WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,658
COMMITMENTS
46,598 41,762 19,330 114,645 112,430 180,573 173,522 34,085 41,136
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,134)
6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264 -1,250 4,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 19.5 9.0 53.4 52.4 84.1 80.8 15.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 81 51 38 52 138 150
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 220,792
COMMITMENTS
39,805 55,022 23,481 122,171 105,283 185,457 183,786 35,335 37,006
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -10,059)
6,523 -12,411 -6,125 -9,356 7,228 -8,958 -11,308 -1,101 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 24.9 10.6 55.3 47.7 84.0 83.2 16.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
69 83 63 44 50 157 160
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,828
COMMITMENTS
106,792 98,378 43,931 372,875 306,519 523,598 448,828 115,230 190,000
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,198)
12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722 -20,198 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.4 6.9 58.4 48.0 82.0 70.3 18.0 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
125 91 101 162 170 341 329
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 644,026
COMMITMENTS
93,992 139,378 36,676 377,930 279,496 508,598 455,550 135,428 188,476
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -27,774)
13,102 -26,167 -21,205 -14,567 17,024 -22,670 -30,348 -5,104 2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 21.6 5.7 58.7 43.4 79.0 70.7 21.0 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
114 102 91 158 149 318 318
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,354
COMMITMENTS
2,041 573 17 1,391 4,742 3,449 5,332 3,905 2,022
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -696)
-191 -12 -5 -689 -962 -885 -979 189 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 7.8 0.2 18.9 64.5 46.9 72.5 53.1 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 4 3 7 15 21 21
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,050
COMMITMENTS
2,232 585 22 2,080 5,704 4,334 6,311 3,716 1,739
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -615)
-384 203 -116 49 -415 -451 -328 -164 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 7.3 0.3 25.8 70.9 53.8 78.4 46.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 4 3 8 16 22 22
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,860
COMMITMENTS
53,541 61,425 22,709 149,249 107,261 225,499 191,395 48,361 82,465
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,086)
15,486 -5,849 816 -4,214 6,178 12,088 1,145 -4,002 6,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.4 8.3 54.5 39.2 82.3 69.9 17.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
87 101 75 69 93 214 231
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 265,774
COMMITMENTS
38,055 67,274 21,893 153,463 101,083 213,411 190,250 52,363 75,524
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,398)
1,226 -19,111 320 1,826 11,718 3,372 -7,073 26 10,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 25.3 8.2 57.7 38.0 80.3 71.6 19.7 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
65 117 87 70 86 205 241
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,745
COMMITMENTS
10,316 4,054 77 350 555 10,743 4,686 3,002 9,059
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348)
5,646 925 -1,173 150 86 4,623 -162 -275 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 6 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,495
COMMITMENTS
29,440 18,004 24,925 72,848 94,728 127,213 137,657 24,282 13,838
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -14,584)
8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810 -3,176 -8,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.9 16.5 48.1 62.5 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
44 28 36 43 45 111 97
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 166,079
COMMITMENTS
21,219 37,422 23,495 93,907 82,550 138,621 143,467 27,458 22,612
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -9,178)
148 -15,831 1,393 -12,785 6,166 -11,244 -8,272 2,066 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 22.5 14.1 56.5 49.7 83.5 86.4 16.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 44 35 51 48 107 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 807,644
COMMITMENTS
118,328 137,699 55,030 479,271 435,577 652,629 628,306 155,015 179,338
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 26,092)
-16,935 10,074 12,416 28,111 5,169 23,592 27,659 2,500 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 17.0 6.8 59.3 53.9 80.8 77.8 19.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
32 33 22 64 77 106 127
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 781,552
COMMITMENTS
135,263 127,625 42,614 451,160 430,408 629,037 600,647 152,515 180,905
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -19,124)
-36,124 -5,243 5,509 19,888 -25,485 -10,727 -25,219 -8,397 6,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 16.3 5.5 57.7 55.1 80.5 76.9 19.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 30 26 57 78 112 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,438
COMMITMENTS
26,334 21,162 25,693 70,781 83,757 122,808 130,612 30,630 22,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -9,929)
902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959 -805 -3,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 13.8 16.7 46.1 54.6 80.0 85.1 20.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 35 37 48 54 115 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,367
COMMITMENTS
25,432 25,075 30,991 75,509 80,505 131,932 136,571 31,435 26,796
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,366)
12,017 -12,953 224 -12,414 16,425 -173 3,696 1,539 -2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 15.3 19.0 46.2 49.3 80.8 83.6 19.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
34 43 52 51 52 128 128
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,914
COMMITMENTS
2,137 2,177 243 1,232 1,066 3,612 3,486 1,302 1,428
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -762)
