WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 231,720: 47,226 59,352 11,915 146,652 124,442 205,793 195,709: 25,927 36,011
Old : 228,631: 46,883 58,388 11,850 144,323 123,542 203,056 193,780: 25,575 34,851
Other: 3,089: 387 1,008 21 2,329 900 2,737 1,929: 352 1,160
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,311: 7,066 -2,686 -4,082 -4,558 6,332 -1,574 -436: -737 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 25.6 5.1 63.3 53.7 88.8 84.5: 11.2 15.5
Old : 100.0: 20.5 25.5 5.2 63.1 54.0 88.8 84.8: 11.2 15.2
Other: 100.0: 12.5 32.6 0.7 75.4 29.1 88.6 62.4: 11.4 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 95 46 36 49 133 159:
Old : 222: 64 92 46 35 48 132 158:
Other: 42: 3 11 2 5 24 10 35:
:----------------------------------------------------------------------------------------------------
: 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 : 35.3 35.9 50.7 43.9 34.5 32.6 49.9 38.9
Old : 35.7 36.4 51.4 44.4 34.9 33.9 50.6 40.1
Other: 77.2 37.6 87.9 47.4 76.4 37.6 87.1 47.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 707,495: 108,692 75,222 86,327 390,744 355,224 585,763 516,773: 121,732 190,722
Old : 353,481: 55,645 71,627 12,325 231,052 204,233 299,022 288,185: 54,459 65,296
Other: 354,014: 116,588 67,136 10,461 159,692 150,991 286,741 228,588: 67,273 125,426
: : :
: : Changes in Commitments from: June 21, 2005 :
: -27,846: -20,486 -10,359 -820 -2,043 -11,780 -23,349 -22,959: -4,497 -4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.6 12.2 55.2 50.2 82.8 73.0: 17.2 27.0
Old : 100.0: 15.7 20.3 3.5 65.4 57.8 84.6 81.5: 15.4 18.5
Other: 100.0: 32.9 19.0 3.0 45.1 42.7 81.0 64.6: 19.0 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 124 103 120 190 208 397 378:
Old : 420: 96 81 47 134 163 267 263:
Other: 461: 128 83 46 129 190 280 299:
:----------------------------------------------------------------------------------------------------
: 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 17.7 31.8 23.4 21.8 16.3 30.9 20.8
Old : 36.1 29.7 49.4 36.1 36.1 29.7 49.3 36.0
Other: 20.7 10.7 28.0 16.2 20.6 9.7 27.7 15.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 7,185: 2,863 723 146 1,793 5,091 4,802 5,960: 2,383 1,225
Old : 7,185: 2,863 723 146 1,793 5,091 4,802 5,960: 2,383 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -189: 497 -189 80 -187 230 390 121: -579 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.1 2.0 25.0 70.9 66.8 83.0: 33.2 17.0
Old : 100.0: 39.8 10.1 2.0 25.0 70.9 66.8 83.0: 33.2 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 : 37: 10 9 4 9 15 23 24:
Old : 37: 10 9 4 9 15 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 34.3 52.1 54.2 32.8 32.6 48.4 49.4
Old : 33.7 34.3 52.1 54.2 32.8 32.6 48.4 49.4
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 - Futures Only, June 28, 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 : 317,235: 80,445 23,852 27,153 146,586 191,875 254,184 242,880: 63,051 74,355
Old : 69,912: 23,667 5,817 6,248 24,508 41,772 54,423 53,837: 15,489 16,075
Other: 247,323: 71,337 32,594 6,346 122,078 150,103 199,761 189,043: 47,562 58,280
: : :
: : Changes in Commitments from: June 21, 2005 :
: -19,017: -8,847 -10,860 -6,834 3,796 6,456 -11,885 -11,238: -7,132 -7,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.5 8.6 46.2 60.5 80.1 76.6: 19.9 23.4
Old : 100.0: 33.9 8.3 8.9 35.1 59.7 77.8 77.0: 22.2 23.0
Other: 100.0: 28.8 13.2 2.6 49.4 60.7 80.8 76.4: 19.2 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 120 60 99 99 130 280 256:
Old : 250: 81 36 35 59 96 157 159:
Other: 329: 102 86 49 71 117 205 223:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 23.6 32.2 32.7 19.9 19.4 28.6 26.3
Old : 17.8 22.8 26.5 34.5 17.8 22.2 25.8 32.4
Other: 24.5 26.4 37.3 33.7 24.2 21.2 35.1 27.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,816: 14,317 2,279 264 0 926 14,581 3,469: 4,235 15,347
Old : 2,127: 1,295 482 14 0 29 1,309 525: 818 1,602
Other: 16,689: 13,142 1,917 130 0 897 13,272 2,944: 3,417 13,745
: : :
: : Changes in Commitments from: June 21, 2005 :
: -949: -452 1,138 -324 0 24 -776 838: -173 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 12.1 1.4 0.0 4.9 77.5 18.4: 22.5 81.6
Old : 100.0: 60.9 22.7 0.7 0.0 1.4 61.5 24.7: 38.5 75.3
Other: 100.0: 78.7 11.5 0.8 0.0 5.4 79.5 17.6: 20.5 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 8 6 0 3 13 15:
Old : 15: 7 6 1 0 2 8 8:
Other: 22: 11 8 5 0 3 13 14:
:----------------------------------------------------------------------------------------------------
