WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 262,534: 31,648 73,687 49,226 140,824 100,420 221,698 223,333: 40,837 39,201
Old : 203,642: 33,590 73,014 26,617 111,985 73,757 172,192 173,387: 31,450 30,255
Other: 58,892: 7,715 10,331 12,952 28,839 26,663 49,506 49,946: 9,386 8,946
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,324: 163 148 4,912 -537 -3,001 4,538 2,060: -3,214 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 28.1 18.8 53.6 38.3 84.4 85.1: 15.6 14.9
Old : 100.0: 16.5 35.9 13.1 55.0 36.2 84.6 85.1: 15.4 14.9
Other: 100.0: 13.1 17.5 22.0 49.0 45.3 84.1 84.8: 15.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 77 101 81 52 55 174 201:
Old : 243: 80 95 68 50 53 160 189:
Other: 123: 40 37 42 25 39 86 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 25.2 41.9 31.7 29.5 22.7 41.1 28.2
Old : 35.4 25.4 46.5 32.5 35.3 23.7 45.8 30.8
Other: 42.7 32.2 51.4 43.6 38.4 26.4 41.6 33.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 797,695: 63,921 193,205 110,175 459,721 281,208 633,817 584,588: 163,878 213,107
Old : 686,577: 59,360 186,991 93,115 386,407 237,734 538,881 517,840: 147,696 168,737
Other: 111,118: 10,146 11,798 11,476 73,315 43,474 94,936 66,748: 16,182 44,370
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,520: 803 1,467 5,065 3,505 2,478 9,373 9,010: 1,147 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 24.2 13.8 57.6 35.3 79.5 73.3: 20.5 26.7
Old : 100.0: 8.6 27.2 13.6 56.3 34.6 78.5 75.4: 21.5 24.6
Other: 100.0: 9.1 10.6 10.3 66.0 39.1 85.4 60.1: 14.6 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 110 165 137 198 171 396 399:
Old : 505: 106 168 126 193 159 383 378:
Other: 243: 47 42 42 80 122 142 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 12.6 25.0 17.2 14.7 9.2 23.6 12.9
Old : 15.6 13.1 26.4 17.9 15.2 9.8 24.2 13.9
Other: 39.3 12.7 47.8 19.1 38.7 10.7 45.9 15.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,972: 3,114 460 581 1,817 6,413 5,512 7,454: 4,460 2,518
Old : 9,175: 3,056 464 473 1,722 6,043 5,251 6,980: 3,925 2,196
Other: 796: 79 17 87 95 371 261 474: 535 322
: : :
: : Changes in Commitments from: February 1, 2005 :
: -78: -601 -35 -41 452 160 -190 84: 112 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.6 5.8 18.2 64.3 55.3 74.8: 44.7 25.2
Old : 100.0: 33.3 5.1 5.2 18.8 65.9 57.2 76.1: 42.8 23.9
Other: 100.0: 9.9 2.1 11.0 11.9 46.5 32.8 59.6: 67.2 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 6 5 9 15 29 24:
Old : 38: 17 7 5 9 14 29 23:
Other: 14: 5 1 4 2 7 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 38.0 35.0 51.3 19.8 29.0 26.5 38.5
Old : 26.7 39.9 37.0 54.2 21.5 30.3 28.5 40.5
Other: 25.3 33.1 32.8 53.1 21.5 33.1 21.6 48.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 368,223: 33,575 90,017 82,229 184,337 120,503 300,141 292,750: 68,082 75,474
Old : 340,390: 32,754 94,461 71,635 175,865 107,773 280,254 273,869: 60,136 66,521
Other: 27,834: 7,930 2,665 3,485 8,473 12,730 19,888 18,881: 7,946 8,953
: : :
: : Changes in Commitments from: February 1, 2005 :
: 6,406: -155 4,174 2,274 3,021 2,396 5,139 8,844: 1,267 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 24.4 22.3 50.1 32.7 81.5 79.5: 18.5 20.5
Old : 100.0: 9.6 27.8 21.0 51.7 31.7 82.3 80.5: 17.7 19.5
Other: 100.0: 28.5 9.6 12.5 30.4 45.7 71.5 67.8: 28.5 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 101 145 139 93 87 278 300:
Old : 360: 100 148 130 91 81 265 291:
Other: 122: 41 30 18 25 40 77 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.2 36.1 25.7 19.5 9.7 26.6 14.2
Old : 26.6 18.1 37.6 25.1 20.7 8.6 28.5 13.6
Other: 27.8 42.2 40.2 48.4 22.8 34.8 33.6 39.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 206,235: 17,014 61,360 32,425 129,124 85,380 178,563 179,165: 27,672 27,070
Old : 183,342: 14,666 62,095 23,908 120,881 72,287 159,456 158,290: 23,886 25,052
Other: 22,892: 6,902 3,819 3,963 8,243 13,093 19,107 20,875: 3,785 2,018
