WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 255,195: 34,667 43,431 45,839 152,147 130,602 232,653 219,872: 22,542 35,323
Old : 254,425: 34,656 43,241 45,829 151,623 130,425 232,109 219,496: 22,316 34,929
Other: 770: 20 199 0 524 177 544 376: 226 394
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,475: 2,083 6,611 4,834 4,184 3,092 11,101 14,537: -627 -4,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.0 18.0 59.6 51.2 91.2 86.2: 8.8 13.8
Old : 100.0: 13.6 17.0 18.0 59.6 51.3 91.2 86.3: 8.8 13.7
Other: 100.0: 2.6 25.8 0.0 68.1 23.0 70.6 48.8: 29.4 51.2
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 84 65 45 60 151 170:
Old : 222: 62 83 65 44 60 150 170:
Other: 23: 1 3 0 3 16 4 19:
:----------------------------------------------------------------------------------------------------
: 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 30.4 47.6 37.1 33.4 27.9 47.0 33.1
Old : 33.8 30.5 47.8 37.2 33.5 28.1 47.2 33.3
Other: 70.6 36.1 70.6 42.2 70.6 36.1 70.6 42.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 835,393: 87,197 148,056 126,721 477,472 347,873 691,390 622,649: 144,003 212,743
Old : 568,264: 67,267 150,201 64,512 340,236 242,868 472,016 457,582: 96,249 110,683
Other: 267,128: 43,841 21,765 38,297 137,236 105,005 219,374 165,068: 47,754 102,061
: : :
: : Changes in Commitments from: May 3, 2005 :
: 21,471: 708 16,218 5,149 6,605 3,788 12,462 25,156: 9,009 -3,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 17.7 15.2 57.2 41.6 82.8 74.5: 17.2 25.5
Old : 100.0: 11.8 26.4 11.4 59.9 42.7 83.1 80.5: 16.9 19.5
Other: 100.0: 16.4 8.1 14.3 51.4 39.3 82.1 61.8: 17.9 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 500: 119 134 129 200 185 390 391:
Old : 473: 103 145 107 174 165 343 354:
Other: 344: 90 55 68 131 156 245 255:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 17.5 28.6 22.3 18.7 13.3 26.4 16.7
Old : 25.9 22.0 34.9 26.2 25.8 19.6 34.3 23.5
Other: 25.0 11.6 32.5 16.9 17.7 5.5 23.2 9.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 9,209: 1,908 1,353 817 2,127 4,832 4,852 7,002: 4,357 2,207
Old : 9,209: 1,908 1,353 817 2,127 4,832 4,852 7,002: 4,357 2,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 488: -39 441 -29 347 -458 279 -46: 208 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.7 8.9 23.1 52.5 52.7 76.0: 47.3 24.0
Old : 100.0: 20.7 14.7 8.9 23.1 52.5 52.7 76.0: 47.3 24.0
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 : 35: 9 8 4 10 15 21 25:
Old : 35: 9 8 4 10 15 21 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 : 22.2 33.1 34.3 49.0 20.5 31.5 30.5 47.2
Old : 22.2 33.1 34.3 49.0 20.5 31.5 30.5 47.2
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, May 10, 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 : 335,554: 51,989 21,235 68,488 145,916 149,307 266,393 239,031: 69,161 96,524
Old : 227,825: 38,474 24,686 39,044 108,560 110,730 186,078 174,460: 41,748 53,365
Other: 107,729: 22,343 5,377 20,617 37,356 38,576 80,316 64,570: 27,413 43,159
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,423: 6,657 -3,668 642 -1,241 12,746 6,059 9,720: 4,364 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.3 20.4 43.5 44.5 79.4 71.2: 20.6 28.8
Old : 100.0: 16.9 10.8 17.1 47.7 48.6 81.7 76.6: 18.3 23.4
Other: 100.0: 20.7 5.0 19.1 34.7 35.8 74.6 59.9: 25.4 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 121 73 107 90 98 263 232:
Old : 298: 97 87 80 72 95 213 219:
Other: 200: 74 35 49 64 71 160 133:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 18.7 31.6 27.7 18.1 9.5 23.2 15.0
Old : 27.2 22.0 37.9 31.2 26.3 15.1 32.9 21.0
Other: 22.0 17.1 29.6 24.3 11.4 8.4 17.2 13.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,923: 10,674 3,185 234 121 728 11,029 4,147: 2,894 9,776
Old : 5,428: 3,415 3,009 39 36 47 3,490 3,095: 1,938 2,333
Other: 8,495: 7,370 287 84 85 681 7,539 1,052: 956 7,443
: : :
: : Changes in Commitments from: May 3, 2005 :
: -105: -313 261 -30 0 6 -343 237: 238 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 22.9 1.7 0.9 5.2 79.2 29.8: 20.8 70.2
Old : 100.0: 62.9 55.4 0.7 0.7 0.9 64.3 57.0: 35.7 43.0
Other: 100.0: 86.8 3.4 1.0 1.0 8.0 88.7 12.4: 11.3 87.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 7 5 1 3 14 13:
Old : 21: 10 8 1 1 2 12 10:
Other: 13: 7 3 4 1 3 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 57.5 18.9 72.6 25.9 57.1 18.5 72.3 24.7
Old : 39.2 43.4 59.4 56.2 39.2 43.4 59.4 55.4
Other: 84.0 10.2 88.7 12.2 83.5 9.1 86.8 10.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 158,504: 33,785 11,207 21,859 75,246 110,703 130,889 143,770: 27,615 14,735