: 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 : 67.5 8.8 74.4 14.2 67.0 8.6 73.6 14.1
Old : 57.7 23.6 61.5 24.7 57.7 22.9 60.9 24.0
Other: 70.2 9.1 77.4 14.5 69.6 9.1 76.7 14.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 167,513: 40,367 9,741 19,417 78,069 125,447 137,853 154,605: 29,660 12,908
Old : 60,201: 18,664 5,473 5,079 26,490 43,277 50,233 53,829: 9,968 6,372
Other: 107,312: 31,499 14,064 4,542 51,579 82,170 87,620 100,776: 19,692 6,536
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,760: -543 -1,166 -2,305 55 -122 -2,793 -3,593: -967 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.8 11.6 46.6 74.9 82.3 92.3: 17.7 7.7
Old : 100.0: 31.0 9.1 8.4 44.0 71.9 83.4 89.4: 16.6 10.6
Other: 100.0: 29.4 13.1 4.2 48.1 76.6 81.6 93.9: 18.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 57 16 34 48 43 123 89:
Old : 99: 36 13 20 32 38 73 68:
Other: 129: 48 29 18 37 33 95 71:
:----------------------------------------------------------------------------------------------------
: 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 40.7 31.7 53.2 18.4 31.3 26.8 42.1
Old : 30.6 24.8 40.7 44.6 21.9 21.2 31.4 37.7
Other: 28.7 50.4 40.3 64.0 28.7 48.7 40.3 59.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 657,177: 149,422 101,351 11,564 365,892 371,149 526,878 484,064: 130,299 173,113
Old : 657,177: 149,422 101,351 11,564 365,892 371,149 526,878 484,064: 130,299 173,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,231: -3,322 -790 4,768 6,335 -2,193 7,781 1,785: -3,550 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.4 1.8 55.7 56.5 80.2 73.7: 19.8 26.3
Old : 100.0: 22.7 15.4 1.8 55.7 56.5 80.2 73.7: 19.8 26.3
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 : 162: 36 31 23 59 72 105 116:
Old : 162: 36 31 23 59 72 105 116:
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 : 32.8 16.4 39.9 25.4 30.9 14.9 37.0 23.3
Old : 32.8 16.4 39.9 25.4 30.9 14.9 37.0 23.3
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 - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 148,941: 34,673 2,977 22,232 57,208 102,903 114,113 128,112: 34,828 20,829
Old : 57,770: 12,865 3,124 8,746 20,555 34,160 42,166 46,030: 15,604 11,740
Other: 91,171: 28,790 6,835 6,504 36,653 68,743 71,947 82,082: 19,224 9,089
: : :
: : Changes in Commitments from: June 21, 2005 :
: -12,060: -16,034 -7,051 3,322 2,221 -9,414 -10,491 -13,143: -1,569 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 2.0 14.9 38.4 69.1 76.6 86.0: 23.4 14.0
Old : 100.0: 22.3 5.4 15.1 35.6 59.1 73.0 79.7: 27.0 20.3
Other: 100.0: 31.6 7.5 7.1 40.2 75.4 78.9 90.0: 21.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 45 14 42 54 48 126 95:
Old : 107: 27 17 29 44 44 87 81:
Other: 114: 40 24 25 38 33 93 68:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 34.9 22.8 50.5 11.0 31.4 18.0 40.8
Old : 12.4 23.3 21.6 35.5 10.5 19.6 16.1 29.9
Other: 18.4 44.9 29.1 62.3 12.9 39.5 22.5 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 7,380: 3,685 1,557 700 1,700 3,190 6,085 5,447: 1,295 1,933
Old : 1,081: 330 88 0 467 766 797 854: 284 227
Other: 6,299: 3,459 1,573 596 1,233 2,424 5,288 4,593: 1,011 1,706
: : :
: : Changes in Commitments from: June 21, 2005 :
: -482: -131 199 -256 -167 -475 -554 -532: 72 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 21.1 9.5 23.0 43.2 82.5 73.8: 17.5 26.2
Old : 100.0: 30.5 8.1 0.0 43.2 70.9 73.7 79.0: 26.3 21.0
Other: 100.0: 54.9 25.0 9.5 19.6 38.5 83.9 72.9: 16.1 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 16 8 8 12 28 30:
Old : 18: 10 2 0 1 5 11 7:
Other: 44: 13 17 8 8 9 28 27:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 33.2 61.6 49.6 39.3 29.3 51.3 38.2
Old : 63.9 71.1 71.9 79.0 63.9 71.1 71.9 79.0
Other: 43.5 34.1 63.7 49.8 43.5 29.7 57.2 41.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 365,933: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,083 105,442
Old : 365,933: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,083 105,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,688: 2,030 6,591 196 -5,886 273 -3,660 7,060: 5,348 -5,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Old : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
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 : 96: 14 19 3 47 41 64 60:
Old : 96: 14 19 3 47 41 64 60:
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 : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Old : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
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 - Futures Only, June 28, 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 : 1,903,667: 391,641 412,545 124,754 1,177,092 984,937 1,693,487 1,522,236: 210,180 381,431
