WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 220,792: 39,805 55,022 23,481 122,171 105,283 185,457 183,786: 35,335 37,006
Old : 160,165: 37,653 50,832 5,346 91,352 77,796 134,351 133,974: 25,814 26,191
Other: 60,627: 10,787 12,825 9,500 30,819 27,487 51,106 49,812: 9,521 10,815
: : :
: : Changes in Commitments from: February 15, 2005 :
: -10,059: 6,523 -12,411 -6,125 -9,356 7,228 -8,958 -11,308: -1,101 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 24.9 10.6 55.3 47.7 84.0 83.2: 16.0 16.8
Old : 100.0: 23.5 31.7 3.3 57.0 48.6 83.9 83.6: 16.1 16.4
Other: 100.0: 17.8 21.2 15.7 50.8 45.3 84.3 82.2: 15.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 69 83 63 44 50 157 160:
Old : 207: 73 72 31 31 43 121 130:
Other: 128: 41 40 34 26 39 86 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 31.7 46.6 39.3 33.0 30.8 46.4 38.1
Old : 39.0 34.7 52.4 43.0 39.0 34.7 52.3 43.0
Other: 47.4 33.2 55.4 45.3 43.0 29.1 47.8 36.6
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 644,026: 93,992 139,378 36,676 377,930 279,496 508,598 455,550: 135,428 188,476
Old : 543,434: 88,291 137,148 25,571 309,849 232,899 423,711 395,618: 119,723 147,816
Other: 100,592: 15,175 11,704 1,631 68,081 46,597 84,887 59,932: 15,705 40,660
: : :
: : Changes in Commitments from: February 15, 2005 :
: -27,774: 13,102 -26,167 -21,205 -14,567 17,024 -22,670 -30,348: -5,104 2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 21.6 5.7 58.7 43.4 79.0 70.7: 21.0 29.3
Old : 100.0: 16.2 25.2 4.7 57.0 42.9 78.0 72.8: 22.0 27.2
Other: 100.0: 15.1 11.6 1.6 67.7 46.3 84.4 59.6: 15.6 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 114 102 91 158 149 318 318:
Old : 431: 115 107 75 146 140 301 295:
Other: 232: 37 46 13 63 121 108 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 15.9 28.5 21.1 18.1 12.7 28.2 17.7
Old : 19.2 17.4 30.3 22.9 19.2 13.6 29.4 19.0
Other: 42.0 14.4 51.1 21.7 42.0 14.0 51.1 21.4
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,050: 2,232 585 22 2,080 5,704 4,334 6,311: 3,716 1,739
Old : 7,206: 2,092 587 1 1,960 5,279 4,053 5,867: 3,153 1,339
Other: 844: 161 19 0 120 425 281 444: 563 400
: : :
: : Changes in Commitments from: February 15, 2005 :
: -615: -384 203 -116 49 -415 -451 -328: -164 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.3 0.3 25.8 70.9 53.8 78.4: 46.2 21.6
Old : 100.0: 29.0 8.1 0.0 27.2 73.3 56.2 81.4: 43.8 18.6
Other: 100.0: 19.1 2.3 0.0 14.2 50.4 33.3 52.6: 66.7 47.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 4 3 8 16 22 22:
Old : 33: 12 5 1 8 15 21 20:
Other: 14: 4 2 0 3 6 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 45.3 39.9 59.6 18.4 35.9 26.3 47.5
Old : 30.4 49.7 42.9 64.7 20.6 39.2 28.9 51.4
Other: 26.2 41.9 33.3 52.6 26.2 41.9 33.1 52.4
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 265,774: 38,055 67,274 21,893 153,463 101,083 213,411 190,250: 52,363 75,524
Old : 237,467: 37,674 73,432 12,415 143,069 89,774 193,158 175,621: 44,309 61,846
Other: 28,307: 9,447 2,908 412 10,394 11,309 20,253 14,629: 8,054 13,678
: : :
: : Changes in Commitments from: February 15, 2005 :
: 3,398: 1,226 -19,111 320 1,826 11,718 3,372 -7,073: 26 10,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.3 8.2 57.7 38.0 80.3 71.6: 19.7 28.4
Old : 100.0: 15.9 30.9 5.2 60.2 37.8 81.3 74.0: 18.7 26.0
Other: 100.0: 33.4 10.3 1.5 36.7 40.0 71.5 51.7: 28.5 48.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 65 117 87 70 86 205 241:
Old : 301: 71 120 64 66 77 183 223:
Other: 112: 36 25 8 20 43 59 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 17.5 40.4 23.3 26.0 13.5 35.9 18.2
Old : 29.7 17.7 42.8 23.9 27.6 15.8 38.8 21.2
Other: 34.6 27.7 49.1 33.6 33.9 26.5 48.4 31.8
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
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 166,079: 21,219 37,422 23,495 93,907 82,550 138,621 143,467: 27,458 22,612
Old : 142,278: 20,414 38,867 15,007 84,237 68,324 119,658 122,198: 22,620 20,080
Other: 23,801: 6,424 4,174 2,869 9,670 14,226 18,963 21,269: 4,838 2,532
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,178: 148 -15,831 1,393 -12,785 6,166 -11,244 -8,272: 2,066 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.5 14.1 56.5 49.7 83.5 86.4: 16.5 13.6
Old : 100.0: 14.3 27.3 10.5 59.2 48.0 84.1 85.9: 15.9 14.1
Other: 100.0: 27.0 17.5 12.1 40.6 59.8 79.7 89.4: 20.3 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 33 44 35 51 48 107 116:
Old : 154: 37 48 33 51 45 106 112:
Other: 54: 15 13 11 19 15 39 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 25.5 30.6 35.3 15.3 15.6 24.5 21.9
Old : 21.4 24.0 34.3 33.2 19.8 17.9 30.3 25.2
Other: 34.5 49.2 50.5 65.4 30.7 40.0 40.2 48.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 781,552: 135,263 127,625 42,614 451,160 430,408 629,037 600,647: 152,515 180,905
Old : 781,552: 135,263 127,625 42,614 451,160 430,408 629,037 600,647: 152,515 180,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -19,124: -36,124 -5,243 5,509 19,888 -25,485 -10,727 -25,219: -8,397 6,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.3 5.5 57.7 55.1 80.5 76.9: 19.5 23.1
Old : 100.0: 17.3 16.3 5.5 57.7 55.1 80.5 76.9: 19.5 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 44 30 26 57 78 112 128:
Old : 172: 44 30 26 57 78 112 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 16.5 33.3 28.2 16.7 14.0 22.8 23.5
Old : 25.0 16.5 33.3 28.2 16.7 14.0 22.8 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 163,367: 25,432 25,075 30,991 75,509 80,505 131,932 136,571: 31,435 26,796
Old : 140,489: 28,879 23,797 20,852 62,340 71,130 112,071 115,779: 28,418 24,710
Other: 22,878: 1,376 6,101 5,316 13,169 9,375 19,861 20,792: 3,017 2,086
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,366: 12,017 -12,953 224 -12,414 16,425 -173 3,696: 1,539 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.3 19.0 46.2 49.3 80.8 83.6: 19.2 16.4
Old : 100.0: 20.6 16.9 14.8 44.4 50.6 79.8 82.4: 20.2 17.6
