WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 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 : 222,752: 31,953 73,892 30,429 123,462 82,103 185,844 186,424: 36,908 36,328
Old : 176,304: 35,410 73,255 14,088 98,205 60,821 147,703 148,164: 28,601 28,140
Other: 46,448: 6,437 10,531 6,447 25,257 21,282 38,141 38,260: 8,307 8,188
: : :
: : Changes in Commitments from: February 1, 2005 :
: 458: -456 -6 5,878 -1,680 -4,545 3,742 1,327: -3,284 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 33.2 13.7 55.4 36.9 83.4 83.7: 16.6 16.3
Old : 100.0: 20.1 41.6 8.0 55.7 34.5 83.8 84.0: 16.2 16.0
Other: 100.0: 13.9 22.7 13.9 54.4 45.8 82.1 82.4: 17.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 70 91 60 44 46 146 174:
Old : 222: 73 88 37 36 41 126 152:
Other: 113: 40 31 26 22 35 74 82:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 24.9 46.2 32.2 31.7 23.3 45.0 29.8
Old : 36.9 24.6 49.0 32.8 36.9 24.0 49.0 32.2
Other: 50.7 35.3 58.2 47.1 44.9 30.7 48.8 39.9
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 8, 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 : 657,417: 73,417 187,682 37,593 405,269 246,208 516,279 471,483: 141,138 185,934
Old : 568,131: 72,082 179,769 29,084 338,502 211,461 439,668 420,314: 128,463 147,817
Other: 89,286: 8,798 15,376 1,046 66,767 34,747 76,611 51,169: 12,675 38,117
: : :
: : Changes in Commitments from: February 1, 2005 :
: 7,704: 867 1,095 4,238 941 1,852 6,046 7,185: 1,658 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.5 5.7 61.6 37.5 78.5 71.7: 21.5 28.3
Old : 100.0: 12.7 31.6 5.1 59.6 37.2 77.4 74.0: 22.6 26.0
Other: 100.0: 9.9 17.2 1.2 74.8 38.9 85.8 57.3: 14.2 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 100 135 89 165 152 316 346:
Old : 455: 108 127 75 159 139 303 319:
Other: 225: 30 50 12 62 117 100 171:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 13.0 28.7 18.0 17.7 10.3 28.4 14.9
Old : 18.2 14.7 29.2 20.0 18.1 11.5 28.9 16.7
Other: 48.2 9.9 56.9 16.8 48.2 9.5 56.9 15.9
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 8, 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 : 8,844: 3,113 482 78 1,520 5,941 4,711 6,501: 4,133 2,343
Old : 8,182: 3,039 503 38 1,425 5,606 4,502 6,147: 3,680 2,035
Other: 662: 114 19 0 95 335 209 354: 453 308
: : :
: : Changes in Commitments from: February 1, 2005 :
: -91: -544 -17 -77 362 105 -259 11: 168 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 5.5 0.9 17.2 67.2 53.3 73.5: 46.7 26.5
Old : 100.0: 37.1 6.1 0.5 17.4 68.5 55.0 75.1: 45.0 24.9
Other: 100.0: 17.2 2.9 0.0 14.4 50.6 31.6 53.5: 68.4 46.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 5 4 7 15 25 23:
Old : 36: 17 5 4 7 14 25 22:
Other: 14: 4 2 0 2 7 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 40.0 37.3 53.8 22.3 32.4 29.8 42.2
Old : 27.8 41.7 39.2 56.6 24.1 33.7 31.7 44.7
Other: 30.4 39.9 31.6 53.2 30.4 39.9 31.3 52.9
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 8, 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 : 272,127: 31,832 109,993 22,349 161,938 78,725 216,119 211,067: 56,008 61,060
Old : 249,065: 30,466 114,939 14,589 154,823 66,354 199,878 195,882: 49,187 53,183
Other: 23,062: 8,947 2,635 179 7,115 12,371 16,241 15,185: 6,821 7,877
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,597: 576 2,978 130 367 1,794 1,073 4,902: 1,524 -2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 40.4 8.2 59.5 28.9 79.4 77.6: 20.6 22.4
Old : 100.0: 12.2 46.1 5.9 62.2 26.6 80.3 78.6: 19.7 21.4
Other: 100.0: 38.8 11.4 0.8 30.9 53.6 70.4 65.8: 29.6 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 72 135 93 76 74 214 253:
Old : 318: 70 143 76 73 67 194 243:
Other: 109: 41 21 4 21 37 65 59:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 17.2 39.0 23.7 27.3 13.9 37.0 19.7
Old : 29.5 17.2 41.4 23.7 29.3 15.8 40.2 22.2
Other: 29.7 43.2 42.2 49.8 29.6 41.7 41.9 47.4
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 8, 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 : 187,858: 22,473 61,322 21,480 118,340 79,202 162,293 162,004: 25,565 25,854
Old : 165,572: 19,984 62,076 13,535 110,267 66,121 143,786 141,732: 21,786 23,840
Other: 22,286: 7,043 3,800 3,391 8,073 13,081 18,507 20,272: 3,779 2,014
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,997: 16 3,883 1,842 7,089 5,281 8,947 11,006: 2,050 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 32.6 11.4 63.0 42.2 86.4 86.2: 13.6 13.8
Old : 100.0: 12.1 37.5 8.2 66.6 39.9 86.8 85.6: 13.2 14.4
Other: 100.0: 31.6 17.1 15.2 36.2 58.7 83.0 91.0: 17.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 29 59 34 52 42 103 128:
Old : 164: 36 61 29 51 41 100 123:
Other: 46: 12 12 10 18 11 36 27:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 25.7 37.9 34.9 18.0 15.3 28.0 22.5
Old : 26.0 26.1 39.6 34.4 23.6 18.1 34.7 26.3
Other: 37.5 53.1 54.4 69.6 30.8 45.6 43.1 53.4
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 8, 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 : 818,964: 193,978 146,065 31,052 426,677 468,895 651,707 646,012: 167,257 172,952
Old : 818,964: 193,978 146,065 31,052 426,677 468,895 651,707 646,012: 167,257 172,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 64,191: 42,575 -22,903 9,888 8,326 71,742 60,789 58,727: 3,402 5,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.8 3.8 52.1 57.3 79.6 78.9: 20.4 21.1
Old : 100.0: 23.7 17.8 3.8 52.1 57.3 79.6 78.9: 20.4 21.1
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 : 184: 45 39 22 60 78 120 128:
Old : 184: 45 39 22 60 78 120 128:
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 : 22.6 14.4 31.8 26.7 15.7 12.7 23.2 22.8
Old : 22.6 14.4 31.8 26.7 15.7 12.7 23.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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 8, 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 : 178,298: 10,303 53,355 30,620 106,383 62,994 147,306 146,969: 30,992 31,329
Old : 158,139: 14,533 51,670 20,685 94,573 56,282 129,791 128,637: 28,348 29,502
Other: 20,159: 1,570 7,485 4,135 11,810 6,712 17,515 18,332: 2,644 1,827
: : :
: : Changes in Commitments from: February 1, 2005 :
: 13,942: -1 9,520 2,612 8,779 -1,093 11,390 11,039: 2,552 2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 29.9 17.2 59.7 35.3 82.6 82.4: 17.4 17.6
Old : 100.0: 9.2 32.7 13.1 59.8 35.6 82.1 81.3: 17.9 18.7
Other: 100.0: 7.8 37.1 20.5 58.6 33.3 86.9 90.9: 13.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 19 65 52 53 47 115 144:
Old : 170: 29 63 49 51 46 112 141:
Other: 59: 12 17 9 27 11 47 29:
:----------------------------------------------------------------------------------------------------
: 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 16.1 40.0 24.1 21.7 8.3 28.0 14.0
Old : 27.2 16.8 39.5 24.2 22.9 9.3 31.0 15.8
Other: 39.0 53.7 54.9 69.2 34.9 42.7 44.9 50.8
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 8, 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 : 5,554: 1,863 2,101 522 1,773 1,147 4,158 3,770: 1,396 1,784
Old : 5,547: 1,862 2,106 516 1,773 1,144 4,151 3,766: 1,396 1,781
Other: 7: 6 0 1 0 3 7 4: 0 3
: : :
: : Changes in Commitments from: February 1, 2005 :
: 321: 65 96 111 122 118 298 325: 23 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 37.8 9.4 31.9 20.7 74.9 67.9: 25.1 32.1
Old : 100.0: 33.6 38.0 9.3 32.0 20.6 74.8 67.9: 25.2 32.1
Other: 100.0: 85.7 0.0 14.3 0.0 42.9 100.0 57.1: 0.0 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 13 6 11 6 27 22:
Old : 38: 13 13 6 11 6 27 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 : 35.1 27.8 49.0 45.4 26.9 27.8 37.1 37.8
Old : 35.1 27.8 49.1 45.4 26.9 27.8 37.1 37.8
Other: 100.0 57.1 100.0 57.1 85.7 42.9 85.7 42.9
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 8, 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 : 329,026: 104,088 77,400 0 169,951 146,075 274,039 223,475: 54,987 105,551
Old : 329,026: 104,088 77,400 0 169,951 146,075 274,039 223,475: 54,987 105,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 20,564: 16,447 -3,083 0 2,822 14,320 19,269 11,237: 1,295 9,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 23.5 0.0 51.7 44.4 83.3 67.9: 16.7 32.1
Old : 100.0: 31.6 23.5 0.0 51.7 44.4 83.3 67.9: 16.7 32.1
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 : 118: 16 33 0 45 45 61 78:
Old : 118: 16 33 0 45 45 61 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 : 30.3 21.1 42.8 29.1 30.3 20.3 42.2 27.6
Old : 30.3 21.1 42.8 29.1 30.3 20.3 42.2 27.6
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 - 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 8, 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 : 1,806,663: 297,999 304,380 118,040 1,091,323 870,944 1,507,362 1,293,364: 299,301 513,299
Old : 1,806,663: 297,999 304,380 118,040 1,091,323 870,944 1,507,362 1,293,364: 299,301 513,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 57,254: 36,572 -12,503 67,275 -30,819 40,306 73,028 95,078: -15,774 -37,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.8 6.5 60.4 48.2 83.4 71.6: 16.6 28.4
Old : 100.0: 16.5 16.8 6.5 60.4 48.2 83.4 71.6: 16.6 28.4
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 : 276: 46 70 42 86 133 161 218:
Old : 276: 46 70 42 86 133 161 218:
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 : 32.6 11.7 42.8 20.7 29.5 10.5 37.2 15.8
Old : 32.6 11.7 42.8 20.7 29.5 10.5 37.2 15.8
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 8, 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 : 1,263,427: 230,550 184,846 17,792 861,436 722,928 1,109,778 925,566: 153,649 337,861
Old : 1,263,427: 230,550 184,846 17,792 861,436 722,928 1,109,778 925,566: 153,649 337,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 43,033: -24,161 -5,474 3,824 50,786 10,404 30,449 8,754: 12,584 34,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 14.6 1.4 68.2 57.2 87.8 73.3: 12.2 26.7
Old : 100.0: 18.2 14.6 1.4 68.2 57.2 87.8 73.3: 12.2 26.7
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 : 194: 37 44 20 62 95 107 151:
Old : 194: 37 44 20 62 95 107 151:
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 16.3 46.5 24.1 24.6 14.8 40.0 20.6
Old : 27.8 16.3 46.5 24.1 24.6 14.8 40.0 20.6
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 8, 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 : 404,965: 173,430 39,257 33,626 166,036 304,942 373,092 377,825: 31,873 27,140
Old : 404,965: 173,430 39,257 33,626 166,036 304,942 373,092 377,825: 31,873 27,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -85,363: -12,985 -9,268 -14,264 -22,926 -44,475 -50,175 -68,007: -35,188 -17,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 9.7 8.3 41.0 75.3 92.1 93.3: 7.9 6.7
Old : 100.0: 42.8 9.7 8.3 41.0 75.3 92.1 93.3: 7.9 6.7
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 : 107: 34 11 23 50 46 91 74:
Old : 107: 34 11 23 50 46 91 74:
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 : 39.8 45.4 54.5 57.5 35.2 45.2 47.9 55.6
Old : 39.8 45.4 54.5 57.5 35.2 45.2 47.9 55.6
