WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 272,957: 47,743 56,291 39,439 161,655 139,688 248,837 235,417: 24,121 37,540
Old : 268,429: 47,423 55,130 39,201 158,138 138,282 244,762 232,612: 23,668 35,817
Other: 4,528: 553 1,394 5 3,517 1,406 4,075 2,805: 453 1,723
: : :
: : Changes in Commitments from: July 5, 2005 :
: -825: -3,034 3,631 971 3,418 -7,707 1,355 -3,105: -2,180 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.6 14.4 59.2 51.2 91.2 86.2: 8.8 13.8
Old : 100.0: 17.7 20.5 14.6 58.9 51.5 91.2 86.7: 8.8 13.3
Other: 100.0: 12.2 30.8 0.1 77.7 31.1 90.0 61.9: 10.0 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 72 94 73 45 58 163 185:
Old : 243: 73 95 70 45 57 160 184:
Other: 50: 8 11 1 9 28 18 39:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 33.2 45.0 40.4 30.7 29.0 44.4 34.5
Old : 31.7 33.7 45.6 41.0 31.2 30.3 45.1 36.0
Other: 72.6 36.8 87.0 46.2 70.8 34.3 81.3 42.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 872,954: 114,915 64,398 175,004 440,574 416,494 730,493 655,896: 142,461 217,058
Old : 364,901: 47,316 69,225 34,960 230,448 201,922 312,723 306,107: 52,177 58,793
Other: 508,053: 118,768 46,341 88,875 210,127 214,572 417,770 349,788: 90,283 158,265
: : :
: : Changes in Commitments from: July 5, 2005 :
: -3,323: 6,869 -8,970 -12,390 6,931 16,862 1,410 -4,498: -4,733 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.4 20.0 50.5 47.7 83.7 75.1: 16.3 24.9
Old : 100.0: 13.0 19.0 9.6 63.2 55.3 85.7 83.9: 14.3 16.1
Other: 100.0: 23.4 9.1 17.5 41.4 42.2 82.2 68.8: 17.8 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 141 110 163 210 239 438 441:
Old : 433: 92 96 86 156 179 292 317:
Other: 504: 138 97 116 169 224 364 382:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 17.1 27.4 22.6 18.2 13.8 26.6 17.9
Old : 34.0 28.0 47.4 34.6 33.9 27.0 47.2 33.2
Other: 17.4 11.6 23.9 17.3 15.1 9.9 20.7 14.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 8,871: 3,024 85 798 2,401 6,501 6,223 7,385: 2,647 1,486
Old : 8,871: 3,024 85 798 2,401 6,501 6,223 7,385: 2,647 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 356: 67 12 99 142 149 308 260: 48 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 1.0 9.0 27.1 73.3 70.2 83.2: 29.8 16.8
Old : 100.0: 34.1 1.0 9.0 27.1 73.3 70.2 83.2: 29.8 16.8
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 : 35: 12 5 7 12 16 27 25:
Old : 35: 12 5 7 12 16 27 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 : 31.9 39.0 45.6 59.9 27.8 35.3 39.8 51.1
Old : 31.9 39.0 45.6 59.9 27.8 35.3 39.8 51.1
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 12, 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 : 398,256: 69,724 21,780 82,335 159,208 203,628 311,267 307,743: 86,990 90,513
Old : 70,047: 11,777 6,072 20,037 21,078 30,367 52,891 56,476: 17,157 13,571
Other: 328,209: 63,596 21,357 56,649 138,131 173,261 258,376 251,267: 69,833 76,941
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,890: -3,794 -1,900 -2,201 -1,611 -5,437 -7,607 -9,539: -3,284 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.5 20.7 40.0 51.1 78.2 77.3: 21.8 22.7
Old : 100.0: 16.8 8.7 28.6 30.1 43.4 75.5 80.6: 24.5 19.4
Other: 100.0: 19.4 6.5 17.3 42.1 52.8 78.7 76.6: 21.3 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 142 74 132 118 139 320 291:
Old : 236: 62 48 57 78 83 168 160:
Other: 356: 129 77 116 97 131 285 270:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 21.8 29.1 32.3 16.0 15.8 23.3 21.5
Old : 19.5 21.1 28.8 33.9 7.8 11.8 13.6 19.9
Other: 20.6 23.1 32.3 33.0 19.3 17.5 27.9 23.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,209: 12,491 3,509 219 0 940 12,710 4,668: 4,499 12,541
Old : 721: 352 95 15 0 9 367 119: 354 602
Other: 16,488: 12,226 3,501 117 0 931 12,343 4,549: 4,145 11,939
: : :
: : Changes in Commitments from: July 5, 2005 :
: 99: -4 314 80 0 24 76 418: 23 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 20.4 1.3 0.0 5.5 73.9 27.1: 26.1 72.9
Old : 100.0: 48.8 13.2 2.1 0.0 1.2 50.9 16.5: 49.1 83.5
Other: 100.0: 74.2 21.2 0.7 0.0 5.6 74.9 27.6: 25.1 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 12 15:
Old : 14: 7 5 1 0 2 7 8:
Other: 21: 9 9 4 0 3 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 67.6 15.0 72.6 21.2 66.9 14.8 71.7 20.9
Old : 45.6 13.2 50.9 16.5 43.6 12.5 48.8 14.4