277 -215 -38 -616 -293 -377 -546 -385 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 44.3 4.9 25.1 21.7 73.5 70.9 26.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 13 4 8 7 22 21
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,676
COMMITMENTS
1,860 2,392 281 1,848 1,359 3,989 4,032 1,687 1,644
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 180)
45 312 -113 130 -68 62 131 118 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 42.1 5.0 32.6 23.9 70.3 71.0 29.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 15 4 10 7 24 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,581
COMMITMENTS
118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,542 130,676
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,388)
17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,578 12,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 26 5 39 47 55 77
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 379,969
COMMITMENTS
101,226 91,348 13,167 202,456 157,658 316,849 262,173 63,120 117,796
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 30,147)
-5,782 10,802 7,076 17,034 -4,193 18,328 13,685 11,819 16,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 24.0 3.5 53.3 41.5 83.4 69.0 16.6 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 34 5 47 53 65 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,955,525
COMMITMENTS
392,364 412,554 54,283 1246450 937,544 1693097 1404381 262,428 551,144
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -81,031)
-53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085 -47,815 -2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.1 2.8 63.7 47.9 86.6 71.8 13.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
38 70 32 92 129 150 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,036,556
COMMITMENTS
445,415 358,495 170,482 1110416 953,489 1726313 1482466 310,243 554,090
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 171,127)
122,511 81,383 28,022 7,969 6,218 158,502 115,623 12,625 55,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 17.6 8.4 54.5 46.8 84.8 72.8 15.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
46 66 37 81 121 148 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,285,660
COMMITMENTS
199,770 256,295 50,027 903,948 618,586 1153745 924,908 131,915 360,752
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,960)
-604 70,621 -3,256 17,860 -82,082 14,000 -14,717 -16,960 11,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 19.9 3.9 70.3 48.1 89.7 71.9 10.3 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 54 27 56 87 97 155
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,288,620
COMMITMENTS
200,374 185,674 53,283 886,088 700,668 1139745 939,625 148,875 348,995
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 90,467)
-53,978 27,652 18,666 130,154 -6,994 94,842 39,324 -4,375 51,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 14.4 4.1 68.8 54.4 88.4 72.9 11.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
25 52 17 61 89 97 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,101
COMMITMENTS
196,497 34,439 55,734 167,363 326,586 419,594 416,759 61,507 64,342
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 38,741)
48,682 -783 16,847 -4,825 -13,685 60,704 2,379 -21,963 36,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 7.2 11.6 34.8 67.9 87.2 86.6 12.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 11 25 42 39 82 69
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 442,360
COMMITMENTS
147,815 35,222 38,887 172,188 340,271 358,890 414,380 83,470 27,980
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,793)
-36,988 -5,417 -411 -1,109 16,492 -38,508 10,664 52,301 3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 8.0 8.8 38.9 76.9 81.1 93.7 18.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 7 27 52 47 95 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,811
COMMITMENTS
16,505 2,843 0 22,278 40,823 38,783 43,666 14,028 9,145
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,768)
2,494 -287 -35 1,014 2,509 3,473 2,187 295 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 5.4 0.0 42.2 77.3 73.4 82.7 26.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 9 0 21 14 47 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,043
COMMITMENTS
14,011 3,130 35 21,264 38,314 35,310 41,479 13,733 7,564
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 191)
-104 -212 -66 -246 287 -416 9 607 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 6.4 0.1 43.4 78.1 72.0 84.6 28.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 1 19 12 43 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,707
COMMITMENTS
10,982 26,832 872 50,717 21,589 62,571 49,293 8,136 21,414
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,329)
2,593 829 -289 -2,710 -724 -406 -184 -923 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 37.9 1.2 71.7 30.5 88.5 69.7 11.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 23 5 20 10 40 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,036
COMMITMENTS
8,389 26,003 1,161 53,427 22,313 62,977 49,477 9,059 22,559
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 161)
-1,535 -475 321 1,157 -696 -57 -850 218 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 36.1 1.6 74.2 31.0 87.4 68.7 12.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 24 5 20 11 37 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429
COMMITMENTS
5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220)
-569 -19 -78 3,413 3,432 2,766 3,335 454 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 24 4 19 22 25 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,209
COMMITMENTS
6,533 6,275 1,517 28,529 27,169 36,579 34,961 630 2,248
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -530)
-1,325 -550 0 525 -151 -800 -701 270 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 16.9 4.1 76.7 73.0 98.3 94.0 1.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 23 4 19 19 27 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613
COMMITMENTS
5,656 2,372 0 8,464 11,668 14,120 14,040 493 573
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74)
0 -373 0 -4 284 -4 -89 -70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 0 6 12 7 20
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,687
COMMITMENTS
5,656 2,745 0 8,468 11,384 14,124 14,129 563 558
