WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 214,658: 46,598 41,762 19,330 114,645 112,430 180,573 173,522: 34,085 41,136
Old : 151,001: 37,681 40,536 2,860 86,184 80,792 126,725 124,188: 24,276 26,813
Other: 63,657: 16,286 8,595 9,101 28,461 31,638 53,848 49,334: 9,809 14,323
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,134: 6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264: -1,250 4,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.5 9.0 53.4 52.4 84.1 80.8: 15.9 19.2
Old : 100.0: 25.0 26.8 1.9 57.1 53.5 83.9 82.2: 16.1 17.8
Other: 100.0: 25.6 13.5 14.3 44.7 49.7 84.6 77.5: 15.4 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 57 81 51 38 52 138 150:
Old : 190: 53 77 16 21 47 86 129:
Other: 125: 40 39 28 27 37 82 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.6 44.8 41.9 30.4 33.8 44.8 40.1
Old : 37.7 37.4 52.2 45.2 37.7 37.4 52.2 45.1
Other: 44.3 34.5 54.5 45.3 39.1 30.6 45.5 37.5
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 638,828: 106,792 98,378 43,931 372,875 306,519 523,598 448,828: 115,230 190,000
Old : 524,112: 104,082 99,294 27,204 296,122 258,717 427,408 385,215: 96,704 138,897
Other: 114,716: 18,327 14,701 1,110 76,753 47,802 96,190 63,613: 18,526 51,103
: : :
: : Changes in Commitments from: February 22, 2005 :
: -5,198: 12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722: -20,198 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.4 6.9 58.4 48.0 82.0 70.3: 18.0 29.7
Old : 100.0: 19.9 18.9 5.2 56.5 49.4 81.5 73.5: 18.5 26.5
Other: 100.0: 16.0 12.8 1.0 66.9 41.7 83.9 55.5: 16.1 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 125 91 101 162 170 341 329:
Old : 441: 117 96 80 143 157 307 303:
Other: 272: 50 50 15 79 135 140 189:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.6 28.8 21.7 18.1 13.5 28.7 18.3
Old : 20.4 19.1 31.9 24.3 20.4 15.5 31.2 20.6
Other: 35.8 10.0 45.9 17.1 35.8 9.3 45.9 15.8
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,354: 2,041 573 17 1,391 4,742 3,449 5,332: 3,905 2,022
Old : 6,322: 1,859 553 12 1,326 4,231 3,197 4,796: 3,125 1,526
Other: 1,032: 186 24 1 65 511 252 536: 780 496
: : :
: : Changes in Commitments from: February 22, 2005 :
: -696: -191 -12 -5 -689 -962 -885 -979: 189 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 7.8 0.2 18.9 64.5 46.9 72.5: 53.1 27.5
Old : 100.0: 29.4 8.7 0.2 21.0 66.9 50.6 75.9: 49.4 24.1
Other: 100.0: 18.0 2.3 0.1 6.3 49.5 24.4 51.9: 75.6 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 4 3 7 15 21 21:
Old : 32: 13 4 1 7 13 20 18:
Other: 15: 5 2 1 3 6 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 39.0 35.8 55.0 20.1 37.9 28.8 50.9
Old : 28.2 43.9 40.5 61.1 23.4 42.7 32.6 56.0
Other: 17.0 40.5 24.3 51.9 17.0 40.5 24.1 51.6
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 273,860: 53,541 61,425 22,709 149,249 107,261 225,499 191,395: 48,361 82,465
Old : 235,174: 52,358 67,703 11,446 131,999 93,462 195,803 172,611: 39,371 62,563
Other: 38,686: 11,158 3,697 1,288 17,250 13,799 29,696 18,784: 8,990 19,902
: : :
: : Changes in Commitments from: February 22, 2005 :
: 8,086: 15,486 -5,849 816 -4,214 6,178 12,088 1,145: -4,002 6,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.4 8.3 54.5 39.2 82.3 69.9: 17.7 30.1
Old : 100.0: 22.3 28.8 4.9 56.1 39.7 83.3 73.4: 16.7 26.6
Other: 100.0: 28.8 9.6 3.3 44.6 35.7 76.8 48.6: 23.2 51.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 87 101 75 69 93 214 231:
Old : 317: 91 108 50 65 88 193 216:
Other: 141: 34 36 14 25 55 67 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.1 39.2 23.7 27.1 15.8 37.0 21.5
Old : 29.1 18.7 41.9 25.5 28.3 18.5 40.0 24.2
Other: 34.9 17.4 49.7 24.6 32.9 16.4 47.3 23.2
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,745: 10,316 4,054 77 350 555 10,743 4,686: 3,002 9,059
Old : 9,873: 7,145 3,838 51 350 555 7,546 4,444: 2,327 5,429
Other: 3,872: 3,181 226 16 0 0 3,197 242: 675 3,630
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,348: 5,646 925 -1,173 150 86 4,623 -162: -275 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 29.5 0.6 2.5 4.0 78.2 34.1: 21.8 65.9
Old : 100.0: 72.4 38.9 0.5 3.5 5.6 76.4 45.0: 23.6 55.0
Other: 100.0: 82.2 5.8 0.4 0.0 0.0 82.6 6.3: 17.4 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 8 6 1 2 17 14:
Old : 24: 14 8 5 1 2 16 14:
Other: 6: 5 1 2 0 0 5 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 : 51.8 21.2 64.0 30.6 51.6 21.2 63.6 30.4
Old : 43.3 27.3 60.0 40.3 43.0 27.3 59.6 40.2
Other: 82.3 6.3 82.6 6.3 81.9 5.8 82.2 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 151,495: 29,440 18,004 24,925 72,848 94,728 127,213 137,657: 24,282 13,838
Old : 129,788: 30,165 21,423 15,331 63,907 80,213 109,403 116,967: 20,385 12,821
Other: 21,707: 5,361 2,667 3,508 8,941 14,515 17,810 20,690: 3,897 1,017
: : :
: : Changes in Commitments from: February 22, 2005 :
: -14,584: 8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810: -3,176 -8,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.9 16.5 48.1 62.5 84.0 90.9: 16.0 9.1
Old : 100.0: 23.2 16.5 11.8 49.2 61.8 84.3 90.1: 15.7 9.9
Other: 100.0: 24.7 12.3 16.2 41.2 66.9 82.0 95.3: 18.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 44 28 36 43 45 111 97:
Old : 142: 47 33 34 43 45 109 97:
Other: 49: 15 10 11 17 15 36 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 35.8 28.0 47.7 17.1 29.4 26.5 38.8
Old : 20.0 33.3 30.6 45.7 19.8 29.3 28.9 38.6
Other: 35.5 54.9 51.7 69.8 29.8 42.1 38.6 51.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 807,644: 118,328 137,699 55,030 479,271 435,577 652,629 628,306: 155,015 179,338
Old : 807,644: 118,328 137,699 55,030 479,271 435,577 652,629 628,306: 155,015 179,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 26,092: -16,935 10,074 12,416 28,111 5,169 23,592 27,659: 2,500 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.0 6.8 59.3 53.9 80.8 77.8: 19.2 22.2
