WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 230,851: 33,282 67,433 29,606 131,527 98,055 194,415 195,094: 36,436 35,757
Old : 174,427: 35,841 64,440 10,150 100,454 73,460 146,445 148,050: 27,982 26,377
Other: 56,424: 8,289 13,841 8,608 31,073 24,595 47,970 47,044: 8,454 9,380
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,099: 1,329 -6,459 -823 8,065 15,952 8,571 8,670: -472 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 29.2 12.8 57.0 42.5 84.2 84.5: 15.8 15.5
Old : 100.0: 20.5 36.9 5.8 57.6 42.1 84.0 84.9: 16.0 15.1
Other: 100.0: 14.7 24.5 15.3 55.1 43.6 85.0 83.4: 15.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 79 88 67 48 52 162 182:
Old : 231: 86 81 39 38 48 140 154:
Other: 134: 38 47 32 25 40 82 103:
:----------------------------------------------------------------------------------------------------
: 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 29.1 47.2 36.2 33.2 26.7 46.1 32.8
Old : 37.7 30.7 50.8 38.8 37.7 28.3 50.2 36.4
Other: 52.2 36.4 59.1 46.8 46.6 30.0 50.6 36.8
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 671,800: 80,890 165,545 57,881 392,497 262,472 531,268 485,898: 140,532 185,902
Old : 579,147: 79,765 159,001 48,474 325,646 224,457 453,885 431,932: 125,262 147,215
Other: 92,653: 9,035 14,454 1,497 66,851 38,015 77,383 53,966: 15,270 38,687
: : :
: : Changes in Commitments from: February 8, 2005 :
: 14,383: 7,473 -22,137 20,288 -12,772 16,264 14,989 14,415: -606 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 24.6 8.6 58.4 39.1 79.1 72.3: 20.9 27.7
Old : 100.0: 13.8 27.5 8.4 56.2 38.8 78.4 74.6: 21.6 25.4
Other: 100.0: 9.8 15.6 1.6 72.2 41.0 83.5 58.2: 16.5 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 105 136 105 166 153 339 350:
Old : 459: 111 128 92 158 142 324 325:
Other: 229: 31 53 14 62 119 103 176:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 14.2 27.8 19.2 17.3 11.5 27.5 16.4
Old : 17.9 15.9 28.4 21.2 17.9 13.0 28.1 18.2
Other: 46.1 10.8 54.8 17.9 46.1 10.5 54.7 17.6
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 8,665: 2,616 382 138 2,031 6,119 4,785 6,639: 3,880 2,026
Old : 7,943: 2,514 436 54 1,911 5,761 4,479 6,251: 3,464 1,692
Other: 722: 180 24 6 120 358 306 388: 416 334
: : :
: : Changes in Commitments from: February 8, 2005 :
: -179: -497 -100 60 511 178 74 138: -253 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 4.4 1.6 23.4 70.6 55.2 76.6: 44.8 23.4
Old : 100.0: 31.7 5.5 0.7 24.1 72.5 56.4 78.7: 43.6 21.3
Other: 100.0: 24.9 3.3 0.8 16.6 49.6 42.4 53.7: 57.6 46.3
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 4 11 17 26 25:
Old : 36: 13 6 3 11 15 25 23:
Other: 17: 6 2 1 3 7 9 10:
:----------------------------------------------------------------------------------------------------
: 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 45.0 37.7 57.5 19.4 35.8 26.4 44.9
Old : 28.5 48.0 39.9 61.4 21.2 38.2 28.3 48.3
Other: 30.6 38.0 42.1 51.5 30.6 38.0 41.3 51.2
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 262,376: 36,829 86,385 21,573 151,637 89,365 210,039 197,323: 52,337 65,053
Old : 238,543: 36,310 91,779 13,278 143,825 77,113 193,413 182,170: 45,130 56,373
Other: 23,833: 8,533 2,620 281 7,812 12,252 16,626 15,153: 7,207 8,680
: : :
: : Changes in Commitments from: February 8, 2005 :
: -9,751: 4,997 -23,608 -776 -10,301 10,640 -6,080 -13,744: -3,671 3,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 32.9 8.2 57.8 34.1 80.1 75.2: 19.9 24.8
Old : 100.0: 15.2 38.5 5.6 60.3 32.3 81.1 76.4: 18.9 23.6
Other: 100.0: 35.8 11.0 1.2 32.8 51.4 69.8 63.6: 30.2 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 75 131 96 80 82 225 256:
Old : 323: 80 130 79 78 76 207 245:
Other: 112: 35 27 6 20 39 60 67:
:----------------------------------------------------------------------------------------------------
: 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 19.4 37.9 24.6 26.8 16.4 36.9 21.4
Old : 29.0 18.6 40.4 24.3 28.9 16.3 40.0 21.8
Other: 30.4 40.4 43.9 46.8 30.0 39.3 43.5 44.4
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 9,397: 4,670 3,129 1,250 200 469 6,120 4,848: 3,277 4,549
Old : 8,282: 4,173 2,878 1,242 200 469 5,615 4,589: 2,667 3,693
Other: 1,115: 497 251 8 0 0 505 259: 610 856
: : :
: : Changes in Commitments from: February 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 33.3 13.3 2.1 5.0 65.1 51.6: 34.9 48.4
Old : 100.0: 50.4 34.8 15.0 2.4 5.7 67.8 55.4: 32.2 44.6
Other: 100.0: 44.6 22.5 0.7 0.0 0.0 45.3 23.2: 54.7 76.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 9 1 2 15 15:
Old : 20: 10 8 9 1 2 15 15:
Other: 3: 2 1 1 0 0 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 : 42.6 31.3 57.1 43.3 37.7 26.6 47.7 34.7
Old : 42.3 32.5 58.6 46.1 36.7 27.1 48.2 36.4
Other: 45.3 23.2 45.3 23.2 44.6 22.5 44.6 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 175,257: 21,071 53,253 22,102 106,692 76,384 149,865 151,739: 25,392 23,518
Old : 152,090: 19,725 54,161 13,689 97,185 62,507 130,599 130,357: 21,491 21,733
Other: 23,167: 7,250 4,996 2,509 9,507 13,877 19,266 21,382: 3,901 1,785
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,601: -1,402 -8,069 622 -11,648 -2,818 -12,428 -10,265: -173 -2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.4 12.6 60.9 43.6 85.5 86.6: 14.5 13.4
Old : 100.0: 13.0 35.6 9.0 63.9 41.1 85.9 85.7: 14.1 14.3
Other: 100.0: 31.3 21.6 10.8 41.0 59.9 83.2 92.3: 16.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 29 51 34 49 47 99 124:
Old : 155: 35 54 30 49 46 97 120:
Other: 51: 12 15 10 18 12 36 31:
:----------------------------------------------------------------------------------------------------
: 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 23.2 35.1 32.9 17.3 15.1 26.5 22.4
Old : 25.1 22.5 37.8 32.0 22.5 17.8 33.8 26.2
Other: 33.5 54.0 53.8 68.7 31.9 43.8 46.0 52.3
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 800,676: 171,387 132,868 37,105 431,272 455,893 639,764 625,866: 160,912 174,810
Old : 800,676: 171,387 132,868 37,105 431,272 455,893 639,764 625,866: 160,912 174,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -18,288: -22,591 -13,197 6,053 4,595 -13,002 -11,943 -20,146: -6,345 1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.6 4.6 53.9 56.9 79.9 78.2: 20.1 21.8
Old : 100.0: 21.4 16.6 4.6 53.9 56.9 79.9 78.2: 20.1 21.8