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 696)
-243 797 0 838 323 595 1,120 101 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 18.7 0.0 57.7 77.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 9 0 7 11 8 20
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,989
COMMITMENTS
3,858 2,880 1,433 16,872 16,260 22,163 20,573 4,826 6,416
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 714)
878 -13 172 133 658 1,183 817 -469 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 10.7 5.3 62.5 60.2 82.1 76.2 17.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 8 13 23 18 41 35
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,275
COMMITMENTS
2,980 2,893 1,261 16,739 15,602 20,980 19,756 5,295 6,519
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 613)
-169 127 -26 643 199 448 300 165 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 11.0 4.8 63.7 59.4 79.8 75.2 20.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 8 12 23 20 38 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,265
COMMITMENTS
22,935 8,381 20,337 41,519 42,689 84,791 71,407 19,474 32,858
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,049)
5,183 746 1,927 1,928 6,025 9,038 8,698 1,011 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 8.0 19.5 39.8 40.9 81.3 68.5 18.7 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
58 29 46 26 38 119 95
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,216
COMMITMENTS
17,752 7,635 18,410 39,591 36,664 75,753 62,709 18,463 31,507
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 99)
70 -2,392 239 -155 865 154 -1,288 -55 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 8.1 19.5 42.0 38.9 80.4 66.6 19.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
46 33 49 25 35 111 97
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,006
COMMITMENTS
255 1,476 81 1,654 399 1,990 1,956 1,016 1,050
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -511)
-3 209 -536 -71 -66 -610 -393 99 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 49.1 2.7 55.0 13.3 66.2 65.1 33.8 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 18 4 7 2 16 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,517
COMMITMENTS
258 1,267 617 1,725 465 2,600 2,349 917 1,168
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 228)
89 135 -12 35 47 112 170 116 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 36.0 17.5 49.0 13.2 73.9 66.8 26.1 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 15 7 9 3 21 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,754
COMMITMENTS
38,101 19,332 10,702 67,336 66,137 116,139 96,171 12,615 32,583
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,191)
181 1,798 -2,095 359 -129 -1,555 -426 -1,636 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.0 8.3 52.3 51.4 90.2 74.7 9.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 41 33 42 83 105 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 131,945
COMMITMENTS
37,920 17,534 12,797 66,977 66,266 117,694 96,597 14,251 35,348
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -9,706)
-5,330 -496 -831 -888 -6,533 -7,049 -7,860 -2,657 -1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 13.3 9.7 50.8 50.2 89.2 73.2 10.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
38 49 38 52 86 115 154
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,199
COMMITMENTS
2,126 295 216 848 3,434 3,190 3,945 2,009 1,254
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -59)
98 -83 47 187 204 332 168 -391 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.7 4.2 16.3 66.1 61.4 75.9 38.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 7 7 12 16 39 27
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,258
COMMITMENTS
2,028 378 169 661 3,230 2,858 3,777 2,400 1,481
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -67)
-129 -16 -15 -79 -117 -223 -148 156 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 7.2 3.2 12.6 61.4 54.4 71.8 45.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 8 6 12 15 36 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,828
COMMITMENTS
7,061 3,763 3,818 9,028 4,609 19,907 12,190 3,921 11,638
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -304)
300 21 -274 -279 223 -253 -30 -51 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.8 16.0 37.9 19.3 83.5 51.2 16.5 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 20 20 33 40 70 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,132
COMMITMENTS
6,761 3,742 4,092 9,307 4,386 20,160 12,220 3,972 11,912
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 17)
88 191 21 351 -167 460 45 -443 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 15.5 17.0 38.6 18.2 83.5 50.6 16.5 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 19 20 36 43 74 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,644
COMMITMENTS
11,793 18,622 963 56,547 60,041 69,303 79,626 26,341 16,018
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,369)
518 4,206 -189 6,143 791 6,472 4,808 897 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.5 1.0 59.1 62.8 72.5 83.3 27.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 15 4 24 20 41 37
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 88,275
COMMITMENTS
11,275 14,416 1,152 50,404 59,250 62,831 74,818 25,444 13,457
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,907)
515 -1,651 155 4,311 8,682 4,981 7,186 -74 -2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 16.3 1.3 57.1 67.1 71.2 84.8 28.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 5 25 18 41 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,956
COMMITMENTS
7,313 9,216 0 36,723 39,778 44,036 48,994 17,920 12,962
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,519)
2,523 976 -727 6,318 9,713 8,114 9,962 -595 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 14.9 0.0 59.3 64.2 71.1 79.1 28.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 0 13 11 20 16
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 54,437
COMMITMENTS
4,790 8,240 727 30,405 30,065 35,922 39,032 18,515 15,405
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,585)
953 -6,866 -7 -7,391 9,050 -6,445 2,177 8,030 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 15.1 1.3 55.9 55.2 66.0 71.7 34.0 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 1 12 8 18 14