Other: 100.0: 6.0 26.7 23.2 57.6 41.0 86.8 90.9: 13.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 34 43 52 51 52 128 128:
Old : 165: 46 39 47 49 52 123 126:
Other: 65: 11 18 15 27 16 49 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 20.9 29.1 31.0 11.7 11.8 17.0 18.4
Old : 17.0 22.0 26.6 31.1 12.5 14.4 18.6 22.6
Other: 41.7 53.5 57.2 69.7 38.8 44.3 47.8 52.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,676: 1,860 2,392 281 1,848 1,359 3,989 4,032: 1,687 1,644
Old : 5,667: 1,860 2,392 276 1,848 1,356 3,984 4,024: 1,683 1,643
Other: 9: 2 2 3 0 3 5 8: 4 1
: : :
: : Changes in Commitments from: February 15, 2005 :
: 180: 45 312 -113 130 -68 62 131: 118 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 42.1 5.0 32.6 23.9 70.3 71.0: 29.7 29.0
Old : 100.0: 32.8 42.2 4.9 32.6 23.9 70.3 71.0: 29.7 29.0
Other: 100.0: 22.2 22.2 33.3 0.0 33.3 55.6 88.9: 44.4 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 15 4 10 7 24 23:
Old : 37: 10 16 4 10 7 24 23:
Other: 4: 2 1 1 0 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 29.0 48.9 44.4 28.8 24.2 38.3 34.2
Old : 37.3 29.1 49.0 44.4 28.8 24.2 38.3 34.3
Other: 55.6 88.9 55.6 88.9 22.2 55.6 22.2 55.6
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 379,969: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,120 117,796
Old : 379,969: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,120 117,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 30,147: -5,782 10,802 7,076 17,034 -4,193 18,328 13,685: 11,819 16,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Old : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 18 34 5 47 53 65 92:
Old : 120: 18 34 5 47 53 65 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Old : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,036,556: 445,415 358,495 170,482 1,110,416 953,489 1,726,313 1,482,466: 310,243 554,090
Old : 2,036,556: 445,415 358,495 170,482 1,110,416 953,489 1,726,313 1,482,466: 310,243 554,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 171,127: 122,511 81,383 28,022 7,969 6,218 158,502 115,623: 12,625 55,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.6 8.4 54.5 46.8 84.8 72.8: 15.2 27.2
Old : 100.0: 21.9 17.6 8.4 54.5 46.8 84.8 72.8: 15.2 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 46 66 37 81 121 148 203:
Old : 254: 46 66 37 81 121 148 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 12.6 47.5 22.0 29.9 11.8 39.5 16.9
Old : 32.4 12.6 47.5 22.0 29.9 11.8 39.5 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,288,620: 200,374 185,674 53,283 886,088 700,668 1,139,745 939,625: 148,875 348,995
Old : 1,288,620: 200,374 185,674 53,283 886,088 700,668 1,139,745 939,625: 148,875 348,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 90,467: -53,978 27,652 18,666 130,154 -6,994 94,842 39,324: -4,375 51,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.4 4.1 68.8 54.4 88.4 72.9: 11.6 27.1
Old : 100.0: 15.5 14.4 4.1 68.8 54.4 88.4 72.9: 11.6 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 25 52 17 61 89 97 147:
Old : 180: 25 52 17 61 89 97 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 15.7 42.3 23.1 25.1 12.1 37.2 16.9
Old : 28.5 15.7 42.3 23.1 25.1 12.1 37.2 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 442,360: 147,815 35,222 38,887 172,188 340,271 358,890 414,380: 83,470 27,980
Old : 442,360: 147,815 35,222 38,887 172,188 340,271 358,890 414,380: 83,470 27,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 13,793: -36,988 -5,417 -411 -1,109 16,492 -38,508 10,664: 52,301 3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.0 8.8 38.9 76.9 81.1 93.7: 18.9 6.3
Old : 100.0: 33.4 8.0 8.8 38.9 76.9 81.1 93.7: 18.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 38 7 27 52 47 95 78:
Old : 107: 38 7 27 52 47 95 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 49.5 40.9 60.1 25.0 49.4 33.8 57.8
Old : 29.0 49.5 40.9 60.1 25.0 49.4 33.8 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,043: 14,011 3,130 35 21,264 38,314 35,310 41,479: 13,733 7,564
Old : 49,043: 14,011 3,130 35 21,264 38,314 35,310 41,479: 13,733 7,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 191: -104 -212 -66 -246 287 -416 9: 607 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.4 0.1 43.4 78.1 72.0 84.6: 28.0 15.4
Old : 100.0: 28.6 6.4 0.1 43.4 78.1 72.0 84.6: 28.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 12 1 19 12 43 24:
Old : 64: 23 12 1 19 12 43 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 64.9 40.7 74.4 29.1 64.4 40.7 73.8
Old : 29.1 64.9 40.7 74.4 29.1 64.4 40.7 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 72,036: 8,389 26,003 1,161 53,427 22,313 62,977 49,477: 9,059 22,559
Old : 72,036: 8,389 26,003 1,161 53,427 22,313 62,977 49,477: 9,059 22,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 161: -1,535 -475 321 1,157 -696 -57 -850: 218 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 36.1 1.6 74.2 31.0 87.4 68.7: 12.6 31.3
Old : 100.0: 11.6 36.1 1.6 74.2 31.0 87.4 68.7: 12.6 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 14 24 5 20 11 37 37:
Old : 65: 14 24 5 20 11 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 42.8 65.9 50.7 50.0 42.8 65.8 49.8
Old : 50.2 42.8 65.9 50.7 50.0 42.8 65.8 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Old : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -530: -1,325 -550 0 525 -151 -800 -701: 270 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Old : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 23 4 19 19 27 44:
Old : 61: 6 23 4 19 19 27 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Old : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Old : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 696: -243 797 0 838 323 595 1,120: 101 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Old : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 9 0 7 11 8 20:
Old : 27: 1 9 0 7 11 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Old : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,275: 2,980 2,893 1,261 16,739 15,602 20,980 19,756: 5,295 6,519