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,045: 1,009 3,785 887 5,666 5,467 7,562 10,138: 2,483 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 29.8 15.7 62.6 41.4 86.6 86.9: 13.4 13.1
Old : 100.0: 8.0 33.9 13.0 65.9 39.4 87.0 86.3: 13.0 13.7
Other: 100.0: 30.1 16.7 17.3 36.0 57.2 83.5 91.2: 16.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 30 64 39 53 45 107 135:
Old : 167: 36 66 34 52 44 104 130:
Other: 46: 9 15 14 18 12 36 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 24.4 39.1 32.9 18.6 13.8 28.6 20.3
Old : 26.7 24.2 40.8 31.8 23.6 16.2 34.6 23.6
Other: 39.1 51.7 55.5 67.7 32.5 44.4 44.4 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,008,853: 183,066 143,332 138,845 500,379 519,072 822,290 801,249: 186,563 207,604
Old : 1,008,853: 183,066 143,332 138,845 500,379 519,072 822,290 801,249: 186,563 207,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 110,011: 39,357 -25,791 41,332 23,120 79,559 103,809 95,100: 6,202 14,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.2 13.8 49.6 51.5 81.5 79.4: 18.5 20.6
Old : 100.0: 18.1 14.2 13.8 49.6 51.5 81.5 79.4: 18.5 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 41 49 55 73 85 150 155:
Old : 192: 41 49 55 73 85 150 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.8 26.9 23.3 13.0 10.1 19.3 18.5
Old : 19.4 12.8 26.9 23.3 13.0 10.1 19.3 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 198,408: 10,010 53,023 40,661 114,395 70,906 165,065 164,590: 33,342 33,818
Old : 177,155: 14,335 50,779 30,426 101,833 64,019 146,594 145,224: 30,561 31,931
Other: 21,253: 955 7,525 4,954 12,562 6,887 18,471 19,366: 2,782 1,887
: : :
: : Changes in Commitments from: February 1, 2005 :
: 14,998: -31 10,065 2,815 9,414 -997 12,198 11,883: 2,800 3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 26.7 20.5 57.7 35.7 83.2 83.0: 16.8 17.0
Old : 100.0: 8.1 28.7 17.2 57.5 36.1 82.7 82.0: 17.3 18.0
Other: 100.0: 4.5 35.4 23.3 59.1 32.4 86.9 91.1: 13.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 24 66 56 57 55 122 158:
Old : 180: 35 63 54 56 54 121 155:
Other: 60: 8 21 16 28 11 49 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 15.9 39.0 23.0 21.9 7.4 27.7 12.7
Old : 27.3 15.3 38.4 22.6 22.9 8.3 29.4 14.1
Other: 39.8 51.0 55.0 65.6 35.1 40.4 44.6 48.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,137: 1,776 2,089 890 1,907 1,295 4,573 4,274: 1,563 1,863
Old : 6,100: 1,776 2,084 868 1,907 1,292 4,552 4,244: 1,548 1,856
Other: 37: 0 6 22 0 3 22 30: 15 6
: : :
: : Changes in Commitments from: February 1, 2005 :
: 232: 10 135 95 87 -5 192 225: 40 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 34.0 14.5 31.1 21.1 74.5 69.6: 25.5 30.4
Old : 100.0: 29.1 34.2 14.2 31.3 21.2 74.6 69.6: 25.4 30.4
Other: 100.0: 0.0 16.0 59.0 0.0 8.2 59.0 83.2: 41.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 15 6 13 9 29 25:
Old : 40: 11 15 6 13 9 29 25:
Other: 4: 0 3 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 26.4 45.5 43.8 24.3 25.0 33.2 33.8
Old : 32.1 26.5 45.6 43.7 24.4 25.1 33.4 33.8
Other: 59.0 83.2 59.0 83.2 0.0 24.2 0.0 24.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 329,924: 104,088 77,212 375 169,951 146,075 274,414 223,662: 55,510 106,262
Old : 329,924: 104,088 77,212 375 169,951 146,075 274,414 223,662: 55,510 106,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 20,507: 16,447 -3,196 26 2,822 14,320 19,295 11,150: 1,212 9,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.4 0.1 51.5 44.3 83.2 67.8: 16.8 32.2
Old : 100.0: 31.5 23.4 0.1 51.5 44.3 83.2 67.8: 16.8 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 16 33 1 45 45 62 78:
Old : 118: 16 33 1 45 45 62 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 21.1 42.6 29.1 30.2 20.2 42.1 27.5
Old : 30.2 21.1 42.6 29.1 30.2 20.2 42.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,368,313: 263,935 271,231 434,141 1,330,041 1,102,202 2,028,117 1,807,574: 340,196 560,739
Old : 2,368,313: 263,935 271,231 434,141 1,330,041 1,102,202 2,028,117 1,807,574: 340,196 560,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 94,643: 16,068 -21,614 98,851 -9,056 56,552 105,863 133,788: -11,221 -39,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.5 18.3 56.2 46.5 85.6 76.3: 14.4 23.7