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 8, 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 : 47,943: 12,607 3,171 56 21,536 37,447 34,199 40,674: 13,744 7,269
Old : 47,943: 12,607 3,171 56 21,536 37,447 34,199 40,674: 13,744 7,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 449: 79 -5,463 56 -162 6,085 -27 678: 476 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 6.6 0.1 44.9 78.1 71.3 84.8: 28.7 15.2
Old : 100.0: 26.3 6.6 0.1 44.9 78.1 71.3 84.8: 28.7 15.2
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 : 63: 24 10 1 20 12 45 22:
Old : 63: 24 10 1 20 12 45 22:
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 : 29.6 65.3 41.5 75.8 29.6 64.8 41.5 75.2
Old : 29.6 65.3 41.5 75.8 29.6 64.8 41.5 75.2
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 8, 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 : 69,688: 8,790 26,588 466 51,449 21,724 60,705 48,778: 8,983 20,910
Old : 69,688: 8,790 26,588 466 51,449 21,724 60,705 48,778: 8,983 20,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -8,309: -1,983 2,091 108 4,711 -4,122 2,836 -1,923: -11,145 -6,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 38.2 0.7 73.8 31.2 87.1 70.0: 12.9 30.0
Old : 100.0: 12.6 38.2 0.7 73.8 31.2 87.1 70.0: 12.9 30.0
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 : 60: 14 22 4 20 8 36 32:
Old : 60: 14 22 4 20 8 36 32:
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 44.7 67.2 53.4 47.7 44.7 67.1 52.6
Old : 47.7 44.7 67.2 53.4 47.7 44.7 67.1 52.6
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 8, 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 : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Old : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -942: 655 -688 0 -1,641 -149 -986 -837: 44 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Old : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
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 : 60: 5 23 3 19 19 27 42:
Old : 60: 5 23 3 19 19 27 42:
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 : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Old : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
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 8, 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 : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Old : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 406: 0 238 0 456 -138 456 100: -50 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Old : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
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 7 0 6 10 8 17:
Old : 24: 2 7 0 6 10 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 : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Old : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 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 : 24,398: 2,801 2,602 1,027 15,591 14,512 19,419 18,141: 4,979 6,257
Old : 24,398: 2,801 2,602 1,027 15,591 14,512 19,419 18,141: 4,979 6,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -2,198: -833 -344 60 -914 -1,264 -1,687 -1,548: -511 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.7 4.2 63.9 59.5 79.6 74.4: 20.4 25.6
Old : 100.0: 11.5 10.7 4.2 63.9 59.5 79.6 74.4: 20.4 25.6
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 : 50: 12 7 10 23 19 38 33:
Old : 50: 12 7 10 23 19 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 : 51.1 36.1 63.2 54.8 51.1 35.4 60.2 53.0
Old : 51.1 36.1 63.2 54.8 51.1 35.4 60.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
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 : 26,596: 3,634 2,946 967 16,505 15,776 21,106 19,689: 5,490 6,907
Old : 26,596: 3,634 2,946 967 16,505 15,776 21,106 19,689: 5,490 6,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 516: 819 -44 -167 -790 383 -138 172: 654 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.1 3.6 62.1 59.3 79.4 74.0: 20.6 26.0
Old : 100.0: 13.7 11.1 3.6 62.1 59.3 79.4 74.0: 20.6 26.0
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 : 49: 13 7 10 21 19 38 32:
Old : 49: 13 7 10 21 19 38 32:
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 : 50.6 36.2 61.5 54.1 49.3 35.9 59.2 52.1
Old : 50.6 36.2 61.5 54.1 49.3 35.9 59.2 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,610: 22,237 9,509 19,359 39,116 40,492 80,712 69,360: 19,898 31,250
Old : 99,165: 22,430 9,556 19,062 38,365 40,172 79,857 68,790: 19,308 30,375
Other: 1,445: 64 210 40 751 320 855 570: 590 875
: : :
: : Changes in Commitments from: February 1, 2005 :
: -2,192: -2,664 2,067 -131 392 -2,101 -2,403 -165: 211 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.5 19.2 38.9 40.2 80.2 68.9: 19.8 31.1
Old : 100.0: 22.6 9.6 19.2 38.7 40.5 80.5 69.4: 19.5 30.6
Other: 100.0: 4.4 14.5 2.8 52.0 22.1 59.2 39.4: 40.8 60.6
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 53 40 51 25 36 117 101:
Old : 152: 53 40 51 25 36 117 101:
Other: 14: 4 2 1 4 6 9 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 : 24.9 20.7 35.9 31.6 24.9 19.7 34.8 28.1
Old : 25.3 21.0 36.4 32.1 25.3 20.5 35.1 29.0
Other: 52.0 36.1 58.9 39.4 50.0 33.7 54.5 34.7
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
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 40,000 POUNDS) :
: : :
All : 102,802: 24,901 7,442 19,490 38,724 42,593 83,115 69,525: 19,687 33,277
Old : 101,659: 25,126 7,454 19,253 38,212 42,408 82,591 69,115: 19,068 32,544
Other: 1,143: 12 225 0 512 185 524 410: 619 733
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,469: -1,228 1,581 2,592 1,448 -827 2,812 3,346: -343 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.2 19.0 37.7 41.4 80.8 67.6: 19.2 32.4
Old : 100.0: 24.7 7.3 18.9 37.6 41.7 81.2 68.0: 18.8 32.0
Other: 100.0: 1.0 19.7 0.0 44.8 16.2 45.8 35.9: 54.2 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 52 33 52 26 39 120 101:
Old : 152: 52 33 52 25 39 119 101:
Other: 11: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 21.5 34.8 31.4 24.0 20.7 33.7 28.8
Old : 24.3 21.7 35.2 31.8 24.2 21.3 34.0 29.4
Other: 44.8 35.1 45.8 35.9 42.7 33.5 43.7 33.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,674: 253 1,008 418 1,292 356 1,963 1,782: 711 892
Old : 2,674: 253 1,008 418 1,292 356 1,963 1,782: 711 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 353: -244 556 161 503 -167 420 550: -67 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 37.7 15.6 48.3 13.3 73.4 66.6: 26.6 33.4
Old : 100.0: 9.5 37.7 15.6 48.3 13.3 73.4 66.6: 26.6 33.4
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 : 30: 5 16 6 8 2 18 20:
Old : 30: 5 16 6 8 2 18 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 : 49.4 31.7 62.0 47.4 44.5 25.7 52.6 37.7
Old : 49.4 31.7 62.0 47.4 44.5 25.7 52.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
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 40,000 POUNDS) :
: : :
All : 2,321: 497 452 257 789 523 1,543 1,232: 778 1,089
Old : 2,321: 497 452 257 789 523 1,543 1,232: 778 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 318: 58 -89 164 -55 85 167 160: 151 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 19.5 11.1 34.0 22.5 66.5 53.1: 33.5 46.9
Old : 100.0: 21.4 19.5 11.1 34.0 22.5 66.5 53.1: 33.5 46.9
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 : 25: 6 10 3 7 4 15 16:
Old : 25: 6 10 3 7 4 15 16:
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 : 40.2 28.7 57.0 43.5 39.8 24.6 48.0 33.0
Old : 40.2 28.7 57.0 43.5 39.8 24.6 48.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 149,847: 46,405 15,509 16,749 67,134 76,581 130,288 108,839: 19,559 41,008
Old : 149,847: 46,405 15,509 16,749 67,134 76,581 130,288 108,839: 19,559 41,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 320: 4,789 -628 -2,898 -417 1,281 1,474 -2,245: -1,154 2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 10.3 11.2 44.8 51.1 86.9 72.6: 13.1 27.4
Old : 100.0: 31.0 10.3 11.2 44.8 51.1 86.9 72.6: 13.1 27.4
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 : 231: 62 38 49 65 106 159 172:
Old : 231: 62 38 49 65 106 159 172:
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 : 21.8 11.8 37.0 19.7 20.4 11.2 34.5 18.2
Old : 21.8 11.8 37.0 19.7 20.4 11.2 34.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
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 40,000 POUNDS) :
: : :
All : 149,527: 41,616 16,137 19,647 67,551 75,300 128,814 111,084: 20,713 38,443
Old : 149,527: 41,616 16,137 19,647 67,551 75,300 128,814 111,084: 20,713 38,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,114: 1,247 -115 -2,574 3,324 4,623 1,997 1,934: 2,117 2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.8 13.1 45.2 50.4 86.1 74.3: 13.9 25.7
Old : 100.0: 27.8 10.8 13.1 45.2 50.4 86.1 74.3: 13.9 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 : 216: 54 32 48 63 103 145 169:
Old : 216: 54 32 48 63 103 145 169:
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 : 22.5 12.2 38.1 21.0 20.1 10.4 33.3 17.6
Old : 22.5 12.2 38.1 21.0 20.1 10.4 33.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,295: 2,225 475 142 567 3,056 2,934 3,673: 2,361 1,622
Old : 5,295: 2,225 475 142 567 3,056 2,934 3,673: 2,361 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 943: 528 107 35 18 358 581 500: 362 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 9.0 2.7 10.7 57.7 55.4 69.4: 44.6 30.6
Old : 100.0: 42.0 9.0 2.7 10.7 57.7 55.4 69.4: 44.6 30.6
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 : 56: 22 9 7 12 18 40 29:
Old : 56: 22 9 7 12 18 40 29:
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 : 20.9 42.7 30.3 50.6 20.9 42.7 29.6 50.1
Old : 20.9 42.7 30.3 50.6 20.9 42.7 29.6 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
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 110,000 BOARD FEET) :
: : :
All : 4,352: 1,697 368 107 549 2,698 2,353 3,173: 1,999 1,179
Old : 4,352: 1,697 368 107 549 2,698 2,353 3,173: 1,999 1,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 448: 184 56 49 47 279 280 384: 168 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 8.5 2.5 12.6 62.0 54.1 72.9: 45.9 27.1
Old : 100.0: 39.0 8.5 2.5 12.6 62.0 54.1 72.9: 45.9 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 : 53: 22 6 6 12 19 37 29:
Old : 53: 22 6 6 12 19 37 29:
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 : 19.2 45.0 27.7 53.3 18.4 45.0 26.6 52.6
Old : 19.2 45.0 27.7 53.3 18.4 45.0 26.6 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,926: 5,904 3,278 3,490 8,022 4,197 17,416 10,965: 4,510 10,961
Old : 21,926: 5,904 3,278 3,490 8,022 4,197 17,416 10,965: 4,510 10,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,624: -454 328 1,362 1,026 300 1,934 1,990: 690 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.0 15.9 36.6 19.1 79.4 50.0: 20.6 50.0
Old : 100.0: 26.9 15.0 15.9 36.6 19.1 79.4 50.0: 20.6 50.0
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 : 106: 29 18 22 33 40 74 72:
Old : 106: 29 18 22 33 40 74 72:
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 : 27.7 17.6 40.9 24.0 19.5 10.3 30.1 15.3