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 : 188: 48 35 29 59 81 123 133:
Old : 188: 48 35 29 59 81 123 133:
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 : 22.4 16.2 30.5 28.0 16.1 14.1 23.4 24.3
Old : 22.4 16.2 30.5 28.0 16.1 14.1 23.4 24.3
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 162,001: 13,415 38,028 30,767 87,923 64,080 132,105 132,875: 29,896 29,126
Old : 139,370: 17,940 37,511 19,447 75,125 55,258 112,512 112,216: 26,858 27,154
Other: 22,631: 1,668 6,710 5,127 12,798 8,822 19,593 20,659: 3,038 1,972
: : :
: : Changes in Commitments from: February 8, 2005 :
: -16,297: 3,112 -15,327 147 -18,460 1,086 -15,201 -14,094: -1,096 -2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 23.5 19.0 54.3 39.6 81.5 82.0: 18.5 18.0
Old : 100.0: 12.9 26.9 14.0 53.9 39.6 80.7 80.5: 19.3 19.5
Other: 100.0: 7.4 29.6 22.7 56.6 39.0 86.6 91.3: 13.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 21 58 55 50 49 115 140:
Old : 163: 32 54 48 48 48 108 137:
Other: 64: 14 18 12 26 13 49 35:
:----------------------------------------------------------------------------------------------------
: 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 16.8 35.6 25.3 17.8 10.5 24.6 16.6
Old : 23.0 17.0 34.4 24.8 18.5 12.0 26.2 18.2
Other: 38.3 51.5 53.8 68.3 35.8 44.7 44.8 52.6
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 5,496: 1,815 2,080 394 1,718 1,427 3,927 3,901: 1,569 1,595
Old : 5,490: 1,814 2,083 389 1,718 1,424 3,921 3,896: 1,569 1,594
Other: 6: 6 2 0 0 3 6 5: 0 1
: : :
: : Changes in Commitments from: February 8, 2005 :
: -58: -48 -21 -128 -55 280 -231 131: 173 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 37.8 7.2 31.3 26.0 71.5 71.0: 28.5 29.0
Old : 100.0: 33.0 37.9 7.1 31.3 25.9 71.4 71.0: 28.6 29.0
Other: 100.0: 100.0 33.3 0.0 0.0 50.0 100.0 83.3: 0.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 13 4 9 6 23 20:
Old : 34: 11 13 4 9 6 23 20:
Other: 4: 2 1 0 0 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 : 36.6 30.9 49.9 48.5 28.7 27.9 38.2 37.7
Old : 36.6 30.9 50.0 48.5 28.8 27.9 38.3 37.8
Other: 100.0 83.3 100.0 83.3 100.0 83.3 100.0 83.3
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 349,822: 107,008 80,546 6,091 185,422 161,851 298,521 248,488: 51,301 101,334
Old : 349,822: 107,008 80,546 6,091 185,422 161,851 298,521 248,488: 51,301 101,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20,796: 2,920 3,146 6,091 15,471 15,776 24,482 25,013: -3,686 -4,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 23.0 1.7 53.0 46.3 85.3 71.0: 14.7 29.0
Old : 100.0: 30.6 23.0 1.7 53.0 46.3 85.3 71.0: 14.7 29.0
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 : 123: 19 35 4 43 53 62 92:
Old : 123: 19 35 4 43 53 62 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 20.8 42.9 28.5 30.3 20.1 41.8 27.3
Old : 30.4 20.8 42.9 28.5 30.3 20.1 41.8 27.3
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 1,865,429: 322,904 277,112 142,460 1,102,447 947,271 1,567,811 1,366,843: 297,618 498,586
Old : 1,865,429: 322,904 277,112 142,460 1,102,447 947,271 1,567,811 1,366,843: 297,618 498,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 58,766: 24,905 -27,268 24,420 11,124 76,327 60,449 73,479: -1,683 -14,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.9 7.6 59.1 50.8 84.0 73.3: 16.0 26.7
Old : 100.0: 17.3 14.9 7.6 59.1 50.8 84.0 73.3: 16.0 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 : 276: 49 70 47 84 135 165 222:
Old : 276: 49 70 47 84 135 165 222:
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 : 32.2 12.5 43.3 21.5 27.5 11.0 36.7 15.9
Old : 32.2 12.5 43.3 21.5 27.5 11.0 36.7 15.9
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 1,198,153: 254,352 158,022 34,617 755,934 707,662 1,044,903 900,301: 153,250 297,852
Old : 1,198,153: 254,352 158,022 34,617 755,934 707,662 1,044,903 900,301: 153,250 297,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -65,274: 23,802 -26,824 16,825 -105,502 -15,266 -64,875 -25,265: -399 -40,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.2 2.9 63.1 59.1 87.2 75.1: 12.8 24.9
Old : 100.0: 21.2 13.2 2.9 63.1 59.1 87.2 75.1: 12.8 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 : 199: 38 44 23 64 99 114 154:
Old : 199: 38 44 23 64 99 114 154:
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 : 26.2 16.9 43.1 24.4 24.5 15.7 39.1 20.7
Old : 26.2 16.9 43.1 24.4 24.5 15.7 39.1 20.7
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 428,567: 184,803 40,639 39,298 173,297 323,779 397,398 403,716: 31,169 24,851
Old : 428,567: 184,803 40,639 39,298 173,297 323,779 397,398 403,716: 31,169 24,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 23,602: 11,373 1,382 5,672 7,261 18,837 24,306 25,891: -704 -2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 9.5 9.2 40.4 75.5 92.7 94.2: 7.3 5.8
Old : 100.0: 43.1 9.5 9.2 40.4 75.5 92.7 94.2: 7.3 5.8
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 : 112: 36 13 29 50 46 96 79:
Old : 112: 36 13 29 50 46 96 79:
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 : 37.5 48.2 51.5 59.4 34.1 48.1 45.9 58.1
Old : 37.5 48.2 51.5 59.4 34.1 48.1 45.9 58.1
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 48,852: 14,115 3,342 101 21,510 38,027 35,726 41,470: 13,126 7,382
Old : 48,852: 14,115 3,342 101 21,510 38,027 35,726 41,470: 13,126 7,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 909: 1,508 171 45 -26 580 1,527 796: -618 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.8 0.2 44.0 77.8 73.1 84.9: 26.9 15.1
Old : 100.0: 28.9 6.8 0.2 44.0 77.8 73.1 84.9: 26.9 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 : 65: 25 11 2 20 12 46 24:
Old : 65: 25 11 2 20 12 46 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 64.8 40.7 75.5 29.0 64.4 40.7 74.3
Old : 29.0 64.8 40.7 75.5 29.0 64.4 40.7 74.3
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 71,875: 9,924 26,478 840 52,270 23,009 63,034 50,327: 8,841 21,548
Old : 71,875: 9,924 26,478 840 52,270 23,009 63,034 50,327: 8,841 21,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,187: 1,134 -110 374 821 1,285 2,329 1,549: -142 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 36.8 1.2 72.7 32.0 87.7 70.0: 12.3 30.0
Old : 100.0: 13.8 36.8 1.2 72.7 32.0 87.7 70.0: 12.3 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 : 65: 19 20 6 20 10 43 32:
Old : 65: 19 20 6 20 10 43 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 : 50.4 45.5 66.5 54.4 50.3 45.5 66.3 53.6
Old : 50.4 45.5 66.5 54.4 50.3 45.5 66.3 53.6
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 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Old : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,264: -903 -2,752 503 -1,861 -750 -2,261 -2,999: -3 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
Old : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
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 : 60: 6 22 4 19 19 27 43:
Old : 60: 6 22 4 19 19 27 43:
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 : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Old : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Old : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -549: 210 45 0 -1,186 -1,055 -976 -1,010: 427 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Old : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
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 7 0 6 10 8 17:
Old : 25: 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 : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
Old : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 25,662: 3,149 2,766 1,287 16,096 15,403 20,532 19,456: 5,130 6,206
Old : 25,662: 3,149 2,766 1,287 16,096 15,403 20,532 19,456: 5,130 6,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,264: 348 164 260 505 891 1,113 1,315: 151 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.8 5.0 62.7 60.0 80.0 75.8: 20.0 24.2
Old : 100.0: 12.3 10.8 5.0 62.7 60.0 80.0 75.8: 20.0 24.2
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 : 51: 12 8 12 21 19 37 35:
Old : 51: 12 8 12 21 19 37 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 : 49.4 36.7 62.6 55.2 49.4 36.1 59.7 53.1
Old : 49.4 36.7 62.6 55.2 49.4 36.1 59.7 53.1
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 94,117: 17,682 10,027 18,171 39,746 35,799 75,599 63,997: 18,518 30,120
Old : 92,440: 17,828 10,093 17,907 38,900 35,416 74,635 63,416: 17,805 29,024
Other: 1,677: 118 198 0 846 383 964 581: 713 1,096
: : :
: : Changes in Commitments from: February 8, 2005 :
: -6,493: -4,555 518 -1,188 630 -4,693 -5,113 -5,363: -1,380 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.7 19.3 42.2 38.0 80.3 68.0: 19.7 32.0
Old : 100.0: 19.3 10.9 19.4 42.1 38.3 80.7 68.6: 19.3 31.4
Other: 100.0: 7.0 11.8 0.0 50.4 22.8 57.5 34.6: 42.5 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 49 38 47 25 36 108 99:
Old : 145: 47 40 47 24 36 107 99:
Other: 16: 4 1 0 4 9 8 10:
:----------------------------------------------------------------------------------------------------
: 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 17.6 38.7 30.0 27.1 16.5 37.4 26.1
Old : 27.6 17.9 39.3 30.5 27.6 17.4 38.0 27.2
Other: 50.4 30.5 57.5 34.1 48.7 30.4 55.8 32.9
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 3,289: 169 1,132 629 1,690 418 2,488 2,179: 801 1,110
Old : 3,289: 169 1,132 629 1,690 418 2,488 2,179: 801 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 615: -84 124 211 398 62 525 397: 90 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 34.4 19.1 51.4 12.7 75.6 66.3: 24.4 33.7
Old : 100.0: 5.1 34.4 19.1 51.4 12.7 75.6 66.3: 24.4 33.7
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 : 32: 2 17 7 9 3 18 23:
Old : 32: 2 17 7 9 3 18 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 : 48.8 31.3 65.8 45.7 44.8 23.0 53.8 34.0
Old : 48.8 31.3 65.8 45.7 44.8 23.0 53.8 34.0
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 141,651: 43,250 18,030 13,628 67,865 72,799 124,743 104,457: 16,908 37,194
Old : 141,651: 43,250 18,030 13,628 67,865 72,799 124,743 104,457: 16,908 37,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -8,196: -3,155 2,521 -3,121 731 -3,782 -5,545 -4,382: -2,651 -3,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 12.7 9.6 47.9 51.4 88.1 73.7: 11.9 26.3
Old : 100.0: 30.5 12.7 9.6 47.9 51.4 88.1 73.7: 11.9 26.3
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 : 208: 50 43 42 59 97 131 163:
Old : 208: 50 43 42 59 97 131 163:
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 12.0 40.7 20.4 22.9 11.6 38.5 19.4
Old : 24.1 12.0 40.7 20.4 22.9 11.6 38.5 19.4
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 5,325: 2,157 394 184 740 3,347 3,081 3,925: 2,244 1,400
Old : 5,325: 2,157 394 184 740 3,347 3,081 3,925: 2,244 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 30: -68 -81 42 173 291 147 252: -117 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 7.4 3.5 13.9 62.9 57.9 73.7: 42.1 26.3
Old : 100.0: 40.5 7.4 3.5 13.9 62.9 57.9 73.7: 42.1 26.3
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 : 53: 21 8 7 15 19 40 30:
Old : 53: 21 8 7 15 19 40 30:
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 45.6 30.2 55.1 20.9 45.6 29.3 54.4
Old : 20.9 45.6 30.2 55.1 20.9 45.6 29.3 54.4
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 24,115: 6,673 3,551 4,071 8,956 4,553 19,700 12,175: 4,415 11,940
Old : 24,115: 6,673 3,551 4,071 8,956 4,553 19,700 12,175: 4,415 11,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,189: 769 273 581 934 356 2,284 1,210: -95 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.7 16.9 37.1 18.9 81.7 50.5: 18.3 49.5
Old : 100.0: 27.7 14.7 16.9 37.1 18.9 81.7 50.5: 18.3 49.5
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 : 115: 29 20 21 37 43 80 76:
Old : 115: 29 20 21 37 43 80 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 : 27.2 16.4 40.7 22.6 18.2 9.4 28.8 14.3
Old : 27.2 16.4 40.7 22.6 18.2 9.4 28.8 14.3
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 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 83,368: 10,760 16,067 997 46,093 50,568 57,850 67,632: 25,518 15,736
Old : 83,368: 10,760 16,067 997 46,093 50,568 57,850 67,632: 25,518 15,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 698: 154 -1,904 348 -353 3,929 149 2,373: 549 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.3 1.2 55.3 60.7 69.4 81.1: 30.6 18.9
Old : 100.0: 12.9 19.3 1.2 55.3 60.7 69.4 81.1: 30.6 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 : 59: 14 13 4 24 18 40 33:
Old : 59: 14 13 4 24 18 40 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 : 30.7 42.2 45.0 58.4 28.0 42.2 41.3 58.2