Old : 100.0: 11.1 11.5 18.3 56.2 46.5 85.6 76.3: 14.4 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 62 62 76 122 151 221 252:
Old : 290: 62 62 76 122 151 221 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 11.2 36.0 19.2 21.6 7.8 27.4 11.6
Old : 26.9 11.2 36.0 19.2 21.6 7.8 27.4 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,503,248: 241,148 196,413 131,868 954,165 807,447 1,327,181 1,135,728: 176,067 367,520
Old : 1,503,248: 241,148 196,413 131,868 954,165 807,447 1,327,181 1,135,728: 176,067 367,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 34,474: -28,074 -17,957 -1,146 42,547 9,053 13,327 -10,050: 21,148 44,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.1 8.8 63.5 53.7 88.3 75.6: 11.7 24.4
Old : 100.0: 16.0 13.1 8.8 63.5 53.7 88.3 75.6: 11.7 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 36 50 47 78 105 138 178:
Old : 200: 36 50 47 78 105 138 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 14.3 41.7 23.2 20.9 12.4 34.1 17.4
Old : 24.5 14.3 41.7 23.2 20.9 12.4 34.1 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 536,172: 166,574 36,982 138,488 195,915 329,825 500,977 505,295: 35,195 30,877
Old : 536,172: 166,574 36,982 138,488 195,915 329,825 500,977 505,295: 35,195 30,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -83,599: -16,236 -15,176 -3,637 -27,509 -46,289 -47,381 -65,101: -36,218 -18,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 6.9 25.8 36.5 61.5 93.4 94.2: 6.6 5.8
Old : 100.0: 31.1 6.9 25.8 36.5 61.5 93.4 94.2: 6.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 42 12 33 57 59 105 98:
Old : 122: 42 12 33 57 59 105 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 38.0 54.1 51.6 26.9 34.1 35.5 42.0
Old : 34.3 38.0 54.1 51.6 26.9 34.1 35.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,831: 12,609 3,140 790 21,955 37,769 35,355 41,699: 14,476 8,132
Old : 49,831: 12,609 3,140 790 21,955 37,769 35,355 41,699: 14,476 8,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 880: 86 -5,567 240 -80 6,117 246 790: 634 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.3 1.6 44.1 75.8 70.9 83.7: 29.1 16.3
Old : 100.0: 25.3 6.3 1.6 44.1 75.8 70.9 83.7: 29.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 6 22 12 51 23:
Old : 63: 24 10 6 22 12 51 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 63.1 40.0 73.2 28.4 62.3 40.0 72.3
Old : 28.4 63.1 40.0 73.2 28.4 62.3 40.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,672: 8,934 25,978 3,905 54,437 24,763 67,276 54,645: 10,397 23,027
Old : 77,672: 8,934 25,978 3,905 54,437 24,763 67,276 54,645: 10,397 23,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -5,971: -1,885 1,898 904 5,407 -3,726 4,427 -924: -10,397 -5,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 33.4 5.0 70.1 31.9 86.6 70.4: 13.4 29.6
Old : 100.0: 11.5 33.4 5.0 70.1 31.9 86.6 70.4: 13.4 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 24 15 20 12 43 45:
Old : 65: 17 24 15 20 12 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 41.5 63.6 50.1 42.9 40.5 60.3 47.4
Old : 46.1 41.5 63.6 50.1 42.9 40.5 60.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Old : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -942: 655 -688 0 -1,641 -149 -986 -837: 44 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Old : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 23 3 19 19 27 42:
Old : 60: 5 23 3 19 19 27 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Old : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Old : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 406: 0 238 0 456 -138 456 100: -50 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Old : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 7 0 6 10 8 17:
Old : 24: 2 7 0 6 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Old : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005