Old : 100.0: 14.7 17.0 6.8 59.3 53.9 80.8 77.8: 19.2 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 32 33 22 64 77 106 127:
Old : 164: 32 33 22 64 77 106 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.0 33.9 28.0 18.0 13.7 25.6 22.8
Old : 24.5 16.0 33.9 28.0 18.0 13.7 25.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 153,438: 26,334 21,162 25,693 70,781 83,757 122,808 130,612: 30,630 22,826
Old : 129,329: 30,028 21,101 14,930 57,785 73,070 102,743 109,101: 26,586 20,228
Other: 24,109: 1,864 5,619 5,205 12,996 10,687 20,065 21,511: 4,044 2,598
: : :
: : Changes in Commitments from: February 22, 2005 :
: -9,929: 902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959: -805 -3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.8 16.7 46.1 54.6 80.0 85.1: 20.0 14.9
Old : 100.0: 23.2 16.3 11.5 44.7 56.5 79.4 84.4: 20.6 15.6
Other: 100.0: 7.7 23.3 21.6 53.9 44.3 83.2 89.2: 16.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 37 35 37 48 54 115 115:
Old : 157: 46 35 31 46 54 108 114:
Other: 66: 10 18 13 24 21 44 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 : 17.7 23.0 27.1 34.6 11.7 13.7 18.1 22.4
Old : 14.1 24.7 23.4 35.7 12.2 18.0 19.7 28.0
Other: 43.5 47.9 57.8 66.1 36.8 38.9 45.8 48.3
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,914: 2,137 2,177 243 1,232 1,066 3,612 3,486: 1,302 1,428
Old : 4,893: 2,142 2,169 234 1,232 1,063 3,608 3,466: 1,285 1,427
Other: 21: 1 14 3 0 3 4 20: 17 1
: : :
: : Changes in Commitments from: February 22, 2005 :
: -762: 277 -215 -38 -616 -293 -377 -546: -385 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 44.3 4.9 25.1 21.7 73.5 70.9: 26.5 29.1
Old : 100.0: 43.8 44.3 4.8 25.2 21.7 73.7 70.8: 26.3 29.2
Other: 100.0: 4.8 66.7 14.3 0.0 14.3 19.0 95.2: 81.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 13 4 8 7 22 21:
Old : 35: 12 12 4 8 7 22 21:
Other: 4: 1 2 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 : 37.1 34.0 50.8 52.1 32.9 31.8 43.9 45.9
Old : 37.2 34.1 51.0 52.3 33.1 31.9 44.1 46.0
Other: 19.0 95.2 19.0 95.2 4.8 81.0 4.8 81.0
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 364,581: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,542 130,676
Old : 364,581: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,542 130,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,388: 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268: -2,578 12,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Old : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 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 : 101: 15 26 5 39 47 55 77:
Old : 101: 15 26 5 39 47 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Old : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,955,525: 392,364 412,554 54,283 1,246,450 937,544 1,693,097 1,404,381: 262,428 551,144
Old : 1,955,525: 392,364 412,554 54,283 1,246,450 937,544 1,693,097 1,404,381: 262,428 551,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -81,031: -53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085: -47,815 -2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 2.8 63.7 47.9 86.6 71.8: 13.4 28.2
Old : 100.0: 20.1 21.1 2.8 63.7 47.9 86.6 71.8: 13.4 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 : 257: 38 70 32 92 129 150 211:
Old : 257: 38 70 32 92 129 150 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 13.4 52.4 21.0 32.6 13.1 45.6 18.6
Old : 34.7 13.4 52.4 21.0 32.6 13.1 45.6 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,285,660: 199,770 256,295 50,027 903,948 618,586 1,153,745 924,908: 131,915 360,752
Old : 1,285,660: 199,770 256,295 50,027 903,948 618,586 1,153,745 924,908: 131,915 360,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,960: -604 70,621 -3,256 17,860 -82,082 14,000 -14,717: -16,960 11,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.9 3.9 70.3 48.1 89.7 71.9: 10.3 28.1
Old : 100.0: 15.5 19.9 3.9 70.3 48.1 89.7 71.9: 10.3 28.1
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 : 183: 28 54 27 56 87 97 155:
Old : 183: 28 54 27 56 87 97 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 12.7 40.8 20.5 25.1 11.6 38.3 17.9
Old : 27.3 12.7 40.8 20.5 25.1 11.6 38.3 17.9
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 481,101: 196,497 34,439 55,734 167,363 326,586 419,594 416,759: 61,507 64,342
Old : 481,101: 196,497 34,439 55,734 167,363 326,586 419,594 416,759: 61,507 64,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 38,741: 48,682 -783 16,847 -4,825 -13,685 60,704 2,379: -21,963 36,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 7.2 11.6 34.8 67.9 87.2 86.6: 12.8 13.4
Old : 100.0: 40.8 7.2 11.6 34.8 67.9 87.2 86.6: 12.8 13.4
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 : 95: 34 11 25 42 39 82 69:
Old : 95: 34 11 25 42 39 82 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.2 52.0 55.5 32.5 43.9 42.5 50.4
Old : 39.9 45.2 52.0 55.5 32.5 43.9 42.5 50.4
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 52,811: 16,505 2,843 0 22,278 40,823 38,783 43,666: 14,028 9,145
Old : 52,811: 16,505 2,843 0 22,278 40,823 38,783 43,666: 14,028 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,768: 2,494 -287 -35 1,014 2,509 3,473 2,187: 295 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.4 0.0 42.2 77.3 73.4 82.7: 26.6 17.3
Old : 100.0: 31.3 5.4 0.0 42.2 77.3 73.4 82.7: 26.6 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 26 9 0 21 14 47 23:
Old : 66: 26 9 0 21 14 47 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 : 27.0 62.4 38.2 72.1 27.0 61.5 38.2 71.3
Old : 27.0 62.4 38.2 72.1 27.0 61.5 38.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 70,707: 10,982 26,832 872 50,717 21,589 62,571 49,293: 8,136 21,414
Old : 70,707: 10,982 26,832 872 50,717 21,589 62,571 49,293: 8,136 21,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,329: 2,593 829 -289 -2,710 -724 -406 -184: -923 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 37.9 1.2 71.7 30.5 88.5 69.7: 11.5 30.3