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,386
COMMITMENTS
70,999 8,686 247 20,324 89,296 91,570 98,229 10,816 4,157
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,741)
-257 448 -216 6,458 6,200 5,985 6,432 -1,244 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 8.5 0.2 19.9 87.2 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
55 9 2 15 22 71 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,645
COMMITMENTS
71,256 8,238 463 13,866 83,096 85,585 91,797 12,060 5,848
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,550)
7,061 207 247 -36 6,976 7,272 7,430 1,278 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 8.4 0.5 14.2 85.1 87.6 94.0 12.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
58 8 2 15 23 74 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,910
COMMITMENTS
38,182 4,663 34 15,806 62,860 54,022 67,557 25,888 12,353
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 732)
8,813 450 10 -10,472 -165 -1,649 295 2,381 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 5.8 0.0 19.8 78.7 67.6 84.5 32.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 8 2 9 15 36 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,178
COMMITMENTS
29,369 4,213 24 26,278 63,025 55,671 67,262 23,507 11,916
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,887)
2,396 -521 -631 1,262 6,550 3,027 5,398 2,860 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 5.3 0.0 33.2 79.6 70.3 85.0 29.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 8 1 12 17 34 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 153,631
COMMITMENTS
13,422 20,545 189 107,980 112,908 121,591 133,642 32,040 19,989
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -453)
-656 -19,468 -595 1,575 22,968 324 2,905 -777 -3,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 13.4 0.1 70.3 73.5 79.1 87.0 20.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 18 3 23 23 39 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 154,084
COMMITMENTS
14,078 40,013 784 106,405 89,940 121,267 130,737 32,817 23,347
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 2,097)
1,061 3,303 -177 -2,733 -2,624 -1,849 502 3,946 1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 26.0 0.5 69.1 58.4 78.7 84.8 21.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 19 4 24 24 42 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,942
COMMITMENTS
46,880 13,462 1,179 60,219 108,439 108,278 123,080 61,664 46,862
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,981)
17,876 -11,518 -437 -10,135 29,118 7,304 17,163 -2,323 -12,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.9 0.7 35.4 63.8 63.7 72.4 36.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 18 7 31 28 67 49
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 164,961
COMMITMENTS
29,004 24,980 1,616 70,354 79,321 100,974 105,917 63,987 59,044
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16,830)
892 -3,377 798 1,694 7,514 3,384 4,935 13,446 11,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 15.1 1.0 42.6 48.1 61.2 64.2 38.8 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 25 9 30 25 64 53
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775
COMMITMENTS
10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830)
0 0 0 1,042 -38 1,042 -38 788 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 7 17 9 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 31,945
COMMITMENTS
10,366 1,640 250 17,388 26,192 28,004 28,082 3,941 3,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,674)
-1,082 1,640 107 -14,670 -14,412 -15,645 -12,665 971 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 5.1 0.8 54.4 82.0 87.7 87.9 12.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 17 10 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,314,107
COMMITMENTS
737,253 1384262 910,058 5737405 4486532 7384716 6780852 929,391 1533255
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 319,479)
35,128 116,965 35,187 218,787 189,228 289,102 341,380 30,377 -21,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.6 10.9 69.0 54.0 88.8 81.6 11.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
40 69 78 120 137 207 244
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,994,628
COMMITMENTS
702,125 1267297 874,871 5518618 4297304 7095614 6439472 899,014 1555156
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 248,873)
43,176 171,905 91,673 71,435 -99,135 206,284 164,443 42,589 84,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 15.9 10.9 69.0 53.8 88.8 80.5 11.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
39 66 79 120 134 207 241
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 709,236
COMMITMENTS
65,782 83,044 8,570 487,703 507,921 562,055 599,535 147,181 109,701
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 13,151)
3,662 2,709 349 10,227 1,370 14,238 4,428 -1,087 8,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 11.7 1.2 68.8 71.6 79.2 84.5 20.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
40 29 18 91 66 142 102
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 696,085
COMMITMENTS
62,120 80,335 8,221 477,476 506,551 547,817 595,107 148,268 100,978
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,285)
-926 -45 122 3,734 7,859 2,930 7,936 6,355 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 11.5 1.2 68.6 72.8 78.7 85.5 21.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 30 14 91 66 136 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,001,414
COMMITMENTS
207,057 261,570 16,560 434,474 627,475 658,091 905,605 343,323 95,809
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 96,319)
-154 21,344 5,317 52,500 81,412 57,663 108,073 38,656 -11,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 26.1 1.7 43.4 62.7 65.7 90.4 34.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 60 19 56 56 108 121
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 905,095
COMMITMENTS
207,211 240,226 11,243 381,974 546,063 600,428 797,532 304,667 107,563
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -27,983)
19,770 50,838 3,349 -25,650 -97,391 -2,531 -43,204 -25,452 15,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 26.5 1.2 42.2 60.3 66.3 88.1 33.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
