WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 220,792: 39,805 55,022 23,481 122,171 105,283 185,457 183,786: 35,335 37,006
Old : 160,165: 37,653 50,832 5,346 91,352 77,796 134,351 133,974: 25,814 26,191
Other: 60,627: 10,787 12,825 9,500 30,819 27,487 51,106 49,812: 9,521 10,815
: : :
: : Changes in Commitments from: February 15, 2005 :
: -10,059: 6,523 -12,411 -6,125 -9,356 7,228 -8,958 -11,308: -1,101 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 24.9 10.6 55.3 47.7 84.0 83.2: 16.0 16.8
Old : 100.0: 23.5 31.7 3.3 57.0 48.6 83.9 83.6: 16.1 16.4
Other: 100.0: 17.8 21.2 15.7 50.8 45.3 84.3 82.2: 15.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 69 83 63 44 50 157 160:
Old : 207: 73 72 31 31 43 121 130:
Other: 128: 41 40 34 26 39 86 97:
:----------------------------------------------------------------------------------------------------
: 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 : 33.0 31.7 46.6 39.3 33.0 30.8 46.4 38.1
Old : 39.0 34.7 52.4 43.0 39.0 34.7 52.3 43.0
Other: 47.4 33.2 55.4 45.3 43.0 29.1 47.8 36.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 644,026: 93,992 139,378 36,676 377,930 279,496 508,598 455,550: 135,428 188,476
Old : 543,434: 88,291 137,148 25,571 309,849 232,899 423,711 395,618: 119,723 147,816
Other: 100,592: 15,175 11,704 1,631 68,081 46,597 84,887 59,932: 15,705 40,660
: : :
: : Changes in Commitments from: February 15, 2005 :
: -27,774: 13,102 -26,167 -21,205 -14,567 17,024 -22,670 -30,348: -5,104 2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 21.6 5.7 58.7 43.4 79.0 70.7: 21.0 29.3
Old : 100.0: 16.2 25.2 4.7 57.0 42.9 78.0 72.8: 22.0 27.2
Other: 100.0: 15.1 11.6 1.6 67.7 46.3 84.4 59.6: 15.6 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 114 102 91 158 149 318 318:
Old : 431: 115 107 75 146 140 301 295:
Other: 232: 37 46 13 63 121 108 172:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 15.9 28.5 21.1 18.1 12.7 28.2 17.7
Old : 19.2 17.4 30.3 22.9 19.2 13.6 29.4 19.0
Other: 42.0 14.4 51.1 21.7 42.0 14.0 51.1 21.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 8,050: 2,232 585 22 2,080 5,704 4,334 6,311: 3,716 1,739
Old : 7,206: 2,092 587 1 1,960 5,279 4,053 5,867: 3,153 1,339
Other: 844: 161 19 0 120 425 281 444: 563 400
: : :
: : Changes in Commitments from: February 15, 2005 :
: -615: -384 203 -116 49 -415 -451 -328: -164 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.3 0.3 25.8 70.9 53.8 78.4: 46.2 21.6
Old : 100.0: 29.0 8.1 0.0 27.2 73.3 56.2 81.4: 43.8 18.6
Other: 100.0: 19.1 2.3 0.0 14.2 50.4 33.3 52.6: 66.7 47.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 4 3 8 16 22 22:
Old : 33: 12 5 1 8 15 21 20:
Other: 14: 4 2 0 3 6 7 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 : 28.4 45.3 39.9 59.6 18.4 35.9 26.3 47.5
Old : 30.4 49.7 42.9 64.7 20.6 39.2 28.9 51.4
Other: 26.2 41.9 33.3 52.6 26.2 41.9 33.1 52.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 265,774: 38,055 67,274 21,893 153,463 101,083 213,411 190,250: 52,363 75,524
Old : 237,467: 37,674 73,432 12,415 143,069 89,774 193,158 175,621: 44,309 61,846
Other: 28,307: 9,447 2,908 412 10,394 11,309 20,253 14,629: 8,054 13,678
: : :
: : Changes in Commitments from: February 15, 2005 :
: 3,398: 1,226 -19,111 320 1,826 11,718 3,372 -7,073: 26 10,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.3 8.2 57.7 38.0 80.3 71.6: 19.7 28.4
Old : 100.0: 15.9 30.9 5.2 60.2 37.8 81.3 74.0: 18.7 26.0
Other: 100.0: 33.4 10.3 1.5 36.7 40.0 71.5 51.7: 28.5 48.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 65 117 87 70 86 205 241:
Old : 301: 71 120 64 66 77 183 223:
Other: 112: 36 25 8 20 43 59 73:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 17.5 40.4 23.3 26.0 13.5 35.9 18.2
Old : 29.7 17.7 42.8 23.9 27.6 15.8 38.8 21.2
Other: 34.6 27.7 49.1 33.6 33.9 26.5 48.4 31.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 166,079: 21,219 37,422 23,495 93,907 82,550 138,621 143,467: 27,458 22,612
Old : 142,278: 20,414 38,867 15,007 84,237 68,324 119,658 122,198: 22,620 20,080
Other: 23,801: 6,424 4,174 2,869 9,670 14,226 18,963 21,269: 4,838 2,532
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,178: 148 -15,831 1,393 -12,785 6,166 -11,244 -8,272: 2,066 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.5 14.1 56.5 49.7 83.5 86.4: 16.5 13.6
Old : 100.0: 14.3 27.3 10.5 59.2 48.0 84.1 85.9: 15.9 14.1
