WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 273,782: 50,777 52,659 38,468 158,237 147,395 247,482 238,523: 26,300 35,260
Old : 270,065: 50,423 51,436 38,454 155,367 146,229 244,244 236,120: 25,821 33,946
Other: 3,717: 367 1,236 1 2,870 1,166 3,238 2,403: 479 1,314
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,266: 1,061 1,685 -143 4,913 5,203 5,831 6,745: -2,565 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.2 14.1 57.8 53.8 90.4 87.1: 9.6 12.9
Old : 100.0: 18.7 19.0 14.2 57.5 54.1 90.4 87.4: 9.6 12.6
Other: 100.0: 9.9 33.3 0.0 77.2 31.4 87.1 64.6: 12.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 78 93 65 46 61 166 180:
Old : 246: 78 93 65 46 61 166 180:
Other: 46: 3 12 1 6 28 10 40:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 34.7 44.2 42.9 29.6 30.7 43.0 35.9
Old : 31.0 35.2 44.8 43.4 30.0 31.8 43.6 37.1
Other: 77.7 36.0 86.8 46.3 76.2 35.3 81.7 44.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 876,277: 108,046 73,368 187,394 433,644 399,632 729,083 660,394: 147,194 215,883
Old : 383,952: 48,019 78,023 42,951 236,609 199,626 327,579 320,600: 56,373 63,352
Other: 492,325: 114,050 49,368 90,420 197,034 200,006 401,504 339,793: 90,820 152,531
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,391: -6,491 9,717 7,955 -6,130 -15,077 -4,667 2,595: 276 -6,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.4 21.4 49.5 45.6 83.2 75.4: 16.8 24.6
Old : 100.0: 12.5 20.3 11.2 61.6 52.0 85.3 83.5: 14.7 16.5
Other: 100.0: 23.2 10.0 18.4 40.0 40.6 81.6 69.0: 18.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 139 102 165 205 229 435 430:
Old : 423: 77 103 94 145 171 281 312:
Other: 491: 148 82 113 167 211 360 364:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 16.6 26.0 21.7 17.8 13.5 25.2 17.2
Old : 32.6 25.9 45.2 32.6 32.5 25.0 45.1 31.7
Other: 17.1 11.4 23.4 16.9 15.0 9.7 20.0 13.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 8,515: 2,957 73 699 2,259 6,352 5,916 7,124: 2,600 1,391
Old : 8,515: 2,957 73 699 2,259 6,352 5,916 7,124: 2,600 1,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 324: 177 -435 34 69 665 281 264: 43 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 0.9 8.2 26.5 74.6 69.5 83.7: 30.5 16.3
Old : 100.0: 34.7 0.9 8.2 26.5 74.6 69.5 83.7: 30.5 16.3
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 : 36: 13 4 6 10 17 25 25:
Old : 36: 13 4 6 10 17 25 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 : 33.2 37.5 47.4 60.2 27.4 35.6 39.7 53.4
Old : 33.2 37.5 47.4 60.2 27.4 35.6 39.7 53.4
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 409,146: 73,518 23,681 84,536 160,819 209,065 318,873 317,282: 90,273 91,864
Old : 84,764: 15,087 6,700 24,398 23,677 36,124 63,161 67,221: 21,602 17,542
Other: 324,383: 66,060 24,610 52,509 137,143 172,942 255,712 250,061: 68,671 74,322
: : :
: : Changes in Commitments from: June 28, 2005 :
: -11,519: -6,498 4,301 456 -9,418 -10,745 -15,459 -5,988: 3,941 -5,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.8 20.7 39.3 51.1 77.9 77.5: 22.1 22.5
Old : 100.0: 17.8 7.9 28.8 27.9 42.6 74.5 79.3: 25.5 20.7
Other: 100.0: 20.4 7.6 16.2 42.3 53.3 78.8 77.1: 21.2 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 135 78 140 112 139 321 301:
Old : 258: 70 53 70 73 96 179 191:
Other: 360: 123 88 104 96 129 274 270:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 20.8 28.9 32.3 15.3 15.5 22.1 21.1
Old : 18.5 21.2 26.1 32.3 7.6 13.1 12.2 20.2
Other: 21.0 22.8 32.3 33.2 19.0 16.9 27.4 22.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,110: 12,495 3,195 139 0 916 12,634 4,250: 4,476 12,860
Old : 846: 431 140 15 0 8 446 163: 400 683
Other: 16,264: 12,099 3,090 89 0 908 12,188 4,087: 4,076 12,177
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,706: -1,822 916 -125 0 -10 -1,947 781: 241 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 18.7 0.8 0.0 5.4 73.8 24.8: 26.2 75.2
Old : 100.0: 50.9 16.5 1.8 0.0 0.9 52.7 19.3: 47.3 80.7
Other: 100.0: 74.4 19.0 0.5 0.0 5.6 74.9 25.1: 25.1 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 11 16:
Old : 13: 5 6 2 0 2 6 9:
Other: 21: 9 9 3 0 3 10 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 : 67.8 13.8 72.8 19.7 67.1 13.8 72.2 19.6