Old : 30.7 42.2 45.0 58.4 28.0 42.2 41.3 58.2
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 52,852: 3,837 15,106 734 37,796 21,015 42,367 36,855: 10,485 15,997
Old : 52,852: 3,837 15,106 734 37,796 21,015 42,367 36,855: 10,485 15,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,009: 466 -5,439 322 -3,942 3,034 -3,154 -2,083: -855 -1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.6 1.4 71.5 39.8 80.2 69.7: 19.8 30.3
Old : 100.0: 7.3 28.6 1.4 71.5 39.8 80.2 69.7: 19.8 30.3
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 : 34: 6 11 1 15 7 22 18:
Old : 34: 6 11 1 15 7 22 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 : 48.5 47.2 63.2 60.5 48.1 47.0 62.8 59.6
Old : 48.5 47.2 63.2 60.5 48.1 47.0 62.8 59.6
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 89,095: 64,195 8,031 216 13,902 76,120 78,313 84,367: 10,782 4,728
Old : 89,095: 64,195 8,031 216 13,902 76,120 78,313 84,367: 10,782 4,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 6,316: 5,680 1,464 49 -516 3,934 5,213 5,447: 1,103 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 9.0 0.2 15.6 85.4 87.9 94.7: 12.1 5.3
Old : 100.0: 72.1 9.0 0.2 15.6 85.4 87.9 94.7: 12.1 5.3
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 : 98: 56 10 1 15 22 72 32:
Old : 98: 56 10 1 15 22 72 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 : 32.1 53.2 50.9 73.3 32.1 53.2 50.9 73.2
Old : 32.1 53.2 50.9 73.3 32.1 53.2 50.9 73.2
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 73,291: 26,973 4,734 655 25,016 56,475 52,644 61,864: 20,647 11,427
Old : 73,291: 26,973 4,734 655 25,016 56,475 52,644 61,864: 20,647 11,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,605: 11,783 -347 286 -3,983 10,614 8,086 10,553: 519 -1,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 6.5 0.9 34.1 77.1 71.8 84.4: 28.2 15.6
Old : 100.0: 36.8 6.5 0.9 34.1 77.1 71.8 84.4: 28.2 15.6
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: 20 9 2 12 14 34 23:
Old : 50: 20 9 2 12 14 34 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 : 25.8 51.6 38.3 72.7 23.3 51.0 35.4 67.5
Old : 25.8 51.6 38.3 72.7 23.3 51.0 35.4 67.5
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 151,987: 13,017 36,710 961 109,138 92,564 123,116 130,235: 28,871 21,752
Old : 151,987: 13,017 36,710 961 109,138 92,564 123,116 130,235: 28,871 21,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,565: -6,781 2,622 955 7,935 -5,832 2,109 -2,255: -5,674 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 24.2 0.6 71.8 60.9 81.0 85.7: 19.0 14.3
Old : 100.0: 8.6 24.2 0.6 71.8 60.9 81.0 85.7: 19.0 14.3
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 : 64: 15 16 4 24 22 41 40:
Old : 64: 15 16 4 24 22 41 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 : 51.6 46.6 65.0 62.6 44.2 38.3 53.4 50.6
Old : 51.6 46.6 65.0 62.6 44.2 38.3 53.4 50.6
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 148,131: 28,112 28,357 818 68,660 71,807 97,590 100,982: 50,541 47,149
Old : 148,131: 28,112 28,357 818 68,660 71,807 97,590 100,982: 50,541 47,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,246: 1,927 1,541 110 5,659 1,654 7,696 3,305: -11,942 -7,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.1 0.6 46.4 48.5 65.9 68.2: 34.1 31.8
Old : 100.0: 19.0 19.1 0.6 46.4 48.5 65.9 68.2: 34.1 31.8
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 : 90: 28 22 5 31 22 60 48:
Old : 90: 28 22 5 31 22 60 48:
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 : 26.2 25.0 37.0 39.3 22.6 24.4 33.2 36.9
Old : 26.2 25.0 37.0 39.3 22.6 24.4 33.2 36.9
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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 7,745,755: 658,949 1,095,392 783,198 5,447,183 4,396,439 6,889,330 6,275,029: 856,425 1,470,726
Old : 7,745,755: 658,949 1,095,392 783,198 5,447,183 4,396,439 6,889,330 6,275,029: 856,425 1,470,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 23,635: -34,829 59,555 -43,134 119,819 14,692 41,856 31,113: -18,221 -7,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.1 10.1 70.3 56.8 88.9 81.0: 11.1 19.0
Old : 100.0: 8.5 14.1 10.1 70.3 56.8 88.9 81.0: 11.1 19.0
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 : 247: 39 63 75 118 132 204 232:
Old : 247: 39 63 75 118 132 204 232:
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 : 28.1 14.5 45.3 23.7 26.1 12.3 38.1 18.5
Old : 28.1 14.5 45.3 23.7 26.1 12.3 38.1 18.5
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 686,800: 63,046 80,380 8,099 473,742 498,692 544,887 587,171: 141,913 99,629
Old : 686,800: 63,046 80,380 8,099 473,742 498,692 544,887 587,171: 141,913 99,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 5,602: 695 -1,187 2,988 5,558 3,580 9,241 5,381: -3,639 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.7 1.2 69.0 72.6 79.3 85.5: 20.7 14.5
Old : 100.0: 9.2 11.7 1.2 69.0 72.6 79.3 85.5: 20.7 14.5
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 : 188: 39 34 19 89 64 140 105:
Old : 188: 39 34 19 89 64 140 105:
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 : 20.2 31.9 29.6 45.8 19.5 31.7 28.5 45.6
Old : 20.2 31.9 29.6 45.8 19.5 31.7 28.5 45.6
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 933,078: 187,441 189,388 7,894 407,624 643,454 602,959 840,736: 330,119 92,342
Old : 933,078: 187,441 189,388 7,894 407,624 643,454 602,959 840,736: 330,119 92,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 64,159: 11,206 2,942 2,956 22,053 53,786 36,215 59,684: 27,944 4,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 20.3 0.8 43.7 69.0 64.6 90.1: 35.4 9.9
Old : 100.0: 20.1 20.3 0.8 43.7 69.0 64.6 90.1: 35.4 9.9
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 : 167: 35 53 14 54 53 100 109:
Old : 167: 35 53 14 54 53 100 109:
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 : 18.2 33.3 28.6 47.4 16.6 31.7 26.0 43.5
Old : 18.2 33.3 28.6 47.4 16.6 31.7 26.0 43.5
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Old : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -33: -162 0 0 -67 -82 -229 -82: 196 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Old : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
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 : 27: 3 0 0 14 12 17 12:
Old : 27: 3 0 0 14 12 17 12:
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 : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Old : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Old : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -162: -221 155 15 -139 -1,030 -345 -860: 183 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Old : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
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 : 39: 4 6 2 18 17 23 24:
Old : 39: 4 6 2 18 17 23 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 : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Old : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 79,272: 6,543 17,384 230 33,780 50,143 40,553 67,757: 38,719 11,515
Old : 79,272: 6,543 17,384 230 33,780 50,143 40,553 67,757: 38,719 11,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 549: 913 1,137 87 358 -283 1,358 941: -809 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 21.9 0.3 42.6 63.3 51.2 85.5: 48.8 14.5
Old : 100.0: 8.3 21.9 0.3 42.6 63.3 51.2 85.5: 48.8 14.5
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 : 86: 17 20 3 35 27 53 49:
Old : 86: 17 20 3 35 27 53 49:
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 : 17.5 45.3 26.0 58.9 17.5 43.9 24.7 55.8
Old : 17.5 45.3 26.0 58.9 17.5 43.9 24.7 55.8
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 417,066: 101,855 95,144 3,976 279,663 156,212 385,494 255,332: 31,572 161,734
Old : 417,066: 101,855 95,144 3,976 279,663 156,212 385,494 255,332: 31,572 161,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 34,601: 16,408 -18,123 1,773 15,085 42,724 33,266 26,374: 1,335 8,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 22.8 1.0 67.1 37.5 92.4 61.2: 7.6 38.8
Old : 100.0: 24.4 22.8 1.0 67.1 37.5 92.4 61.2: 7.6 38.8
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 : 189: 60 60 12 45 37 112 102:
Old : 189: 60 60 12 45 37 112 102:
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 : 46.5 25.9 64.7 35.1 41.4 22.1 58.7 27.5
Old : 46.5 25.9 64.7 35.1 41.4 22.1 58.7 27.5
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 89,106: 44,618 7,919 99 15,181 73,102 59,898 81,120: 29,208 7,986
Old : 89,106: 44,618 7,919 99 15,181 73,102 59,898 81,120: 29,208 7,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,262: 8,568 -532 -112 -1,444 12,478 7,012 11,834: 5,250 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 8.9 0.1 17.0 82.0 67.2 91.0: 32.8 9.0
Old : 100.0: 50.1 8.9 0.1 17.0 82.0 67.2 91.0: 32.8 9.0
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 : 47: 19 3 2 10 21 29 26:
Old : 47: 19 3 2 10 21 29 26:
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 : 34.5 51.4 47.8 73.5 34.5 51.4 47.8 73.3
Old : 34.5 51.4 47.8 73.5 34.5 51.4 47.8 73.3
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 27,263: 1,264 10,812 74 18,778 12,205 20,116 23,091: 7,147 4,172
Old : 27,263: 1,264 10,812 74 18,778 12,205 20,116 23,091: 7,147 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,449: 331 1,300 74 1,882 1,023 2,287 2,397: 162 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.7 0.3 68.9 44.8 73.8 84.7: 26.2 15.3
Old : 100.0: 4.6 39.7 0.3 68.9 44.8 73.8 84.7: 26.2 15.3
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 : 54: 4 12 1 27 17 32 29:
Old : 54: 4 12 1 27 17 32 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 : 34.5 48.3 46.7 58.7 25.2 41.5 37.2 51.1
Old : 34.5 48.3 46.7 58.7 25.2 41.5 37.2 51.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 177,766: 39,468 28,423 611 125,094 134,500 165,173 163,534: 12,593 14,232
Old : 177,766: 39,468 28,423 611 125,094 134,500 165,173 163,534: 12,593 14,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 15,832: 6,165 1,938 -101 5,664 15,361 11,728 17,198: 4,104 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.0 0.3 70.4 75.7 92.9 92.0: 7.1 8.0
Old : 100.0: 22.2 16.0 0.3 70.4 75.7 92.9 92.0: 7.1 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 : 97: 16 28 4 29 38 48 67:
Old : 97: 16 28 4 29 38 48 67:
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 : 58.3 40.5 72.5 55.5 54.3 39.7 67.7 53.6
Old : 58.3 40.5 72.5 55.5 54.3 39.7 67.7 53.6
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 38,314: 10,755 9,229 110 14,398 22,426 25,263 31,765: 13,051 6,549
Old : 38,314: 10,755 9,229 110 14,398 22,426 25,263 31,765: 13,051 6,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,482: 377 1,202 0 1,517 233 1,894 1,435: -412 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.1 0.3 37.6 58.5 65.9 82.9: 34.1 17.1
Old : 100.0: 28.1 24.1 0.3 37.6 58.5 65.9 82.9: 34.1 17.1
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: 20 17 2 15 20 36 38:
Old : 69: 20 17 2 15 20 36 38:
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 : 21.1 31.7 33.6 47.9 18.1 30.7 29.2 43.7
Old : 21.1 31.7 33.6 47.9 18.1 30.7 29.2 43.7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 119,884: 400 6,915 2,521 59,333 78,949 62,254 88,385: 57,630 31,499
Old : 119,884: 400 6,915 2,521 59,333 78,949 62,254 88,385: 57,630 31,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20: -37 579 -396 -304 5,558 -737 5,741: 757 -5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.8 2.1 49.5 65.9 51.9 73.7: 48.1 26.3
Old : 100.0: 0.3 5.8 2.1 49.5 65.9 51.9 73.7: 48.1 26.3
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 : 50: 2 16 4 20 28 26 45:
Old : 50: 2 16 4 20 28 26 45:
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 : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Old : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 15, 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 : 96,899: 43,664 6,690 7,495 17,551 71,976 68,710 86,161: 28,189 10,738
Old : 96,899: 43,664 6,690 7,495 17,551 71,976 68,710 86,161: 28,189 10,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,555: 4,201 -5,010 431 -1,643 5,555 2,989 976: -1,434 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 6.9 7.7 18.1 74.3 70.9 88.9: 29.1 11.1
Old : 100.0: 45.1 6.9 7.7 18.1 74.3 70.9 88.9: 29.1 11.1
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 : 151: 82 24 32 18 36 116 80:
Old : 151: 82 24 32 18 36 116 80:
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 : 17.0 31.4 27.1 47.5 16.5 29.1 24.5 44.1
Old : 17.0 31.4 27.1 47.5 16.5 29.1 24.5 44.1