Old : 27.7 17.6 40.9 24.0 19.5 10.3 30.1 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
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 50,000 POUNDS) :
: : :
All : 19,302: 6,358 2,950 2,128 6,996 3,897 15,482 8,975: 3,820 10,327
Old : 19,302: 6,358 2,950 2,128 6,996 3,897 15,482 8,975: 3,820 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -647: -105 -273 27 -499 269 -577 23: -70 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.3 11.0 36.2 20.2 80.2 46.5: 19.8 53.5
Old : 100.0: 32.9 15.3 11.0 36.2 20.2 80.2 46.5: 19.8 53.5
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 : 97: 31 14 18 27 34 66 60:
Old : 97: 31 14 18 27 34 66 60:
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 : 27.0 13.4 39.8 20.2 22.6 10.8 35.0 16.0
Old : 27.0 13.4 39.8 20.2 22.6 10.8 35.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 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 CANADIAN DOLLARS) :
: : :
All : 82,670: 10,606 17,971 649 46,446 46,639 57,701 65,259: 24,969 17,411
Old : 82,670: 10,606 17,971 649 46,446 46,639 57,701 65,259: 24,969 17,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,664: -1,521 7,113 253 9,433 -3,780 8,165 3,586: -2,501 2,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 21.7 0.8 56.2 56.4 69.8 78.9: 30.2 21.1
Old : 100.0: 12.8 21.7 0.8 56.2 56.4 69.8 78.9: 30.2 21.1
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 : 65: 14 16 3 26 18 42 35:
Old : 65: 14 16 3 26 18 42 35:
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 : 28.7 38.2 43.0 53.7 26.3 38.2 39.7 53.6
Old : 28.7 38.2 43.0 53.7 26.3 38.2 39.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
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 CANADIAN DOLLARS) :
: : :
All : 77,006: 12,127 10,858 396 37,013 50,419 49,536 61,673: 27,470 15,333
Old : 77,006: 12,127 10,858 396 37,013 50,419 49,536 61,673: 27,470 15,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,844: -5,225 -3,841 -57 3,928 3,195 -1,354 -703: -490 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.1 0.5 48.1 65.5 64.3 80.1: 35.7 19.9
Old : 100.0: 15.7 14.1 0.5 48.1 65.5 64.3 80.1: 35.7 19.9
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 : 58: 18 8 2 22 18 40 28:
Old : 58: 18 8 2 22 18 40 28:
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 : 23.0 43.7 36.9 59.1 20.4 43.7 33.4 58.8
Old : 23.0 43.7 36.9 59.1 20.4 43.7 33.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 56,861: 3,371 20,545 412 41,738 17,981 45,521 38,938: 11,340 17,923
Old : 56,861: 3,371 20,545 412 41,738 17,981 45,521 38,938: 11,340 17,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,002: -2,951 6,823 -25 7,270 -5,364 4,294 1,434: 708 3,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 36.1 0.7 73.4 31.6 80.1 68.5: 19.9 31.5
Old : 100.0: 5.9 36.1 0.7 73.4 31.6 80.1 68.5: 19.9 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 : 36: 5 15 1 15 4 21 19:
Old : 36: 5 15 1 15 4 21 19:
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 : 47.4 43.0 64.2 57.4 47.4 42.8 64.2 57.3
Old : 47.4 43.0 64.2 57.4 47.4 42.8 64.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
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 125,000 SWISS FRANCS) :
: : :
All : 51,859: 6,322 13,722 437 34,468 23,345 41,227 37,504: 10,632 14,355
Old : 51,859: 6,322 13,722 437 34,468 23,345 41,227 37,504: 10,632 14,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 790: -1,721 498 410 4,660 453 3,349 1,361: -2,559 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 26.5 0.8 66.5 45.0 79.5 72.3: 20.5 27.7
Old : 100.0: 12.2 26.5 0.8 66.5 45.0 79.5 72.3: 20.5 27.7
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 : 33: 7 10 2 13 6 21 17:
Old : 33: 7 10 2 13 6 21 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 : 45.3 47.1 62.4 62.4 45.3 47.0 62.4 62.2
Old : 45.3 47.1 62.4 62.4 45.3 47.0 62.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 82,779: 58,515 6,567 167 14,418 72,186 73,100 78,920: 9,679 3,859
Old : 82,779: 58,515 6,567 167 14,418 72,186 73,100 78,920: 9,679 3,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,411: 4,843 129 -519 -1,428 3,769 2,896 3,379: 515 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 7.9 0.2 17.4 87.2 88.3 95.3: 11.7 4.7
Old : 100.0: 70.7 7.9 0.2 17.4 87.2 88.3 95.3: 11.7 4.7
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 : 92: 53 8 1 11 23 65 31:
Old : 92: 53 8 1 11 23 65 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 : 32.6 53.2 49.7 73.5 32.6 53.1 49.7 73.3
Old : 32.6 53.2 49.7 73.5 32.6 53.1 49.7 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
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 500,000 MEXICAN PESOS) :
: : :
All : 79,368: 53,672 6,438 686 15,846 68,417 70,204 75,541: 9,164 3,827
Old : 79,368: 53,672 6,438 686 15,846 68,417 70,204 75,541: 9,164 3,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,280: 10,704 -1,650 -113 -2,107 12,303 8,484 10,540: 1,796 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 8.1 0.9 20.0 86.2 88.5 95.2: 11.5 4.8
Old : 100.0: 67.6 8.1 0.9 20.0 86.2 88.5 95.2: 11.5 4.8
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 : 86: 46 9 2 12 21 60 31:
Old : 86: 46 9 2 12 21 60 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 : 33.3 51.6 50.2 73.6 33.3 51.4 50.2 73.4
Old : 33.3 51.6 50.2 73.6 33.3 51.4 50.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 64,686: 15,190 5,081 369 28,999 45,861 44,558 51,311: 20,128 13,375
Old : 64,686: 15,190 5,081 369 28,999 45,861 44,558 51,311: 20,128 13,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,240: -4,401 2,183 -125 4,593 -4,066 67 -2,008: -1,307 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.9 0.6 44.8 70.9 68.9 79.3: 31.1 20.7
Old : 100.0: 23.5 7.9 0.6 44.8 70.9 68.9 79.3: 31.1 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 : 41: 13 8 2 13 11 28 19:
Old : 41: 13 8 2 13 11 28 19:
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 : 29.3 46.7 43.8 68.6 28.4 44.8 41.4 64.4
Old : 29.3 46.7 43.8 68.6 28.4 44.8 41.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
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 62,500 POUNDS STERLING) :
: : :
All : 65,926: 19,591 2,898 494 24,406 49,927 44,491 53,319: 21,435 12,607
Old : 65,926: 19,591 2,898 494 24,406 49,927 44,491 53,319: 21,435 12,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,955: 975 272 447 941 4,399 2,363 5,118: -408 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 4.4 0.7 37.0 75.7 67.5 80.9: 32.5 19.1
Old : 100.0: 29.7 4.4 0.7 37.0 75.7 67.5 80.9: 32.5 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 : 43: 16 8 3 12 12 30 21:
Old : 43: 16 8 3 12 12 30 21:
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 : 26.0 52.2 38.8 72.4 24.8 51.5 36.5 68.2
Old : 26.0 52.2 38.8 72.4 24.8 51.5 36.5 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 155,552: 19,798 34,088 6 101,203 98,396 121,007 132,490: 34,545 23,062
Old : 155,552: 19,798 34,088 6 101,203 98,396 121,007 132,490: 34,545 23,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -11,573: -11,416 3,273 4 2,569 -24,314 -8,843 -21,037: -2,730 9,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 21.9 0.0 65.1 63.3 77.8 85.2: 22.2 14.8
Old : 100.0: 12.7 21.9 0.0 65.1 63.3 77.8 85.2: 22.2 14.8
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 : 64: 18 16 3 21 20 41 37:
Old : 64: 18 16 3 21 20 41 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 : 49.8 47.7 62.0 64.2 41.8 40.7 50.6 52.8
Old : 49.8 47.7 62.0 64.2 41.8 40.7 50.6 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
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 12,500,000 JAPANESE YEN) :
: : :
All : 167,125: 31,214 30,815 2 98,634 122,710 129,850 153,527: 37,275 13,598
Old : 167,125: 31,214 30,815 2 98,634 122,710 129,850 153,527: 37,275 13,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,943: -2,394 -1,869 -121 7,799 11,374 5,284 9,384: -341 -4,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.4 0.0 59.0 73.4 77.7 91.9: 22.3 8.1
Old : 100.0: 18.7 18.4 0.0 59.0 73.4 77.7 91.9: 22.3 8.1
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 : 69: 27 10 2 21 21 49 32:
Old : 69: 27 10 2 21 21 49 32:
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 : 44.1 55.7 57.0 71.3 36.6 49.6 46.8 61.8
Old : 44.1 55.7 57.0 71.3 36.6 49.6 46.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 152,377: 26,185 26,816 708 63,001 70,153 89,894 97,677: 62,483 54,700
Old : 152,377: 26,185 26,816 708 63,001 70,153 89,894 97,677: 62,483 54,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 23,167: 205 2,761 178 5,180 5,907 5,563 8,846: 17,604 14,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 17.6 0.5 41.3 46.0 59.0 64.1: 41.0 35.9
Old : 100.0: 17.2 17.6 0.5 41.3 46.0 59.0 64.1: 41.0 35.9
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 : 89: 24 24 7 30 22 57 50:
Old : 89: 24 24 7 30 22 57 50:
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 : 23.4 26.1 33.1 38.0 19.1 25.0 28.8 34.7
Old : 23.4 26.1 33.1 38.0 19.1 25.0 28.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
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 125,000 EUROS) :
: : :
All : 129,210: 25,980 24,055 530 57,821 64,246 84,331 88,831: 44,879 40,379
Old : 129,210: 25,980 24,055 530 57,821 64,246 84,331 88,831: 44,879 40,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,993: 579 -578 -44 1,812 2,839 2,347 2,217: -4,340 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.6 0.4 44.7 49.7 65.3 68.7: 34.7 31.3
Old : 100.0: 20.1 18.6 0.4 44.7 49.7 65.3 68.7: 34.7 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 : 91: 34 18 7 30 23 65 47:
Old : 91: 34 18 7 30 23 65 47:
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 : 27.1 29.7 35.8 44.9 23.7 28.8 32.2 42.4
Old : 27.1 29.7 35.8 44.9 23.7 28.8 32.2 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Old : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,981: 52 0 -46 3,609 3,941 3,615 3,895: 366 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
Old : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
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 : 30: 5 0 2 13 22 18 24:
Old : 30: 5 0 2 13 22 18 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 : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
Old : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
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 $3,000,000 FACE VALUE) :
: : :
All : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Old : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,092: 3,135 0 89 5,596 8,052 8,820 8,141: -728 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Old : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
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 : 31: 5 0 2 14 23 19 25:
Old : 31: 5 0 2 14 23 19 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 : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Old : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,722,120: 693,778 1,035,837 826,332 5,327,364 4,381,747 6,847,474 6,243,916: 874,646 1,478,204