Old : 26,275: 2,980 2,893 1,261 16,739 15,602 20,980 19,756: 5,295 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 613: -169 127 -26 643 199 448 300: 165 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.0 4.8 63.7 59.4 79.8 75.2: 20.2 24.8
Old : 100.0: 11.3 11.0 4.8 63.7 59.4 79.8 75.2: 20.2 24.8
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 : 52: 12 8 12 23 20 38 37:
Old : 52: 12 8 12 23 20 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 36.1 62.2 54.2 49.4 35.1 58.8 51.3
Old : 50.0 36.1 62.2 54.2 49.4 35.1 58.8 51.3
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,216: 17,752 7,635 18,410 39,591 36,664 75,753 62,709: 18,463 31,507
Old : 92,418: 17,892 7,707 18,148 38,688 36,255 74,728 62,110: 17,690 30,308
Other: 1,798: 122 190 0 903 409 1,025 599: 773 1,199
: : :
: : Changes in Commitments from: February 15, 2005 :
: 99: 70 -2,392 239 -155 865 154 -1,288: -55 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 8.1 19.5 42.0 38.9 80.4 66.6: 19.6 33.4
Old : 100.0: 19.4 8.3 19.6 41.9 39.2 80.9 67.2: 19.1 32.8
Other: 100.0: 6.8 10.6 0.0 50.2 22.7 57.0 33.3: 43.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 46 33 49 25 35 111 97:
Old : 144: 46 33 49 24 35 110 97:
Other: 17: 4 1 0 4 10 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 38.5 31.3 27.0 17.7 37.2 27.3
Old : 27.5 19.0 39.0 31.8 27.5 18.6 37.8 28.4
Other: 50.2 28.5 57.0 31.9 48.3 28.5 55.1 31.1
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,517: 258 1,267 617 1,725 465 2,600 2,349: 917 1,168
Old : 3,517: 258 1,267 617 1,725 465 2,600 2,349: 917 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 228: 89 135 -12 35 47 112 170: 116 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 36.0 17.5 49.0 13.2 73.9 66.8: 26.1 33.2
Old : 100.0: 7.3 36.0 17.5 49.0 13.2 73.9 66.8: 26.1 33.2
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 : 33: 5 15 7 9 3 21 21:
Old : 33: 5 15 7 9 3 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 32.4 61.2 46.8 41.6 25.6 50.4 36.7
Old : 45.5 32.4 61.2 46.8 41.6 25.6 50.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 131,945: 37,920 17,534 12,797 66,977 66,266 117,694 96,597: 14,251 35,348
Old : 131,945: 37,920 17,534 12,797 66,977 66,266 117,694 96,597: 14,251 35,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,706: -5,330 -496 -831 -888 -6,533 -7,049 -7,860: -2,657 -1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 13.3 9.7 50.8 50.2 89.2 73.2: 10.8 26.8
Old : 100.0: 28.7 13.3 9.7 50.8 50.2 89.2 73.2: 10.8 26.8
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 : 195: 38 49 38 52 86 115 154:
Old : 195: 38 49 38 52 86 115 154:
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 : 26.0 12.9 43.8 21.6 24.9 12.8 41.7 21.4
Old : 26.0 12.9 43.8 21.6 24.9 12.8 41.7 21.4
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,258: 2,028 378 169 661 3,230 2,858 3,777: 2,400 1,481
Old : 5,258: 2,028 378 169 661 3,230 2,858 3,777: 2,400 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -67: -129 -16 -15 -79 -117 -223 -148: 156 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 7.2 3.2 12.6 61.4 54.4 71.8: 45.6 28.2
Old : 100.0: 38.6 7.2 3.2 12.6 61.4 54.4 71.8: 45.6 28.2
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 : 49: 20 8 6 12 15 36 25:
Old : 49: 20 8 6 12 15 36 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 : 19.6 46.6 28.3 56.0 19.2 46.6 26.8 55.2
Old : 19.6 46.6 28.3 56.0 19.2 46.6 26.8 55.2
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 24,132: 6,761 3,742 4,092 9,307 4,386 20,160 12,220: 3,972 11,912
Old : 24,132: 6,761 3,742 4,092 9,307 4,386 20,160 12,220: 3,972 11,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 17: 88 191 21 351 -167 460 45: -443 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 15.5 17.0 38.6 18.2 83.5 50.6: 16.5 49.4
Old : 100.0: 28.0 15.5 17.0 38.6 18.2 83.5 50.6: 16.5 49.4
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 : 111: 28 19 20 36 43 74 76:
Old : 111: 28 19 20 36 43 74 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 : 28.5 16.5 43.1 22.9 18.7 9.2 30.8 14.8
Old : 28.5 16.5 43.1 22.9 18.7 9.2 30.8 14.8
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 88,275: 11,275 14,416 1,152 50,404 59,250 62,831 74,818: 25,444 13,457
Old : 88,275: 11,275 14,416 1,152 50,404 59,250 62,831 74,818: 25,444 13,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,907: 515 -1,651 155 4,311 8,682 4,981 7,186: -74 -2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.3 1.3 57.1 67.1 71.2 84.8: 28.8 15.2
Old : 100.0: 12.8 16.3 1.3 57.1 67.1 71.2 84.8: 28.8 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 : 59: 13 13 5 25 18 41 33:
Old : 59: 13 13 5 25 18 41 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 : 33.5 48.4 47.4 63.2 30.7 48.3 43.7 62.9
Old : 33.5 48.4 47.4 63.2 30.7 48.3 43.7 62.9
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 54,437: 4,790 8,240 727 30,405 30,065 35,922 39,032: 18,515 15,405
Old : 54,437: 4,790 8,240 727 30,405 30,065 35,922 39,032: 18,515 15,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,585: 953 -6,866 -7 -7,391 9,050 -6,445 2,177: 8,030 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.1 1.3 55.9 55.2 66.0 71.7: 34.0 28.3
Old : 100.0: 8.8 15.1 1.3 55.9 55.2 66.0 71.7: 34.0 28.3
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 : 27: 5 6 1 12 8 18 14:
Old : 27: 5 6 1 12 8 18 14:
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 52.8 53.7 65.4 41.0 52.6 53.3 63.8
Old : 41.4 52.8 53.7 65.4 41.0 52.6 53.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 97,645: 71,256 8,238 463 13,866 83,096 85,585 91,797: 12,060 5,848
Old : 97,645: 71,256 8,238 463 13,866 83,096 85,585 91,797: 12,060 5,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,550: 7,061 207 247 -36 6,976 7,272 7,430: 1,278 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 8.4 0.5 14.2 85.1 87.6 94.0: 12.4 6.0
Old : 100.0: 73.0 8.4 0.5 14.2 85.1 87.6 94.0: 12.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 58 8 2 15 23 74 33:
Old : 100: 58 8 2 15 23 74 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 : 32.4 54.5 48.7 72.5 32.4 54.5 48.7 72.4
Old : 32.4 54.5 48.7 72.5 32.4 54.5 48.7 72.4
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 79,178: 29,369 4,213 24 26,278 63,025 55,671 67,262: 23,507 11,916
Old : 79,178: 29,369 4,213 24 26,278 63,025 55,671 67,262: 23,507 11,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,887: 2,396 -521 -631 1,262 6,550 3,027 5,398: 2,860 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 5.3 0.0 33.2 79.6 70.3 85.0: 29.7 15.0
Old : 100.0: 37.1 5.3 0.0 33.2 79.6 70.3 85.0: 29.7 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 21 8 1 12 17 34 25:
Old : 53: 21 8 1 12 17 34 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 : 24.5 54.7 37.6 72.8 23.2 54.7 35.2 68.4
Old : 24.5 54.7 37.6 72.8 23.2 54.7 35.2 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 154,084: 14,078 40,013 784 106,405 89,940 121,267 130,737: 32,817 23,347
Old : 154,084: 14,078 40,013 784 106,405 89,940 121,267 130,737: 32,817 23,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 2,097: 1,061 3,303 -177 -2,733 -2,624 -1,849 502: 3,946 1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 26.0 0.5 69.1 58.4 78.7 84.8: 21.3 15.2
Old : 100.0: 9.1 26.0 0.5 69.1 58.4 78.7 84.8: 21.3 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 : 68: 15 19 4 24 24 42 44:
Old : 68: 15 19 4 24 24 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 44.6 63.7 59.3 42.4 36.4 52.3 48.0
Old : 50.0 44.6 63.7 59.3 42.4 36.4 52.3 48.0
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 164,961: 29,004 24,980 1,616 70,354 79,321 100,974 105,917: 63,987 59,044
Old : 164,961: 29,004 24,980 1,616 70,354 79,321 100,974 105,917: 63,987 59,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16,830: 892 -3,377 798 1,694 7,514 3,384 4,935: 13,446 11,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.1 1.0 42.6 48.1 61.2 64.2: 38.8 35.8
Old : 100.0: 17.6 15.1 1.0 42.6 48.1 61.2 64.2: 38.8 35.8
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 : 92: 28 25 9 30 25 64 53:
Old : 92: 28 25 9 30 25 64 53:
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 : 24.5 26.2 34.9 39.1 22.0 25.7 32.1 37.8
Old : 24.5 26.2 34.9 39.1 22.0 25.7 32.1 37.8
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Old : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,674: -1,082 1,640 107 -14,670 -14,412 -15,645 -12,665: 971 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
Old : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
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 : 21: 2 1 1 8 17 10 19:
Old : 21: 2 1 1 8 17 10 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 : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Old : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 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 : 7,994,628: 702,125 1,267,297 874,871 5,518,618 4,297,304 7,095,614 6,439,472: 899,014 1,555,156
Old : 7,994,628: 702,125 1,267,297 874,871 5,518,618 4,297,304 7,095,614 6,439,472: 899,014 1,555,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 248,873: 43,176 171,905 91,673 71,435 -99,135 206,284 164,443: 42,589 84,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.9 10.9 69.0 53.8 88.8 80.5: 11.2 19.5
Old : 100.0: 8.8 15.9 10.9 69.0 53.8 88.8 80.5: 11.2 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 39 66 79 120 134 207 241:
Old : 254: 39 66 79 120 134 207 241:
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 13.1 45.3 21.6 26.4 11.3 38.1 17.9
Old : 27.9 13.1 45.3 21.6 26.4 11.3 38.1 17.9
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 696,085: 62,120 80,335 8,221 477,476 506,551 547,817 595,107: 148,268 100,978
Old : 696,085: 62,120 80,335 8,221 477,476 506,551 547,817 595,107: 148,268 100,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 9,285: -926 -45 122 3,734 7,859 2,930 7,936: 6,355 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 11.5 1.2 68.6 72.8 78.7 85.5: 21.3 14.5
Old : 100.0: 8.9 11.5 1.2 68.6 72.8 78.7 85.5: 21.3 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 : 184: 36 30 14 91 66 136 101:
Old : 184: 36 30 14 91 66 136 101:
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 : 19.9 31.8 28.7 45.4 19.0 31.5 27.7 45.1
Old : 19.9 31.8 28.7 45.4 19.0 31.5 27.7 45.1
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 905,095: 207,211 240,226 11,243 381,974 546,063 600,428 797,532: 304,667 107,563
Old : 905,095: 207,211 240,226 11,243 381,974 546,063 600,428 797,532: 304,667 107,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -27,983: 19,770 50,838 3,349 -25,650 -97,391 -2,531 -43,204: -25,452 15,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 26.5 1.2 42.2 60.3 66.3 88.1: 33.7 11.9
Old : 100.0: 22.9 26.5 1.2 42.2 60.3 66.3 88.1: 33.7 11.9
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 : 173: 34 63 19 53 51 102 118:
Old : 173: 34 63 19 53 51 102 118:
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 : 21.6 30.3 32.9 41.0 19.7 26.5 30.4 35.4
Old : 21.6 30.3 32.9 41.0 19.7 26.5 30.4 35.4
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Old : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16: 3 240 0 158 -222 161 18: -145 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
Old : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 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 : 28: 3 1 0 15 11 18 12:
Old : 28: 3 1 0 15 11 18 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 : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Old : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Old : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 742: -327 222 43 883 -553 599 -288: 143 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
Old : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
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 : 39: 3 5 2 20 18 24 24:
Old : 39: 3 5 2 20 18 24 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 : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
