WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 222,294: 32,409 73,898 24,551 125,142 86,648 182,102 185,097: 40,192 37,197
Old : 180,539: 40,207 72,889 9,300 97,639 67,280 147,146 149,469: 33,393 31,070
Other: 41,755: 3,834 12,641 3,619 27,503 19,368 34,956 35,628: 6,799 6,127
: : :
: : Changes in Commitments from: January 25, 2005 :
: 14,665: 437 1,281 3,495 5,420 1,918 9,352 6,694: 5,313 7,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 33.2 11.0 56.3 39.0 81.9 83.3: 18.1 16.7
Old : 100.0: 22.3 40.4 5.2 54.1 37.3 81.5 82.8: 18.5 17.2
Other: 100.0: 9.2 30.3 8.7 65.9 46.4 83.7 85.3: 16.3 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 70 82 51 47 48 139 164:
Old : 216: 75 79 30 37 46 122 146:
Other: 100: 30 26 21 26 36 66 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 : 31.9 24.9 46.0 32.1 31.9 24.2 45.2 30.7
Old : 35.3 24.9 47.7 32.7 35.3 24.9 47.3 32.7
Other: 56.4 37.3 63.4 48.2 54.0 32.6 57.7 43.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 649,713: 72,550 186,587 33,355 404,328 244,356 510,233 464,298: 139,480 185,415
Old : 563,152: 70,292 179,060 26,877 338,624 208,164 435,793 414,101: 127,359 149,051
Other: 86,561: 7,857 13,126 879 65,704 36,192 74,440 50,197: 12,121 36,364
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,779: -1,039 511 -8,028 2,258 -232 -6,809 -7,749: 11,588 12,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.7 5.1 62.2 37.6 78.5 71.5: 21.5 28.5
Old : 100.0: 12.5 31.8 4.8 60.1 37.0 77.4 73.5: 22.6 26.5
Other: 100.0: 9.1 15.2 1.0 75.9 41.8 86.0 58.0: 14.0 42.0
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 102 139 79 169 150 315 335:
Old : 456: 108 129 70 163 134 304 307:
Other: 230: 32 50 11 59 120 98 174:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 13.0 29.2 17.9 17.9 11.2 28.9 15.7
Old : 18.3 14.2 29.6 19.7 18.3 12.3 29.3 17.4
Other: 49.7 9.9 58.3 17.5 49.7 9.5 58.3 17.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 8,935: 3,657 499 155 1,158 5,836 4,970 6,490: 3,965 2,445
Old : 8,359: 3,606 561 80 1,063 5,615 4,749 6,256: 3,610 2,103
Other: 576: 121 8 5 95 221 221 234: 355 342
: : :
: : Changes in Commitments from: January 25, 2005 :
: 413: 423 111 80 -96 141 407 332: 6 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.6 1.7 13.0 65.3 55.6 72.6: 44.4 27.4
Old : 100.0: 43.1 6.7 1.0 12.7 67.2 56.8 74.8: 43.2 25.2
Other: 100.0: 21.0 1.4 0.9 16.5 38.4 38.4 40.6: 61.6 59.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 5 4 8 15 28 23:
Old : 39: 17 7 4 8 15 28 23:
Other: 12: 4 2 1 2 5 6 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 37.6 41.3 51.7 27.7 33.0 36.0 43.8
Old : 31.2 39.0 43.0 53.7 29.6 34.0 38.3 45.7
Other: 37.0 34.7 38.4 40.6 36.1 34.5 37.2 39.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 269,530: 31,256 107,015 22,219 161,571 76,931 215,046 206,165: 54,484 63,365
Old : 246,338: 29,771 111,107 14,582 153,945 64,520 198,298 190,209: 48,040 56,129
Other: 23,192: 8,948 3,371 174 7,626 12,411 16,748 15,956: 6,444 7,236
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,428: 4,035 7,080 2,220 9,712 5,319 15,967 14,619: 461 1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 39.7 8.2 59.9 28.5 79.8 76.5: 20.2 23.5
Old : 100.0: 12.1 45.1 5.9 62.5 26.2 80.5 77.2: 19.5 22.8
Other: 100.0: 38.6 14.5 0.8 32.9 53.5 72.2 68.8: 27.8 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 70 127 84 75 77 206 239:
Old : 304: 71 132 69 73 69 188 228:
Other: 115: 42 24 4 22 39 67 64:
:----------------------------------------------------------------------------------------------------
: 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 16.7 39.9 22.9 28.4 14.3 38.1 19.9
Old : 30.4 17.2 42.3 23.4 30.2 16.2 41.8 22.4
Other: 31.3 43.0 42.8 49.9 31.2 41.4 42.7 47.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 176,861: 22,457 57,439 19,638 111,251 73,921 153,346 150,998: 23,515 25,863
Old : 155,783: 20,532 58,791 11,698 103,787 61,564 136,017 132,053: 19,766 23,730
Other: 21,078: 6,514 3,237 3,351 7,464 12,357 17,329 18,945: 3,749 2,133
: : :
: : Changes in Commitments from: January 25, 2005 :
: 13,564: 54 6,598 652 11,371 3,355 12,077 10,605: 1,487 2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.5 11.1 62.9 41.8 86.7 85.4: 13.3 14.6
Old : 100.0: 13.2 37.7 7.5 66.6 39.5 87.3 84.8: 12.7 15.2