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 15, 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 : 95,044: 32,781 12,154 10,846 35,518 64,287 79,145 87,287: 15,899 7,757
Old : 95,044: 32,781 12,154 10,846 35,518 64,287 79,145 87,287: 15,899 7,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 9,881: 9,551 3,742 -1,057 -822 8,846 7,672 11,531: 2,209 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.8 11.4 37.4 67.6 83.3 91.8: 16.7 8.2
Old : 100.0: 34.5 12.8 11.4 37.4 67.6 83.3 91.8: 16.7 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 : 150: 57 41 25 39 40 117 89:
Old : 150: 57 41 25 39 40 117 89:
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 : 24.6 44.9 36.4 60.8 21.6 39.7 32.2 53.1
Old : 24.6 44.9 36.4 60.8 21.6 39.7 32.2 53.1
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 15, 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 : 262,589: 109,421 87,714 15,731 88,032 139,509 213,184 242,954: 49,405 19,635
Old : 262,589: 109,421 87,714 15,731 88,032 139,509 213,184 242,954: 49,405 19,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 7,165: 11,791 1,259 690 -7,237 6,058 5,244 8,007: 1,921 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 33.4 6.0 33.5 53.1 81.2 92.5: 18.8 7.5
Old : 100.0: 41.7 33.4 6.0 33.5 53.1 81.2 92.5: 18.8 7.5
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 : 207: 101 52 33 35 40 153 111:
Old : 207: 101 52 33 35 40 153 111:
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 : 27.4 29.1 35.7 49.1 24.6 26.2 31.0 43.9
Old : 27.4 29.1 35.7 49.1 24.6 26.2 31.0 43.9
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Old : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,411: 561 -416 4 -328 629 237 217: 1,174 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4
Old : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4
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 : 31: 20 2 4 6 7 28 12:
Old : 31: 20 2 4 6 7 28 12:
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 : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Old : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
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 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 80,541: 10,394 27,005 5,374 46,399 28,974 62,167 61,353: 18,374 19,188
Old : 54,032: 9,246 23,686 1,057 32,184 16,165 42,487 40,908: 11,545 13,124
Other: 26,509: 3,288 5,459 2,177 14,215 12,809 19,680 20,445: 6,829 6,064
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,601: 432 -728 -207 -2,462 99 -2,237 -836: 636 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 33.5 6.7 57.6 36.0 77.2 76.2: 22.8 23.8
Old : 100.0: 17.1 43.8 2.0 59.6 29.9 78.6 75.7: 21.4 24.3
Other: 100.0: 12.4 20.6 8.2 53.6 48.3 74.2 77.1: 25.8 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 22 39 25 47 33 83 89:
Old : 111: 26 32 11 40 27 69 68:
Other: 68: 14 18 9 25 21 43 46:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 18.9 35.0 31.2 18.1 14.0 26.5 23.9
Old : 29.8 19.7 40.7 34.2 26.8 19.7 37.7 34.1
Other: 32.1 33.4 46.2 45.2 27.0 30.8 39.3 39.7
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 40,367: 1,133 10,162 2,079 23,832 17,895 27,044 30,136: 13,323 10,231
Old : 33,227: 1,822 9,979 854 19,349 13,370 22,025 24,203: 11,202 9,024
Other: 7,140: 177 1,049 359 4,483 4,525 5,019 5,933: 2,121 1,207
: : :
: : Changes in Commitments from: February 8, 2005 :
: -341: -344 285 222 -1,165 -61 -1,287 446: 946 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 25.2 5.2 59.0 44.3 67.0 74.7: 33.0 25.3
Old : 100.0: 5.5 30.0 2.6 58.2 40.2 66.3 72.8: 33.7 27.2
Other: 100.0: 2.5 14.7 5.0 62.8 63.4 70.3 83.1: 29.7 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 8 18 9 26 19 37 44:
Old : 54: 8 18 8 23 19 34 43:
Other: 27: 4 4 4 12 13 19 18:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 25.7 47.6 41.1 23.0 19.7 31.4 31.1
Old : 38.0 29.4 47.9 44.4 23.2 24.4 31.4 35.0
Other: 45.8 46.2 61.3 69.3 42.4 43.2 53.2 62.5
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 92,047: 19,961 25,301 7,219 48,754 47,575 75,934 80,095: 16,113 11,952
Old : 80,334: 20,569 26,737 4,082 41,659 39,529 66,310 70,348: 14,024 9,986
Other: 11,713: 2,150 1,322 379 7,095 8,046 9,624 9,747: 2,089 1,966
: : :
: : Changes in Commitments from: February 8, 2005 :
: -637: 1,350 -6,719 1,174 -4,478 3,742 -1,954 -1,803: 1,317 1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 27.5 7.8 53.0 51.7 82.5 87.0: 17.5 13.0
Old : 100.0: 25.6 33.3 5.1 51.9 49.2 82.5 87.6: 17.5 12.4
Other: 100.0: 18.4 11.3 3.2 60.6 68.7 82.2 83.2: 17.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 57 64 49 55 46 147 132:
Old : 191: 60 65 40 47 44 132 128:
Other: 74: 22 13 9 27 24 52 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 : 22.7 27.7 34.9 36.9 22.7 24.3 33.5 32.7
Old : 26.0 29.6 38.2 39.2 26.0 27.2 37.4 36.7
Other: 36.4 28.3 49.9 50.0 28.3 26.3 38.0 42.3
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 35,715: 10,944 2,528 3,498 16,040 28,169 30,482 34,195: 5,233 1,520
Old : 35,658: 10,964 2,528 3,478 16,040 28,136 30,482 34,142: 5,176 1,516
Other: 57: 0 20 0 0 33 0 53: 57 4
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,129: 383 530 -213 -1,828 -1,782 -1,658 -1,465: 529 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.1 9.8 44.9 78.9 85.3 95.7: 14.7 4.3
Old : 100.0: 30.7 7.1 9.8 45.0 78.9 85.5 95.7: 14.5 4.3
Other: 100.0: 0.0 35.1 0.0 0.0 57.9 0.0 93.0: 100.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 51 17 23 29 17 93 46:
Old : 107: 53 17 22 29 17 93 45:
Other: 5: 0 3 0 0 2 0 5:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 55.4 42.6 72.9 18.6 39.1 26.7 54.9
Old : 31.5 55.5 42.7 72.9 18.7 39.1 26.7 55.0
Other: 0.0 84.2 0.0 93.0 0.0 84.2 0.0 93.0
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 111,043: 23,790 8,204 1,198 77,062 99,731 102,050 109,133: 8,993 1,910
Old : 65,644: 22,469 7,701 644 34,085 55,422 57,198 63,767: 8,446 1,877
Other: 45,399: 1,494 676 381 42,977 44,309 44,852 45,366: 547 33
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,056: 868 -333 -868 -2,905 -2,524 -2,905 -3,725: -1,151 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.4 1.1 69.4 89.8 91.9 98.3: 8.1 1.7
Old : 100.0: 34.2 11.7 1.0 51.9 84.4 87.1 97.1: 12.9 2.9
Other: 100.0: 3.3 1.5 0.8 94.7 97.6 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 46 21 9 45 33 96 59:
Old : 116: 46 21 9 41 31 92 56:
Other: 46: 11 3 4 24 21 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 : 35.2 44.3 50.7 68.1 21.4 30.7 31.6 43.3
Old : 29.1 38.1 43.5 60.0 26.3 36.4 40.7 57.1
Other: 64.8 72.9 79.8 88.2 51.5 62.6 61.4 72.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 389,035: 115,045 29,210 21,141 170,914 302,813 307,100 353,164: 81,935 35,871
Old : 389,035: 115,045 29,210 21,141 170,914 302,813 307,100 353,164: 81,935 35,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -11,049: 4,818 -3,010 -7,765 -4,320 10,018 -7,267 -757: -3,782 -10,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.5 5.4 43.9 77.8 78.9 90.8: 21.1 9.2
Old : 100.0: 29.6 7.5 5.4 43.9 77.8 78.9 90.8: 21.1 9.2
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 : 149: 59 28 31 50 48 131 87:
Old : 149: 59 28 31 50 48 131 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 : 15.9 37.4 26.7 54.9 14.4 31.5 24.1 45.4
Old : 15.9 37.4 26.7 54.9 14.4 31.5 24.1 45.4
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 111,705: 53,993 9,632 4,875 39,454 87,217 98,322 101,724: 13,383 9,981
Old : 107,688: 53,950 10,889 2,995 37,767 84,334 94,712 98,218: 12,976 9,470
Other: 4,017: 1,479 179 444 1,687 2,883 3,610 3,506: 407 511
: : :
: : Changes in Commitments from: February 8, 2005 :
: 4,047: 5,867 -3,182 -4,630 1,784 8,440 3,021 628: 1,026 3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 8.6 4.4 35.3 78.1 88.0 91.1: 12.0 8.9
Old : 100.0: 50.1 10.1 2.8 35.1 78.3 88.0 91.2: 12.0 8.8
Other: 100.0: 36.8 4.5 11.1 42.0 71.8 89.9 87.3: 10.1 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 138 49 52 85 114 245 200:
Old : 325: 136 53 49 81 114 239 198:
Other: 81: 12 5 8 34 45 51 55:
:----------------------------------------------------------------------------------------------------
: 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 27.2 29.6 38.9 16.7 22.3 26.5 32.0
Old : 18.8 27.9 30.7 39.6 17.3 23.1 27.5 32.9
Other: 38.6 27.9 56.2 44.2 30.7 25.3 44.9 36.8
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 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 : 16,999: 6,075 6,737 2,099 6,093 6,170 14,267 15,006: 2,732 1,993
Old : 16,999: 6,075 6,737 2,099 6,093 6,170 14,267 15,006: 2,732 1,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,659: -204 -1,095 40 -912 -1,005 -1,076 -2,060: -583 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 39.6 12.3 35.8 36.3 83.9 88.3: 16.1 11.7
Old : 100.0: 35.7 39.6 12.3 35.8 36.3 83.9 88.3: 16.1 11.7
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 : 46: 15 20 6 6 5 25 28:
Old : 46: 15 20 6 6 5 25 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 : 67.2 48.8 76.2 69.0 49.6 33.8 55.1 49.5
Old : 67.2 48.8 76.2 69.0 49.6 33.8 55.1 49.5
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 149,231: 14,151 23,995 11,575 97,379 87,686 123,105 123,256: 26,126 25,975
Old : 149,231: 14,151 23,995 11,575 97,379 87,686 123,105 123,256: 26,126 25,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,337: -1,062 483 1,428 1,771 213 2,137 2,124: -800 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.1 7.8 65.3 58.8 82.5 82.6: 17.5 17.4
Old : 100.0: 9.5 16.1 7.8 65.3 58.8 82.5 82.6: 17.5 17.4
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 : 118: 16 29 24 61 65 97 98:
Old : 118: 16 29 24 61 65 97 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 : 25.7 21.4 38.1 31.5 20.1 15.6 29.0 21.9
Old : 25.7 21.4 38.1 31.5 20.1 15.6 29.0 21.9
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 411,144: 25,216 61,730 125,254 193,131 190,702 343,601 377,686: 67,543 33,458
Old : 411,144: 25,216 61,730 125,254 193,131 190,702 343,601 377,686: 67,543 33,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 13,979: -2,059 2,467 13,441 2,851 -2,261 14,233 13,647: -254 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 15.0 30.5 47.0 46.4 83.6 91.9: 16.4 8.1
Old : 100.0: 6.1 15.0 30.5 47.0 46.4 83.6 91.9: 16.4 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 : 199: 44 58 62 90 72 169 162:
Old : 199: 44 58 62 90 72 169 162:
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 22.6 27.0 35.3 7.8 10.7 10.8 18.1
Old : 16.6 22.6 27.0 35.3 7.8 10.7 10.8 18.1
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 67,992: 3,995 4,584 1,333 55,576 58,227 60,904 64,144: 7,088 3,848
Old : 67,992: 3,995 4,584 1,333 55,576 58,227 60,904 64,144: 7,088 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,459: -124 2,140 124 3,378 705 3,378 2,969: 81 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.7 2.0 81.7 85.6 89.6 94.3: 10.4 5.7
Old : 100.0: 5.9 6.7 2.0 81.7 85.6 89.6 94.3: 10.4 5.7
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 : 31: 1 1 2 27 22 29 24:
Old : 31: 1 1 2 27 22 29 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 : 47.6 50.5 64.7 68.9 45.7 44.5 55.1 58.5
Old : 47.6 50.5 64.7 68.9 45.7 44.5 55.1 58.5
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 41,315: 2,557 1,803 3,661 30,850 33,864 37,068 39,328: 4,247 1,987
Old : 41,315: 2,557 1,803 3,661 30,850 33,864 37,068 39,328: 4,247 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,895: 432 -2,558 1,130 2,056 6,823 3,618 5,395: 277 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.4 8.9 74.7 82.0 89.7 95.2: 10.3 4.8
Old : 100.0: 6.2 4.4 8.9 74.7 82.0 89.7 95.2: 10.3 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 : 27: 2 2 3 20 20 23 24:
Old : 27: 2 2 3 20 20 23 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 38.6 69.4 59.7 42.6 35.7 50.3 50.5
Old : 53.8 38.6 69.4 59.7 42.6 35.7 50.3 50.5
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 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 64,707: 6,828 0 1,154 51,320 52,746 59,302 53,900: 5,405 10,807
Old : 64,707: 6,828 0 1,154 51,320 52,746 59,302 53,900: 5,405 10,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,359: 0 0 0 3,640 4,127 3,640 4,127: -281 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 1.8 79.3 81.5 91.6 83.3: 8.4 16.7
Old : 100.0: 10.6 0.0 1.8 79.3 81.5 91.6 83.3: 8.4 16.7
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 : 23: 1 0 1 21 18 22 19:
Old : 23: 1 0 1 21 18 22 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 : 44.4 63.5 70.4 73.1 37.5 52.1 54.0 55.2
Old : 44.4 63.5 70.4 73.1 37.5 52.1 54.0 55.2