Old : 7,722,120: 693,778 1,035,837 826,332 5,327,364 4,381,747 6,847,474 6,243,916: 874,646 1,478,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 148,648: 59,882 45,894 31,524 32,262 10,507 123,668 87,925: 24,980 60,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.4 10.7 69.0 56.7 88.7 80.9: 11.3 19.1
Old : 100.0: 9.0 13.4 10.7 69.0 56.7 88.7 80.9: 11.3 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 : 247: 41 69 73 115 125 201 229:
Old : 247: 41 69 73 115 125 201 229:
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 : 28.2 14.4 44.9 23.7 26.0 12.2 37.6 18.4
Old : 28.2 14.4 44.9 23.7 26.0 12.2 37.6 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
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 $1,000,000 FACE VALUE) :
: : :
All : 7,573,472: 633,896 989,943 794,808 5,295,102 4,371,240 6,723,806 6,155,991: 849,666 1,417,481
Old : 7,573,472: 633,896 989,943 794,808 5,295,102 4,371,240 6,723,806 6,155,991: 849,666 1,417,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 247,206: 2,744 55,164 32,464 180,169 98,634 215,377 186,262: 31,829 60,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.1 10.5 69.9 57.7 88.8 81.3: 11.2 18.7
Old : 100.0: 8.4 13.1 10.5 69.9 57.7 88.8 81.3: 11.2 18.7
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 : 239: 43 63 66 117 121 197 216:
Old : 239: 43 63 66 117 121 197 216:
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 14.7 45.8 24.0 26.3 12.3 38.6 18.5
Old : 28.8 14.7 45.8 24.0 26.3 12.3 38.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 681,198: 62,351 81,567 5,111 468,184 495,112 535,646 581,790: 145,552 99,408
Old : 681,198: 62,351 81,567 5,111 468,184 495,112 535,646 581,790: 145,552 99,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 12,590: 476 -1,225 140 10,011 7,722 10,627 6,637: 1,963 5,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.0 0.8 68.7 72.7 78.6 85.4: 21.4 14.6
Old : 100.0: 9.2 12.0 0.8 68.7 72.7 78.6 85.4: 21.4 14.6
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 : 185: 37 34 15 89 61 137 99:
Old : 185: 37 34 15 89 61 137 99:
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 : 20.3 32.1 29.5 46.2 19.5 31.9 28.5 46.0
Old : 20.3 32.1 29.5 46.2 19.5 31.9 28.5 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 668,608: 61,875 82,792 4,971 458,173 487,390 525,019 575,153: 143,589 93,455
Old : 668,608: 61,875 82,792 4,971 458,173 487,390 525,019 575,153: 143,589 93,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -8,986: -10,121 6,290 -5,034 1,628 -7,109 -13,527 -5,853: 4,541 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.4 0.7 68.5 72.9 78.5 86.0: 21.5 14.0
Old : 100.0: 9.3 12.4 0.7 68.5 72.9 78.5 86.0: 21.5 14.0
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 : 188: 39 35 17 90 62 141 102:
Old : 188: 39 35 17 90 62 141 102:
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 : 20.4 32.3 29.1 46.8 19.4 32.3 28.0 46.6
Old : 20.4 32.3 29.1 46.8 19.4 32.3 28.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 868,919: 176,235 186,446 4,938 385,571 589,668 566,744 781,052: 302,175 87,867
Old : 868,919: 176,235 186,446 4,938 385,571 589,668 566,744 781,052: 302,175 87,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 56,906: 17,769 24,560 -2,132 14,580 48,394 30,217 70,822: 26,689 -13,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 21.5 0.6 44.4 67.9 65.2 89.9: 34.8 10.1
Old : 100.0: 20.3 21.5 0.6 44.4 67.9 65.2 89.9: 34.8 10.1
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 : 162: 35 53 11 52 49 98 102:
Old : 162: 35 53 11 52 49 98 102:
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 : 19.0 32.6 30.0 45.9 17.3 30.4 27.5 41.6
Old : 19.0 32.6 30.0 45.9 17.3 30.4 27.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 812,013: 158,466 161,886 7,070 370,991 541,274 536,527 710,230: 275,486 101,783
Old : 812,013: 158,466 161,886 7,070 370,991 541,274 536,527 710,230: 275,486 101,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -37,665: -13,366 48,045 -2,552 20,896 -89,090 4,978 -43,597: -42,643 5,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.9 0.9 45.7 66.7 66.1 87.5: 33.9 12.5
Old : 100.0: 19.5 19.9 0.9 45.7 66.7 66.1 87.5: 33.9 12.5
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 : 147: 29 43 14 51 49 92 94:
Old : 147: 29 43 14 51 49 92 94:
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 : 19.7 34.5 31.7 45.9 18.2 31.3 29.5 41.4
Old : 19.7 34.5 31.7 45.9 18.2 31.3 29.5 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Old : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 254: 370 0 0 124 119 494 119: -240 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
Old : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
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 : 29: 4 0 0 13 13 17 13:
Old : 29: 4 0 0 13 13 17 13:
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 : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
Old : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Old : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 63: 9 0 0 -627 81 -618 81: 681 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Old : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
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 : 27: 2 0 0 13 13 15 13:
Old : 27: 2 0 0 13 13 15 13:
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 : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Old : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Old : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,566: 864 135 7 -201 1,704 670 1,846: 896 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
Old : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
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 : 40: 5 6 2 18 18 24 25:
Old : 40: 5 6 2 18 18 24 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 : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
Old : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Old : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,215: 1,546 118 104 249 1,725 1,899 1,947: 316 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Old : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
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 : 38: 3 5 1 19 18 22 24:
Old : 38: 3 5 1 19 18 22 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 : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Old : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 78,723: 5,630 16,247 143 33,422 50,426 39,195 66,816: 39,528 11,907
Old : 78,723: 5,630 16,247 143 33,422 50,426 39,195 66,816: 39,528 11,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,536: -1,696 507 -209 1,440 913 -465 1,211: 4,001 2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 20.6 0.2 42.5 64.1 49.8 84.9: 50.2 15.1
Old : 100.0: 7.2 20.6 0.2 42.5 64.1 49.8 84.9: 50.2 15.1
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 : 83: 14 19 1 34 27 48 47:
Old : 83: 14 19 1 34 27 48 47:
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 : 17.7 43.5 26.1 59.0 17.7 42.1 24.9 55.9
Old : 17.7 43.5 26.1 59.0 17.7 42.1 24.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,187: 7,326 15,740 352 31,982 49,513 39,660 65,605: 35,527 9,582
Old : 75,187: 7,326 15,740 352 31,982 49,513 39,660 65,605: 35,527 9,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,268: 418 434 186 -129 174 475 794: -1,743 -2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.9 0.5 42.5 65.9 52.7 87.3: 47.3 12.7
Old : 100.0: 9.7 20.9 0.5 42.5 65.9 52.7 87.3: 47.3 12.7
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 : 85: 15 20 2 33 28 48 50:
Old : 85: 15 20 2 33 28 48 50:
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 : 17.4 43.3 26.4 59.5 17.4 41.5 25.7 56.3
Old : 17.4 43.3 26.4 59.5 17.4 41.5 25.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 382,465: 85,447 113,267 2,203 264,578 113,488 352,228 228,958: 30,237 153,507
Old : 382,465: 85,447 113,267 2,203 264,578 113,488 352,228 228,958: 30,237 153,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 13,082: 2,314 12,633 75 9,347 -15,476 11,736 -2,768: 1,346 15,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.6 0.6 69.2 29.7 92.1 59.9: 7.9 40.1
Old : 100.0: 22.3 29.6 0.6 69.2 29.7 92.1 59.9: 7.9 40.1
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 : 189: 58 65 10 47 32 110 102:
Old : 189: 58 65 10 47 32 110 102:
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 : 46.3 23.3 64.5 31.8 40.8 18.1 58.0 24.0
Old : 46.3 23.3 64.5 31.8 40.8 18.1 58.0 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 369,383: 83,133 100,634 2,128 255,231 128,964 340,492 231,726: 28,891 137,657
Old : 369,383: 83,133 100,634 2,128 255,231 128,964 340,492 231,726: 28,891 137,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,664: -33,878 22,088 -1,130 62,358 -11,533 27,350 9,425: -10,686 7,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.2 0.6 69.1 34.9 92.2 62.7: 7.8 37.3
Old : 100.0: 22.5 27.2 0.6 69.1 34.9 92.2 62.7: 7.8 37.3
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 : 183: 56 60 7 46 33 104 98:
Old : 183: 56 60 7 46 33 104 98:
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 : 44.7 22.8 61.6 32.8 39.0 18.6 55.9 24.5
Old : 44.7 22.8 61.6 32.8 39.0 18.6 55.9 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 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 AUSTRALIAN DOLLARS) :
: : :
All : 76,844: 36,050 8,451 211 16,625 60,624 52,886 69,286: 23,958 7,558
Old : 76,844: 36,050 8,451 211 16,625 60,624 52,886 69,286: 23,958 7,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -3,053: -2,380 5,805 -792 698 -6,461 -2,474 -1,448: -579 -1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 11.0 0.3 21.6 78.9 68.8 90.2: 31.2 9.8
Old : 100.0: 46.9 11.0 0.3 21.6 78.9 68.8 90.2: 31.2 9.8
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 : 47: 17 5 3 12 20 30 27:
Old : 47: 17 5 3 12 20 30 27:
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 : 35.6 46.9 47.3 70.4 35.6 46.8 47.3 70.2
Old : 35.6 46.9 47.3 70.4 35.6 46.8 47.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
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 AUSTRALIAN DOLLARS) :
: : :
All : 79,897: 38,430 2,646 1,003 15,927 67,085 55,360 70,734: 24,537 9,163
Old : 79,897: 38,430 2,646 1,003 15,927 67,085 55,360 70,734: 24,537 9,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,083: 6,525 1,644 991 -1,064 7,618 6,452 10,253: 1,631 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 3.3 1.3 19.9 84.0 69.3 88.5: 30.7 11.5
Old : 100.0: 48.1 3.3 1.3 19.9 84.0 69.3 88.5: 30.7 11.5
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 : 46: 17 5 2 12 19 30 25:
Old : 46: 17 5 2 12 19 30 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 : 32.9 48.1 45.6 69.7 32.9 48.0 45.4 69.5
Old : 32.9 48.1 45.6 69.7 32.9 48.0 45.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,814: 933 9,512 0 16,896 11,182 17,829 20,694: 6,985 4,120