34 63 19 53 51 102 118
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,913
COMMITMENTS
1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592)
-43 283 56 838 187 851 526 -259 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 11 20 14
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,321
COMMITMENTS
1,610 240 0 5,998 11,525 7,608 11,765 5,713 1,556
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16)
3 240 0 158 -222 161 18 -145 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 1.8 0.0 45.0 86.5 57.1 88.3 42.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 15 11 18 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,445
COMMITMENTS
4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324)
2,071 299 4 -2,221 686 -146 989 1,470 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 2 18 19 23 25
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,121
COMMITMENTS
2,487 5,872 269 23,781 17,964 26,537 24,105 4,584 7,016
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 742)
-327 222 43 883 -553 599 -288 143 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 18.9 0.9 76.4 57.7 85.3 77.5 14.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 2 20 18 24 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,809
COMMITMENTS
4,519 20,074 0 40,556 57,614 45,075 77,688 44,734 12,121
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,671)
-125 643 -188 3,743 4,053 3,430 4,508 -759 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 22.4 0.0 45.2 64.2 50.2 86.5 49.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 22 0 38 32 52 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,138
COMMITMENTS
4,644 19,431 188 36,813 53,561 41,645 73,180 45,493 13,958
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,866)
-1,899 2,047 -42 3,033 3,418 1,092 5,423 6,774 2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 22.3 0.2 42.2 61.5 47.8 84.0 52.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 23 3 33 27 49 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 457,495
COMMITMENTS
115,131 99,353 2,718 305,684 169,033 423,533 271,104 33,962 186,391
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,733)
121 -7,196 -854 -5,770 5,421 -6,503 -2,629 -10,230 -14,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 21.7 0.6 66.8 36.9 92.6 59.3 7.4 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 58 11 46 31 100 92
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 474,228
COMMITMENTS
115,010 106,549 3,572 311,454 163,612 430,036 273,733 44,192 200,495
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 57,162)
13,155 11,405 -404 31,791 7,400 44,542 18,401 12,620 38,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 22.5 0.8 65.7 34.5 90.7 57.7 9.3 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 71 13 44 34 100 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 104,099
COMMITMENTS
56,250 871 1,336 16,082 94,838 73,668 97,045 30,431 7,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,920)
6,332 -3,077 242 1,827 12,566 8,401 9,731 519 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 0.8 1.3 15.4 91.1 70.8 93.2 29.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 2 12 25 34 29
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 95,179
COMMITMENTS
49,918 3,948 1,094 14,255 82,272 65,267 87,314 29,912 7,865
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,073)
5,300 -3,971 995 -926 9,170 5,369 6,194 704 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 4.1 1.1 15.0 86.4 68.6 91.7 31.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 2 3 10 23 33 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,719
COMMITMENTS
1,503 14,550 310 27,635 16,418 29,448 31,278 6,271 4,441
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,123)
128 1,055 50 4,052 2,955 4,230 4,060 -107 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 40.7 0.9 77.4 46.0 82.4 87.6 17.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 11 3 28 20 35 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,596
COMMITMENTS
1,375 13,495 260 23,583 13,463 25,218 27,218 6,378 4,378
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,333)
111 2,683 186 4,805 1,258 5,102 4,127 -769 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 42.7 0.8 74.6 42.6 79.8 86.1 20.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 12 3 29 18 36 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 211,226
COMMITMENTS
61,495 34,806 1,095 135,446 160,763 198,036 196,664 13,190 14,562
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,039)
11,702 3,271 -291 -37 7,994 11,374 10,974 665 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 16.5 0.5 64.1 76.1 93.8 93.1 6.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 30 5 30 41 52 72
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 199,187
COMMITMENTS
49,793 31,535 1,386 135,483 152,769 186,662 185,690 12,525 13,497
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 21,421)
10,325 3,112 775 10,389 18,269 21,489 22,156 -68 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 15.8 0.7 68.0 76.7 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 33 4 26 39 44 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,064
COMMITMENTS
11,848 8,498 154 15,744 23,908 27,746 32,560 12,318 7,504
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,788)
634 1,124 26 2,268 513 2,928 1,663 -1,140 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 21.2 0.4 39.3 59.7 69.3 81.3 30.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 17 3 19 22 43 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,276
COMMITMENTS
11,214 7,374 128 13,476 23,395 24,818 30,897 13,458 7,379
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -38)
459 -1,855 18 -922 969 -445 -868 407 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 19.3 0.3 35.2 61.1 64.8 80.7 35.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 15 2 16 22 38 38
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,566
COMMITMENTS
100 10,511 2,618 58,180 75,322 60,898 88,451 57,668 30,115
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -941)
-190 3,601 87 1,848 -2,193 1,745 1,495 -2,686 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 5 21 28 27 47
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,507
COMMITMENTS