Other: 100.0: 27.0 17.5 12.1 40.6 59.8 79.7 89.4: 20.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 33 44 35 51 48 107 116:
Old : 154: 37 48 33 51 45 106 112:
Other: 54: 15 13 11 19 15 39 34:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 25.5 30.6 35.3 15.3 15.6 24.5 21.9
Old : 21.4 24.0 34.3 33.2 19.8 17.9 30.3 25.2
Other: 34.5 49.2 50.5 65.4 30.7 40.0 40.2 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 781,552: 135,263 127,625 42,614 451,160 430,408 629,037 600,647: 152,515 180,905
Old : 781,552: 135,263 127,625 42,614 451,160 430,408 629,037 600,647: 152,515 180,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -19,124: -36,124 -5,243 5,509 19,888 -25,485 -10,727 -25,219: -8,397 6,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.3 5.5 57.7 55.1 80.5 76.9: 19.5 23.1
Old : 100.0: 17.3 16.3 5.5 57.7 55.1 80.5 76.9: 19.5 23.1
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 : 172: 44 30 26 57 78 112 128:
Old : 172: 44 30 26 57 78 112 128:
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 : 25.0 16.5 33.3 28.2 16.7 14.0 22.8 23.5
Old : 25.0 16.5 33.3 28.2 16.7 14.0 22.8 23.5
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 - Futures Only, February 22, 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 : 163,367: 25,432 25,075 30,991 75,509 80,505 131,932 136,571: 31,435 26,796
Old : 140,489: 28,879 23,797 20,852 62,340 71,130 112,071 115,779: 28,418 24,710
Other: 22,878: 1,376 6,101 5,316 13,169 9,375 19,861 20,792: 3,017 2,086
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,366: 12,017 -12,953 224 -12,414 16,425 -173 3,696: 1,539 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.3 19.0 46.2 49.3 80.8 83.6: 19.2 16.4
Old : 100.0: 20.6 16.9 14.8 44.4 50.6 79.8 82.4: 20.2 17.6
Other: 100.0: 6.0 26.7 23.2 57.6 41.0 86.8 90.9: 13.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 34 43 52 51 52 128 128:
Old : 165: 46 39 47 49 52 123 126:
Other: 65: 11 18 15 27 16 49 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 : 20.3 20.9 29.1 31.0 11.7 11.8 17.0 18.4
Old : 17.0 22.0 26.6 31.1 12.5 14.4 18.6 22.6
Other: 41.7 53.5 57.2 69.7 38.8 44.3 47.8 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 5,676: 1,860 2,392 281 1,848 1,359 3,989 4,032: 1,687 1,644
Old : 5,667: 1,860 2,392 276 1,848 1,356 3,984 4,024: 1,683 1,643
Other: 9: 2 2 3 0 3 5 8: 4 1
: : :
: : Changes in Commitments from: February 15, 2005 :
: 180: 45 312 -113 130 -68 62 131: 118 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 42.1 5.0 32.6 23.9 70.3 71.0: 29.7 29.0
Old : 100.0: 32.8 42.2 4.9 32.6 23.9 70.3 71.0: 29.7 29.0
Other: 100.0: 22.2 22.2 33.3 0.0 33.3 55.6 88.9: 44.4 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 15 4 10 7 24 23:
Old : 37: 10 16 4 10 7 24 23:
Other: 4: 2 1 1 0 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 37.3 29.0 48.9 44.4 28.8 24.2 38.3 34.2
Old : 37.3 29.1 49.0 44.4 28.8 24.2 38.3 34.3
Other: 55.6 88.9 55.6 88.9 22.2 55.6 22.2 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 379,969: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,120 117,796
Old : 379,969: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,120 117,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 30,147: -5,782 10,802 7,076 17,034 -4,193 18,328 13,685: 11,819 16,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Old : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
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 : 120: 18 34 5 47 53 65 92:
Old : 120: 18 34 5 47 53 65 92:
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 : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Old : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
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 22, 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 : 2,036,556: 445,415 358,495 170,482 1,110,416 953,489 1,726,313 1,482,466: 310,243 554,090
Old : 2,036,556: 445,415 358,495 170,482 1,110,416 953,489 1,726,313 1,482,466: 310,243 554,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 171,127: 122,511 81,383 28,022 7,969 6,218 158,502 115,623: 12,625 55,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.6 8.4 54.5 46.8 84.8 72.8: 15.2 27.2
Old : 100.0: 21.9 17.6 8.4 54.5 46.8 84.8 72.8: 15.2 27.2
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 : 254: 46 66 37 81 121 148 203:
Old : 254: 46 66 37 81 121 148 203:
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 : 32.4 12.6 47.5 22.0 29.9 11.8 39.5 16.9