Old : 24,814: 933 9,512 0 16,896 11,182 17,829 20,694: 6,985 4,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 655: -71 688 0 253 331 182 1,019: 473 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 38.3 0.0 68.1 45.1 71.9 83.4: 28.1 16.6
Old : 100.0: 3.8 38.3 0.0 68.1 45.1 71.9 83.4: 28.1 16.6
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 : 54: 3 12 0 27 17 30 29:
Old : 54: 3 12 0 27 17 30 29:
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 : 30.3 44.5 43.0 55.3 22.7 40.0 35.4 50.2
Old : 30.3 44.5 43.0 55.3 22.7 40.0 35.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,159: 1,004 8,824 0 16,643 10,851 17,647 19,675: 6,512 4,484
Old : 24,159: 1,004 8,824 0 16,643 10,851 17,647 19,675: 6,512 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 401: -34 267 0 748 402 714 669: -313 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
Old : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
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: 3 11 0 26 17 29 28:
Old : 52: 3 11 0 26 17 29 28:
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 : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Old : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Old : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,229: 1,921 3,713 -402 5,363 -268 6,882 3,043: -5,653 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 9.6
Old : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 9.6
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 : 92: 16 26 4 28 36 47 63:
Old : 92: 16 26 4 28 36 47 63:
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 : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
Old : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Old : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,145: 1,001 -558 61 -1,568 568 -506 71: 1,651 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
Old : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
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 : 91: 15 23 5 28 39 47 63:
Old : 91: 15 23 5 28 39 47 63:
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 : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Old : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 36,832: 10,378 8,027 110 12,881 22,193 23,369 30,330: 13,463 6,502
Old : 36,832: 10,378 8,027 110 12,881 22,193 23,369 30,330: 13,463 6,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,383: 400 813 -2 1,487 1,236 1,885 2,047: 498 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.8 0.3 35.0 60.3 63.4 82.3: 36.6 17.7
Old : 100.0: 28.2 21.8 0.3 35.0 60.3 63.4 82.3: 36.6 17.7
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 : 69: 19 16 2 18 19 38 36:
Old : 69: 19 16 2 18 19 38 36:
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 : 18.4 31.5 29.9 46.6 15.2 29.1 25.3 42.8
Old : 18.4 31.5 29.9 46.6 15.2 29.1 25.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,449: 9,978 7,214 112 11,394 20,957 21,484 28,283: 12,965 6,166
Old : 34,449: 9,978 7,214 112 11,394 20,957 21,484 28,283: 12,965 6,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,218: 530 1,424 -20 1,049 -287 1,559 1,117: -341 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 20.9 0.3 33.1 60.8 62.4 82.1: 37.6 17.9
Old : 100.0: 29.0 20.9 0.3 33.1 60.8 62.4 82.1: 37.6 17.9
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 : 66: 19 16 2 16 18 36 35:
Old : 66: 19 16 2 16 18 36 35:
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 : 16.8 32.2 28.7 46.9 14.7 28.8 24.2 41.6
Old : 16.8 32.2 28.7 46.9 14.7 28.8 24.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,864: 437 6,336 2,917 59,637 73,391 62,991 82,644: 56,873 37,220
Old : 119,864: 437 6,336 2,917 59,637 73,391 62,991 82,644: 56,873 37,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,406: -157 5 79 -1,533 -2,441 -1,611 -2,357: 205 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
Old : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
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 : 47: 4 15 6 18 23 25 42:
Old : 47: 4 15 6 18 23 25 42:
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 : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Old : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
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 Y100,000,000 FACE VALUE) :
: : :
All : 121,270: 594 6,331 2,838 61,170 75,832 64,602 85,001: 56,668 36,269
Old : 121,270: 594 6,331 2,838 61,170 75,832 64,602 85,001: 56,668 36,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -974: 243 -220 106 3,698 -1,809 4,047 -1,923: -5,021 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.2 2.3 50.4 62.5 53.3 70.1: 46.7 29.9
Old : 100.0: 0.5 5.2 2.3 50.4 62.5 53.3 70.1: 46.7 29.9
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 : 44: 3 14 4 17 23 22 40:
Old : 44: 3 14 4 17 23 22 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 : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Old : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 8, 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 TROY OUNCES) :
: : :
All : 95,344: 39,463 11,700 7,064 19,194 66,421 65,721 85,185: 29,623 10,159
Old : 95,344: 39,463 11,700 7,064 19,194 66,421 65,721 85,185: 29,623 10,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 171: -1,522 947 482 469 -2,719 -571 -1,290: 742 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 12.3 7.4 20.1 69.7 68.9 89.3: 31.1 10.7
Old : 100.0: 41.4 12.3 7.4 20.1 69.7 68.9 89.3: 31.1 10.7
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 : 153: 91 20 29 20 32 120 76:
Old : 153: 91 20 29 20 32 120 76:
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 : 18.1 29.8 27.1 45.0 16.1 28.5 23.2 43.5
Old : 18.1 29.8 27.1 45.0 16.1 28.5 23.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 95,173: 40,985 10,753 6,582 18,725 69,140 66,292 86,475: 28,881 8,698
Old : 95,173: 40,985 10,753 6,582 18,725 69,140 66,292 86,475: 28,881 8,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,718: 176 170 421 -137 -1,809 460 -1,218: -2,178 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 11.3 6.9 19.7 72.6 69.7 90.9: 30.3 9.1
Old : 100.0: 43.1 11.3 6.9 19.7 72.6 69.7 90.9: 30.3 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 : 154: 93 19 28 21 32 123 73:
Old : 154: 93 19 28 21 32 123 73:
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 : 18.1 32.7 27.1 48.4 16.4 31.4 23.9 47.0
Old : 18.1 32.7 27.1 48.4 16.4 31.4 23.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 85,163: 23,230 8,412 11,903 36,340 55,441 71,473 75,756: 13,690 9,407
Old : 85,163: 23,230 8,412 11,903 36,340 55,441 71,473 75,756: 13,690 9,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -3,647: -3,571 -1,074 -1,245 1,446 -2,066 -3,370 -4,385: -277 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.9 14.0 42.7 65.1 83.9 89.0: 16.1 11.0
Old : 100.0: 27.3 9.9 14.0 42.7 65.1 83.9 89.0: 16.1 11.0
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 : 139: 48 39 27 37 36 107 86:
Old : 139: 48 39 27 37 36 107 86:
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 : 26.0 44.2 38.8 59.8 22.6 39.3 33.8 52.0
Old : 26.0 44.2 38.8 59.8 22.6 39.3 33.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
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 25,000 POUNDS) :
: : :
All : 88,810: 26,801 9,486 13,148 34,894 57,507 74,843 80,141: 13,967 8,669
Old : 88,810: 26,801 9,486 13,148 34,894 57,507 74,843 80,141: 13,967 8,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,352: -326 2,239 36 1,518 -1,886 1,228 389: 124 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.7 14.8 39.3 64.8 84.3 90.2: 15.7 9.8
Old : 100.0: 30.2 10.7 14.8 39.3 64.8 84.3 90.2: 15.7 9.8
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 : 143: 52 38 28 37 36 110 87:
Old : 143: 52 38 28 37 36 110 87:
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 : 25.7 44.5 38.4 59.6 22.5 38.6 33.5 51.5
Old : 25.7 44.5 38.4 59.6 22.5 38.6 33.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 255,424: 97,630 86,455 15,041 95,269 133,451 207,940 234,947: 47,484 20,477
Old : 255,424: 97,630 86,455 15,041 95,269 133,451 207,940 234,947: 47,484 20,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,308: -4,758 12,185 -341 7,604 -11,786 2,505 58: -197 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 33.8 5.9 37.3 52.2 81.4 92.0: 18.6 8.0
Old : 100.0: 38.2 33.8 5.9 37.3 52.2 81.4 92.0: 18.6 8.0
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 : 205: 92 58 33 37 37 150 113:
Old : 205: 92 58 33 37 37 150 113:
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 : 27.0 29.5 35.4 49.9 23.7 26.4 30.5 43.5
Old : 27.0 29.5 35.4 49.9 23.7 26.4 30.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 253,116: 102,388 74,270 15,382 87,665 145,237 205,435 234,889: 47,681 18,227
Old : 253,116: 102,388 74,270 15,382 87,665 145,237 205,435 234,889: 47,681 18,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -20,314: -4,990 -4,763 -3,340 834 -1,178 -7,496 -9,281: -12,818 -11,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 29.3 6.1 34.6 57.4 81.2 92.8: 18.8 7.2
Old : 100.0: 40.5 29.3 6.1 34.6 57.4 81.2 92.8: 18.8 7.2
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 : 202: 100 53 31 35 37 152 106:
Old : 202: 100 53 31 35 37 152 106:
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 : 27.5 31.9 36.7 52.5 24.8 28.4 32.3 45.2
Old : 27.5 31.9 36.7 52.5 24.8 28.4 32.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Old : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,089: 492 77 -27 120 485 585 535: 504 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
Old : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
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 : 30: 18 2 3 6 7 27 11:
Old : 30: 18 2 3 6 7 27 11:
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 : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Old : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Old : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 322: -4 -3 11 -111 40 -104 48: 426 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
Old : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
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 : 25: 13 3 4 6 6 23 11:
Old : 25: 13 3 4 6 6 23 11:
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 : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Old : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 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 : 82,142: 9,962 27,733 5,581 48,861 28,875 64,404 62,189: 17,738 19,953
Old : 59,175: 10,083 26,096 1,410 35,321 16,644 46,814 44,150: 12,361 15,025
Other: 22,967: 2,070 3,828 1,980 13,540 12,231 17,590 18,039: 5,377 4,928
: : :
: : Changes in Commitments from: February 1, 2005 :
: 8,093: 1,110 1,652 1,171 3,946 3,264 6,227 6,087: 1,866 2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 33.8 6.8 59.5 35.2 78.4 75.7: 21.6 24.3
Old : 100.0: 17.0 44.1 2.4 59.7 28.1 79.1 74.6: 20.9 25.4