Old : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 87,138: 4,644 19,431 188 36,813 53,561 41,645 73,180: 45,493 13,958
Old : 87,138: 4,644 19,431 188 36,813 53,561 41,645 73,180: 45,493 13,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,866: -1,899 2,047 -42 3,033 3,418 1,092 5,423: 6,774 2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.3 0.2 42.2 61.5 47.8 84.0: 52.2 16.0
Old : 100.0: 5.3 22.3 0.2 42.2 61.5 47.8 84.0: 52.2 16.0
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 : 84: 14 23 3 33 27 49 51:
Old : 84: 14 23 3 33 27 49 51:
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 43.2 27.8 57.1 19.0 41.9 27.2 54.6
Old : 19.0 43.2 27.8 57.1 19.0 41.9 27.2 54.6
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 474,228: 115,010 106,549 3,572 311,454 163,612 430,036 273,733: 44,192 200,495
Old : 474,228: 115,010 106,549 3,572 311,454 163,612 430,036 273,733: 44,192 200,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 57,162: 13,155 11,405 -404 31,791 7,400 44,542 18,401: 12,620 38,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.5 0.8 65.7 34.5 90.7 57.7: 9.3 42.3
Old : 100.0: 24.3 22.5 0.8 65.7 34.5 90.7 57.7: 9.3 42.3
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 : 186: 49 71 13 44 34 100 111:
Old : 186: 49 71 13 44 34 100 111:
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 : 46.9 23.4 64.8 33.0 42.2 20.8 59.0 26.1
Old : 46.9 23.4 64.8 33.0 42.2 20.8 59.0 26.1
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 95,179: 49,918 3,948 1,094 14,255 82,272 65,267 87,314: 29,912 7,865
Old : 95,179: 49,918 3,948 1,094 14,255 82,272 65,267 87,314: 29,912 7,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,073: 5,300 -3,971 995 -926 9,170 5,369 6,194: 704 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 4.1 1.1 15.0 86.4 68.6 91.7: 31.4 8.3
Old : 100.0: 52.4 4.1 1.1 15.0 86.4 68.6 91.7: 31.4 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 : 51: 22 2 3 10 23 33 27:
Old : 51: 22 2 3 10 23 33 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 : 32.0 51.5 46.0 72.0 32.0 51.5 46.0 70.8
Old : 32.0 51.5 46.0 72.0 32.0 51.5 46.0 70.8
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,596: 1,375 13,495 260 23,583 13,463 25,218 27,218: 6,378 4,378
Old : 31,596: 1,375 13,495 260 23,583 13,463 25,218 27,218: 6,378 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,333: 111 2,683 186 4,805 1,258 5,102 4,127: -769 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 42.7 0.8 74.6 42.6 79.8 86.1: 20.2 13.9
Old : 100.0: 4.4 42.7 0.8 74.6 42.6 79.8 86.1: 20.2 13.9
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 : 56: 5 12 3 29 18 36 31:
Old : 56: 5 12 3 29 18 36 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 : 39.5 51.3 52.5 61.3 29.4 43.4 41.4 51.7
Old : 39.5 51.3 52.5 61.3 29.4 43.4 41.4 51.7
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 199,187: 49,793 31,535 1,386 135,483 152,769 186,662 185,690: 12,525 13,497
Old : 199,187: 49,793 31,535 1,386 135,483 152,769 186,662 185,690: 12,525 13,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 21,421: 10,325 3,112 775 10,389 18,269 21,489 22,156: -68 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.8 0.7 68.0 76.7 93.7 93.2: 6.3 6.8
Old : 100.0: 25.0 15.8 0.7 68.0 76.7 93.7 93.2: 6.3 6.8
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 : 100: 15 33 4 26 39 44 73:
Old : 100: 15 33 4 26 39 44 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 38.9 77.3 53.4 60.5 38.6 72.7 51.9
Old : 64.5 38.9 77.3 53.4 60.5 38.6 72.7 51.9
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 38,276: 11,214 7,374 128 13,476 23,395 24,818 30,897: 13,458 7,379
Old : 38,276: 11,214 7,374 128 13,476 23,395 24,818 30,897: 13,458 7,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -38: 459 -1,855 18 -922 969 -445 -868: 407 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 19.3 0.3 35.2 61.1 64.8 80.7: 35.2 19.3
Old : 100.0: 29.3 19.3 0.3 35.2 61.1 64.8 80.7: 35.2 19.3
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 : 71: 21 15 2 16 22 38 38:
Old : 71: 21 15 2 16 22 38 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 : 20.0 33.7 31.2 49.6 16.0 33.0 25.9 44.5
Old : 20.0 33.7 31.2 49.6 16.0 33.0 25.9 44.5
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,507: 290 6,910 2,531 56,332 77,515 59,153 86,956: 60,354 32,551
Old : 119,507: 290 6,910 2,531 56,332 77,515 59,153 86,956: 60,354 32,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -377: -110 -5 10 -3,001 -1,434 -3,101 -1,429: 2,724 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Old : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 15 4 19 26 24 43:
Old : 47: 2 15 4 19 26 24 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 : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Old : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 102,103: 47,471 5,157 8,545 16,025 76,305 72,041 90,007: 30,062 12,096
Old : 102,103: 47,471 5,157 8,545 16,025 76,305 72,041 90,007: 30,062 12,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,204: 3,807 -1,533 1,050 -1,526 4,329 3,331 3,846: 1,873 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 5.1 8.4 15.7 74.7 70.6 88.2: 29.4 11.8
Old : 100.0: 46.5 5.1 8.4 15.7 74.7 70.6 88.2: 29.4 11.8
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 : 152: 81 25 34 18 38 116 85:
Old : 152: 81 25 34 18 38 116 85:
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 : 16.4 32.0 27.5 48.3 15.9 28.9 25.2 45.0
Old : 16.4 32.0 27.5 48.3 15.9 28.9 25.2 45.0
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 108,804: 44,160 16,442 13,223 36,408 70,565 93,791 100,230: 15,013 8,574
Old : 108,804: 44,160 16,442 13,223 36,408 70,565 93,791 100,230: 15,013 8,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 13,760: 11,379 4,288 2,377 890 6,278 14,646 12,943: -886 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 15.1 12.2 33.5 64.9 86.2 92.1: 13.8 7.9