Old : 100.0: 15.5 37.9 1.2 71.7 30.5 88.5 69.7: 11.5 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 : 67: 18 23 5 20 10 40 36:
Old : 67: 18 23 5 20 10 40 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 : 43.6 45.0 62.6 52.7 43.6 44.8 62.4 51.9
Old : 43.6 45.0 62.6 52.7 43.6 44.8 62.4 51.9
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Old : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,220: -569 -19 -78 3,413 3,432 2,766 3,335: 454 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Old : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 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 : 60: 3 24 4 19 22 25 47:
Old : 60: 3 24 4 19 22 25 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Old : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
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 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Old : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -74: 0 -373 0 -4 284 -4 -89: -70 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Old : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
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 : 26: 1 8 0 6 12 7 20:
Old : 26: 1 8 0 6 12 7 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 : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Old : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,989: 3,858 2,880 1,433 16,872 16,260 22,163 20,573: 4,826 6,416
Old : 26,989: 3,858 2,880 1,433 16,872 16,260 22,163 20,573: 4,826 6,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 714: 878 -13 172 133 658 1,183 817: -469 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.7 5.3 62.5 60.2 82.1 76.2: 17.9 23.8
Old : 100.0: 14.3 10.7 5.3 62.5 60.2 82.1 76.2: 17.9 23.8
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: 14 8 13 23 18 41 35:
Old : 52: 14 8 13 23 18 41 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 : 49.8 36.9 62.7 56.2 47.9 36.0 59.4 53.5
Old : 49.8 36.9 62.7 56.2 47.9 36.0 59.4 53.5
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 104,265: 22,935 8,381 20,337 41,519 42,689 84,791 71,407: 19,474 32,858
Old : 101,938: 22,936 8,346 20,146 40,367 41,893 83,449 70,385: 18,489 31,553
Other: 2,327: 190 226 0 1,152 796 1,342 1,022: 985 1,305
: : :
: : Changes in Commitments from: February 22, 2005 :
: 10,049: 5,183 746 1,927 1,928 6,025 9,038 8,698: 1,011 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.0 19.5 39.8 40.9 81.3 68.5: 18.7 31.5
Old : 100.0: 22.5 8.2 19.8 39.6 41.1 81.9 69.0: 18.1 31.0
Other: 100.0: 8.2 9.7 0.0 49.5 34.2 57.7 43.9: 42.3 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 58 29 46 26 38 119 95:
Old : 154: 58 29 46 25 38 118 95:
Other: 21: 6 2 0 4 11 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 19.5 35.9 31.4 25.4 18.2 34.8 28.4
Old : 26.0 19.6 36.6 31.8 26.0 19.0 35.4 29.5
Other: 50.8 30.0 57.0 40.7 49.5 30.0 55.3 40.5
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,006: 255 1,476 81 1,654 399 1,990 1,956: 1,016 1,050
Old : 3,006: 255 1,476 81 1,654 399 1,990 1,956: 1,016 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -511: -3 209 -536 -71 -66 -610 -393: 99 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 49.1 2.7 55.0 13.3 66.2 65.1: 33.8 34.9
Old : 100.0: 8.5 49.1 2.7 55.0 13.3 66.2 65.1: 33.8 34.9
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 : 31: 5 18 4 7 2 16 20:
Old : 31: 5 18 4 7 2 16 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 : 50.7 31.7 60.6 45.7 50.7 31.1 60.6 44.3
Old : 50.7 31.7 60.6 45.7 50.7 31.1 60.6 44.3
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 128,754: 38,101 19,332 10,702 67,336 66,137 116,139 96,171: 12,615 32,583
Old : 128,754: 38,101 19,332 10,702 67,336 66,137 116,139 96,171: 12,615 32,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,191: 181 1,798 -2,095 359 -129 -1,555 -426: -1,636 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.0 8.3 52.3 51.4 90.2 74.7: 9.8 25.3
Old : 100.0: 29.6 15.0 8.3 52.3 51.4 90.2 74.7: 9.8 25.3
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 : 188: 45 41 33 42 83 105 144:
Old : 188: 45 41 33 42 83 105 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 13.8 45.8 23.8 25.9 13.8 43.3 23.3
Old : 27.0 13.8 45.8 23.8 25.9 13.8 43.3 23.3
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,199: 2,126 295 216 848 3,434 3,190 3,945: 2,009 1,254
Old : 5,199: 2,126 295 216 848 3,434 3,190 3,945: 2,009 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -59: 98 -83 47 187 204 332 168: -391 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.7 4.2 16.3 66.1 61.4 75.9: 38.6 24.1
Old : 100.0: 40.9 5.7 4.2 16.3 66.1 61.4 75.9: 38.6 24.1
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 : 51: 23 7 7 12 16 39 27:
Old : 51: 23 7 7 12 16 39 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 : 21.6 49.0 31.9 59.5 21.0 49.0 29.6 58.4
Old : 21.6 49.0 31.9 59.5 21.0 49.0 29.6 58.4
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,828: 7,061 3,763 3,818 9,028 4,609 19,907 12,190: 3,921 11,638
Old : 23,828: 7,061 3,763 3,818 9,028 4,609 19,907 12,190: 3,921 11,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -304: 300 21 -274 -279 223 -253 -30: -51 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.8 16.0 37.9 19.3 83.5 51.2: 16.5 48.8
Old : 100.0: 29.6 15.8 16.0 37.9 19.3 83.5 51.2: 16.5 48.8
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 : 110: 27 20 20 33 40 70 75:
Old : 110: 27 20 20 33 40 70 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 14.8 44.3 21.4 20.3 8.9 33.4 14.8
Old : 29.6 14.8 44.3 21.4 20.3 8.9 33.4 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 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 95,644: 11,793 18,622 963 56,547 60,041 69,303 79,626: 26,341 16,018
