WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 297,244: 45,977 82,602 42,766 182,127 131,534 270,870 256,902: 26,374 40,342
Old : 286,537: 45,430 81,150 40,345 175,348 128,007 261,123 249,502: 25,414 37,035
Other: 10,707: 2,895 3,800 74 6,779 3,527 9,748 7,401: 959 3,306
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,739: 1,861 9,904 -3,315 6,549 -1,453 5,095 5,137: -356 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.8 14.4 61.3 44.3 91.1 86.4: 8.9 13.6
Old : 100.0: 15.9 28.3 14.1 61.2 44.7 91.1 87.1: 8.9 12.9
Other: 100.0: 27.0 35.5 0.7 63.3 32.9 91.0 69.1: 9.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 76 103 71 47 56 164 198:
Old : 257: 75 110 68 46 56 160 198:
Other: 71: 20 13 6 10 35 32 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 27.2 44.8 33.9 30.5 20.4 43.1 25.6
Old : 31.6 28.1 45.8 34.7 31.6 22.5 44.7 28.1
Other: 56.1 31.9 69.5 42.3 53.4 30.4 66.9 39.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 933,395: 123,650 92,347 177,250 486,008 438,706 786,908 708,303: 146,487 225,092
Old : 147,776: 15,407 21,835 31,289 65,484 64,590 112,180 117,714: 35,596 30,062
Other: 785,619: 128,215 90,484 125,990 420,523 374,115 674,728 590,589: 110,891 195,030
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,875: -10,694 32,522 -7,498 29,079 -28,343 10,887 -3,320: -7,012 7,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.9 19.0 52.1 47.0 84.3 75.9: 15.7 24.1
Old : 100.0: 10.4 14.8 21.2 44.3 43.7 75.9 79.7: 24.1 20.3
Other: 100.0: 16.3 11.5 16.0 53.5 47.6 85.9 75.2: 14.1 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 164 112 169 251 255 485 477:
Old : 395: 73 79 74 180 148 292 262:
Other: 580: 163 110 148 197 249 413 459:
:----------------------------------------------------------------------------------------------------
: 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 15.7 27.0 21.0 18.3 12.7 25.2 16.6
Old : 13.3 16.9 21.3 27.6 12.8 14.8 19.1 23.7
Other: 20.8 16.0 30.2 21.6 20.2 13.5 28.2 18.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 7,357: 2,926 105 610 1,254 5,122 4,790 5,837: 2,567 1,519
Old : 7,355: 2,926 105 610 1,253 5,121 4,789 5,836: 2,566 1,518
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 9, 2005 :
: -1,524: -296 5 -61 -728 -1,306 -1,085 -1,362: -439 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 1.4 8.3 17.0 69.6 65.1 79.3: 34.9 20.7
Old : 100.0: 39.8 1.4 8.3 17.0 69.6 65.1 79.4: 34.9 20.6
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 5 5 10 14 25 21:
Old : 33: 12 5 5 10 14 25 21:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 42.3 44.7 59.1 29.1 39.5 41.0 51.4
Old : 29.7 42.3 44.7 59.1 29.1 39.5 41.0 51.4
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 354,063: 59,262 25,165 73,719 153,387 168,996 286,367 267,879: 67,695 86,184
Old : 348,485: 58,737 25,386 70,890 152,208 167,570 281,834 263,845: 66,650 84,640
Other: 5,578: 3,344 2,598 10 1,179 1,426 4,533 4,034: 1,045 1,544
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,856: -1,948 4,280 5,530 7,139 -6,315 10,721 3,494: -4,864 2,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.1 20.8 43.3 47.7 80.9 75.7: 19.1 24.3
Old : 100.0: 16.9 7.3 20.3 43.7 48.1 80.9 75.7: 19.1 24.3
Other: 100.0: 60.0 46.6 0.2 21.1 25.6 81.3 72.3: 18.7 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 115 90 140 114 131 302 300:
Old : 366: 116 90 139 114 131 301 299:
Other: 98: 12 24 2 9 56 23 80:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 21.2 30.3 29.7 18.8 13.3 25.4 18.0
Old : 22.1 21.5 30.6 30.1 19.1 13.6 25.8 18.3
Other: 59.8 37.1 72.4 52.0 59.8 37.1 72.4 52.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 151,242: 20,006 21,933 29,675 82,236 85,463 131,918 137,072: 19,324 14,170
Old : 29,887: 7,236 4,446 7,022 12,680 16,700 26,939 28,167: 2,948 1,719
Other: 121,355: 17,463 22,181 17,960 69,556 68,763 104,979 108,904: 16,376 12,451
: : :
: : Changes in Commitments from: August 9, 2005 :
: 8,257: -5,178 4,980 5,589 10,650 -736 11,061 9,833: -2,805 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.5 19.6 54.4 56.5 87.2 90.6: 12.8 9.4
