WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 230,851 COMMITMENTS 33,282 67,433 29,606 131,527 98,055 194,415 195,094 36,436 35,757 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 8,099) 1,329 -6,459 -823 8,065 15,952 8,571 8,670 -472 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 29.2 12.8 57.0 42.5 84.2 84.5 15.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 79 88 67 48 52 162 182 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 671,800 COMMITMENTS 80,890 165,545 57,881 392,497 262,472 531,268 485,898 140,532 185,902 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 14,383) 7,473 -22,137 20,288 -12,772 16,264 14,989 14,415 -606 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 24.6 8.6 58.4 39.1 79.1 72.3 20.9 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 105 136 105 166 153 339 350 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,665 COMMITMENTS 2,616 382 138 2,031 6,119 4,785 6,639 3,880 2,026 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -179) -497 -100 60 511 178 74 138 -253 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 4.4 1.6 23.4 70.6 55.2 76.6 44.8 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 4 11 17 26 25 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,376 COMMITMENTS 36,829 86,385 21,573 151,637 89,365 210,039 197,323 52,337 65,053 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -9,751) 4,997 -23,608 -776 -10,301 10,640 -6,080 -13,744 -3,671 3,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 32.9 8.2 57.8 34.1 80.1 75.2 19.9 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 75 131 96 80 82 225 256 MINI SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 9,397 COMMITMENTS 4,670 3,129 1,250 200 469 6,120 4,848 3,277 4,549 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 33.3 13.3 2.1 5.0 65.1 51.6 34.9 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 8 9 1 2 15 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 175,257 COMMITMENTS 21,071 53,253 22,102 106,692 76,384 149,865 151,739 25,392 23,518 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -12,601) -1,402 -8,069 622 -11,648 -2,818 -12,428 -10,265 -173 -2,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 30.4 12.6 60.9 43.6 85.5 86.6 14.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 29 51 34 49 47 99 124 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 800,676 COMMITMENTS 171,387 132,868 37,105 431,272 455,893 639,764 625,866 160,912 174,810 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -18,288) -22,591 -13,197 6,053 4,595 -13,002 -11,943 -20,146 -6,345 1,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 16.6 4.6 53.9 56.9 79.9 78.2 20.1 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 48 35 29 59 81 123 133 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 162,001 COMMITMENTS 13,415 38,028 30,767 87,923 64,080 132,105 132,875 29,896 29,126 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -16,297) 3,112 -15,327 147 -18,460 1,086 -15,201 -14,094 -1,096 -2,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 23.5 19.0 54.3 39.6 81.5 82.0 18.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 21 58 55 50 49 115 140 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,496 COMMITMENTS 1,815 2,080 394 1,718 1,427 3,927 3,901 1,569 1,595 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -58) -48 -21 -128 -55 280 -231 131 173 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 37.8 7.2 31.3 26.0 71.5 71.0 28.5 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 13 4 9 6 23 20 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 349,822 COMMITMENTS 107,008 80,546 6,091 185,422 161,851 298,521 248,488 51,301 101,334 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20,796) 2,920 3,146 6,091 15,471 15,776 24,482 25,013 -3,686 -4,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 23.0 1.7 53.0 46.3 85.3 71.0 14.7 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 19 35 4 43 53 62 92 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,865,429 COMMITMENTS 322,904 277,112 142,460 1102447 947,271 1567811 1366843 297,618 498,586 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 58,766) 24,905 -27,268 24,420 11,124 76,327 60,449 73,479 -1,683 -14,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 14.9 7.6 59.1 50.8 84.0 73.3 16.0 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 49 70 47 84 135 165 222 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,198,153 COMMITMENTS 254,352 158,022 34,617 755,934 707,662 1044903 900,301 153,250 297,852 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -65,274) 23,802 -26,824 16,825 -105,502 -15,266 -64,875 -25,265 -399 -40,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 13.2 2.9 63.1 59.1 87.2 75.1 12.8 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 38 44 23 64 99 114 154 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 428,567 COMMITMENTS 184,803 40,639 39,298 173,297 323,779 397,398 403,716 31,169 24,851 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 23,602) 11,373 1,382 5,672 7,261 18,837 24,306 25,891 -704 -2,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 9.5 9.2 40.4 75.5 92.7 94.2 7.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 36 13 29 50 46 96 79 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,852 COMMITMENTS 14,115 3,342 101 21,510 38,027 35,726 41,470 13,126 7,382 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 909) 1,508 171 45 -26 580 1,527 796 -618 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 6.8 0.2 44.0 77.8 73.1 84.9 26.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 25 11 2 20 12 46 24 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 71,875 COMMITMENTS 9,924 26,478 840 52,270 23,009 63,034 50,327 8,841 21,548 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,187) 1,134 -110 374 821 1,285 2,329 1,549 -142 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 36.8 1.2 72.7 32.0 87.7 70.0 12.3 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 19 20 6 20 10 43 32 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,739 COMMITMENTS 7,858 6,825 1,517 28,004 27,320 37,379 35,662 360 2,077 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -2,264) -903 -2,752 503 -1,861 -750 -2,261 -2,999 -3 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 18.1 4.0 74.2 72.4 99.0 94.5 1.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 22 4 19 19 27 43 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,991 COMMITMENTS 5,899 1,948 0 7,630 11,061 13,529 13,009 462 982 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -549) 210 45 0 -1,186 -1,055 -976 -1,010 427 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 13.9 0.0 54.5 79.1 96.7 93.0 3.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 7 0 6 10 8 17
Updated February 18, 2005