Old : 95,644: 11,793 18,622 963 56,547 60,041 69,303 79,626: 26,341 16,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,369: 518 4,206 -189 6,143 791 6,472 4,808: 897 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.5 1.0 59.1 62.8 72.5 83.3: 27.5 16.7
Old : 100.0: 12.3 19.5 1.0 59.1 62.8 72.5 83.3: 27.5 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 : 63: 15 15 4 24 20 41 37:
Old : 63: 15 15 4 24 20 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 46.7 50.4 60.1 34.9 46.6 46.8 59.9
Old : 37.9 46.7 50.4 60.1 34.9 46.6 46.8 59.9
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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 61,956: 7,313 9,216 0 36,723 39,778 44,036 48,994: 17,920 12,962
Old : 61,956: 7,313 9,216 0 36,723 39,778 44,036 48,994: 17,920 12,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,519: 2,523 976 -727 6,318 9,713 8,114 9,962: -595 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.9 0.0 59.3 64.2 71.1 79.1: 28.9 20.9
Old : 100.0: 11.8 14.9 0.0 59.3 64.2 71.1 79.1: 28.9 20.9
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 : 32: 7 5 0 13 11 20 16:
Old : 32: 7 5 0 13 11 20 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 : 42.1 58.6 56.3 70.8 41.8 58.5 55.6 69.3
Old : 42.1 58.6 56.3 70.8 41.8 58.5 55.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 102,386: 70,999 8,686 247 20,324 89,296 91,570 98,229: 10,816 4,157
Old : 102,386: 70,999 8,686 247 20,324 89,296 91,570 98,229: 10,816 4,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,741: -257 448 -216 6,458 6,200 5,985 6,432: -1,244 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 8.5 0.2 19.9 87.2 89.4 95.9: 10.6 4.1
Old : 100.0: 69.3 8.5 0.2 19.9 87.2 89.4 95.9: 10.6 4.1
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 : 96: 55 9 2 15 22 71 33:
Old : 96: 55 9 2 15 22 71 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 : 28.8 52.7 46.7 72.1 28.8 52.6 46.5 72.0
Old : 28.8 52.7 46.7 72.1 28.8 52.6 46.5 72.0
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 79,910: 38,182 4,663 34 15,806 62,860 54,022 67,557: 25,888 12,353
Old : 79,910: 38,182 4,663 34 15,806 62,860 54,022 67,557: 25,888 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 732: 8,813 450 10 -10,472 -165 -1,649 295: 2,381 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 5.8 0.0 19.8 78.7 67.6 84.5: 32.4 15.5
Old : 100.0: 47.8 5.8 0.0 19.8 78.7 67.6 84.5: 32.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 8 2 9 15 36 23:
Old : 51: 25 8 2 9 15 36 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 : 20.5 59.6 34.2 72.9 18.2 59.6 31.5 67.7
Old : 20.5 59.6 34.2 72.9 18.2 59.6 31.5 67.7
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 153,631: 13,422 20,545 189 107,980 112,908 121,591 133,642: 32,040 19,989
Old : 153,631: 13,422 20,545 189 107,980 112,908 121,591 133,642: 32,040 19,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -453: -656 -19,468 -595 1,575 22,968 324 2,905: -777 -3,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.4 0.1 70.3 73.5 79.1 87.0: 20.9 13.0
Old : 100.0: 8.7 13.4 0.1 70.3 73.5 79.1 87.0: 20.9 13.0
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 : 66: 14 18 3 23 23 39 42:
Old : 66: 14 18 3 23 23 39 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 : 51.3 51.5 63.3 63.9 43.3 42.2 51.8 52.3
Old : 51.3 51.5 63.3 63.9 43.3 42.2 51.8 52.3
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 169,942: 46,880 13,462 1,179 60,219 108,439 108,278 123,080: 61,664 46,862
Old : 169,942: 46,880 13,462 1,179 60,219 108,439 108,278 123,080: 61,664 46,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,981: 17,876 -11,518 -437 -10,135 29,118 7,304 17,163: -2,323 -12,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.9 0.7 35.4 63.8 63.7 72.4: 36.3 27.6
Old : 100.0: 27.6 7.9 0.7 35.4 63.8 63.7 72.4: 36.3 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 32 18 7 31 28 67 49:
Old : 92: 32 18 7 31 28 67 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 : 22.7 32.5 33.0 46.4 20.2 32.1 29.5 44.1
Old : 22.7 32.5 33.0 46.4 20.2 32.1 29.5 44.1
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Old : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,830: 0 0 0 1,042 -38 1,042 -38: 788 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Old : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 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 : 21: 2 1 1 7 17 9 19:
Old : 21: 2 1 1 7 17 9 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 : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Old : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
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, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,314,107: 737,253 1,384,262 910,058 5,737,405 4,486,532 7,384,716 6,780,852: 929,391 1,533,255
Old : 8,314,107: 737,253 1,384,262 910,058 5,737,405 4,486,532 7,384,716 6,780,852: 929,391 1,533,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 319,479: 35,128 116,965 35,187 218,787 189,228 289,102 341,380: 30,377 -21,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.6 10.9 69.0 54.0 88.8 81.6: 11.2 18.4
Old : 100.0: 8.9 16.6 10.9 69.0 54.0 88.8 81.6: 11.2 18.4
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 : 257: 40 69 78 120 137 207 244:
Old : 257: 40 69 78 120 137 207 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.0 44.5 21.7 25.6 11.4 37.6 18.3
Old : 27.1 13.0 44.5 21.7 25.6 11.4 37.6 18.3
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 709,236: 65,782 83,044 8,570 487,703 507,921 562,055 599,535: 147,181 109,701
Old : 709,236: 65,782 83,044 8,570 487,703 507,921 562,055 599,535: 147,181 109,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 13,151: 3,662 2,709 349 10,227 1,370 14,238 4,428: -1,087 8,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.7 1.2 68.8 71.6 79.2 84.5: 20.8 15.5
Old : 100.0: 9.3 11.7 1.2 68.8 71.6 79.2 84.5: 20.8 15.5
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: 40 29 18 91 66 142 102:
