WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 9, 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 : 250,929: 42,445 79,061 19,949 164,743 114,168 227,137 213,178: 23,792 37,751
Old : 241,105: 41,972 76,444 18,507 157,568 111,209 218,047 206,160: 23,058 34,945
Other: 9,824: 1,894 4,038 21 7,175 2,959 9,090 7,018: 734 2,806
: : :
: : Changes in Commitments from: August 2, 2005 :
: -6,959: -995 10,341 -4,164 4,595 -6,182 -564 -5: -6,395 -6,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 31.5 8.0 65.7 45.5 90.5 85.0: 9.5 15.0
Old : 100.0: 17.4 31.7 7.7 65.4 46.1 90.4 85.5: 9.6 14.5
Other: 100.0: 19.3 41.1 0.2 73.0 30.1 92.5 71.4: 7.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 56 108 54 40 52 136 182:
Old : 237: 54 114 50 36 52 129 180:
Other: 71: 16 18 2 10 34 28 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 : 34.1 29.5 50.6 35.8 34.1 23.1 49.1 29.4
Old : 35.5 30.6 52.1 37.0 35.5 26.3 51.1 32.7
Other: 65.6 33.8 78.0 43.1 63.2 31.5 75.6 40.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 9, 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 : 733,168: 125,700 79,548 74,363 405,864 400,333 605,927 554,244: 127,241 178,924
Old : 180,066: 32,862 50,227 84 113,689 98,673 146,635 148,984: 33,431 31,082
Other: 553,102: 139,503 75,986 27,614 292,175 301,660 459,292 405,260: 93,810 147,842
: : :
: : Changes in Commitments from: August 2, 2005 :
: -10,391: -17,503 3,491 743 8,306 -13,363 -8,454 -9,129: -1,937 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.8 10.1 55.4 54.6 82.6 75.6: 17.4 24.4
Old : 100.0: 18.2 27.9 0.0 63.1 54.8 81.4 82.7: 18.6 17.3
Other: 100.0: 25.2 13.7 5.0 52.8 54.5 83.0 73.3: 17.0 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 120 111 112 204 237 398 409:
Old : 397: 73 76 3 134 136 209 213:
Other: 530: 129 102 72 148 226 316 367:
:----------------------------------------------------------------------------------------------------
: 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 18.7 32.8 24.5 22.4 16.4 31.4 21.1
Old : 30.2 27.9 41.5 40.9 30.2 27.8 41.4 40.7
Other: 23.6 18.3 32.5 23.7 23.1 17.0 32.0 22.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 9, 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 : 7,587: 3,290 356 23 1,444 5,762 4,757 6,141: 2,830 1,446
Old : 7,587: 3,290 356 23 1,444 5,762 4,757 6,141: 2,830 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -147: 2 -4 -182 -136 47 -316 -139: 169 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 4.7 0.3 19.0 75.9 62.7 80.9: 37.3 19.1
Old : 100.0: 43.4 4.7 0.3 19.0 75.9 62.7 80.9: 37.3 19.1
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 : 34: 13 4 3 10 15 25 20:
Old : 34: 13 4 3 10 15 25 20:
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 : 34.3 47.8 49.2 65.3 34.3 47.8 49.2 62.6
Old : 34.3 47.8 49.2 65.3 34.3 47.8 49.2 62.6
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, August 9, 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 : 256,519: 61,850 24,292 17,747 124,635 151,160 204,232 193,199: 52,287 63,320
Old : 251,721: 61,484 24,688 14,968 123,932 149,995 200,384 189,651: 51,337 62,070
Other: 4,798: 3,145 2,383 0 703 1,165 3,848 3,548: 950 1,250
: : :
: : Changes in Commitments from: August 2, 2005 :
: -15,773: -8,756 -40 241 -3,669 -15,037 -12,184 -14,836: -3,589 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.5 6.9 48.6 58.9 79.6 75.3: 20.4 24.7
Old : 100.0: 24.4 9.8 5.9 49.2 59.6 79.6 75.3: 20.4 24.7
Other: 100.0: 65.5 49.7 0.0 14.7 24.3 80.2 73.9: 19.8 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 108 75 72 89 126 238 244:
Old : 339: 111 77 64 89 126 237 237:
Other: 96: 13 21 0 11 55 24 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 : 24.8 20.2 36.3 30.2 24.8 18.3 36.2 26.4
Old : 25.3 20.5 37.0 30.6 25.3 18.5 36.9 26.9
Other: 57.2 38.7 69.3 52.6 57.2 38.7 69.3 52.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 9, 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 : 125,731: 29,503 16,608 12,171 62,644 82,479 104,318 111,258: 21,413 14,473
Old : 22,452: 10,822 4,632 80 7,600 15,445 18,502 20,157: 3,950 2,295
Other: 103,279: 24,058 17,353 6,714 55,044 67,034 85,816 91,101: 17,463 12,178
: : :
: : Changes in Commitments from: August 2, 2005 :