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 955,565: 239,812 66,742 167,329 530,573 713,605 937,714 947,676: 17,851 7,889
Old : 955,565: 239,812 66,742 167,329 530,573 713,605 937,714 947,676: 17,851 7,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 18,566: 2,992 4,809 2,762 11,606 11,392 17,360 18,963: 1,206 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.0 17.5 55.5 74.7 98.1 99.2: 1.9 0.8
Old : 100.0: 25.1 7.0 17.5 55.5 74.7 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 : 117: 17 10 25 79 73 108 100:
Old : 117: 17 10 25 79 73 108 100:
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 : 30.7 22.2 43.3 36.7 23.6 18.2 30.9 28.1
Old : 30.7 22.2 43.3 36.7 23.6 18.2 30.9 28.1
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 117,078: 21,545 34,253 34,557 58,451 46,469 114,553 115,279: 2,525 1,799
Old : 117,078: 21,545 34,253 34,557 58,451 46,469 114,553 115,279: 2,525 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,355: 3,868 3,005 5,484 4,906 3,898 14,258 12,387: -1,903 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.3 29.5 49.9 39.7 97.8 98.5: 2.2 1.5
Old : 100.0: 18.4 29.3 29.5 49.9 39.7 97.8 98.5: 2.2 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 : 43: 10 7 14 23 25 40 39:
Old : 43: 10 7 14 23 25 40 39:
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 : 41.4 47.9 64.9 67.9 27.3 34.8 37.2 43.8
Old : 41.4 47.9 64.9 67.9 27.3 34.8 37.2 43.8
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 39,152: 2,714 4,550 8,785 27,125 25,777 38,624 39,112: 528 40
Old : 39,152: 2,714 4,550 8,785 27,125 25,777 38,624 39,112: 528 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,139: -2,070 -2,240 3,420 769 989 2,119 2,169: 20 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.6 22.4 69.3 65.8 98.7 99.9: 1.3 0.1
Old : 100.0: 6.9 11.6 22.4 69.3 65.8 98.7 99.9: 1.3 0.1
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 : 37: 4 5 7 21 27 28 36:
Old : 37: 4 5 7 21 27 28 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 : 47.0 63.7 72.8 80.7 40.6 52.7 52.0 58.8
Old : 47.0 63.7 72.8 80.7 40.6 52.7 52.0 58.8
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 19,155: 1,896 1,980 1,791 15,468 15,384 19,155 19,155: 0 0
Old : 19,155: 1,896 1,980 1,791 15,468 15,384 19,155 19,155: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 126: 0 -126 126 0 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.3 9.4 80.8 80.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 10.3 9.4 80.8 80.3 100.0 100.0: 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 : 26: 2 3 3 16 16 20 20:
Old : 26: 2 3 3 16 16 20 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 : 72.3 55.2 86.6 76.3 66.1 49.2 71.2 63.6
Old : 72.3 55.2 86.6 76.3 66.1 49.2 71.2 63.6
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 9,314: 218 4,598 1,736 7,360 2,980 9,314 9,314: 0 0
Old : 9,314: 218 4,598 1,736 7,360 2,980 9,314 9,314: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 734: 0 -138 688 46 184 734 734: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 49.4 18.6 79.0 32.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 49.4 18.6 79.0 32.0 100.0 100.0: 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 : 24: 1 3 4 14 12 18 16:
Old : 24: 1 3 4 14 12 18 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 : 61.1 76.3 86.9 92.8 53.9 60.4 68.7 70.2
Old : 61.1 76.3 86.9 92.8 53.9 60.4 68.7 70.2
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 740,087: 101,963 70,335 104,533 480,980 493,378 687,476 668,246: 52,611 71,841
Old : 740,087: 101,963 70,335 104,533 480,980 493,378 687,476 668,246: 52,611 71,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,926: 2,960 -1,111 8,164 -501 3,129 10,623 10,182: -1,697 -1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.5 14.1 65.0 66.7 92.9 90.3: 7.1 9.7
Old : 100.0: 13.8 9.5 14.1 65.0 66.7 92.9 90.3: 7.1 9.7
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 : 229: 56 66 77 84 91 189 194:
Old : 229: 56 66 77 84 91 189 194:
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 20.6 35.0 30.6 14.9 13.0 22.7 18.5
Old : 22.5 20.6 35.0 30.6 14.9 13.0 22.7 18.5
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 13,954: 8,073 2,525 744 2,403 9,668 11,220 12,937: 2,734 1,017
Old : 13,954: 8,073 2,525 744 2,403 9,668 11,220 12,937: 2,734 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 632: 497 138 271 -148 332 620 741: 12 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 18.1 5.3 17.2 69.3 80.4 92.7: 19.6 7.3
Old : 100.0: 57.9 18.1 5.3 17.2 69.3 80.4 92.7: 19.6 7.3
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 : 123: 67 20 6 11 24 81 50:
Old : 123: 67 20 6 11 24 81 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 : 21.2 38.5 34.2 54.8 21.2 38.5 33.9 54.8
Old : 21.2 38.5 34.2 54.8 21.2 38.5 33.9 54.8
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 7,432: 3,618 311 0 1,790 6,186 5,408 6,497: 2,024 935
Old : 7,432: 3,618 311 0 1,790 6,186 5,408 6,497: 2,024 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -104: -264 -4 -80 -111 -183 -455 -267: 351 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 4.2 0.0 24.1 83.2 72.8 87.4: 27.2 12.6
Old : 100.0: 48.7 4.2 0.0 24.1 83.2 72.8 87.4: 27.2 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 : 47: 21 4 0 7 15 28 19:
Old : 47: 21 4 0 7 15 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 : 33.6 60.2 47.2 73.2 33.6 60.2 47.2 73.2
Old : 33.6 60.2 47.2 73.2 33.6 60.2 47.2 73.2
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 15, 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 : 157,118: 21,821 4,164 14,960 104,123 124,123 140,904 143,247: 16,214 13,871
Old : 157,118: 21,821 4,164 14,960 104,123 124,123 140,904 143,247: 16,214 13,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -7,508: -651 -1,413 640 -4,254 -3,400 -4,265 -4,173: -3,243 -3,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 2.7 9.5 66.3 79.0 89.7 91.2: 10.3 8.8
Old : 100.0: 13.9 2.7 9.5 66.3 79.0 89.7 91.2: 10.3 8.8
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 : 157: 41 17 43 75 76 137 126:
Old : 157: 41 17 43 75 76 137 126:
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 : 27.9 16.5 39.3 27.7 24.0 13.6 32.8 22.3
Old : 27.9 16.5 39.3 27.7 24.0 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 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
Updated February 25, 2005