Other: 100.0: 30.9 15.4 15.9 35.4 58.6 82.2 89.9: 17.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 27 53 32 54 43 104 120:
Old : 158: 33 56 26 53 42 101 115:
Other: 46: 13 10 10 20 11 38 26:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 25.1 36.6 33.7 18.5 16.7 28.5 24.0
Old : 24.8 25.2 39.0 33.5 23.4 20.1 35.7 28.4
Other: 34.6 53.8 53.6 70.4 28.5 48.0 42.4 55.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 754,773: 151,403 168,968 21,164 418,351 397,153 590,918 587,285: 163,855 167,488
Old : 754,773: 151,403 168,968 21,164 418,351 397,153 590,918 587,285: 163,855 167,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 35,422: -35,803 12,055 10,121 45,548 20,273 19,866 42,449: 15,556 -7,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 22.4 2.8 55.4 52.6 78.3 77.8: 21.7 22.2
Old : 100.0: 20.1 22.4 2.8 55.4 52.6 78.3 77.8: 21.7 22.2
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 : 179: 38 41 20 54 75 107 125:
Old : 179: 38 41 20 54 75 107 125:
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 : 24.1 14.8 33.7 26.5 16.8 13.8 23.9 22.7
Old : 24.1 14.8 33.7 26.5 16.8 13.8 23.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 164,356: 10,304 43,835 28,008 97,604 64,087 135,916 135,930: 28,440 28,426
Old : 146,586: 14,055 42,174 18,895 87,787 58,375 120,737 119,444: 25,849 27,142
Other: 17,770: 2,177 7,589 3,185 9,817 5,712 15,179 16,486: 2,591 1,284
: : :
: : Changes in Commitments from: January 25, 2005 :
: 7,819: 1,153 2,275 1,043 5,748 2,338 7,944 5,656: -125 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 26.7 17.0 59.4 39.0 82.7 82.7: 17.3 17.3
Old : 100.0: 9.6 28.8 12.9 59.9 39.8 82.4 81.5: 17.6 18.5
Other: 100.0: 12.3 42.7 17.9 55.2 32.1 85.4 92.8: 14.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 19 57 50 50 48 111 133:
Old : 159: 28 54 45 48 47 107 129:
Other: 61: 14 16 9 28 13 50 30:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 17.3 39.2 25.7 21.5 8.8 29.0 14.5
Old : 25.4 17.8 38.7 25.5 22.5 10.7 31.6 17.7
Other: 39.1 53.7 54.1 70.7 35.9 46.2 45.3 56.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 5,233: 1,798 2,005 411 1,651 1,029 3,860 3,445: 1,373 1,788
Old : 5,224: 1,798 2,012 403 1,651 1,026 3,852 3,441: 1,372 1,783
Other: 9: 7 0 1 0 3 8 4: 1 5
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,002: 192 487 348 551 -186 1,091 649: -89 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 38.3 7.9 31.5 19.7 73.8 65.8: 26.2 34.2
Old : 100.0: 34.4 38.5 7.7 31.6 19.6 73.7 65.9: 26.3 34.1
Other: 100.0: 77.8 0.0 11.1 0.0 33.3 88.9 44.4: 11.1 55.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 13 6 11 7 28 22:
Old : 38: 13 13 6 11 7 28 22:
Other: 4: 2 0 1 0 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 30.6 47.6 45.6 28.0 29.8 39.3 40.1
Old : 34.0 30.6 47.7 45.6 28.0 29.8 39.3 40.1
Other: 88.9 44.4 88.9 44.4 77.8 33.3 77.8 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 308,462: 87,641 80,483 0 167,129 131,755 254,770 212,238: 53,692 96,224
Old : 308,462: 87,641 80,483 0 167,129 131,755 254,770 212,238: 53,692 96,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -3,504: 7,633 449 -700 -14,920 -5,048 -7,987 -5,299: 4,483 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 26.1 0.0 54.2 42.7 82.6 68.8: 17.4 31.2
Old : 100.0: 28.4 26.1 0.0 54.2 42.7 82.6 68.8: 17.4 31.2
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 : 112: 13 35 0 41 42 54 77:
Old : 112: 13 35 0 41 42 54 77:
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 17.1 43.7 25.0 31.3 17.0 43.4 24.1
Old : 31.3 17.1 43.7 25.0 31.3 17.0 43.4 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 1,749,409: 261,427 316,883 50,765 1,122,142 830,638 1,434,334 1,198,286: 315,075 551,123
Old : 1,749,409: 261,427 316,883 50,765 1,122,142 830,638 1,434,334 1,198,286: 315,075 551,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 105,948: -15,202 -13,332 16,328 53,863 40,222 54,989 43,218: 50,959 62,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.1 2.9 64.1 47.5 82.0 68.5: 18.0 31.5
Old : 100.0: 14.9 18.1 2.9 64.1 47.5 82.0 68.5: 18.0 31.5
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 : 254: 43 64 38 72 123 137 203:
Old : 254: 43 64 38 72 123 137 203:
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 : 37.0 11.1 46.9 19.4 33.7 9.8 41.8 15.1