Old : 122,775: 31,034 12,412 12,763 57,930 85,462 101,727 110,638: 21,047 12,137
Other: 35,730: 6,046 2,090 5,801 17,315 25,241 29,162 33,132: 6,568 2,598
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,862: 7,368 -3,166 -3,425 -3,953 8,797 -10 2,206: 1,872 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.1 13.8 47.5 69.8 82.6 90.7: 17.4 9.3
Old : 100.0: 25.3 10.1 10.4 47.2 69.6 82.9 90.1: 17.1 9.9
Other: 100.0: 16.9 5.9 16.2 48.5 70.6 81.6 92.7: 18.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 46 28 28 44 47 106 91:
Old : 134: 43 29 25 40 45 96 88:
Other: 61: 17 10 15 24 24 49 42:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 36.9 30.6 50.0 20.6 30.8 28.5 43.4
Old : 22.4 39.2 32.8 52.4 22.3 35.9 31.0 47.7
Other: 35.5 46.7 49.3 59.6 31.7 39.3 37.8 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 908,858: 86,956 99,694 141,583 514,139 483,831 742,678 725,108: 166,180 183,751
Old : 908,858: 86,956 99,694 141,583 514,139 483,831 742,678 725,108: 166,180 183,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,088: -4,684 -1,786 4,858 -5,550 -6,745 -5,376 -3,673: 3,288 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.0 15.6 56.6 53.2 81.7 79.8: 18.3 20.2
Old : 100.0: 9.6 11.0 15.6 56.6 53.2 81.7 79.8: 18.3 20.2
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 : 183: 30 45 46 80 93 138 156:
Old : 183: 30 45 46 80 93 138 156:
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 : 23.1 14.1 30.7 23.7 13.5 9.1 17.9 14.5
Old : 23.1 14.1 30.7 23.7 13.5 9.1 17.9 14.5
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, May 10, 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 : 144,896: 28,367 9,192 23,068 61,828 91,014 113,263 123,274: 31,633 21,622
Old : 104,213: 27,441 9,666 14,594 36,853 63,285 78,888 87,545: 25,325 16,668
Other: 40,683: 3,899 2,499 5,502 24,975 27,729 34,375 35,729: 6,308 4,954
: : :
: : Changes in Commitments from: May 3, 2005 :
: -3,213: -1,585 -347 -206 -954 -1,795 -2,746 -2,349: -468 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.3 15.9 42.7 62.8 78.2 85.1: 21.8 14.9
Old : 100.0: 26.3 9.3 14.0 35.4 60.7 75.7 84.0: 24.3 16.0
Other: 100.0: 9.6 6.1 13.5 61.4 68.2 84.5 87.8: 15.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 42 28 37 52 64 125 114:
Old : 155: 51 26 33 46 62 118 107:
Other: 82: 16 17 24 39 31 69 58:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 28.9 24.0 41.6 9.6 20.1 15.6 27.6
Old : 12.6 31.8 20.5 39.1 9.6 25.6 16.3 31.4
Other: 29.5 44.5 43.7 60.4 26.3 41.6 39.3 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 7,794: 3,436 338 1,215 1,030 5,165 5,681 6,718: 2,114 1,076
Old : 6,428: 3,350 430 837 544 4,262 4,732 5,529: 1,696 899
Other: 1,366: 233 56 230 486 903 949 1,189: 417 177
: : :
: : Changes in Commitments from: May 3, 2005 :
: -18: -27 -772 104 224 687 301 19: -319 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 4.3 15.6 13.2 66.3 72.9 86.2: 27.1 13.8
Old : 100.0: 52.1 6.7 13.0 8.5 66.3 73.6 86.0: 26.4 14.0
Other: 100.0: 17.1 4.1 16.8 35.6 66.1 69.5 87.0: 30.5 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 4 9 12 17 35 29:
Old : 44: 19 7 9 7 17 30 29:
Other: 27: 10 2 7 7 13 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 42.1 48.2 60.0 33.6 39.4 39.4 52.5
Old : 40.5 41.7 53.0 61.5 40.5 41.5 47.5 56.5
Other: 37.7 46.1 54.6 63.8 26.1 34.2 31.7 45.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 330,629: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,748 106,444
Old : 330,629: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,748 106,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -4,817: 1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920: 396 4,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.9 0.5 46.0 43.4 81.3 67.8: 18.7 32.2
Old : 100.0: 34.8 23.9 0.5 46.0 43.4 81.3 67.8: 18.7 32.2
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 : 103: 18 28 3 38 40 58 69:
Old : 103: 18 28 3 38 40 58 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 : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
Old : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
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, May 10, 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 : 2,925,810: 349,918 386,965 630,215 1,672,182 1,452,725 2,652,316 2,469,904: 273,495 455,906
Old : 2,925,810: 349,918 386,965 630,215 1,672,182 1,452,725 2,652,316 2,469,904: 273,495 455,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 16,033: -843 18,946 9,584 5,596 -18,793 14,336 9,736: 1,697 6,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 13.2 21.5 57.2 49.7 90.7 84.4: 9.3 15.6