Old : 100.0: 24.2 14.9 23.5 42.4 55.9 90.1 94.2: 9.9 5.8
Other: 100.0: 14.4 18.3 14.8 57.3 56.7 86.5 89.7: 13.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 36 38 35 47 45 104 106:
Old : 82: 22 17 11 26 32 53 55:
Other: 137: 39 40 32 45 41 99 100:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 27.5 33.7 39.9 21.0 21.5 31.0 29.4
Old : 30.5 34.9 46.9 55.3 26.6 33.6 38.6 42.3
Other: 26.5 29.8 38.0 40.8 25.2 22.8 34.6 31.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 801,951: 83,507 55,849 135,592 436,158 420,327 655,257 611,768: 146,695 190,184
Old : 801,951: 83,507 55,849 135,592 436,158 420,327 655,257 611,768: 146,695 190,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 9,891: 15,634 -12,897 -4,551 -21,865 21,635 -10,783 4,187: 20,674 5,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.0 16.9 54.4 52.4 81.7 76.3: 18.3 23.7
Old : 100.0: 10.4 7.0 16.9 54.4 52.4 81.7 76.3: 18.3 23.7
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 : 168: 34 28 42 74 88 127 140:
Old : 168: 34 28 42 74 88 127 140:
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 : 22.1 12.9 29.4 21.4 19.7 9.6 24.1 14.8
Old : 22.1 12.9 29.4 21.4 19.7 9.6 24.1 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, August 16, 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 : 120,267: 15,301 5,763 21,039 55,198 75,900 91,539 102,702: 28,728 17,565
Old : 22,375: 5,372 919 2,560 9,021 14,288 16,953 17,767: 5,422 4,608
Other: 97,892: 12,282 7,197 16,127 46,178 61,612 74,586 84,935: 23,306 12,957
: : :
: : Changes in Commitments from: August 9, 2005 :
: -2,080: -5,413 1,625 272 7,195 -2,303 2,054 -406: -4,135 -1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.8 17.5 45.9 63.1 76.1 85.4: 23.9 14.6
Old : 100.0: 24.0 4.1 11.4 40.3 63.9 75.8 79.4: 24.2 20.6
Other: 100.0: 12.5 7.4 16.5 47.2 62.9 76.2 86.8: 23.8 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 39 19 34 53 48 107 91:
Old : 86: 25 9 14 35 30 65 48:
Other: 117: 30 28 33 47 42 99 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 32.7 26.5 46.3 12.6 28.1 18.1 38.3
Old : 16.0 36.6 29.2 51.3 15.1 32.2 26.3 44.9
Other: 20.6 35.7 28.8 47.9 16.5 31.1 22.8 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,627: 2,742 1,296 1,343 2,030 3,054 6,115 5,693: 1,512 1,934
Old : 7,627: 2,742 1,296 1,343 2,030 3,054 6,115 5,693: 1,512 1,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -155: -65 96 -42 -12 -221 -119 -166: -37 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.0 17.6 26.6 40.0 80.2 74.6: 19.8 25.4
Old : 100.0: 36.0 17.0 17.6 26.6 40.0 80.2 74.6: 19.8 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 : 47: 14 11 10 16 15 36 30:
Old : 47: 14 11 10 16 15 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 31.2 49.7 48.7 33.9 30.2 46.1 40.8
Old : 35.0 31.2 49.7 48.7 33.9 30.2 46.1 40.8
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, August 16, 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 : 372,442: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,614 110,217
Old : 372,442: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,614 110,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,695: 1,277 -11,674 -304 6,669 14,340 7,642 2,362: -3,947 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.3 0.3 57.9 42.8 86.1 70.4: 13.9 29.6
Old : 100.0: 28.0 27.3 0.3 57.9 42.8 86.1 70.4: 13.9 29.6
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 : 105: 17 23 3 45 43 63 68:
Old : 105: 17 23 3 45 43 63 68:
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 : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Old : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 2,760,958: 433,872 372,085 464,806 1,599,367 1,455,327 2,498,044 2,292,218: 262,914 468,740
Old : 2,760,958: 433,872 372,085 464,806 1,599,367 1,455,327 2,498,044 2,292,218: 262,914 468,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -25,316: -43,389 -40,596 -5,681 24,673 38,983 -24,398 -7,295: -918 -18,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.5 16.8 57.9 52.7 90.5 83.0: 9.5 17.0