Old : 37.0 11.1 46.9 19.4 33.7 9.8 41.8 15.1
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 - Futures Only, February 1, 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 : 1,220,394: 254,711 190,320 13,968 810,650 712,524 1,079,329 916,812: 141,065 303,582
Old : 1,220,394: 254,711 190,320 13,968 810,650 712,524 1,079,329 916,812: 141,065 303,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 61,004: -27,729 15,793 2,010 71,235 25,684 45,516 43,487: 15,488 17,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 15.6 1.1 66.4 58.4 88.4 75.1: 11.6 24.9
Old : 100.0: 20.9 15.6 1.1 66.4 58.4 88.4 75.1: 11.6 24.9
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 : 193: 32 49 20 61 91 104 149:
Old : 193: 32 49 20 61 91 104 149:
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 : 26.9 18.2 45.5 27.7 22.7 16.5 39.9 24.0
Old : 26.9 18.2 45.5 27.7 22.7 16.5 39.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 490,328: 186,415 48,525 47,890 188,962 349,417 423,267 445,832: 67,061 44,496
Old : 490,328: 186,415 48,525 47,890 188,962 349,417 423,267 445,832: 67,061 44,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 48,227: 27,559 -7,304 -1,984 -14,887 37,102 10,688 27,814: 37,539 20,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.9 9.8 38.5 71.3 86.3 90.9: 13.7 9.1
Old : 100.0: 38.0 9.9 9.8 38.5 71.3 86.3 90.9: 13.7 9.1
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 : 114: 37 14 20 49 50 92 78:
Old : 114: 37 14 20 49 50 92 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 38.7 48.6 50.2 28.0 38.3 39.4 48.3
Old : 36.3 38.7 48.6 50.2 28.0 38.3 39.4 48.3
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 - Futures Only, February 1, 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 : 47,494: 12,528 8,634 0 21,698 31,362 34,226 39,996: 13,268 7,498
Old : 47,494: 12,528 8,634 0 21,698 31,362 34,226 39,996: 13,268 7,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -675: -951 -1,271 -10 -915 61 -1,876 -1,220: 1,201 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 18.2 0.0 45.7 66.0 72.1 84.2: 27.9 15.8
Old : 100.0: 26.4 18.2 0.0 45.7 66.0 72.1 84.2: 27.9 15.8
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 : 62: 24 10 0 21 10 45 20:
Old : 62: 24 10 0 21 10 45 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 65.5 41.5 76.2 29.4 65.0 41.5 75.7
Old : 29.4 65.5 41.5 76.2 29.4 65.0 41.5 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 77,997: 10,773 24,497 358 46,738 25,846 57,869 50,701: 20,128 27,296
Old : 77,997: 10,773 24,497 358 46,738 25,846 57,869 50,701: 20,128 27,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,803: 1,203 -955 80 510 649 1,793 -226: 9,010 11,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 31.4 0.5 59.9 33.1 74.2 65.0: 25.8 35.0
Old : 100.0: 13.8 31.4 0.5 59.9 33.1 74.2 65.0: 25.8 35.0
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 : 64: 17 21 3 20 10 38 33:
Old : 64: 17 21 3 20 10 38 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 : 37.1 42.4 54.5 49.9 37.1 42.4 54.4 49.8
Old : 37.1 42.4 54.5 49.9 37.1 42.4 54.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Old : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,820: 256 26 0 1,529 1,739 1,785 1,765: 35 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Old : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
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 : 55: 5 20 3 18 17 26 37:
Old : 55: 5 20 3 18 17 26 37:
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 : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
Old : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
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 - Futures Only, February 1, 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 : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Old : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -80: -29 78 0 -120 87 -149 165: 69 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Old : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
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 : 24: 2 6 0 6 11 8 17:
Old : 24: 2 6 0 6 11 8 17:
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 : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
Old : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005