290 6,910 2,531 56,332 77,515 59,153 86,956 60,354 32,551
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -377)
-110 -5 10 -3,001 -1,434 -3,101 -1,429 2,724 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.8 2.1 47.1 64.9 49.5 72.8 50.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 15 4 19 26 24 43
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 99,341
COMMITMENTS
47,371 4,887 7,835 14,986 77,260 70,192 89,982 29,149 9,359
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,762)
-100 -270 -710 -1,039 955 -1,849 -25 -913 -2,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 4.9 7.9 15.1 77.8 70.7 90.6 29.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
81 20 32 19 35 115 77
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 102,103
COMMITMENTS
47,471 5,157 8,545 16,025 76,305 72,041 90,007 30,062 12,096
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,204)
3,807 -1,533 1,050 -1,526 4,329 3,331 3,846 1,873 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 5.1 8.4 15.7 74.7 70.6 88.2 29.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
81 25 34 18 38 116 85
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,973
COMMITMENTS
49,255 16,029 14,176 34,259 73,780 97,690 103,985 15,283 8,988
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,169)
5,095 -413 953 -2,149 3,215 3,899 3,755 270 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 14.2 12.5 30.3 65.3 86.5 92.0 13.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
63 49 27 39 44 126 97
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 108,804
COMMITMENTS
44,160 16,442 13,223 36,408 70,565 93,791 100,230 15,013 8,574
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,760)
11,379 4,288 2,377 890 6,278 14,646 12,943 -886 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 15.1 12.2 33.5 64.9 86.2 92.1 13.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
61 46 28 40 43 126 95
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 287,761
COMMITMENTS
135,741 79,060 19,973 78,389 169,645 234,103 268,678 53,658 19,083
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 19,901)
16,423 -1,353 2,032 865 18,522 19,320 19,201 581 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 27.5 6.9 27.2 59.0 81.4 93.4 18.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
108 44 34 35 49 167 112
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 267,860
COMMITMENTS
119,318 80,413 17,941 77,524 151,123 214,783 249,477 53,077 18,383
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,271)
9,897 -7,301 2,210 -10,508 11,614 1,599 6,523 3,672 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 30.0 6.7 28.9 56.4 80.2 93.1 19.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
103 44 34 32 45 157 107
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,307
COMMITMENTS
6,192 875 347 400 6,984 6,939 8,206 2,368 1,101
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920)
584 472 34 140 547 758 1,053 162 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
20 3 4 3 3 26 8
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,387
COMMITMENTS
5,608 403 313 260 6,437 6,181 7,153 2,206 1,234
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -3,469)
-58 113 35 -1,791 -2,311 -1,814 -2,163 -1,655 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 4.8 3.7 3.1 76.7 73.7 85.3 26.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 3 4 2 3 22 8
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,242
COMMITMENTS
13,779 7,924 2,464 35,945 36,028 52,188 46,416 14,054 19,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -10,346)
4,256 -12,581 -2,674 -6,920 7,157 -5,338 -8,098 -5,008 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 12.0 3.7 54.3 54.4 78.8 70.1 21.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 24 15 39 38 75 68
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,588
COMMITMENTS
9,523 20,505 5,138 42,865 28,871 57,526 54,514 19,062 22,074
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -3,953)
-871 -6,500 -236 -3,534 -103 -4,641 -6,839 688 2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 26.8 6.7 56.0 37.7 75.1 71.2 24.9 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
20 32 20 47 32 81 73
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,913
COMMITMENTS
1,230 3,753 1,106 20,535 18,158 22,871 23,017 11,042 10,896
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,044)
195 -4,335 -1,014 -2,246 967 -3,065 -4,382 -979 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 11.1 3.3 60.6 53.5 67.4 67.9 32.6 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 5 19 20 29 31
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,957
COMMITMENTS
1,035 8,088 2,120 22,781 17,191 25,936 27,399 12,021 10,558
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -2,410)
-98 -2,074 41 -1,051 -704 -1,108 -2,737 -1,302 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 21.3 5.6 60.0 45.3 68.3 72.2 31.7 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 18 7 21 17 31 38
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 108,045
COMMITMENTS
40,194 21,521 3,766 47,093 73,881 91,053 99,168 16,992 8,877
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,854)
12,848 3,163 -1,769 156 11,749 11,235 13,143 1,619 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 19.9 3.5 43.6 68.4 84.3 91.8 15.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
77 52 38 52 51 161 113
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 95,191
COMMITMENTS
27,346 18,358 5,535 46,937 62,132 79,818 86,025 15,373 9,166
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,144)
7,385 -6,943 -1,684 -1,817 14,557 3,884 5,930 -740 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 19.3 5.8 49.3 65.3 83.9 90.4 16.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
66 57 38 51 48 144 121
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,972
COMMITMENTS
10,415 3,888 1,111 10,401 20,866 21,927 25,865 5,045 1,107
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,260)
2,477 -505 -492 -4,884 -1,910 -2,899 -2,907 -361 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 14.4 4.1 38.6 77.4 81.3 95.9 18.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
56 21 16 21 16 90 41
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,232
COMMITMENTS