Other: 100.0: 9.0 16.7 8.6 59.0 53.3 76.6 78.5: 23.4 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 25 35 24 47 34 83 88:
Old : 120: 26 38 11 42 33 71 79:
Other: 68: 15 15 8 25 22 43 43:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 19.9 37.5 31.8 17.6 13.7 25.6 23.6
Old : 30.4 18.9 41.1 33.1 26.9 18.9 36.2 32.7
Other: 36.8 41.0 52.3 54.8 32.3 39.1 41.3 45.5
WHEAT - KANSAS CITY 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 : 74,049: 8,852 26,081 4,410 44,915 25,611 58,177 56,102: 15,872 17,947
Old : 53,980: 8,802 24,520 783 33,894 15,292 43,479 40,595: 10,501 13,385
Other: 20,069: 1,834 3,345 1,843 11,021 10,319 14,698 15,507: 5,371 4,562
: : :
: : Changes in Commitments from: January 25, 2005 :
: 7,427: -302 7,506 427 6,573 -1,596 6,698 6,337: 729 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 35.2 6.0 60.7 34.6 78.6 75.8: 21.4 24.2
Old : 100.0: 16.3 45.4 1.5 62.8 28.3 80.5 75.2: 19.5 24.8
Other: 100.0: 9.1 16.7 9.2 54.9 51.4 73.2 77.3: 26.8 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 21 36 18 45 36 75 84:
Old : 114: 24 34 9 40 34 66 75:
Other: 63: 12 14 5 25 22 39 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 : 25.4 19.5 37.5 31.3 17.9 14.7 26.1 24.0
Old : 32.8 20.2 43.6 33.2 29.8 20.2 40.3 33.1
Other: 31.7 41.8 48.0 57.3 30.1 40.4 39.2 46.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, February 8, 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 : 40,708: 1,477 9,877 1,857 24,997 17,956 28,331 29,690: 12,377 11,018
Old : 35,202: 2,332 9,851 722 21,455 15,111 24,509 25,684: 10,693 9,518
Other: 5,506: 96 977 184 3,542 2,845 3,822 4,006: 1,684 1,500
: : :
: : Changes in Commitments from: February 1, 2005 :
: 902: 14 548 9 -66 -1,384 -43 -827: 945 1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 24.3 4.6 61.4 44.1 69.6 72.9: 30.4 27.1
Old : 100.0: 6.6 28.0 2.1 60.9 42.9 69.6 73.0: 30.4 27.0
Other: 100.0: 1.7 17.7 3.3 64.3 51.7 69.4 72.8: 30.6 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 8 16 6 25 18 34 39:
Old : 52: 8 16 5 25 17 34 37:
Other: 23: 4 3 2 10 11 15 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 : 33.2 26.4 46.1 41.8 22.6 18.6 30.0 28.6
Old : 34.9 29.4 46.0 43.4 21.0 21.4 29.7 31.7
Other: 45.1 47.2 64.2 66.5 43.7 44.2 53.7 56.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
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 : 39,806: 1,463 9,329 1,848 25,063 19,340 28,374 30,517: 11,432 9,289
Old : 34,793: 2,489 9,225 629 21,674 16,698 24,792 26,552: 10,001 8,241
Other: 5,013: 75 1,205 118 3,389 2,642 3,582 3,965: 1,431 1,048
: : :
: : Changes in Commitments from: January 25, 2005 :
: -930: 224 -296 494 -1,920 -1,914 -1,202 -1,716: 272 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 23.4 4.6 63.0 48.6 71.3 76.7: 28.7 23.3
Old : 100.0: 7.2 26.5 1.8 62.3 48.0 71.3 76.3: 28.7 23.7
Other: 100.0: 1.5 24.0 2.4 67.6 52.7 71.5 79.1: 28.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 8 15 6 25 21 34 41:
Old : 53: 9 14 6 25 20 34 40:
Other: 24: 3 4 1 10 12 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 35.0 26.9 48.5 43.2 23.5 18.8 31.7 29.1
Old : 36.6 27.8 48.5 45.1 22.5 21.4 31.6 30.7
Other: 47.5 51.4 67.1 70.4 45.1 48.9 56.0 61.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 92,684: 18,611 32,020 6,045 53,232 43,833 77,888 81,898: 14,796 10,786
Old : 81,838: 19,315 33,331 3,347 46,166 35,716 68,828 72,394: 13,010 9,444
Other: 10,846: 1,643 1,036 351 7,066 8,117 9,060 9,504: 1,786 1,342
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,254: -13 3,905 441 3,080 -2,206 3,508 2,140: -1,254 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 34.5 6.5 57.4 47.3 84.0 88.4: 16.0 11.6
Old : 100.0: 23.6 40.7 4.1 56.4 43.6 84.1 88.5: 15.9 11.5
Other: 100.0: 15.1 9.6 3.2 65.1 74.8 83.5 87.6: 16.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 57 79 52 59 51 156 150:
Old : 209: 64 76 47 50 49 144 146:
Other: 77: 24 12 9 30 26 58 43:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 23.4 35.0 31.8 22.5 18.2 32.5 25.2
Old : 25.5 23.9 37.9 33.3 25.5 18.8 35.5 27.5
Other: 37.8 34.7 52.7 55.7 30.8 32.4 39.9 46.7
COTTON NO. 2 - NEW YORK 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 50,000 POUNDS) :
: : :
All : 90,430: 18,624 28,115 5,604 50,152 46,039 74,380 79,758: 16,050 10,672
Old : 80,571: 19,240 29,252 3,287 43,606 38,497 66,133 71,036: 14,438 9,535
Other: 9,859: 1,405 884 296 6,546 7,542 8,247 8,722: 1,612 1,137
: : :
: : Changes in Commitments from: January 25, 2005 :
: -7,839: -11,388 7,258 -1,006 5,730 -15,890 -6,664 -9,638: -1,175 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.1 6.2 55.5 50.9 82.3 88.2: 17.7 11.8
Old : 100.0: 23.9 36.3 4.1 54.1 47.8 82.1 88.2: 17.9 11.8
Other: 100.0: 14.3 9.0 3.0 66.4 76.5 83.6 88.5: 16.4 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 62 74 51 58 51 156 144:
Old : 205: 64 71 42 49 48 139 139:
Other: 79: 24 12 7 30 25 58 41:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 23.9 35.2 32.9 23.2 20.0 32.8 27.2
Old : 26.0 24.3 37.2 33.5 26.0 21.4 36.1 29.6
Other: 42.1 36.1 56.2 56.3 33.9 32.5 41.8 47.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 36,844: 10,561 1,998 3,711 17,868 29,951 32,140 35,660: 4,704 1,184
Old : 36,819: 10,560 2,021 3,688 17,868 29,930 32,116 35,639: 4,703 1,180
Other: 25: 24 0 0 0 21 24 21: 1 4
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,746: 1,165 162 -507 643 2,109 1,301 1,764: 445 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.4 10.1 48.5 81.3 87.2 96.8: 12.8 3.2
Old : 100.0: 28.7 5.5 10.0 48.5 81.3 87.2 96.8: 12.8 3.2
Other: 100.0: 96.0 0.0 0.0 0.0 84.0 96.0 84.0: 4.0 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 55 9 20 29 18 92 43:
Old : 105: 55 10 20 29 18 92 43:
Other: 4: 2 0 0 0 2 2 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 : 34.5 57.9 44.7 74.9 16.9 37.2 24.8 53.4
Old : 34.5 57.9 44.7 74.9 16.9 37.2 24.8 53.5
Other: 96.0 84.0 96.0 84.0 96.0 84.0 96.0 84.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK 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 15,000 POUNDS) :
: : :
All : 35,098: 9,396 1,836 4,218 17,225 27,842 30,839 33,896: 4,259 1,202
Old : 35,072: 9,401 1,837 4,212 17,206 27,822 30,819 33,871: 4,253 1,201
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 25, 2005 :
: 956: -91 78 347 825 664 1,081 1,089: -125 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.2 12.0 49.1 79.3 87.9 96.6: 12.1 3.4
Old : 100.0: 26.8 5.2 12.0 49.1 79.3 87.9 96.6: 12.1 3.4
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 10 19 30 17 83 42:
Old : 97: 46 11 19 30 17 83 42:
Other: 4: 1 1 0 1 1 2 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 : 34.8 58.7 44.3 74.9 16.5 37.2 23.9 52.7
Old : 34.7 58.7 44.3 75.0 16.5 37.3 23.9 52.8
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 115,099: 22,922 8,537 2,066 79,967 102,255 104,955 112,858: 10,144 2,241
Old : 71,364: 21,640 8,030 1,560 38,409 59,589 61,609 69,179: 9,755 2,185
Other: 43,735: 1,407 632 381 41,558 42,666 43,346 43,679: 389 56
: : :
: : Changes in Commitments from: February 1, 2005 :
: 55: -151 -2,467 181 -2,549 1,911 -2,519 -375: 2,574 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.4 1.8 69.5 88.8 91.2 98.1: 8.8 1.9
Old : 100.0: 30.3 11.3 2.2 53.8 83.5 86.3 96.9: 13.7 3.1
Other: 100.0: 3.2 1.4 0.9 95.0 97.6 99.1 99.9: 0.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 45 18 13 47 37 98 67:
Old : 118: 45 20 13 45 36 96 65:
Other: 44: 11 2 3 23 21 34 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 : 35.2 44.2 50.2 66.5 20.8 29.9 30.2 40.8
Old : 29.6 36.0 43.2 58.4 24.0 33.5 37.1 51.8
Other: 67.1 73.0 82.7 87.7 53.1 62.8 63.6 73.1
COCOA - NEW YORK 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 10 METRIC TONS) :
: : :
All : 115,044: 23,073 11,004 1,885 82,516 100,344 107,474 113,233: 7,570 1,811
Old : 71,849: 21,952 11,154 825 42,103 57,960 64,880 69,939: 6,969 1,910
Other: 43,195: 1,838 567 343 40,413 42,384 42,594 43,294: 601 -99
: : :
: : Changes in Commitments from: January 25, 2005 :
: -757: 3,527 -2,355 -846 -4,240 1,898 -1,559 -1,303: 802 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 9.6 1.6 71.7 87.2 93.4 98.4: 6.6 1.6
Old : 100.0: 30.6 15.5 1.1 58.6 80.7 90.3 97.3: 9.7 2.7
Other: 100.0: 4.3 1.3 0.8 93.6 98.1 98.6 100.2: 1.4 -0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 44 28 12 47 33 99 68:
Old : 125: 45 29 11 45 32 96 66:
Other: 43: 10 3 3 22 22 32 28:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 44.1 51.5 64.8 21.3 28.8 31.0 39.1
Old : 29.3 37.4 42.7 56.6 27.7 33.4 40.5 50.4
Other: 68.1 73.2 82.1 88.5 53.8 62.9 62.9 73.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 400,084: 110,227 32,220 28,906 175,234 292,795 314,367 353,921: 85,717 46,163
Old : 400,084: 110,227 32,220 28,906 175,234 292,795 314,367 353,921: 85,717 46,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -21,807: -5,005 -4,372 -10,111 -4,762 -11,118 -19,878 -25,601: -1,929 3,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.1 7.2 43.8 73.2 78.6 88.5: 21.4 11.5
Old : 100.0: 27.6 8.1 7.2 43.8 73.2 78.6 88.5: 21.4 11.5
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 : 152: 63 24 40 52 49 137 94:
Old : 152: 63 24 40 52 49 137 94:
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 : 16.6 33.7 27.6 51.3 14.8 27.3 24.7 43.1
Old : 16.6 33.7 27.6 51.3 14.8 27.3 24.7 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK 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 112,000 POUNDS) :
: : :
All : 421,891: 115,232 36,592 39,017 179,996 303,913 334,245 379,522: 87,646 42,369
Old : 421,891: 115,232 36,592 39,017 179,996 303,913 334,245 379,522: 87,646 42,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 47,403: 28,076 -5,232 3,349 8,114 51,969 39,539 50,086: 7,864 -2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 8.7 9.2 42.7 72.0 79.2 90.0: 20.8 10.0
Old : 100.0: 27.3 8.7 9.2 42.7 72.0 79.2 90.0: 20.8 10.0
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 : 167: 62 37 44 55 52 149 102:
Old : 167: 62 37 44 55 52 149 102:
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 : 15.7 33.2 25.9 50.1 13.9 26.0 23.5 41.5
Old : 15.7 33.2 25.9 50.1 13.9 26.0 23.5 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 107,658: 48,126 12,814 9,505 37,670 78,777 95,301 101,096: 12,357 6,562
Old : 104,177: 47,925 14,038 7,884 36,358 76,125 92,167 98,047: 12,010 6,130
Other: 3,481: 1,540 115 282 1,312 2,652 3,134 3,049: 347 432
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,539: 5,449 392 -1,523 -2,003 3,097 1,923 1,966: 616 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 11.9 8.8 35.0 73.2 88.5 93.9: 11.5 6.1
Old : 100.0: 46.0 13.5 7.6 34.9 73.1 88.5 94.1: 11.5 5.9
Other: 100.0: 44.2 3.3 8.1 37.7 76.2 90.0 87.6: 10.0 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 137 61 64 95 113 270 214:
Old : 345: 138 65 63 91 113 265 214:
Other: 75: 12 3 7 32 43 46 52:
:----------------------------------------------------------------------------------------------------