Other: 68.7 15.6 73.9 21.9 68.1 15.6 73.2 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 169,896: 36,156 9,300 27,480 73,062 118,252 136,697 155,032: 33,199 14,864
Old : 57,119: 15,051 2,855 9,086 21,797 37,840 45,935 49,781: 11,184 7,338
Other: 112,777: 28,596 13,936 10,902 51,264 80,412 90,763 105,251: 22,015 7,526
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,960: -2,311 -1,732 -3,635 -8,580 -8,425 -14,526 -13,792: 3,566 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.5 16.2 43.0 69.6 80.5 91.3: 19.5 8.7
Old : 100.0: 26.4 5.0 15.9 38.2 66.2 80.4 87.2: 19.6 12.8
Other: 100.0: 25.4 12.4 9.7 45.5 71.3 80.5 93.3: 19.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 53 23 32 46 48 120 91:
Old : 96: 31 16 19 30 41 69 70:
Other: 126: 46 29 25 33 36 98 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 : 19.7 36.8 28.8 49.3 18.0 30.6 25.8 40.9
Old : 25.0 26.7 36.5 38.9 16.2 19.5 25.3 30.7
Other: 26.9 46.6 37.2 59.7 26.9 42.4 36.4 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 790,071: 91,309 83,859 129,491 426,875 386,670 647,676 600,020: 142,395 190,051
Old : 790,071: 91,309 83,859 129,491 426,875 386,670 647,676 600,020: 142,395 190,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -36,223: -17,555 -10,400 -3,248 -7,683 -20,380 -28,486 -34,028: -7,737 -2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.6 16.4 54.0 48.9 82.0 75.9: 18.0 24.1
Old : 100.0: 11.6 10.6 16.4 54.0 48.9 82.0 75.9: 18.0 24.1
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 : 158: 25 39 35 68 79 116 130:
Old : 158: 25 39 35 68 79 116 130:
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 : 25.8 12.4 32.9 20.6 23.2 10.7 27.2 15.5
Old : 25.8 12.4 32.9 20.6 23.2 10.7 27.2 15.5
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, July 12, 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 : 138,611: 26,479 2,920 21,594 55,160 96,536 103,233 121,050: 35,378 17,560
Old : 49,174: 10,543 2,101 6,561 18,410 31,971 35,513 40,633: 13,660 8,541
Other: 89,437: 21,098 5,981 9,871 36,750 64,566 67,720 80,418: 21,717 9,020
: : :
: : Changes in Commitments from: July 5, 2005 :
: -5,806: -1,726 802 -2,702 -1,354 -3,663 -5,781 -5,562: -25 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 2.1 15.6 39.8 69.6 74.5 87.3: 25.5 12.7
Old : 100.0: 21.4 4.3 13.3 37.4 65.0 72.2 82.6: 27.8 17.4
Other: 100.0: 23.6 6.7 11.0 41.1 72.2 75.7 89.9: 24.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 45 20 29 55 54 117 92:
Old : 94: 23 14 19 43 48 75 72:
Other: 121: 41 24 24 45 37 103 69:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 34.8 22.5 50.9 9.9 32.2 16.2 42.3
Old : 14.3 29.2 23.5 41.0 11.7 27.9 19.9 37.8
Other: 18.8 40.8 27.9 57.7 11.8 35.6 20.1 46.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 7,247: 3,152 1,461 1,127 1,596 2,751 5,875 5,339: 1,373 1,909
Old : 7,247: 3,152 1,461 1,127 1,596 2,751 5,875 5,339: 1,373 1,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 294: -326 -46 249 337 50 260 253: 35 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 20.2 15.5 22.0 38.0 81.1 73.7: 18.9 26.3
Old : 100.0: 43.5 20.2 15.5 22.0 38.0 81.1 73.7: 18.9 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 : 49: 20 11 9 9 13 31 31:
Old : 49: 20 11 9 9 13 31 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 : 37.7 31.8 51.8 48.2 33.4 29.7 44.2 41.5
Old : 37.7 31.8 51.8 48.2 33.4 29.7 44.2 41.5
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 12, 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 : 370,545: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,437 107,584
Old : 370,545: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,437 107,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 16,979: 487 12,575 -150 12,063 684 12,400 13,109: 4,579 3,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
Old : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
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 : 94: 12 23 2 45 39 59 62:
Old : 94: 12 23 2 45 39 59 62:
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 24.6 46.0 35.2 30.2 22.9 46.0 33.5
Old : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
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 12, 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 : 2,539,355: 424,508 383,683 417,806 1,448,311 1,303,829 2,290,625 2,105,317: 248,730 434,038