Old : 1,903,667: 391,641 412,545 124,754 1,177,092 984,937 1,693,487 1,522,236: 210,180 381,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 9,031: -7,011 -37,140 20,683 -1,315 22,590 12,357 6,133: -3,326 2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.7 6.6 61.8 51.7 89.0 80.0: 11.0 20.0
Old : 100.0: 20.6 21.7 6.6 61.8 51.7 89.0 80.0: 11.0 20.0
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 : 266: 39 83 42 80 119 148 215:
Old : 266: 39 83 42 80 119 148 215:
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 : 36.4 17.0 49.8 27.8 29.1 14.2 39.9 19.8
Old : 36.4 17.0 49.8 27.8 29.1 14.2 39.9 19.8
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 - Futures Only, June 28, 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 : 1,121,058: 201,309 193,919 13,026 731,418 638,645 945,753 845,590: 175,305 275,468
Old : 1,121,058: 201,309 193,919 13,026 731,418 638,645 945,753 845,590: 175,305 275,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,384: -13,507 -38,260 -871 -932 9,921 -15,310 -29,210: 11,926 25,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.3 1.2 65.2 57.0 84.4 75.4: 15.6 24.6
Old : 100.0: 18.0 17.3 1.2 65.2 57.0 84.4 75.4: 15.6 24.6
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 : 169: 35 37 15 63 74 105 119:
Old : 169: 35 37 15 63 74 105 119:
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 : 25.5 24.9 38.0 34.7 24.8 24.1 36.1 32.9
Old : 25.5 24.9 38.0 34.7 24.8 24.1 36.1 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 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 : 443,231: 113,771 67,783 52,305 220,116 291,775 386,192 411,863: 57,039 31,368
Old : 443,231: 113,771 67,783 52,305 220,116 291,775 386,192 411,863: 57,039 31,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 24,270: 13,095 5,357 2,724 3,560 14,908 19,379 22,989: 4,891 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.3 11.8 49.7 65.8 87.1 92.9: 12.9 7.1
Old : 100.0: 25.7 15.3 11.8 49.7 65.8 87.1 92.9: 12.9 7.1
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 : 108: 32 21 33 44 42 90 82:
Old : 108: 32 21 33 44 42 90 82:
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 : 33.0 33.5 43.5 47.4 17.1 22.8 24.7 32.8
Old : 33.0 33.5 43.5 47.4 17.1 22.8 24.7 32.8
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 - Futures Only, June 28, 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 : 27,798: 5,334 3,619 0 15,432 16,232 20,766 19,851: 7,032 7,947
Old : 27,798: 5,334 3,619 0 15,432 16,232 20,766 19,851: 7,032 7,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -323: -1,155 656 0 475 -1,197 -680 -541: 357 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 0.0 55.5 58.4 74.7 71.4: 25.3 28.6
Old : 100.0: 19.2 13.0 0.0 55.5 58.4 74.7 71.4: 25.3 28.6
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 : 48: 8 12 0 18 11 26 23:
Old : 48: 8 12 0 18 11 26 23:
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 : 35.2 43.9 51.3 56.7 35.2 43.6 51.3 56.4
Old : 35.2 43.9 51.3 56.7 35.2 43.6 51.3 56.4
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 - Futures Only, June 28, 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 : 36,178: 11,901 19,196 711 12,576 6,424 25,188 26,331: 10,990 9,847
Old : 36,178: 11,901 19,196 711 12,576 6,424 25,188 26,331: 10,990 9,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 122: -1,485 187 478 2,752 1,157 1,745 1,822: -1,623 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 53.1 2.0 34.8 17.8 69.6 72.8: 30.4 27.2
Old : 100.0: 32.9 53.1 2.0 34.8 17.8 69.6 72.8: 30.4 27.2
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 : 57: 21 19 3 10 8 34 27:
Old : 57: 21 19 3 10 8 34 27:
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 45.2 39.5 54.8 25.3 45.2 39.5 54.0
Old : 25.3 45.2 39.5 54.8 25.3 45.2 39.5 54.0
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 - Futures Only, June 28, 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 : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Old : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 943: 700 -578 1 242 1,529 943 952: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Old : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
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 : 60: 7 17 4 19 22 29 40:
Old : 60: 7 17 4 19 22 29 40:
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 : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Old : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005