WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,752 COMMITMENTS 31,953 73,892 30,429 123,462 82,103 185,844 186,424 36,908 36,328 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 458) -456 -6 5,878 -1,680 -4,545 3,742 1,327 -3,284 -869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 33.2 13.7 55.4 36.9 83.4 83.7 16.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 70 91 60 44 46 146 174 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 657,417 COMMITMENTS 73,417 187,682 37,593 405,269 246,208 516,279 471,483 141,138 185,934 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 7,704) 867 1,095 4,238 941 1,852 6,046 7,185 1,658 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 28.5 5.7 61.6 37.5 78.5 71.7 21.5 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466) 100 135 89 165 152 316 346 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,844 COMMITMENTS 3,113 482 78 1,520 5,941 4,711 6,501 4,133 2,343 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -91) -544 -17 -77 362 105 -259 11 168 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 5.5 0.9 17.2 67.2 53.3 73.5 46.7 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 17 5 4 7 15 25 23 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,127 COMMITMENTS 31,832 109,993 22,349 161,938 78,725 216,119 211,067 56,008 61,060 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,597) 576 2,978 130 367 1,794 1,073 4,902 1,524 -2,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 40.4 8.2 59.5 28.9 79.4 77.6 20.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 72 135 93 76 74 214 253 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 187,858 COMMITMENTS 22,473 61,322 21,480 118,340 79,202 162,293 162,004 25,565 25,854 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,997) 16 3,883 1,842 7,089 5,281 8,947 11,006 2,050 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 32.6 11.4 63.0 42.2 86.4 86.2 13.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 29 59 34 52 42 103 128 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 818,964 COMMITMENTS 193,978 146,065 31,052 426,677 468,895 651,707 646,012 167,257 172,952 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 64,191) 42,575 -22,903 9,888 8,326 71,742 60,789 58,727 3,402 5,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 17.8 3.8 52.1 57.3 79.6 78.9 20.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 45 39 22 60 78 120 128 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 178,298 COMMITMENTS 10,303 53,355 30,620 106,383 62,994 147,306 146,969 30,992 31,329 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,942) -1 9,520 2,612 8,779 -1,093 11,390 11,039 2,552 2,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 29.9 17.2 59.7 35.3 82.6 82.4 17.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 19 65 52 53 47 115 144 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,554 COMMITMENTS 1,863 2,101 522 1,773 1,147 4,158 3,770 1,396 1,784 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 321) 65 96 111 122 118 298 325 23 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 37.8 9.4 31.9 20.7 74.9 67.9 25.1 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 13 6 11 6 27 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 329,026 COMMITMENTS 104,088 77,400 0 169,951 146,075 274,039 223,475 54,987 105,551 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 20,564) 16,447 -3,083 0 2,822 14,320 19,269 11,237 1,295 9,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 23.5 0.0 51.7 44.4 83.3 67.9 16.7 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 16 33 0 45 45 61 78 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,806,663 COMMITMENTS 297,999 304,380 118,040 1091323 870,944 1507362 1293364 299,301 513,299 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 57,254) 36,572 -12,503 67,275 -30,819 40,306 73,028 95,078 -15,774 -37,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 16.8 6.5 60.4 48.2 83.4 71.6 16.6 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 46 70 42 86 133 161 218 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,263,427 COMMITMENTS 230,550 184,846 17,792 861,436 722,928 1109778 925,566 153,649 337,861 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 43,033) -24,161 -5,474 3,824 50,786 10,404 30,449 8,754 12,584 34,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 14.6 1.4 68.2 57.2 87.8 73.3 12.2 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 37 44 20 62 95 107 151 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 404,965 COMMITMENTS 173,430 39,257 33,626 166,036 304,942 373,092 377,825 31,873 27,140 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -85,363) -12,985 -9,268 -14,264 -22,926 -44,475 -50,175 -68,007 -35,188 -17,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 9.7 8.3 41.0 75.3 92.1 93.3 7.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 34 11 23 50 46 91 74 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,943 COMMITMENTS 12,607 3,171 56 21,536 37,447 34,199 40,674 13,744 7,269 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 449) 79 -5,463 56 -162 6,085 -27 678 476 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 6.6 0.1 44.9 78.1 71.3 84.8 28.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 24 10 1 20 12 45 22 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 69,688 COMMITMENTS 8,790 26,588 466 51,449 21,724 60,705 48,778 8,983 20,910 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -8,309) -1,983 2,091 108 4,711 -4,122 2,836 -1,923 -11,145 -6,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 38.2 0.7 73.8 31.2 87.1 70.0 12.9 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 22 4 20 8 36 32 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,003 COMMITMENTS 8,761 9,577 1,014 29,865 28,070 39,640 38,661 363 1,342 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -942) 655 -688 0 -1,641 -149 -986 -837 44 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 23.9 2.5 74.7 70.2 99.1 96.6 0.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 23 3 19 19 27 42 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,540 COMMITMENTS 5,689 1,903 0 8,816 12,116 14,505 14,019 35 521 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 406) 0 238 0 456 -138 456 100 -50 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 13.1 0.0 60.6 83.3 99.8 96.4 0.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 7 0 6 10 8 17
Updated February 11, 2005