Old : 100.0: 40.6 15.1 12.2 33.5 64.9 86.2 92.1: 13.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 61 46 28 40 43 126 95:
Old : 160: 61 46 28 40 43 126 95:
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 : 22.2 42.6 32.8 58.1 18.9 36.4 28.5 51.3
Old : 22.2 42.6 32.8 58.1 18.9 36.4 28.5 51.3
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 267,860: 119,318 80,413 17,941 77,524 151,123 214,783 249,477: 53,077 18,383
Old : 267,860: 119,318 80,413 17,941 77,524 151,123 214,783 249,477: 53,077 18,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,271: 9,897 -7,301 2,210 -10,508 11,614 1,599 6,523: 3,672 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 30.0 6.7 28.9 56.4 80.2 93.1: 19.8 6.9
Old : 100.0: 44.5 30.0 6.7 28.9 56.4 80.2 93.1: 19.8 6.9
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 : 207: 103 44 34 32 45 157 107:
Old : 207: 103 44 34 32 45 157 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 31.2 36.4 50.9 25.3 26.6 31.7 44.6
Old : 28.2 31.2 36.4 50.9 25.3 26.6 31.7 44.6
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Old : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -3,469: -58 113 35 -1,791 -2,311 -1,814 -2,163: -1,655 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
Old : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
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 : 26: 17 3 4 2 3 22 8:
Old : 26: 17 3 4 2 3 22 8:
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 80.9 62.4 85.3 49.4 80.8 61.9 81.6
Old : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
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 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 76,588: 9,523 20,505 5,138 42,865 28,871 57,526 54,514: 19,062 22,074
Old : 48,236: 7,811 16,779 1,257 27,431 14,795 36,499 32,831: 11,737 15,405
Other: 28,352: 3,572 5,586 2,021 15,434 14,076 21,027 21,683: 7,325 6,669
: : :
: : Changes in Commitments from: February 15, 2005 :
: -3,953: -871 -6,500 -236 -3,534 -103 -4,641 -6,839: 688 2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 26.8 6.7 56.0 37.7 75.1 71.2: 24.9 28.8
Old : 100.0: 16.2 34.8 2.6 56.9 30.7 75.7 68.1: 24.3 31.9
Other: 100.0: 12.6 19.7 7.1 54.4 49.6 74.2 76.5: 25.8 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 20 32 20 47 32 81 73:
Old : 98: 20 26 7 39 24 63 53:
Other: 69: 15 15 7 28 21 45 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 : 21.0 21.4 33.3 31.9 18.3 16.5 27.2 25.1
Old : 28.3 18.0 40.4 31.0 27.2 17.7 39.2 30.7
Other: 27.9 35.2 41.6 48.2 24.3 33.4 35.8 40.5
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 37,957: 1,035 8,088 2,120 22,781 17,191 25,936 27,399: 12,021 10,558
Old : 30,863: 1,427 7,829 1,185 18,212 12,552 20,824 21,566: 10,039 9,297
Other: 7,094: 241 892 302 4,569 4,639 5,112 5,833: 1,982 1,261
: : :
: : Changes in Commitments from: February 15, 2005 :
: -2,410: -98 -2,074 41 -1,051 -704 -1,108 -2,737: -1,302 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 21.3 5.6 60.0 45.3 68.3 72.2: 31.7 27.8
Old : 100.0: 4.6 25.4 3.8 59.0 40.7 67.5 69.9: 32.5 30.1
Other: 100.0: 3.4 12.6 4.3 64.4 65.4 72.1 82.2: 27.9 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 18 7 21 17 31 38:
Old : 48: 8 15 6 19 17 29 37:
Other: 24: 3 4 4 11 11 16 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 25.6 49.5 42.7 20.8 17.7 30.7 26.8
Old : 39.4 28.2 50.4 45.7 22.2 22.7 32.8 31.5
Other: 45.3 46.3 63.8 68.5 41.8 43.7 56.5 62.0
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 95,191: 27,346 18,358 5,535 46,937 62,132 79,818 86,025: 15,373 9,166
Old : 82,924: 27,751 20,135 2,176 39,900 53,565 69,827 75,876: 13,097 7,048
Other: 12,267: 2,685 1,313 269 7,037 8,567 9,991 10,149: 2,276 2,118
: : :
: : Changes in Commitments from: February 15, 2005 :
: 3,144: 7,385 -6,943 -1,684 -1,817 14,557 3,884 5,930: -740 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.3 5.8 49.3 65.3 83.9 90.4: 16.1 9.6
Old : 100.0: 33.5 24.3 2.6 48.1 64.6 84.2 91.5: 15.8 8.5
Other: 100.0: 21.9 10.7 2.2 57.4 69.8 81.4 82.7: 18.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 66 57 38 51 48 144 121:
Old : 190: 66 58 23 41 46 123 114:
Other: 78: 25 12 9 28 25 55 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 38.7 35.8 47.8 22.2 35.8 34.2 43.6
Old : 25.5 41.8 39.4 50.8 25.5 40.3 38.6 48.5
Other: 35.3 27.7 47.2 49.2 24.4 24.1 34.2 39.9
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,232: 7,938 4,393 1,603 15,285 22,776 24,826 28,772: 5,406 1,460
Old : 30,173: 7,932 4,415 1,576 15,285 22,743 24,793 28,734: 5,380 1,439
Other: 59: 33 5 0 0 33 33 38: 26 21
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,483: -3,006 1,865 -1,895 -755 -5,393 -5,656 -5,423: 173 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.5 5.3 50.6 75.3 82.1 95.2: 17.9 4.8
Old : 100.0: 26.3 14.6 5.2 50.7 75.4 82.2 95.2: 17.8 4.8
Other: 100.0: 55.9 8.5 0.0 0.0 55.9 55.9 64.4: 44.1 35.6
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 52 20 17 22 17 87 41:
Old : 102: 52 20 17 22 17 87 41:
Other: 4: 1 1 0 0 2 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 47.4 43.3 67.6 21.1 36.6 29.0 50.1
Old : 34.1 47.5 43.4 67.7 21.1 36.7 29.1 50.2
Other: 55.9 64.4 55.9 64.4 55.9 64.4 55.9 64.4
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 115,724: 25,116 7,375 1,171 79,812 105,141 106,099 113,687: 9,625 2,037
Old : 67,967: 23,792 6,948 573 34,825 58,450 59,190 65,971: 8,777 1,996
Other: 47,757: 1,564 667 358 44,987 46,691 46,909 47,716: 848 41
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,681: 1,326 -829 -27 2,750 5,410 4,049 4,554: 632 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 6.4 1.0 69.0 90.9 91.7 98.2: 8.3 1.8
Old : 100.0: 35.0 10.2 0.8 51.2 86.0 87.1 97.1: 12.9 2.9
Other: 100.0: 3.3 1.4 0.7 94.2 97.8 98.2 99.9: 1.8 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 47 20 6 45 33 96 56:
Old : 115: 47 20 6 40 31 91 53:
Other: 44: 10 2 3 25 22 35 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 : 33.5 44.1 48.7 68.7 20.4 30.5 29.9 43.7
Old : 25.3 39.0 39.5 61.7 20.6 36.0 34.9 56.2