Old : 100.0: 15.7 13.5 16.8 57.9 52.7 90.5 83.0: 9.5 17.0
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 : 264: 43 72 71 108 133 192 237:
Old : 264: 43 72 71 108 133 192 237:
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 : 31.9 19.0 46.9 28.9 28.8 15.0 36.6 20.8
Old : 31.9 19.0 46.9 28.9 28.8 15.0 36.6 20.8
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, August 16, 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 : 1,819,118: 162,903 399,701 222,561 1,276,059 868,953 1,661,524 1,491,215: 157,595 327,903
Old : 1,819,118: 162,903 399,701 222,561 1,276,059 868,953 1,661,524 1,491,215: 157,595 327,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -112,667: 10,791 -37,225 -20,182 -98,946 -46,318 -108,337 -103,725: -4,330 -8,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 22.0 12.2 70.1 47.8 91.3 82.0: 8.7 18.0
Old : 100.0: 9.0 22.0 12.2 70.1 47.8 91.3 82.0: 8.7 18.0
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 : 189: 35 49 47 75 92 135 163:
Old : 189: 35 49 47 75 92 135 163:
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 : 32.1 17.9 44.7 28.8 27.6 17.5 38.3 25.0
Old : 32.1 17.9 44.7 28.8 27.6 17.5 38.3 25.0
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, August 16, 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 : 605,993: 122,527 40,202 251,098 176,525 279,287 550,150 570,587: 55,843 35,406
Old : 605,993: 122,527 40,202 251,098 176,525 279,287 550,150 570,587: 55,843 35,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 9,864: 8,697 -6,985 24,770 -22,602 -9,430 10,865 8,355: -1,002 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.6 41.4 29.1 46.1 90.8 94.2: 9.2 5.8
Old : 100.0: 20.2 6.6 41.4 29.1 46.1 90.8 94.2: 9.2 5.8
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 : 116: 32 27 39 49 43 101 89:
Old : 116: 32 27 39 49 43 101 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 35.5 47.7 50.3 15.7 20.3 20.5 26.5
Old : 36.8 35.5 47.7 50.3 15.7 20.3 20.5 26.5
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, August 16, 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 : 33,244: 8,534 6,300 736 16,544 18,568 25,814 25,604: 7,430 7,640
Old : 33,244: 8,534 6,300 736 16,544 18,568 25,814 25,604: 7,430 7,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 408: -251 562 -18 342 246 72 790: 336 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 19.0 2.2 49.8 55.9 77.6 77.0: 22.4 23.0
Old : 100.0: 25.7 19.0 2.2 49.8 55.9 77.6 77.0: 22.4 23.0
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 : 57: 15 12 8 20 12 39 28:
Old : 57: 15 12 8 20 12 39 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 : 30.0 43.0 44.4 58.1 30.0 43.0 44.4 58.0
Old : 30.0 43.0 44.4 58.1 30.0 43.0 44.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 69,300: 11,579 39,112 3,263 43,527 15,385 58,369 57,760: 10,931 11,540
Old : 69,300: 11,579 39,112 3,263 43,527 15,385 58,369 57,760: 10,931 11,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,059: 774 2,399 253 4,377 3,842 5,404 6,495: -345 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 56.4 4.7 62.8 22.2 84.2 83.3: 15.8 16.7
Old : 100.0: 16.7 56.4 4.7 62.8 22.2 84.2 83.3: 15.8 16.7
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 : 84: 22 32 17 20 17 51 57:
Old : 84: 22 32 17 20 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 : 50.6 31.4 59.3 44.2 49.3 30.8 57.8 42.6
Old : 50.6 31.4 59.3 44.2 49.3 30.8 57.8 42.6
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, August 16, 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 : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Old : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,831: 291 -899 269 1,460 2,768 2,020 2,138: -189 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
Old : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
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 : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 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 : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Old : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005