Old : 49.8 16.2 52.7 19.1 49.2 15.0 50.9 17.5
Other: 68.8 14.2 74.0 20.2 68.3 14.2 73.5 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 180,856: 38,467 11,032 31,114 81,642 126,677 151,223 168,823: 29,633 12,032
Old : 65,969: 16,380 5,445 11,286 28,992 44,048 56,658 60,779: 9,310 5,190
Other: 114,887: 31,425 14,925 10,490 52,650 82,629 94,565 108,044: 20,322 6,843
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,909: -580 1,333 967 -2,869 -4,346 -2,482 -2,047: -1,428 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.1 17.2 45.1 70.0 83.6 93.3: 16.4 6.7
Old : 100.0: 24.8 8.3 17.1 43.9 66.8 85.9 92.1: 14.1 7.9
Other: 100.0: 27.4 13.0 9.1 45.8 71.9 82.3 94.0: 17.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 55 22 36 48 50 127 99:
Old : 105: 34 20 26 32 43 78 79:
Other: 136: 49 33 25 36 40 101 84:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 37.2 29.5 48.9 16.8 27.6 24.4 37.8
Old : 29.8 24.1 40.4 40.8 20.0 19.7 29.8 32.3
Other: 26.1 46.8 36.5 59.1 26.1 43.3 36.5 53.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 826,294: 108,864 94,259 132,739 434,558 407,050 676,162 634,048: 150,132 192,246
Old : 826,294: 108,864 94,259 132,739 434,558 407,050 676,162 634,048: 150,132 192,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -30,323: -23,952 4,721 1,232 -10,084 -29,142 -32,803 -23,188: 2,480 -7,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.4 16.1 52.6 49.3 81.8 76.7: 18.2 23.3
Old : 100.0: 13.2 11.4 16.1 52.6 49.3 81.8 76.7: 18.2 23.3
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 : 165: 28 41 36 70 82 122 135:
Old : 165: 28 41 36 70 82 122 135:
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 12.3 31.8 20.5 22.7 10.9 26.7 15.4
Old : 25.3 12.3 31.8 20.5 22.7 10.9 26.7 15.4
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 144,417: 28,204 2,117 24,296 56,514 100,199 109,014 126,612: 35,403 17,805
Old : 55,029: 10,494 1,191 10,078 19,630 34,434 40,202 45,704: 14,827 9,325
Other: 89,388: 22,449 5,666 9,478 36,885 65,764 68,812 80,908: 20,576 8,480
: : :
: : Changes in Commitments from: June 28, 2005 :
: -19,424: -7,946 -344 -4,703 -4,741 -9,475 -17,390 -14,523: -2,034 -4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 1.5 16.8 39.1 69.4 75.5 87.7: 24.5 12.3
Old : 100.0: 19.1 2.2 18.3 35.7 62.6 73.1 83.1: 26.9 16.9
Other: 100.0: 25.1 6.3 10.6 41.3 73.6 77.0 90.5: 23.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 44 17 34 55 52 121 93:
Old : 96: 29 6 27 43 47 81 76:
Other: 122: 37 26 24 44 40 99 74:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 34.1 22.4 49.8 9.9 31.8 16.9 41.7
Old : 12.4 27.3 20.5 38.3 8.4 26.0 15.4 35.1
Other: 18.5 41.2 28.2 59.1 12.4 36.1 21.1 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 6,953: 3,478 1,507 878 1,259 2,701 5,615 5,085: 1,338 1,868
Old : 6,953: 3,478 1,507 878 1,259 2,701 5,615 5,085: 1,338 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -718: -321 -12 49 -441 -659 -713 -621: -6 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 21.7 12.6 18.1 38.8 80.8 73.1: 19.2 26.9
Old : 100.0: 50.0 21.7 12.6 18.1 38.8 80.8 73.1: 19.2 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 9 9 11 13 33 31:
Old : 48: 22 9 9 11 13 33 31:
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 35.1 51.6 51.5 30.6 32.7 43.9 45.1
Old : 34.7 35.1 51.6 51.5 30.6 32.7 43.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 353,566: 97,211 95,846 241 210,256 153,765 307,708 249,852: 45,858 103,714
Old : 353,566: 97,211 95,846 241 210,256 153,765 307,708 249,852: 45,858 103,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -12,454: 2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639: -10,312 -1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 27.1 0.1 59.5 43.5 87.0 70.7: 13.0 29.3
Old : 100.0: 27.5 27.1 0.1 59.5 43.5 87.0 70.7: 13.0 29.3
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 : 97: 16 22 2 44 39 62 61:
Old : 97: 16 22 2 44 39 62 61:
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 : 30.9 24.7 47.2 34.8 30.9 22.9 47.0 32.7
Old : 30.9 24.7 47.2 34.8 30.9 22.9 47.0 32.7
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 2,469,183: 446,270 347,681 402,067 1,363,903 1,289,121 2,212,239 2,038,868: 256,944 430,314