: 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 23.5 25.4 35.3 15.5 21.1 25.4 32.8
Old : 16.0 24.1 26.3 35.8 16.0 21.8 26.3 33.6
Other: 41.4 32.7 60.7 50.0 35.0 31.2 50.7 44.8
COFFEE C - NEW YORK 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 37,500 POUNDS) :
: : :
All : 105,119: 42,677 12,422 11,028 39,673 75,680 93,378 99,130: 11,741 5,989
Old : 102,317: 42,722 13,665 9,517 38,652 73,436 90,891 96,618: 11,426 5,699
Other: 2,802: 1,338 140 128 1,021 2,244 2,487 2,512: 315 290
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,128: -33 1,103 476 853 -442 1,296 1,137: 832 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 11.8 10.5 37.7 72.0 88.8 94.3: 11.2 5.7
Old : 100.0: 41.8 13.4 9.3 37.8 71.8 88.8 94.4: 11.2 5.6
Other: 100.0: 47.8 5.0 4.6 36.4 80.1 88.8 89.7: 11.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 137 51 68 92 106 271 202:
Old : 334: 137 56 67 89 106 268 200:
Other: 70: 13 4 6 28 37 43 45:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 24.4 24.9 36.3 15.0 21.1 24.3 32.2
Old : 15.4 24.9 25.5 36.8 15.4 21.7 25.0 32.9
Other: 45.3 36.8 62.0 54.3 37.9 35.6 53.0 49.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,658: 6,279 7,832 2,059 7,005 7,175 15,343 17,066: 3,315 1,592
Old : 18,658: 6,279 7,832 2,059 7,005 7,175 15,343 17,066: 3,315 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -753: 347 -1,994 -76 -1,356 1,370 -1,085 -700: 332 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 42.0 11.0 37.5 38.5 82.2 91.5: 17.8 8.5
Old : 100.0: 33.7 42.0 11.0 37.5 38.5 82.2 91.5: 17.8 8.5
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 : 50: 16 20 6 8 6 29 28:
Old : 50: 16 20 6 8 6 29 28:
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 : 59.8 46.1 72.7 67.5 48.2 34.9 54.2 54.1
Old : 59.8 46.1 72.7 67.5 48.2 34.9 54.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK 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
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 19,411: 5,932 9,826 2,135 8,361 5,805 16,428 17,766: 2,983 1,645
Old : 19,411: 5,932 9,826 2,135 8,361 5,805 16,428 17,766: 2,983 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 449: 956 -146 1 -398 615 559 470: -110 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 50.6 11.0 43.1 29.9 84.6 91.5: 15.4 8.5
Old : 100.0: 30.6 50.6 11.0 43.1 29.9 84.6 91.5: 15.4 8.5
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 : 51: 15 22 7 8 6 27 32:
Old : 51: 15 22 7 8 6 27 32:
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 : 65.7 37.4 76.2 62.6 53.5 33.7 58.9 53.3
Old : 65.7 37.4 76.2 62.6 53.5 33.7 58.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 147,894: 15,213 23,512 10,147 95,608 87,473 120,968 121,132: 26,926 26,762
Old : 147,894: 15,213 23,512 10,147 95,608 87,473 120,968 121,132: 26,926 26,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -9,800: -4,642 -773 -1,835 -4,843 -10,309 -11,320 -12,917: 1,520 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.9 6.9 64.6 59.1 81.8 81.9: 18.2 18.1
Old : 100.0: 10.3 15.9 6.9 64.6 59.1 81.8 81.9: 18.2 18.1
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 : 118: 21 26 26 57 61 98 94:
Old : 118: 21 26 26 57 61 98 94:
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 : 26.8 20.2 39.7 31.0 21.4 15.6 30.3 22.5
Old : 26.8 20.2 39.7 31.0 21.4 15.6 30.3 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
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 42,000 U.S. GALLONS) :
: : :
All : 157,694: 19,855 24,285 11,982 100,451 97,782 132,288 134,049: 25,406 23,645
Old : 157,694: 19,855 24,285 11,982 100,451 97,782 132,288 134,049: 25,406 23,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -7,109: 1,768 -121 -1,042 -8,428 -3,175 -7,702 -4,338: 593 -2,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.4 7.6 63.7 62.0 83.9 85.0: 16.1 15.0
Old : 100.0: 12.6 15.4 7.6 63.7 62.0 83.9 85.0: 16.1 15.0
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 : 128: 26 28 33 55 68 106 107:
Old : 128: 26 28 33 55 68 106 107:
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 : 30.0 20.9 42.2 32.1 24.3 14.5 32.8 20.7
Old : 30.0 20.9 42.2 32.1 24.3 14.5 32.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 397,165: 27,275 59,263 111,813 190,280 192,963 329,368 364,039: 67,797 33,126
Old : 397,165: 27,275 59,263 111,813 190,280 192,963 329,368 364,039: 67,797 33,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,256: 2,034 3,487 5,758 -2,140 -3,696 5,652 5,549: -396 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 14.9 28.2 47.9 48.6 82.9 91.7: 17.1 8.3
Old : 100.0: 6.9 14.9 28.2 47.9 48.6 82.9 91.7: 17.1 8.3
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 : 194: 43 53 64 89 70 168 158:
Old : 194: 43 53 64 89 70 168 158:
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 : 16.9 22.8 27.1 36.4 7.8 11.1 10.9 18.6
Old : 16.9 22.8 27.1 36.4 7.8 11.1 10.9 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 391,909: 25,241 55,776 106,055 192,420 196,659 323,716 358,490: 68,193 33,419
Old : 391,909: 25,241 55,776 106,055 192,420 196,659 323,716 358,490: 68,193 33,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -13,665: 1,571 -13,547 -2,323 -15,983 -172 -16,735 -16,042: 3,070 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 14.2 27.1 49.1 50.2 82.6 91.5: 17.4 8.5
Old : 100.0: 6.4 14.2 27.1 49.1 50.2 82.6 91.5: 17.4 8.5
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 : 183: 40 50 61 86 69 159 151:
Old : 183: 40 50 61 86 69 159 151:
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 : 17.4 23.9 27.5 38.1 7.8 11.8 11.1 18.5
Old : 17.4 23.9 27.5 38.1 7.8 11.8 11.1 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,533: 4,119 2,444 1,209 52,198 57,522 57,526 61,175: 7,007 3,358
Old : 64,533: 4,119 2,444 1,209 52,198 57,522 57,526 61,175: 7,007 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 606: -360 -1,644 -496 1,400 2,256 544 116: 62 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.8 1.9 80.9 89.1 89.1 94.8: 10.9 5.2
Old : 100.0: 6.4 3.8 1.9 80.9 89.1 89.1 94.8: 10.9 5.2
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 : 32: 1 1 2 28 22 30 24:
Old : 32: 1 1 2 28 22 30 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 : 48.1 55.4 65.6 72.8 46.3 50.2 53.6 63.2
Old : 48.1 55.4 65.6 72.8 46.3 50.2 53.6 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Old : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,187: 1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705: 1,622 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
Old : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
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 : 32: 1 1 2 26 23 28 25:
Old : 32: 1 1 2 26 23 28 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 : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Old : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Old : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 28: 0 0 0 -84 168 -84 168: 112 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
Old : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
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 : 23: 1 2 2 15 15 17 18:
Old : 23: 1 2 2 15 15 17 18:
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 : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Old : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,420: 2,125 4,361 2,531 28,794 27,041 33,450 33,933: 3,970 3,487
Old : 37,420: 2,125 4,361 2,531 28,794 27,041 33,450 33,933: 3,970 3,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 797: -194 124 465 1,076 -196 1,347 393: -550 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.7 6.8 76.9 72.3 89.4 90.7: 10.6 9.3
Old : 100.0: 5.7 11.7 6.8 76.9 72.3 89.4 90.7: 10.6 9.3
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 : 26: 2 2 3 19 19 22 23:
Old : 26: 2 2 3 19 19 22 23:
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 : 56.3 39.5 72.0 57.2 44.2 35.7 52.1 46.5
Old : 56.3 39.5 72.0 57.2 44.2 35.7 52.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Old : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -531: -244 1,034 44 -13 -2,292 -213 -1,214: -318 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
Old : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
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 : 23: 2 2 3 18 16 21 20:
Old : 23: 2 2 3 18 16 21 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 : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Old : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,348: 6,828 0 1,154 47,680 48,619 55,662 49,773: 5,686 11,575
Old : 61,348: 6,828 0 1,154 47,680 48,619 55,662 49,773: 5,686 11,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,693: 0 -321 -434 2,513 1,197 2,079 442: 614 2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 1.9 77.7 79.3 90.7 81.1: 9.3 18.9
Old : 100.0: 11.1 0.0 1.9 77.7 79.3 90.7 81.1: 9.3 18.9
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 : 22: 1 0 1 19 17 20 18:
Old : 22: 1 0 1 19 17 20 18:
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 : 46.0 61.0 71.0 70.5 39.8 49.8 54.8 54.3
Old : 46.0 61.0 71.0 70.5 39.8 49.8 54.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Old : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,772: 1,508 -224 -224 -4,444 -394 -3,160 -842: 1,388 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
Old : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
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 : 24: 1 1 2 19 17 21 19:
Old : 24: 1 1 2 19 17 21 19:
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 : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Old : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 936,999: 236,820 61,933 164,567 518,967 702,213 920,354 928,713: 16,645 8,286
Old : 936,999: 236,820 61,933 164,567 518,967 702,213 920,354 928,713: 16,645 8,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 23,997: -1,364 -2,681 9,385 16,337 16,235 24,358 22,939: -361 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.6 17.6 55.4 74.9 98.2 99.1: 1.8 0.9
Old : 100.0: 25.3 6.6 17.6 55.4 74.9 98.2 99.1: 1.8 0.9
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 : 114: 18 9 24 77 72 106 98:
Old : 114: 18 9 24 77 72 106 98:
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 : 30.6 22.3 43.9 36.7 23.5 18.3 31.2 28.0
Old : 30.6 22.3 43.9 36.7 23.5 18.3 31.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Old : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -18,508: 9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835: 3,162 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
Old : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
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 : 113: 17 12 24 75 71 105 97:
Old : 113: 17 12 24 75 71 105 97:
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 : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Old : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 104,723: 17,677 31,248 29,073 53,545 42,571 100,295 102,892: 4,428 1,831