Other: 61.6 70.3 76.4 89.2 46.9 60.6 56.9 69.1
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 381,448: 111,817 30,107 20,430 169,551 290,826 301,798 341,363: 79,650 40,085
Old : 381,448: 111,817 30,107 20,430 169,551 290,826 301,798 341,363: 79,650 40,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -7,587: -3,228 897 -711 -1,363 -11,987 -5,302 -11,801: -2,285 4,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.9 5.4 44.4 76.2 79.1 89.5: 20.9 10.5
Old : 100.0: 29.3 7.9 5.4 44.4 76.2 79.1 89.5: 20.9 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 : 149: 58 27 32 50 45 129 86:
Old : 149: 58 27 32 50 45 129 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 : 16.2 37.7 27.2 55.8 14.8 31.8 24.6 45.9
Old : 16.2 37.7 27.2 55.8 14.8 31.8 24.6 45.9
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 106,000: 53,226 10,718 4,672 36,403 84,696 94,301 100,086: 11,699 5,914
Old : 101,413: 52,913 11,883 2,707 34,477 81,411 90,097 96,001: 11,316 5,412
Other: 4,587: 1,845 367 433 1,926 3,285 4,204 4,085: 383 502
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,705: -767 1,086 -203 -3,051 -2,521 -4,021 -1,638: -1,684 -4,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 10.1 4.4 34.3 79.9 89.0 94.4: 11.0 5.6
Old : 100.0: 52.2 11.7 2.7 34.0 80.3 88.8 94.7: 11.2 5.3
Other: 100.0: 40.2 8.0 9.4 42.0 71.6 91.7 89.1: 8.3 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 131 55 42 84 110 237 190:
Old : 320: 131 58 40 78 110 231 188:
Other: 85: 16 6 6 34 45 52 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 : 17.9 25.8 28.6 39.1 17.9 23.3 28.6 35.1
Old : 18.7 26.3 29.9 39.7 18.7 24.0 29.9 35.9
Other: 36.1 28.2 51.2 47.2 29.6 23.4 41.7 37.6
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 21,539: 7,027 12,824 2,133 10,107 4,208 19,267 19,165: 2,272 2,374
Old : 21,539: 7,027 12,824 2,133 10,107 4,208 19,267 19,165: 2,272 2,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,540: 952 6,087 34 4,014 -1,962 5,000 4,159: -460 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 59.5 9.9 46.9 19.5 89.5 89.0: 10.5 11.0
Old : 100.0: 32.6 59.5 9.9 46.9 19.5 89.5 89.0: 10.5 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 : 49: 12 27 5 4 7 20 36:
Old : 49: 12 27 5 4 7 20 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 : 77.3 47.5 85.3 67.6 65.1 39.4 68.5 54.4
Old : 77.3 47.5 85.3 67.6 65.1 39.4 68.5 54.4
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 158,328: 20,817 24,041 15,355 93,639 92,072 129,811 131,468: 28,517 26,860
Old : 158,328: 20,817 24,041 15,355 93,639 92,072 129,811 131,468: 28,517 26,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 9,097: 6,666 46 3,780 -3,740 4,386 6,706 8,212: 2,391 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.2 9.7 59.1 58.2 82.0 83.0: 18.0 17.0
Old : 100.0: 13.1 15.2 9.7 59.1 58.2 82.0 83.0: 18.0 17.0
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 : 126: 23 30 30 61 65 107 103:
Old : 126: 23 30 30 61 65 107 103:
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 20.8 33.2 30.8 16.3 15.5 23.9 20.7
Old : 21.2 20.8 33.2 30.8 16.3 15.5 23.9 20.7
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 423,664: 28,526 68,750 129,359 197,072 192,414 354,957 390,523: 68,707 33,141
Old : 423,664: 28,526 68,750 129,359 197,072 192,414 354,957 390,523: 68,707 33,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 12,520: 3,310 7,020 4,105 3,941 1,712 11,356 12,837: 1,164 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 16.2 30.5 46.5 45.4 83.8 92.2: 16.2 7.8
Old : 100.0: 6.7 16.2 30.5 46.5 45.4 83.8 92.2: 16.2 7.8
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 : 204: 48 58 64 92 74 171 169:
Old : 204: 48 58 64 92 74 171 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 22.6 27.6 34.9 7.5 10.0 10.5 17.1
Old : 17.5 22.6 27.6 34.9 7.5 10.0 10.5 17.1
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 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,688: 3,995 4,584 1,333 56,356 59,621 61,684 65,538: 8,004 4,150
Old : 69,688: 3,995 4,584 1,333 56,356 59,621 61,684 65,538: 8,004 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,696: 0 0 0 780 1,394 780 1,394: 916 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.6 1.9 80.9 85.6 88.5 94.0: 11.5 6.0
Old : 100.0: 5.7 6.6 1.9 80.9 85.6 88.5 94.0: 11.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.7 48.4 64.5 66.4 47.8 44.3 57.4 57.9
Old : 49.7 48.4 64.5 66.4 47.8 44.3 57.4 57.9
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,087: 2,185 1,435 4,432 31,578 34,470 38,195 40,337: 4,892 2,750
Old : 43,087: 2,185 1,435 4,432 31,578 34,470 38,195 40,337: 4,892 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,772: -372 -368 771 728 606 1,127 1,009: 645 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.3 10.3 73.3 80.0 88.6 93.6: 11.4 6.4
Old : 100.0: 5.1 3.3 10.3 73.3 80.0 88.6 93.6: 11.4 6.4
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 : 26: 2 2 3 20 19 23 23:
Old : 26: 2 2 3 20 19 23 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 : 54.6 38.3 70.6 59.4 43.1 35.5 50.3 49.1
Old : 54.6 38.3 70.6 59.4 43.1 35.5 50.3 49.1
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,845: 8,050 0 1,216 53,203 55,156 62,469 56,372: 5,376 11,473
Old : 67,845: 8,050 0 1,216 53,203 55,156 62,469 56,372: 5,376 11,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 3,138: 1,222 0 62 1,883 2,410 3,167 2,472: -29 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 1.8 78.4 81.3 92.1 83.1: 7.9 16.9
Old : 100.0: 11.9 0.0 1.8 78.4 81.3 92.1 83.1: 7.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 22 18 23 19:
Old : 24: 1 0 1 22 18 23 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 : 44.6 64.9 68.2 74.1 37.6 51.2 49.8 53.9
Old : 44.6 64.9 68.2 74.1 37.6 51.2 49.8 53.9
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 983,913: 229,371 61,510 173,320 550,066 727,313 952,757 962,143: 31,156 21,770