7,938 4,393 1,603 15,285 22,776 24,826 28,772 5,406 1,460
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,483)
-3,006 1,865 -1,895 -755 -5,393 -5,656 -5,423 173 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 14.5 5.3 50.6 75.3 82.1 95.2 17.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
52 20 17 22 17 87 41
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,028
COMMITMENTS
41,319 5,676 3,181 77,362 120,817 121,862 129,674 11,166 3,354
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 17,304)
16,203 -1,699 2,010 -2,450 15,676 15,763 15,987 1,541 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 4.3 2.4 58.2 90.8 91.6 97.5 8.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
60 25 21 43 35 116 73
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,724
COMMITMENTS
25,116 7,375 1,171 79,812 105,141 106,099 113,687 9,625 2,037
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,681)
1,326 -829 -27 2,750 5,410 4,049 4,554 632 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 6.4 1.0 69.0 90.9 91.7 98.2 8.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
47 20 6 45 33 96 56
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 360,142
COMMITMENTS
103,081 33,169 24,679 161,061 265,857 288,821 323,705 71,321 36,437
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -21,306)
-8,736 3,062 4,249 -8,490 -24,969 -12,977 -17,658 -8,329 -3,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 9.2 6.9 44.7 73.8 80.2 89.9 19.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
51 31 29 47 43 117 85
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 381,448
COMMITMENTS
111,817 30,107 20,430 169,551 290,826 301,798 341,363 79,650 40,085
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -7,587)
-3,228 897 -711 -1,363 -11,987 -5,302 -11,801 -2,285 4,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 7.9 5.4 44.4 76.2 79.1 89.5 20.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
58 27 32 50 45 129 86
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 109,420
COMMITMENTS
53,228 11,283 7,266 36,993 84,968 97,487 103,517 11,933 5,903
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,420)
2 565 2,594 590 272 3,186 3,431 234 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 10.3 6.6 33.8 77.7 89.1 94.6 10.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
143 49 50 86 110 254 196
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 106,000
COMMITMENTS
53,226 10,718 4,672 36,403 84,696 94,301 100,086 11,699 5,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,705)
-767 1,086 -203 -3,051 -2,521 -4,021 -1,638 -1,684 -4,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 10.1 4.4 34.3 79.9 89.0 94.4 11.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
131 55 42 84 110 237 190
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 23,437
COMMITMENTS
7,442 14,440 2,217 11,556 3,931 21,215 20,588 2,222 2,849
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,898)
415 1,616 84 1,449 -277 1,948 1,423 -50 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 61.6 9.5 49.3 16.8 90.5 87.8 9.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 27 7 4 8 18 39
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,539
COMMITMENTS
7,027 12,824 2,133 10,107 4,208 19,267 19,165 2,272 2,374
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,540)
952 6,087 34 4,014 -1,962 5,000 4,159 -460 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 59.5 9.9 46.9 19.5 89.5 89.0 10.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 27 5 4 7 20 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,734
COMMITMENTS
27,665 30,522 14,821 90,730 90,523 133,216 135,866 29,518 26,868
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,406)
6,848 6,481 -534 -2,909 -1,549 3,405 4,398 1,001 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 18.8 9.1 55.8 55.6 81.9 83.5 18.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
25 30 29 58 64 108 100
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 158,328
COMMITMENTS
20,817 24,041 15,355 93,639 92,072 129,811 131,468 28,517 26,860
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,097)
6,666 46 3,780 -3,740 4,386 6,706 8,212 2,391 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.2 9.7 59.1 58.2 82.0 83.0 18.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 30 30 61 65 107 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 418,238
COMMITMENTS
38,021 54,126 131,295 175,938 204,874 345,254 390,295 72,984 27,943
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,426)
9,495 -14,624 1,936 -21,134 12,460 -9,703 -228 4,277 -5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 12.9 31.4 42.1 49.0 82.5 93.3 17.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
55 41 64 75 67 159 150
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 423,664
COMMITMENTS
28,526 68,750 129,359 197,072 192,414 354,957 390,523 68,707 33,141
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 12,520)
3,310 7,020 4,105 3,941 1,712 11,356 12,837 1,164 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 16.2 30.5 46.5 45.4 83.8 92.2 16.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
48 58 64 92 74 171 169
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,492
COMMITMENTS
4,348 4,708 0 54,833 57,160 59,181 61,868 7,311 4,624
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,196)
353 124 -1,333 -1,523 -2,461 -2,503 -3,670 -693 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 7.1 0.0 82.5 86.0 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,688
COMMITMENTS
3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696)
0 0 0 780 1,394 780 1,394 916 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,769
COMMITMENTS
4,212 143 4,297 26,052 30,510 34,561 34,950 4,208 3,819
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,318)
2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387 -684 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.4 11.1 67.2 78.7 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 14 21 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,087
COMMITMENTS
2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772)
-372 -368 771 728 606 1,127 1,009 645 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 20 19 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,235