Old : 2,539,355: 424,508 383,683 417,806 1,448,311 1,303,829 2,290,625 2,105,317: 248,730 434,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 70,172: -21,762 36,002 15,739 84,408 14,708 78,385 66,449: -8,213 3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.1 16.5 57.0 51.3 90.2 82.9: 9.8 17.1
Old : 100.0: 16.7 15.1 16.5 57.0 51.3 90.2 82.9: 9.8 17.1
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 : 277: 45 81 72 111 138 200 247:
Old : 277: 45 81 72 111 138 200 247:
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 15.3 41.1 24.3 23.5 11.6 32.8 18.1
Old : 28.8 15.3 41.1 24.3 23.5 11.6 32.8 18.1
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 12, 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 : 1,490,574: 140,859 239,364 180,305 995,121 786,217 1,316,286 1,205,885: 174,288 284,688
Old : 1,490,574: 140,859 239,364 180,305 995,121 786,217 1,316,286 1,205,885: 174,288 284,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 73,346: -37,269 55,623 12,843 87,725 13,382 63,299 81,848: 10,047 -8,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.1 12.1 66.8 52.7 88.3 80.9: 11.7 19.1
Old : 100.0: 9.4 16.1 12.1 66.8 52.7 88.3 80.9: 11.7 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 : 181: 30 47 48 76 91 135 157:
Old : 181: 30 47 48 76 91 135 157:
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 : 27.8 19.2 39.3 28.6 24.9 18.6 34.8 26.7
Old : 27.8 19.2 39.3 28.6 24.9 18.6 34.8 26.7
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 12, 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 : 554,753: 88,258 61,921 177,885 222,436 282,266 488,579 522,073: 66,174 32,680
Old : 554,753: 88,258 61,921 177,885 222,436 282,266 488,579 522,073: 66,174 32,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 24,550: -3,628 -10,893 17,549 3,639 19,615 17,560 26,271: 6,990 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.2 32.1 40.1 50.9 88.1 94.1: 11.9 5.9
Old : 100.0: 15.9 11.2 32.1 40.1 50.9 88.1 94.1: 11.9 5.9
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 : 122: 32 29 44 52 50 106 101:
Old : 122: 32 29 44 52 50 106 101:
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 : 24.7 28.4 36.9 43.0 12.2 17.5 17.7 25.4
Old : 24.7 28.4 36.9 43.0 12.2 17.5 17.7 25.4
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 12, 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 : 30,523: 6,914 4,752 622 15,843 17,319 23,379 22,693: 7,144 7,829
Old : 30,523: 6,914 4,752 622 15,843 17,319 23,379 22,693: 7,144 7,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,127: 986 -365 175 -9 1,230 1,152 1,041: -25 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.6 2.0 51.9 56.7 76.6 74.3: 23.4 25.7
Old : 100.0: 22.7 15.6 2.0 51.9 56.7 76.6 74.3: 23.4 25.7
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 : 52: 12 10 6 20 13 36 25:
Old : 52: 12 10 6 20 13 36 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 : 32.1 44.4 46.8 59.6 32.1 43.7 46.8 58.9
Old : 32.1 44.4 46.8 59.6 32.1 43.7 46.8 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 12, 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 : 54,464: 9,012 25,073 3,305 31,988 14,826 44,306 43,205: 10,158 11,259
Old : 54,464: 9,012 25,073 3,305 31,988 14,826 44,306 43,205: 10,158 11,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,573: -3,530 235 531 8,702 3,651 5,703 4,416: -1,131 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 46.0 6.1 58.7 27.2 81.3 79.3: 18.7 20.7
Old : 100.0: 16.5 46.0 6.1 58.7 27.2 81.3 79.3: 18.7 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 : 78: 20 33 16 14 16 42 57:
Old : 78: 20 33 16 14 16 42 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 35.8 57.2 45.8 45.2 35.4 54.4 44.5
Old : 47.0 35.8 57.2 45.8 45.2 35.4 54.4 44.5
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 12, 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 : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Old : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -27: 10 113 -5 30 -70 35 38: -62 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
Old : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
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 : 59: 7 18 4 18 21 28 40:
Old : 59: 7 18 4 18 21 28 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Old : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005