Old : 184: 40 29 18 91 66 142 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 32.5 28.5 45.9 19.0 31.6 27.5 44.9
Old : 19.7 32.5 28.5 45.9 19.0 31.6 27.5 44.9
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,001,414: 207,057 261,570 16,560 434,474 627,475 658,091 905,605: 343,323 95,809
Old : 1,001,414: 207,057 261,570 16,560 434,474 627,475 658,091 905,605: 343,323 95,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 96,319: -154 21,344 5,317 52,500 81,412 57,663 108,073: 38,656 -11,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.1 1.7 43.4 62.7 65.7 90.4: 34.3 9.6
Old : 100.0: 20.7 26.1 1.7 43.4 62.7 65.7 90.4: 34.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 37 60 19 56 56 108 121:
Old : 178: 37 60 19 56 56 108 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 29.0 28.1 41.8 16.5 26.0 26.1 36.2
Old : 18.0 29.0 28.1 41.8 16.5 26.0 26.1 36.2
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Old : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 592: -43 283 56 838 187 851 526: -259 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Old : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 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 : 31: 3 2 1 17 11 20 14:
Old : 31: 3 2 1 17 11 20 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 : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Old : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Old : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,324: 2,071 299 4 -2,221 686 -146 989: 1,470 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Old : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
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 : 38: 4 5 2 18 19 23 25:
Old : 38: 4 5 2 18 19 23 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 : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Old : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 89,809: 4,519 20,074 0 40,556 57,614 45,075 77,688: 44,734 12,121
Old : 89,809: 4,519 20,074 0 40,556 57,614 45,075 77,688: 44,734 12,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,671: -125 643 -188 3,743 4,053 3,430 4,508: -759 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.4 0.0 45.2 64.2 50.2 86.5: 49.8 13.5
Old : 100.0: 5.0 22.4 0.0 45.2 64.2 50.2 86.5: 49.8 13.5
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 : 87: 14 22 0 38 32 52 54:
Old : 87: 14 22 0 38 32 52 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 43.4 28.5 58.9 19.0 41.9 26.6 54.6
Old : 19.4 43.4 28.5 58.9 19.0 41.9 26.6 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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 457,495: 115,131 99,353 2,718 305,684 169,033 423,533 271,104: 33,962 186,391
Old : 457,495: 115,131 99,353 2,718 305,684 169,033 423,533 271,104: 33,962 186,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -16,733: 121 -7,196 -854 -5,770 5,421 -6,503 -2,629: -10,230 -14,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 21.7 0.6 66.8 36.9 92.6 59.3: 7.4 40.7
Old : 100.0: 25.2 21.7 0.6 66.8 36.9 92.6 59.3: 7.4 40.7
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 : 168: 46 58 11 46 31 100 92:
Old : 168: 46 58 11 46 31 100 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 : 47.7 23.5 66.4 33.2 42.8 20.4 60.5 25.6
Old : 47.7 23.5 66.4 33.2 42.8 20.4 60.5 25.6
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 104,099: 56,250 871 1,336 16,082 94,838 73,668 97,045: 30,431 7,054
Old : 104,099: 56,250 871 1,336 16,082 94,838 73,668 97,045: 30,431 7,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 8,920: 6,332 -3,077 242 1,827 12,566 8,401 9,731: 519 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 0.8 1.3 15.4 91.1 70.8 93.2: 29.2 6.8
Old : 100.0: 54.0 0.8 1.3 15.4 91.1 70.8 93.2: 29.2 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 : 52: 21 3 2 12 25 34 29:
Old : 52: 21 3 2 12 25 34 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 : 35.6 50.3 47.6 71.3 35.6 50.3 47.6 70.6
Old : 35.6 50.3 47.6 71.3 35.6 50.3 47.6 70.6
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,719: 1,503 14,550 310 27,635 16,418 29,448 31,278: 6,271 4,441
Old : 35,719: 1,503 14,550 310 27,635 16,418 29,448 31,278: 6,271 4,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,123: 128 1,055 50 4,052 2,955 4,230 4,060: -107 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.7 0.9 77.4 46.0 82.4 87.6: 17.6 12.4
Old : 100.0: 4.2 40.7 0.9 77.4 46.0 82.4 87.6: 17.6 12.4
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 : 56: 5 11 3 28 20 35 32:
Old : 56: 5 11 3 28 20 35 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 : 45.6 54.0 58.6 62.9 32.0 41.2 43.2 48.8
Old : 45.6 54.0 58.6 62.9 32.0 41.2 43.2 48.8
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 211,226: 61,495 34,806 1,095 135,446 160,763 198,036 196,664: 13,190 14,562
Old : 211,226: 61,495 34,806 1,095 135,446 160,763 198,036 196,664: 13,190 14,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,039: 11,702 3,271 -291 -37 7,994 11,374 10,974: 665 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.5 0.5 64.1 76.1 93.8 93.1: 6.2 6.9
Old : 100.0: 29.1 16.5 0.5 64.1 76.1 93.8 93.1: 6.2 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 : 105: 18 30 5 30 41 52 72:
Old : 105: 18 30 5 30 41 52 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 37.9 74.5 54.1 59.0 37.7 70.3 53.3
Old : 62.9 37.9 74.5 54.1 59.0 37.7 70.3 53.3
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,064: 11,848 8,498 154 15,744 23,908 27,746 32,560: 12,318 7,504
Old : 40,064: 11,848 8,498 154 15,744 23,908 27,746 32,560: 12,318 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,788: 634 1,124 26 2,268 513 2,928 1,663: -1,140 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.2 0.4 39.3 59.7 69.3 81.3: 30.7 18.7
Old : 100.0: 29.6 21.2 0.4 39.3 59.7 69.3 81.3: 30.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 17 3 19 22 43 40:
Old : 75: 22 17 3 19 22 43 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 : 22.3 32.9 34.6 47.6 20.5 31.3 30.7 42.1
Old : 22.3 32.9 34.6 47.6 20.5 31.3 30.7 42.1
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 118,566: 100 10,511 2,618 58,180 75,322 60,898 88,451: 57,668 30,115
Old : 118,566: 100 10,511 2,618 58,180 75,322 60,898 88,451: 57,668 30,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -941: -190 3,601 87 1,848 -2,193 1,745 1,495: -2,686 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Old : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
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 : 51: 1 18 5 21 28 27 47:
Old : 51: 1 18 5 21 28 27 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Old : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 99,341: 47,371 4,887 7,835 14,986 77,260 70,192 89,982: 29,149 9,359
Old : 99,341: 47,371 4,887 7,835 14,986 77,260 70,192 89,982: 29,149 9,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,762: -100 -270 -710 -1,039 955 -1,849 -25: -913 -2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 4.9 7.9 15.1 77.8 70.7 90.6: 29.3 9.4
Old : 100.0: 47.7 4.9 7.9 15.1 77.8 70.7 90.6: 29.3 9.4
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 : 145: 81 20 32 19 35 115 77:
Old : 145: 81 20 32 19 35 115 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 34.9 28.1 51.3 16.8 32.1 25.8 48.3
Old : 16.9 34.9 28.1 51.3 16.8 32.1 25.8 48.3
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 112,973: 49,255 16,029 14,176 34,259 73,780 97,690 103,985: 15,283 8,988
Old : 112,973: 49,255 16,029 14,176 34,259 73,780 97,690 103,985: 15,283 8,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,169: 5,095 -413 953 -2,149 3,215 3,899 3,755: 270 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 14.2 12.5 30.3 65.3 86.5 92.0: 13.5 8.0
Old : 100.0: 43.6 14.2 12.5 30.3 65.3 86.5 92.0: 13.5 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 : 164: 63 49 27 39 44 126 97:
Old : 164: 63 49 27 39 44 126 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 38.6 33.2 55.6 19.0 32.9 30.1 49.4
Old : 21.5 38.6 33.2 55.6 19.0 32.9 30.1 49.4
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 287,761: 135,741 79,060 19,973 78,389 169,645 234,103 268,678: 53,658 19,083
Old : 287,761: 135,741 79,060 19,973 78,389 169,645 234,103 268,678: 53,658 19,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 19,901: 16,423 -1,353 2,032 865 18,522 19,320 19,201: 581 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 27.5 6.9 27.2 59.0 81.4 93.4: 18.6 6.6
Old : 100.0: 47.2 27.5 6.9 27.2 59.0 81.4 93.4: 18.6 6.6
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 : 218: 108 44 34 35 49 167 112:
Old : 218: 108 44 34 35 49 167 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 32.1 36.6 51.0 26.3 27.4 32.2 45.2
Old : 28.9 32.1 36.6 51.0 26.3 27.4 32.2 45.2
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Old : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 920: 584 472 34 140 547 758 1,053: 162 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
Old : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 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 : 29: 20 3 4 3 3 26 8:
Old : 29: 20 3 4 3 3 26 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 : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Old : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 66,242: 13,779 7,924 2,464 35,945 36,028 52,188 46,416: 14,054 19,826
Old : 37,687: 10,807 4,519 0 19,037 21,741 29,844 26,260: 7,843 11,427
Other: 28,555: 3,452 3,885 1,984 16,908 14,287 22,344 20,156: 6,211 8,399
: : :
: : Changes in Commitments from: February 22, 2005 :
: -10,346: 4,256 -12,581 -2,674 -6,920 7,157 -5,338 -8,098: -5,008 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.0 3.7 54.3 54.4 78.8 70.1: 21.2 29.9
Old : 100.0: 28.7 12.0 0.0 50.5 57.7 79.2 69.7: 20.8 30.3
Other: 100.0: 12.1 13.6 6.9 59.2 50.0 78.2 70.6: 21.8 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 24 24 15 39 38 75 68:
Old : 91: 20 19 0 25 36 45 55:
Other: 71: 13 16 9 27 29 45 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 26.8 34.9 37.1 20.6 21.8 30.4 27.8
Old : 31.9 26.9 45.7 37.3 31.9 25.7 45.7 35.0
Other: 31.0 35.2 46.0 47.2 22.8 31.3 36.9 36.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 33,913: 1,230 3,753 1,106 20,535 18,158 22,871 23,017: 11,042 10,896
Old : 26,825: 1,894 3,796 151 15,961 13,464 18,006 17,411: 8,819 9,414
Other: 7,088: 203 824 88 4,574 4,694 4,865 5,606: 2,223 1,482
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,044: 195 -4,335 -1,014 -2,246 967 -3,065 -4,382: -979 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 11.1 3.3 60.6 53.5 67.4 67.9: 32.6 32.1
Old : 100.0: 7.1 14.2 0.6 59.5 50.2 67.1 64.9: 32.9 35.1
Other: 100.0: 2.9 11.6 1.2 64.5 66.2 68.6 79.1: 31.4 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 10 5 19 20 29 31:
Old : 43: 7 9 4 16 20 26 30:
Other: 26: 4 2 3 10 15 15 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.8 50.7 44.3 21.6 17.9 32.2 24.9
Old : 40.2 32.7 52.8 43.8 22.8 22.0 34.7 30.1
Other: 45.1 46.4 62.4 68.7 40.1 43.4 53.2 61.8
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 108,045: 40,194 21,521 3,766 47,093 73,881 91,053 99,168: 16,992 8,877
Old : 95,744: 40,183 23,119 1,362 39,378 64,245 80,923 88,726: 14,821 7,018
Other: 12,301: 2,097 488 318 7,715 9,636 10,130 10,442: 2,171 1,859
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,854: 12,848 3,163 -1,769 156 11,749 11,235 13,143: 1,619 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.9 3.5 43.6 68.4 84.3 91.8: 15.7 8.2
Old : 100.0: 42.0 24.1 1.4 41.1 67.1 84.5 92.7: 15.5 7.3
Other: 100.0: 17.0 4.0 2.6 62.7 78.3 82.4 84.9: 17.6 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 77 52 38 52 51 161 113:
Old : 196: 79 53 17 41 49 132 108:
Other: 81: 27 10 13 29 30 58 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 41.4 32.4 51.6 20.7 37.5 32.4 45.9
Old : 23.3 44.0 36.6 53.8 23.3 42.4 36.6 51.3
Other: 37.1 33.2 48.7 52.7 23.7 25.2 31.4 38.1
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 26,972: 10,415 3,888 1,111 10,401 20,866 21,927 25,865: 5,045 1,107
Old : 26,905: 10,415 3,916 1,078 10,397 20,829 21,890 25,823: 5,015 1,082
Other: 67: 33 5 0 4 37 37 42: 30 25
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,260: 2,477 -505 -492 -4,884 -1,910 -2,899 -2,907: -361 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 14.4 4.1 38.6 77.4 81.3 95.9: 18.7 4.1
Old : 100.0: 38.7 14.6 4.0 38.6 77.4 81.4 96.0: 18.6 4.0
Other: 100.0: 49.3 7.5 0.0 6.0 55.2 55.2 62.7: 44.8 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 56 21 16 21 16 90 41:
Old : 107: 56 21 16 20 16 89 41:
Other: 5: 1 1 0 1 3 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.5 35.5 69.5 20.2 41.8 29.0 60.2
Old : 25.3 46.6 35.6 69.6 20.2 41.9 29.1 60.3
Other: 55.2 62.7 55.2 62.7 49.3 56.7 49.3 56.7
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 133,028: 41,319 5,676 3,181 77,362 120,817 121,862 129,674: 11,166 3,354
Old : 82,603: 39,988 5,653 2,192 30,118 71,696 72,298 79,541: 10,305 3,062
Other: 50,425: 1,975 667 345 47,244 49,121 49,564 50,133: 861 292
: : :
: : Changes in Commitments from: February 22, 2005 :
: 17,304: 16,203 -1,699 2,010 -2,450 15,676 15,763 15,987: 1,541 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 4.3 2.4 58.2 90.8 91.6 97.5: 8.4 2.5
Old : 100.0: 48.4 6.8 2.7 36.5 86.8 87.5 96.3: 12.5 3.7
Other: 100.0: 3.9 1.3 0.7 93.7 97.4 98.3 99.4: 1.7 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 60 25 21 43 35 116 73:
Old : 137: 59 27 20 39 35 111 72:
Other: 47: 12 2 4 25 23 37 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 43.1 41.4 67.7 18.1 32.9 26.0 44.0
Old : 20.5 38.3 32.3 60.2 17.5 33.3 28.4 51.2
Other: 59.5 69.5 73.0 87.3 41.7 54.6 51.2 63.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 360,142: 103,081 33,169 24,679 161,061 265,857 288,821 323,705: 71,321 36,437
Old : 360,142: 103,081 33,169 24,679 161,061 265,857 288,821 323,705: 71,321 36,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -21,306: -8,736 3,062 4,249 -8,490 -24,969 -12,977 -17,658: -8,329 -3,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.2 6.9 44.7 73.8 80.2 89.9: 19.8 10.1
Old : 100.0: 28.6 9.2 6.9 44.7 73.8 80.2 89.9: 19.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 51 31 29 47 43 117 85:
Old : 142: 51 31 29 47 43 117 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 : 17.0 36.5 29.0 54.6 16.3 30.8 27.2 45.7
Old : 17.0 36.5 29.0 54.6 16.3 30.8 27.2 45.7
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 109,420: 53,228 11,283 7,266 36,993 84,968 97,487 103,517: 11,933 5,903
Old : 103,696: 53,289 12,491 4,710 34,199 81,089 92,198 98,290: 11,498 5,406
Other: 5,724: 1,996 849 499 2,794 3,879 5,289 5,227: 435 497
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,420: 2 565 2,594 590 272 3,186 3,431: 234 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 10.3 6.6 33.8 77.7 89.1 94.6: 10.9 5.4
Old : 100.0: 51.4 12.0 4.5 33.0 78.2 88.9 94.8: 11.1 5.2
Other: 100.0: 34.9 14.8 8.7 48.8 67.8 92.4 91.3: 7.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 143 49 50 86 110 254 196:
Old : 332: 144 54 46 82 109 249 192:
Other: 92: 19 8 8 36 47 58 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.8 27.8 38.3 17.0 23.4 27.8 35.0
Old : 17.9 26.2 29.3 39.1 17.9 24.4 29.3 36.1
Other: 32.6 28.8 48.6 47.0 27.4 25.0 40.0 40.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 23,437: 7,442 14,440 2,217 11,556 3,931 21,215 20,588: 2,222 2,849
Old : 23,437: 7,442 14,440 2,217 11,556 3,931 21,215 20,588: 2,222 2,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,898: 415 1,616 84 1,449 -277 1,948 1,423: -50 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 61.6 9.5 49.3 16.8 90.5 87.8: 9.5 12.2
Old : 100.0: 31.8 61.6 9.5 49.3 16.8 90.5 87.8: 9.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 27 7 4 8 18 39:
Old : 48: 10 27 7 4 8 18 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 : 74.9 42.7 87.9 63.8 68.4 37.8 71.4 55.5
Old : 74.9 42.7 87.9 63.8 68.4 37.8 71.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,734: 27,665 30,522 14,821 90,730 90,523 133,216 135,866: 29,518 26,868
Old : 162,734: 27,665 30,522 14,821 90,730 90,523 133,216 135,866: 29,518 26,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,406: 6,848 6,481 -534 -2,909 -1,549 3,405 4,398: 1,001 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 18.8 9.1 55.8 55.6 81.9 83.5: 18.1 16.5
Old : 100.0: 17.0 18.8 9.1 55.8 55.6 81.9 83.5: 18.1 16.5
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 : 126: 25 30 29 58 64 108 100:
Old : 126: 25 30 29 58 64 108 100:
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 : 20.5 22.4 32.9 32.4 17.3 15.3 24.9 21.6
Old : 20.5 22.4 32.9 32.4 17.3 15.3 24.9 21.6
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 418,238: 38,021 54,126 131,295 175,938 204,874 345,254 390,295: 72,984 27,943
Old : 418,238: 38,021 54,126 131,295 175,938 204,874 345,254 390,295: 72,984 27,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -5,426: 9,495 -14,624 1,936 -21,134 12,460 -9,703 -228: 4,277 -5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.9 31.4 42.1 49.0 82.5 93.3: 17.5 6.7
Old : 100.0: 9.1 12.9 31.4 42.1 49.0 82.5 93.3: 17.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 55 41 64 75 67 159 150:
Old : 182: 55 41 64 75 67 159 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 25.0 28.2 38.0 7.3 11.6 10.5 18.1
Old : 17.8 25.0 28.2 38.0 7.3 11.6 10.5 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Old : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,196: 353 124 -1,333 -1,523 -2,461 -2,503 -3,670: -693 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 7.0