: -11,602: -5,934 4,927 -4,761 3,777 -13,819 -6,918 -13,653: -4,684 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.2 9.7 49.8 65.6 83.0 88.5: 17.0 11.5
Old : 100.0: 48.2 20.6 0.4 33.8 68.8 82.4 89.8: 17.6 10.2
Other: 100.0: 23.3 16.8 6.5 53.3 64.9 83.1 88.2: 16.9 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 39 28 22 40 35 93 78:
Old : 73: 19 15 3 21 25 43 40:
Other: 119: 39 29 19 38 31 86 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 : 25.5 32.4 36.5 49.4 24.4 29.4 34.0 42.9
Old : 23.8 43.0 39.2 57.2 23.8 42.7 39.2 57.0
Other: 31.0 36.8 42.4 51.3 29.7 34.4 39.2 44.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 9, 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 : 574,689: 78,236 85,986 8,103 383,511 322,862 469,850 416,951: 104,839 157,738
Old : 574,689: 78,236 85,986 8,103 383,511 322,862 469,850 416,951: 104,839 157,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 20,317: 965 2,211 1,795 17,360 16,820 20,120 20,826: 197 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.0 1.4 66.7 56.2 81.8 72.6: 18.2 27.4
Old : 100.0: 13.6 15.0 1.4 66.7 56.2 81.8 72.6: 18.2 27.4
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 : 159: 28 30 22 67 77 104 120:
Old : 159: 28 30 22 67 77 104 120:
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 13.7 37.0 22.6 26.4 12.9 32.9 19.4
Old : 28.8 13.7 37.0 22.6 26.4 12.9 32.9 19.4
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, August 9, 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 : 108,509: 20,739 4,540 13,873 43,412 72,817 78,024 91,230: 30,485 17,279
Old : 23,609: 7,829 1,063 826 8,047 16,489 16,702 18,378: 6,907 5,231
Other: 84,900: 16,938 7,505 9,019 35,365 56,328 61,322 72,852: 23,578 12,048
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,895: -1,532 1,950 -4,099 1,353 -5,384 -4,278 -7,533: -617 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.2 12.8 40.0 67.1 71.9 84.1: 28.1 15.9
Old : 100.0: 33.2 4.5 3.5 34.1 69.8 70.7 77.8: 29.3 22.2
Other: 100.0: 20.0 8.8 10.6 41.7 66.3 72.2 85.8: 27.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 12 27 49 41 106 72:
Old : 82: 23 8 4 32 26 57 38:
Other: 107: 37 18 22 43 33 93 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 39.5 24.9 52.2 14.8 35.2 21.0 47.5
Old : 17.7 45.1 29.6 57.0 17.7 45.1 29.2 56.8
Other: 19.2 41.6 28.0 54.4 17.2 37.4 24.2 49.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 9, 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 : 7,160: 2,719 1,255 1,036 1,990 3,036 5,745 5,327: 1,415 1,833
Old : 7,160: 2,719 1,255 1,036 1,990 3,036 5,745 5,327: 1,415 1,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -503: -146 -22 -336 -98 -120 -580 -478: 77 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.5 14.5 27.8 42.4 80.2 74.4: 19.8 25.6
Old : 100.0: 38.0 17.5 14.5 27.8 42.4 80.2 74.4: 19.8 25.6
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 : 45: 15 9 9 11 13 32 26:
Old : 45: 15 9 9 11 13 32 26:
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 : 36.1 34.5 51.7 52.5 35.4 32.3 47.8 44.2
Old : 36.1 34.5 51.7 52.5 35.4 32.3 47.8 44.2
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 - Futures Only, August 9, 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 : 368,486: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,300 108,623
Old : 368,486: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,300 108,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 7,837: -2,945 624 -704 9,609 6,283 5,960 6,203: 1,877 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.8 0.4 56.7 39.4 85.0 70.5: 15.0 29.5
Old : 100.0: 27.9 30.8 0.4 56.7 39.4 85.0 70.5: 15.0 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 : 105: 17 26 4 44 40 62 69:
Old : 105: 17 26 4 44 40 62 69:
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 16.2 44.0 24.9 28.1 15.4 44.0 23.8
Old : 28.1 16.2 44.0 24.9 28.1 15.4 44.0 23.8
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, August 9, 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 : 2,017,608: 516,550 440,569 107,293 1,175,865 1,053,642 1,799,708 1,601,504: 217,900 416,104
Old : 2,017,608: 516,550 440,569 107,293 1,175,865 1,053,642 1,799,708 1,601,504: 217,900 416,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,921: 28,543 63,637 -14,396 -5,278 -1,353 8,869 47,888: 2,052 -36,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 21.8 5.3 58.3 52.2 89.2 79.4: 10.8 20.6