Old : 32.4 12.6 47.5 22.0 29.9 11.8 39.5 16.9
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 22, 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 : 1,288,620: 200,374 185,674 53,283 886,088 700,668 1,139,745 939,625: 148,875 348,995
Old : 1,288,620: 200,374 185,674 53,283 886,088 700,668 1,139,745 939,625: 148,875 348,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 90,467: -53,978 27,652 18,666 130,154 -6,994 94,842 39,324: -4,375 51,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.4 4.1 68.8 54.4 88.4 72.9: 11.6 27.1
Old : 100.0: 15.5 14.4 4.1 68.8 54.4 88.4 72.9: 11.6 27.1
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 : 180: 25 52 17 61 89 97 147:
Old : 180: 25 52 17 61 89 97 147:
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 : 28.5 15.7 42.3 23.1 25.1 12.1 37.2 16.9
Old : 28.5 15.7 42.3 23.1 25.1 12.1 37.2 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 442,360: 147,815 35,222 38,887 172,188 340,271 358,890 414,380: 83,470 27,980
Old : 442,360: 147,815 35,222 38,887 172,188 340,271 358,890 414,380: 83,470 27,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 13,793: -36,988 -5,417 -411 -1,109 16,492 -38,508 10,664: 52,301 3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.0 8.8 38.9 76.9 81.1 93.7: 18.9 6.3
Old : 100.0: 33.4 8.0 8.8 38.9 76.9 81.1 93.7: 18.9 6.3
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 : 107: 38 7 27 52 47 95 78:
Old : 107: 38 7 27 52 47 95 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 : 29.0 49.5 40.9 60.1 25.0 49.4 33.8 57.8
Old : 29.0 49.5 40.9 60.1 25.0 49.4 33.8 57.8
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 22, 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 : 49,043: 14,011 3,130 35 21,264 38,314 35,310 41,479: 13,733 7,564
Old : 49,043: 14,011 3,130 35 21,264 38,314 35,310 41,479: 13,733 7,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 191: -104 -212 -66 -246 287 -416 9: 607 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.4 0.1 43.4 78.1 72.0 84.6: 28.0 15.4
Old : 100.0: 28.6 6.4 0.1 43.4 78.1 72.0 84.6: 28.0 15.4
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 : 64: 23 12 1 19 12 43 24:
Old : 64: 23 12 1 19 12 43 24:
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 : 29.1 64.9 40.7 74.4 29.1 64.4 40.7 73.8
Old : 29.1 64.9 40.7 74.4 29.1 64.4 40.7 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 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 : 72,036: 8,389 26,003 1,161 53,427 22,313 62,977 49,477: 9,059 22,559
Old : 72,036: 8,389 26,003 1,161 53,427 22,313 62,977 49,477: 9,059 22,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 161: -1,535 -475 321 1,157 -696 -57 -850: 218 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 36.1 1.6 74.2 31.0 87.4 68.7: 12.6 31.3
Old : 100.0: 11.6 36.1 1.6 74.2 31.0 87.4 68.7: 12.6 31.3
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 : 65: 14 24 5 20 11 37 37:
Old : 65: 14 24 5 20 11 37 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 : 50.2 42.8 65.9 50.7 50.0 42.8 65.8 49.8
Old : 50.2 42.8 65.9 50.7 50.0 42.8 65.8 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 22, 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 : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Old : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -530: -1,325 -550 0 525 -151 -800 -701: 270 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Old : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
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 : 61: 6 23 4 19 19 27 44:
Old : 61: 6 23 4 19 19 27 44:
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 : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Old : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
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 22, 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 : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Old : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 696: -243 797 0 838 323 595 1,120: 101 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Old : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
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 : 27: 1 9 0 7 11 8 20:
Old : 27: 1 9 0 7 11 8 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 : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Old : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005