Old : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 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 : 27: 1 1 0 19 19 20 20:
Old : 27: 1 1 0 19 19 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 : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
Old : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Old : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,318: 2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387: -684 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
Old : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 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 : 22: 3 1 3 17 14 21 17:
Old : 22: 3 1 3 17 14 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
Old : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Old : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,610: -2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081: 1,352 -2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
Old : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 16 20 18:
Old : 23: 1 1 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
Old : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
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 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Old : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -53,276: 16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990: -14,313 -11,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
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 : 112: 17 7 23 77 73 105 97:
Old : 112: 17 7 23 77 73 105 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
Old : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Old : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -22,295: -4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006: 2,833 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
Old : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 7 13 19 19 36 32:
Old : 39: 10 7 13 19 19 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
Old : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,980: 3,142 3,710 9,010 27,451 27,449 39,603 40,169: 1,377 811
Old : 40,980: 3,142 3,710 9,010 27,451 27,449 39,603 40,169: 1,377 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 857: -312 -1,820 480 -380 1,626 -212 286: 1,069 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.1 22.0 67.0 67.0 96.6 98.0: 3.4 2.0
Old : 100.0: 7.7 9.1 22.0 67.0 67.0 96.6 98.0: 3.4 2.0
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 : 35: 5 3 6 22 26 29 33:
Old : 35: 5 3 6 22 26 29 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 : 47.1 59.6 71.4 75.0 38.0 47.7 52.1 54.4
Old : 47.1 59.6 71.4 75.0 38.0 47.7 52.1 54.4
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Old : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 172: 258 -44 0 -86 176 172 132: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
Old : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 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 : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
Old : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Old : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -42: 0 0 0 -42 -42 -42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
Old : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 775,874: 130,797 70,624 97,516 482,665 533,258 710,978 701,398: 64,896 74,476
Old : 775,874: 130,797 70,624 97,516 482,665 533,258 710,978 701,398: 64,896 74,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 15,584: 9,833 3,836 -3,008 -1,721 9,022 5,104 9,850: 10,480 5,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.1 12.6 62.2 68.7 91.6 90.4: 8.4 9.6
Old : 100.0: 16.9 9.1 12.6 62.2 68.7 91.6 90.4: 8.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 67 74 79 80 85 198 195:
Old : 246: 67 74 79 80 85 198 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.6 34.3 34.2 13.8 14.5 20.8 20.5
Old : 22.4 23.6 34.3 34.2 13.8 14.5 20.8 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Old : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,112: -111 -23 -692 32 -251 -771 -966: -341 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
Old : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 63 22 4 17 23 83 46:
Old : 118: 63 22 4 17 23 83 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
Old : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,347: 3,352 380 160 1,772 5,852 5,284 6,392: 2,063 955
Old : 7,347: 3,352 380 160 1,772 5,852 5,284 6,392: 2,063 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -163: -421 25 160 -89 -335 -350 -150: 187 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 5.2 2.2 24.1 79.7 71.9 87.0: 28.1 13.0
Old : 100.0: 45.6 5.2 2.2 24.1 79.7 71.9 87.0: 28.1 13.0
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 : 43: 20 4 3 7 12 28 18:
Old : 43: 20 4 3 7 12 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 : 33.7 58.6 46.6 74.9 33.7 58.6 46.1 74.9
Old : 33.7 58.6 46.6 74.9 33.7 58.6 46.1 74.9
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 156,234: 31,099 5,517 12,885 94,558 124,220 138,542 142,622: 17,692 13,612
Old : 156,234: 31,099 5,517 12,885 94,558 124,220 138,542 142,622: 17,692 13,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,993: 2,960 2,471 -1,905 -8,505 -4,321 -7,450 -3,755: 2,457 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.5 8.2 60.5 79.5 88.7 91.3: 11.3 8.7
Old : 100.0: 19.9 3.5 8.2 60.5 79.5 88.7 91.3: 11.3 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 : 159: 40 24 42 71 79 135 128:
Old : 159: 40 24 42 71 79 135 128:
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 : 27.0 18.3 39.2 29.7 24.7 14.3 35.2 23.4
Old : 27.0 18.3 39.2 29.7 24.7 14.3 35.2 23.4
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 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
Updated March 11, 2005