Old : 100.0: 25.6 21.8 5.3 58.3 52.2 89.2 79.4: 10.8 20.6
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 : 252: 49 61 41 87 115 157 196:
Old : 252: 49 61 41 87 115 157 196:
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 : 35.9 23.0 52.3 34.2 30.1 20.5 42.5 29.5
Old : 35.9 23.0 52.3 34.2 30.1 20.5 42.5 29.5
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, August 9, 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 : 1,521,730: 186,892 440,290 26,581 1,171,516 744,988 1,384,989 1,211,859: 136,741 309,871
Old : 1,521,730: 186,892 440,290 26,581 1,171,516 744,988 1,384,989 1,211,859: 136,741 309,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 71,485: -25,181 35,751 4,802 87,516 26,410 67,137 66,963: 4,348 4,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 28.9 1.7 77.0 49.0 91.0 79.6: 9.0 20.4
Old : 100.0: 12.3 28.9 1.7 77.0 49.0 91.0 79.6: 9.0 20.4
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 : 188: 33 47 25 71 82 116 142:
Old : 188: 33 47 25 71 82 116 142:
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 : 34.7 23.6 49.6 34.2 31.9 23.0 44.2 31.9
Old : 34.7 23.6 49.6 34.2 31.9 23.0 44.2 31.9
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, August 9, 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 : 380,090: 120,241 49,868 44,896 163,079 255,623 328,216 350,387: 51,874 29,703
Old : 380,090: 120,241 49,868 44,896 163,079 255,623 328,216 350,387: 51,874 29,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 382: 4,786 -4,682 6,180 -11,567 2,416 -601 3,914: 983 -3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 13.1 11.8 42.9 67.3 86.4 92.2: 13.6 7.8
Old : 100.0: 31.6 13.1 11.8 42.9 67.3 86.4 92.2: 13.6 7.8
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 : 107: 30 24 31 43 40 87 81:
Old : 107: 30 24 31 43 40 87 81:
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 : 36.6 39.4 47.9 50.0 27.8 34.0 36.4 42.0
Old : 36.6 39.4 47.9 50.0 27.8 34.0 36.4 42.0
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, August 9, 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 : 30,910: 8,732 5,593 2 15,899 17,998 24,633 23,593: 6,277 7,317
Old : 30,910: 8,732 5,593 2 15,899 17,998 24,633 23,593: 6,277 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 187: 484 -56 2 11 -34 497 -88: -310 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.1 0.0 51.4 58.2 79.7 76.3: 20.3 23.7
Old : 100.0: 28.2 18.1 0.0 51.4 58.2 79.7 76.3: 20.3 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 : 53: 14 10 2 19 11 35 21:
Old : 53: 14 10 2 19 11 35 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 : 31.9 45.4 47.6 61.6 31.9 44.2 47.6 60.4
Old : 31.9 45.4 47.6 61.6 31.9 44.2 47.6 60.4
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, August 9, 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 : 59,122: 11,240 36,108 402 36,599 10,185 48,241 46,695: 10,881 12,427
Old : 59,122: 11,240 36,108 402 36,599 10,185 48,241 46,695: 10,881 12,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,595: -1,316 5,904 -69 7,348 -2,205 5,963 3,630: -1,368 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 61.1 0.7 61.9 17.2 81.6 79.0: 18.4 21.0
Old : 100.0: 19.0 61.1 0.7 61.9 17.2 81.6 79.0: 18.4 21.0
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 : 73: 19 27 5 18 12 40 41:
Old : 73: 19 27 5 18 12 40 41:
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 : 48.7 32.4 58.3 44.2 48.7 32.4 57.8 44.2
Old : 48.7 32.4 58.3 44.2 48.7 32.4 57.8 44.2
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 - Futures Only, August 9, 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 : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Old : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 245: -90 565 0 172 -518 82 47: 163 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Old : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
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 : 58: 6 18 4 21 19 30 38:
Old : 58: 6 18 4 21 19 30 38:
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 : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Old : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005