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Old : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 214: 16 76 -4 206 129 218 201: -4 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
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 : 56: 7 17 4 20 18 30 36:
Old : 56: 7 17 4 20 18 30 36:
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 : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Old : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005