Old : 2,469,183: 446,270 347,681 402,067 1,363,903 1,289,121 2,212,239 2,038,868: 256,944 430,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -102,069: 52,508 -7,681 -48,067 -125,962 -53,867 -121,521 -109,616: 19,452 7,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.1 16.3 55.2 52.2 89.6 82.6: 10.4 17.4
Old : 100.0: 18.1 14.1 16.3 55.2 52.2 89.6 82.6: 10.4 17.4
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 : 274: 54 73 66 104 134 190 241:
Old : 274: 54 73 66 104 134 190 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 15.0 40.4 24.1 23.8 11.6 32.8 18.2
Old : 28.2 15.0 40.4 24.1 23.8 11.6 32.8 18.2
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, July 5, 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 : 1,417,228: 178,128 183,741 167,463 907,396 772,834 1,252,987 1,124,038: 164,241 293,190
Old : 1,417,228: 178,128 183,741 167,463 907,396 772,834 1,252,987 1,124,038: 164,241 293,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 66,151: -9,481 5,619 22,435 71,505 29,618 84,459 57,673: -18,309 8,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.0 11.8 64.0 54.5 88.4 79.3: 11.6 20.7
Old : 100.0: 12.6 13.0 11.8 64.0 54.5 88.4 79.3: 11.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 35 44 43 71 88 130 151:
Old : 180: 35 44 43 71 88 130 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 19.9 36.4 29.2 22.1 19.3 32.1 26.1
Old : 24.6 19.9 36.4 29.2 22.1 19.3 32.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 530,203: 91,886 72,815 160,336 218,797 262,651 471,019 495,802: 59,184 34,401
Old : 530,203: 91,886 72,815 160,336 218,797 262,651 471,019 495,802: 59,184 34,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -111,071: -23,743 1,677 -45,081 -37,749 -64,398 -106,574 -107,802: -4,497 -3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.7 30.2 41.3 49.5 88.8 93.5: 11.2 6.5
Old : 100.0: 17.3 13.7 30.2 41.3 49.5 88.8 93.5: 11.2 6.5
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 : 118: 31 24 38 54 51 103 95:
Old : 118: 31 24 38 54 51 103 95:
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 : 25.2 27.9 38.2 41.7 12.8 14.5 19.2 23.0
Old : 25.2 27.9 38.2 41.7 12.8 14.5 19.2 23.0
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 29,395: 5,928 5,117 447 15,852 16,088 22,227 21,653: 7,168 7,743
Old : 29,395: 5,928 5,117 447 15,852 16,088 22,227 21,653: 7,168 7,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 453: 552 1,434 37 243 -234 832 1,237: -379 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 17.4 1.5 53.9 54.7 75.6 73.7: 24.4 26.3
Old : 100.0: 20.2 17.4 1.5 53.9 54.7 75.6 73.7: 24.4 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 : 50: 11 11 7 19 12 35 25:
Old : 50: 11 11 7 19 12 35 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 : 33.3 43.5 48.3 59.5 33.3 42.9 48.3 58.9
Old : 33.3 43.5 48.3 59.5 33.3 42.9 48.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 49,892: 12,542 24,838 2,775 23,286 11,176 38,603 38,789: 11,289 11,103
Old : 49,892: 12,542 24,838 2,775 23,286 11,176 38,603 38,789: 11,289 11,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,919: 1,434 5,171 -218 7,909 3,126 9,125 8,079: -206 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 49.8 5.6 46.7 22.4 77.4 77.7: 22.6 22.3
Old : 100.0: 25.1 49.8 5.6 46.7 22.4 77.4 77.7: 22.6 22.3
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 : 74: 30 21 17 13 15 48 48:
Old : 74: 30 21 17 13 15 48 48:
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 : 35.3 40.2 47.0 49.5 33.9 39.6 45.1 47.6
Old : 35.3 40.2 47.0 49.5 33.9 39.6 45.1 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Old : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 465: 188 279 0 513 475 701 754: -236 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
Old : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
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 : 61: 7 18 4 18 23 28 42:
Old : 61: 7 18 4 18 23 28 42:
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 : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Old : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005