Old : 104,723: 17,677 31,248 29,073 53,545 42,571 100,295 102,892: 4,428 1,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 4,751: -1,524 2,711 2,018 3,904 245 4,398 4,974: 353 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.8 27.8 51.1 40.7 95.8 98.3: 4.2 1.7
Old : 100.0: 16.9 29.8 27.8 51.1 40.7 95.8 98.3: 4.2 1.7
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 : 41: 9 7 10 22 23 36 35:
Old : 41: 9 7 10 22 23 36 35:
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 : 43.3 48.2 67.3 67.4 29.7 33.0 40.5 45.6
Old : 43.3 48.2 67.3 67.4 29.7 33.0 40.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Old : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,406: -19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094: -1,510 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 2.1
Old : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 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 : 38: 8 6 9 21 20 33 31:
Old : 38: 8 6 9 21 20 33 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 : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Old : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 37,013: 4,784 6,790 5,365 26,356 24,788 36,505 36,943: 508 70
Old : 37,013: 4,784 6,790 5,365 26,356 24,788 36,505 36,943: 508 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,776: 700 2,120 -20 1,185 -255 1,865 1,845: -89 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.3 14.5 71.2 67.0 98.6 99.8: 1.4 0.2
Old : 100.0: 12.9 18.3 14.5 71.2 67.0 98.6 99.8: 1.4 0.2
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 : 36: 3 6 6 21 26 27 35:
Old : 36: 3 6 6 21 26 27 35:
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 : 49.3 68.6 72.1 80.2 44.2 61.2 59.9 67.0
Old : 49.3 68.6 72.1 80.2 44.2 61.2 59.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
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
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 35,237: 4,084 4,670 5,385 25,171 25,043 34,640 35,098: 597 139
Old : 35,237: 4,084 4,670 5,385 25,171 25,043 34,640 35,098: 597 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,479: -652 1,300 -90 -1,195 -2,649 -1,937 -1,439: 458 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 15.3 71.4 71.1 98.3 99.6: 1.7 0.4
Old : 100.0: 11.6 13.3 15.3 71.4 71.1 98.3 99.6: 1.7 0.4
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 : 34: 3 5 6 21 25 27 33:
Old : 34: 3 5 6 21 25 27 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 : 50.5 66.9 71.5 78.5 45.4 59.0 58.1 64.9
Old : 50.5 66.9 71.5 78.5 45.4 59.0 58.1 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,029: 1,896 2,106 1,665 15,468 15,258 19,029 19,029: 0 0
Old : 19,029: 1,896 2,106 1,665 15,468 15,258 19,029 19,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,728: -299 -2,452 748 -2,177 18 -1,728 -1,686: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.1 8.7 81.3 80.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 11.1 8.7 81.3 80.2 100.0 100.0: 0.0 0.0
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 : 25: 2 3 3 16 15 20 19:
Old : 25: 2 3 3 16 15 20 19:
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 : 72.8 55.6 86.6 76.9 66.6 49.6 71.7 64.7
Old : 72.8 55.6 86.6 76.9 66.6 49.6 71.7 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
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 0F 400 MEGAWATT HOURS) :
: : :
All : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Old : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 46: 92 0 0 -46 4 46 4: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
Old : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
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 : 26: 3 2 2 17 15 20 19:
Old : 26: 3 2 2 17 15 20 19:
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 : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Old : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,580: 218 4,736 1,048 7,314 2,796 8,580 8,580: 0 0
Old : 8,580: 218 4,736 1,048 7,314 2,796 8,580 8,580: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 958: -84 2,222 -298 1,340 -798 958 1,126: 0 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 55.2 12.2 85.2 32.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 55.2 12.2 85.2 32.6 100.0 100.0: 0.0 0.0
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 : 22: 1 3 3 13 11 16 15:
Old : 22: 1 3 3 13 11 16 15:
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 : 66.8 76.4 90.2 93.8 59.0 67.1 74.6 76.2
Old : 66.8 76.4 90.2 93.8 59.0 67.1 74.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
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 0F 400 MEGAWATT HOURS) :
: : :
All : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Old : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 86: 0 -172 172 -86 -82 86 -82: 0 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
Old : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
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 : 21: 1 3 3 11 11 14 15:
Old : 21: 1 3 3 11 11 14 15:
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 : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Old : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 731,161: 99,003 71,446 96,369 481,481 490,249 676,853 658,064: 54,308 73,097
Old : 731,161: 99,003 71,446 96,369 481,481 490,249 676,853 658,064: 54,308 73,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -3,036: -1,504 1,891 152 -11,173 -17,726 -12,525 -15,683: 9,489 12,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.8 13.2 65.9 67.1 92.6 90.0: 7.4 10.0
Old : 100.0: 13.5 9.8 13.2 65.9 67.1 92.6 90.0: 7.4 10.0
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 : 221: 51 67 70 81 82 182 178:
Old : 221: 51 67 70 81 82 182 178:
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 : 22.7 22.7 35.8 32.8 14.7 13.6 22.6 19.4
Old : 22.7 22.7 35.8 32.8 14.7 13.6 22.6 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
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 1,000 BARRELS) :
: : :
All : 734,197: 100,507 69,555 96,217 492,654 507,975 689,378 673,747: 44,819 60,450
Old : 734,197: 100,507 69,555 96,217 492,654 507,975 689,378 673,747: 44,819 60,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 20,307: 2,303 5,201 5,540 16,499 13,131 24,342 23,872: -4,035 -3,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.5 13.1 67.1 69.2 93.9 91.8: 6.1 8.2
Old : 100.0: 13.7 9.5 13.1 67.1 69.2 93.9 91.8: 6.1 8.2
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 : 231: 51 74 74 81 86 189 186:
Old : 231: 51 74 74 81 86 189 186:
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 : 22.8 23.8 35.9 34.7 14.7 14.4 22.0 20.5
Old : 22.8 23.8 35.9 34.7 14.7 14.4 22.0 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,322: 7,576 2,387 473 2,551 9,336 10,600 12,196: 2,722 1,126
Old : 13,322: 7,576 2,387 473 2,551 9,336 10,600 12,196: 2,722 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -122: 28 310 -177 -23 -318 -172 -185: 50 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 17.9 3.6 19.1 70.1 79.6 91.5: 20.4 8.5
Old : 100.0: 56.9 17.9 3.6 19.1 70.1 79.6 91.5: 20.4 8.5
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 : 117: 62 20 5 10 23 76 47:
Old : 117: 62 20 5 10 23 76 47:
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 : 23.2 39.9 35.9 56.3 23.2 39.9 35.9 56.3
Old : 23.2 39.9 35.9 56.3 23.2 39.9 35.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
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 TROY OUNCES) :
: : :
All : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Old : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 497: -57 65 477 52 -20 472 522: 25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
Old : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
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 : 119: 64 17 8 10 23 82 46:
Old : 119: 64 17 8 10 23 82 46:
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 : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Old : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,536: 3,882 315 80 1,901 6,369 5,863 6,764: 1,673 772
Old : 7,536: 3,882 315 80 1,901 6,369 5,863 6,764: 1,673 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -410: -303 43 80 -225 -337 -448 -214: 38 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 4.2 1.1 25.2 84.5 77.8 89.8: 22.2 10.2
Old : 100.0: 51.5 4.2 1.1 25.2 84.5 77.8 89.8: 22.2 10.2
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 : 50: 22 5 1 6 17 28 23:
Old : 50: 22 5 1 6 17 28 23:
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 : 38.2 59.1 53.0 73.5 38.2 59.1 53.0 73.5
Old : 38.2 59.1 53.0 73.5 38.2 59.1 53.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
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 50 TROY OUNCES) :
: : :
All : 7,946: 4,185 272 0 2,126 6,706 6,311 6,978: 1,635 968
Old : 7,946: 4,185 272 0 2,126 6,706 6,311 6,978: 1,635 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 616: 855 -25 0 -273 429 582 404: 34 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 3.4 0.0 26.8 84.4 79.4 87.8: 20.6 12.2
Old : 100.0: 52.7 3.4 0.0 26.8 84.4 79.4 87.8: 20.6 12.2
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 : 50: 23 4 0 7 16 30 20:
Old : 50: 23 4 0 7 16 30 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 : 39.4 56.7 53.5 72.1 39.4 56.7 53.5 72.1
Old : 39.4 56.7 53.5 72.1 39.4 56.7 53.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 164,626: 22,472 5,577 14,320 108,377 127,523 145,169 147,420: 19,457 17,206
Old : 164,626: 22,472 5,577 14,320 108,377 127,523 145,169 147,420: 19,457 17,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,467: -4,589 -511 1,845 -190 -5,455 -2,934 -4,121: 5,401 6,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.4 8.7 65.8 77.5 88.2 89.5: 11.8 10.5
Old : 100.0: 13.7 3.4 8.7 65.8 77.5 88.2 89.5: 11.8 10.5
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 : 154: 44 18 42 71 74 131 126:
Old : 154: 44 18 42 71 74 131 126:
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 : 28.0 17.2 39.7 28.0 24.7 13.6 32.8 22.3
Old : 28.0 17.2 39.7 28.0 24.7 13.6 32.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
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 42,000 U.S. GALLONS) :
: : :
All : 162,159: 27,061 6,088 12,475 108,567 132,978 148,103 151,541: 14,056 10,618
Old : 162,159: 27,061 6,088 12,475 108,567 132,978 148,103 151,541: 14,056 10,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -5,967: 2,239 -712 -585 -7,272 -3,154 -5,618 -4,451: -349 -1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.8 7.7 67.0 82.0 91.3 93.5: 8.7 6.5
Old : 100.0: 16.7 3.8 7.7 67.0 82.0 91.3 93.5: 8.7 6.5
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 : 156: 44 17 36 68 79 129 120:
Old : 156: 44 17 36 68 79 129 120:
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 : 28.4 18.1 40.4 29.7 25.2 14.9 33.9 24.5
Old : 28.4 18.1 40.4 29.7 25.2 14.9 33.9 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005