Old : 100.0: 12.0 13.2 21.5 57.2 49.7 90.7 84.4: 9.3 15.6
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 : 310: 48 96 93 119 155 229 282:
Old : 310: 48 96 93 119 155 229 282:
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 : 30.2 13.1 42.4 23.5 24.0 9.2 30.3 13.2
Old : 30.2 13.1 42.4 23.5 24.0 9.2 30.3 13.2
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, May 10, 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 : 1,700,796: 137,232 296,154 277,162 1,116,577 824,792 1,530,971 1,398,108: 169,825 302,687
Old : 1,700,796: 137,232 296,154 277,162 1,116,577 824,792 1,530,971 1,398,108: 169,825 302,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -5,273: -1,284 5,555 21,956 -24,444 -32,882 -3,772 -5,370: -1,501 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.4 16.3 65.7 48.5 90.0 82.2: 10.0 17.8
Old : 100.0: 8.1 17.4 16.3 65.7 48.5 90.0 82.2: 10.0 17.8
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 : 199: 32 57 56 80 96 148 173:
Old : 199: 32 57 56 80 96 148 173:
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 : 32.5 20.2 46.2 28.1 23.1 12.2 33.2 18.6
Old : 32.5 20.2 46.2 28.1 23.1 12.2 33.2 18.6
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, May 10, 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 : 605,624: 119,054 34,586 219,473 225,003 314,855 563,530 568,914: 42,094 36,710
Old : 605,624: 119,054 34,586 219,473 225,003 314,855 563,530 568,914: 42,094 36,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 29,498: -39,889 4,755 45,959 17,471 -27,655 23,541 23,059: 5,957 6,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.7 36.2 37.2 52.0 93.0 93.9: 7.0 6.1
Old : 100.0: 19.7 5.7 36.2 37.2 52.0 93.0 93.9: 7.0 6.1
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 : 116: 36 23 47 46 54 102 104:
Old : 116: 36 23 47 46 54 102 104:
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 : 34.6 39.2 50.7 51.5 11.6 16.2 18.2 21.3
Old : 34.6 39.2 50.7 51.5 11.6 16.2 18.2 21.3
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, May 10, 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 : 43,651: 10,478 5,107 1,493 20,900 28,665 32,871 35,264: 10,780 8,387
Old : 43,651: 10,478 5,107 1,493 20,900 28,665 32,871 35,264: 10,780 8,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -251: -199 -130 -102 -28 57 -329 -175: 78 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.7 3.4 47.9 65.7 75.3 80.8: 24.7 19.2
Old : 100.0: 24.0 11.7 3.4 47.9 65.7 75.3 80.8: 24.7 19.2
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 : 65: 21 15 10 19 14 46 33:
Old : 65: 21 15 10 19 14 46 33:
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 : 31.3 57.8 45.4 65.7 31.3 57.8 45.2 64.8
Old : 31.3 57.8 45.4 65.7 31.3 57.8 45.2 64.8
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, May 10, 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 : 74,867: 9,513 29,089 5,336 43,886 19,379 58,735 53,803: 16,133 21,064
Old : 74,867: 9,513 29,089 5,336 43,886 19,379 58,735 53,803: 16,133 21,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,435: 1,503 3,849 1,680 2,660 -558 5,842 4,971: -408 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 38.9 7.1 58.6 25.9 78.5 71.9: 21.5 28.1
Old : 100.0: 12.7 38.9 7.1 58.6 25.9 78.5 71.9: 21.5 28.1
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 : 73: 21 29 21 15 15 49 52:
Old : 73: 21 29 21 15 15 49 52:
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 : 52.6 29.9 60.7 42.6 48.9 29.9 55.9 40.0
Old : 52.6 29.9 60.7 42.6 48.9 29.9 55.9 40.0
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 with Delta-adjusted Options and Futures Combined, May 10, 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 : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Old : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,333: 1,675 80 0 -215 1,444 1,460 1,524: -127 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
Old : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
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 : 58: 7 21 4 17 18 27 40:
Old : 58: 7 21 4 17 18 27 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 : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
Old : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Old : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -72: 0 6 0 163 180 163 186: -235 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
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 : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 18:
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 : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
Old : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005