COMMITMENTS
5,740 1,607 906 47,861 49,778 54,507 52,291 6,728 8,944
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,610)
-2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081 1,352 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 2.6 1.5 78.2 81.3 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 16 20 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,845
COMMITMENTS
8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138)
1,222 0 62 1,883 2,410 3,167 2,472 -29 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 930,637
COMMITMENTS
246,185 62,269 157,808 509,801 700,076 913,794 920,153 16,843 10,484
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,276)
16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990 -14,313 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 6.7 17.0 54.8 75.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
17 7 23 77 73 105 97
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 983,913
COMMITMENTS
229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348)
-10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 9 27 84 77 115 105
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,407
COMMITMENTS
24,742 45,890 21,960 56,317 38,757 103,019 106,607 5,388 1,800
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -22,295)
-4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006 2,833 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 42.3 20.3 51.9 35.8 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 13 19 19 36 32
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,702
COMMITMENTS
28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624)
7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 14 24 28 42 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,980
COMMITMENTS
3,142 3,710 9,010 27,451 27,449 39,603 40,169 1,377 811
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 857)
-312 -1,820 480 -380 1,626 -212 286 1,069 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 9.1 22.0 67.0 67.0 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 6 22 26 29 33
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,123
COMMITMENTS
3,454 5,530 8,530 27,831 25,823 39,815 39,883 308 240
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 971)
740 980 -255 706 46 1,191 771 -220 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 13.8 21.3 69.4 64.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 7 22 27 29 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,773
COMMITMENTS
2,402 1,340 1,879 14,492 15,514 18,773 18,733 0 40
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 172)
258 -44 0 -86 176 172 132 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.1 10.0 77.2 82.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601
COMMITMENTS
2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554)
248 -596 88 -890 -46 -554 -554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,318
COMMITMENTS
218 5,614 1,228 7,872 2,476 9,318 9,318 0 0
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 60.2 13.2 84.5 26.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360
COMMITMENTS
218 5,614 1,228 7,914 2,518 9,360 9,360 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46)
0 1,016 -508 554 -462 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 60.0 13.1 84.6 26.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 775,874
COMMITMENTS
130,797 70,624 97,516 482,665 533,258 710,978 701,398 64,896 74,476
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 15,584)
9,833 3,836 -3,008 -1,721 9,022 5,104 9,850 10,480 5,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 9.1 12.6 62.2 68.7 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 74 79 80 85 198 195
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 760,290
COMMITMENTS
120,964 66,788 100,524 484,386 524,236 705,874 691,548 54,416 68,742
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 20,203)
19,001 -3,547 -4,009 3,406 30,858 18,398 23,302 1,805 -3,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 8.8 13.2 63.7 69.0 92.8 91.0 7.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
66 67 73 84 93 194 193
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,290
COMMITMENTS
7,981 2,549 93 2,397 9,538 10,471 12,180 2,819 1,110
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,112)
-111 -23 -692 32 -251 -771 -966 -341 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 19.2 0.7 18.0 71.8 78.8 91.6 21.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 22 4 17 23 83 46
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402
COMMITMENTS
8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448)
19 47 41 -38 121 22 209 426 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 21 5 12 24 80 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,347
COMMITMENTS
3,352 380 160 1,772 5,852 5,284 6,392 2,063 955
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -163)
-421 25 160 -89 -335 -350 -150 187 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 5.2 2.2 24.1 79.7 71.9 87.0 28.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 3 7 12 28 18
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,510
COMMITMENTS
3,773 355 0 1,861 6,187 5,634 6,542 1,876 968
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78)
155 44 0 71 1 226 45 -148 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 4.7 0.0 24.8 82.4 75.0 87.1 25.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 3 0 8 15 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,234
COMMITMENTS
31,099 5,517 12,885 94,558 124,220 138,542 142,622 17,692 13,612
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,993)
2,960 2,471 -1,905 -8,505 -4,321 -7,450 -3,755 2,457 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 3.5 8.2 60.5 79.5 88.7 91.3 11.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
40 24 42 71 79 135 128
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,227
COMMITMENTS
28,139 3,046 14,790 103,063 128,541 145,992 146,377 15,235 14,850
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,109)
6,318 -1,118 -170 -1,060 4,418 5,088 3,130 -979 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 1.9 9.2 63.9 79.7 90.6 90.8 9.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 16 37 75 81 137 123
Updated March 11, 2005