Old : 983,913: 229,371 61,510 173,320 550,066 727,313 952,757 962,143: 31,156 21,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 28,348: -10,441 -5,232 5,991 19,493 13,708 15,043 14,467: 13,305 13,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.3 17.6 55.9 73.9 96.8 97.8: 3.2 2.2
Old : 100.0: 23.3 6.3 17.6 55.9 73.9 96.8 97.8: 3.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 18 9 27 84 77 115 105:
Old : 125: 18 9 27 84 77 115 105:
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 : 28.4 21.6 40.8 35.8 20.4 17.3 28.0 26.8
Old : 28.4 21.6 40.8 35.8 20.4 17.3 28.0 26.8
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 130,702: 28,845 37,931 36,689 62,613 54,993 128,147 129,613: 2,555 1,089
Old : 130,702: 28,845 37,931 36,689 62,613 54,993 128,147 129,613: 2,555 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 13,624: 7,300 3,678 2,132 4,162 8,524 13,594 14,334: 30 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.0 28.1 47.9 42.1 98.0 99.2: 2.0 0.8
Old : 100.0: 22.1 29.0 28.1 47.9 42.1 98.0 99.2: 2.0 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 : 47: 10 8 14 24 28 42 42:
Old : 47: 10 8 14 24 28 42 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 : 44.8 44.2 66.4 63.9 29.5 31.0 40.8 43.3
Old : 44.8 44.2 66.4 63.9 29.5 31.0 40.8 43.3
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,123: 3,454 5,530 8,530 27,831 25,823 39,815 39,883: 308 240
Old : 40,123: 3,454 5,530 8,530 27,831 25,823 39,815 39,883: 308 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 971: 740 980 -255 706 46 1,191 771: -220 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.8 21.3 69.4 64.4 99.2 99.4: 0.8 0.6
Old : 100.0: 8.6 13.8 21.3 69.4 64.4 99.2 99.4: 0.8 0.6
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 : 38: 3 6 7 22 27 29 36:
Old : 38: 3 6 7 22 27 29 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 : 47.3 64.1 72.4 80.0 40.1 54.1 53.0 59.8
Old : 47.3 64.1 72.4 80.0 40.1 54.1 53.0 59.8
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 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,601: 2,144 1,384 1,879 14,578 15,338 18,601 18,601: 0 0
Old : 18,601: 2,144 1,384 1,879 14,578 15,338 18,601 18,601: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -554: 248 -596 88 -890 -46 -554 -554: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.4 10.1 78.4 82.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 7.4 10.1 78.4 82.5 100.0 100.0: 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: 3 2 3 16 16 20 20:
Old : 26: 3 2 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 : 69.0 54.6 85.6 75.6 62.6 50.9 68.5 64.3
Old : 69.0 54.6 85.6 75.6 62.6 50.9 68.5 64.3
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,360: 218 5,614 1,228 7,914 2,518 9,360 9,360: 0 0
Old : 9,360: 218 5,614 1,228 7,914 2,518 9,360 9,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 46: 0 1,016 -508 554 -462 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.0 13.1 84.6 26.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.0 13.1 84.6 26.9 100.0 100.0: 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 : 23: 1 3 3 14 11 17 15:
Old : 23: 1 3 3 14 11 17 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 : 66.2 81.3 89.6 94.5 64.5 70.9 79.2 80.2
Old : 66.2 81.3 89.6 94.5 64.5 70.9 79.2 80.2
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 760,290: 120,964 66,788 100,524 484,386 524,236 705,874 691,548: 54,416 68,742
Old : 760,290: 120,964 66,788 100,524 484,386 524,236 705,874 691,548: 54,416 68,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 20,203: 19,001 -3,547 -4,009 3,406 30,858 18,398 23,302: 1,805 -3,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.8 13.2 63.7 69.0 92.8 91.0: 7.2 9.0
Old : 100.0: 15.9 8.8 13.2 63.7 69.0 92.8 91.0: 7.2 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 : 239: 66 67 73 84 93 194 193:
Old : 239: 66 67 73 84 93 194 193:
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 23.7 35.1 34.0 13.9 13.4 20.9 19.6
Old : 22.7 23.7 35.1 34.0 13.9 13.4 20.9 19.6
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,402: 8,092 2,572 785 2,365 9,789 11,242 13,146: 3,160 1,256
Old : 14,402: 8,092 2,572 785 2,365 9,789 11,242 13,146: 3,160 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 448: 19 47 41 -38 121 22 209: 426 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 17.9 5.5 16.4 68.0 78.1 91.3: 21.9 8.7
Old : 100.0: 56.2 17.9 5.5 16.4 68.0 78.1 91.3: 21.9 8.7
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 : 119: 63 21 5 12 24 80 48:
Old : 119: 63 21 5 12 24 80 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 : 20.6 37.6 32.7 54.6 20.6 37.6 32.7 54.6
Old : 20.6 37.6 32.7 54.6 20.6 37.6 32.7 54.6
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,510: 3,773 355 0 1,861 6,187 5,634 6,542: 1,876 968
Old : 7,510: 3,773 355 0 1,861 6,187 5,634 6,542: 1,876 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 78: 155 44 0 71 1 226 45: -148 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 4.7 0.0 24.8 82.4 75.0 87.1: 25.0 12.9
Old : 100.0: 50.2 4.7 0.0 24.8 82.4 75.0 87.1: 25.0 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 : 46: 20 3 0 8 15 28 18:
Old : 46: 20 3 0 8 15 28 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 : 36.8 60.6 49.6 74.5 36.8 60.6 49.6 74.5
Old : 36.8 60.6 49.6 74.5 36.8 60.6 49.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 161,227: 28,139 3,046 14,790 103,063 128,541 145,992 146,377: 15,235 14,850
Old : 161,227: 28,139 3,046 14,790 103,063 128,541 145,992 146,377: 15,235 14,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,109: 6,318 -1,118 -170 -1,060 4,418 5,088 3,130: -979 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.9 9.2 63.9 79.7 90.6 90.8: 9.4 9.2
Old : 100.0: 17.5 1.9 9.2 63.9 79.7 90.6 90.8: 9.4 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 : 159: 46 16 37 75 81 137 123:
Old : 159: 46 16 37 75 81 137 123:
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 17.3 38.5 27.3 23.8 13.5 32.5 21.4
Old : 27.4 17.3 38.5 27.3 23.8 13.5 32.5 21.4
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
Updated March 4, 2005