WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 261,211: 31,485 73,539 44,314 141,361 103,421 217,160 221,274: 44,051 39,937
Old : 208,351: 38,092 72,358 23,031 110,912 79,789 172,035 175,178: 36,316 33,173
Other: 52,860: 4,946 12,734 9,730 30,449 23,632 45,125 46,096: 7,735 6,764
: : :
: : Changes in Commitments from: January 25, 2005 :
: 19,453: 73 2,164 6,509 7,093 2,707 13,674 11,380: 5,779 8,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 28.2 17.0 54.1 39.6 83.1 84.7: 16.9 15.3
Old : 100.0: 18.3 34.7 11.1 53.2 38.3 82.6 84.1: 17.4 15.9
Other: 100.0: 9.4 24.1 18.4 57.6 44.7 85.4 87.2: 14.6 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 75 93 73 56 57 168 191:
Old : 235: 78 90 60 52 55 157 179:
Other: 110: 23 39 37 28 40 78 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 24.8 42.3 31.4 29.5 23.2 41.1 28.7
Old : 33.7 25.5 45.5 32.3 33.5 24.3 43.9 31.1
Other: 48.5 32.1 56.6 43.5 46.0 27.1 49.0 35.9
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 241,758: 31,412 71,375 37,805 134,268 100,713 203,486 209,893: 38,272 31,865
Old : 194,869: 38,476 69,432 19,699 106,055 80,977 164,230 170,108: 30,640 24,761
Other: 46,889: 4,251 13,258 6,792 28,214 19,736 39,256 39,785: 7,632 7,103
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,652: -4,503 -4,924 2,174 5,119 6,156 2,790 3,406: 2,861 2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 29.5 15.6 55.5 41.7 84.2 86.8: 15.8 13.2
Old : 100.0: 19.7 35.6 10.1 54.4 41.6 84.3 87.3: 15.7 12.7
Other: 100.0: 9.1 28.3 14.5 60.2 42.1 83.7 84.9: 16.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 79 93 75 58 58 176 194:
Old : 243: 90 83 60 52 56 161 182:
Other: 110: 18 45 35 29 37 76 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 27.0 42.8 33.2 29.7 25.0 41.7 31.1
Old : 34.1 28.5 45.9 35.8 33.8 27.3 45.2 34.6
Other: 49.6 29.1 57.0 38.8 46.7 24.2 49.4 32.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 787,176: 63,119 191,738 105,110 456,216 278,730 624,445 575,578: 162,731 211,598
Old : 680,231: 58,385 185,735 90,200 383,936 234,875 532,521 510,810: 147,710 169,421
Other: 106,945: 8,748 10,017 10,895 72,280 43,856 91,923 64,768: 15,022 42,177
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,956: -1,632 1,248 -6,472 5,005 264 -3,099 -4,960: 12,055 13,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 24.4 13.4 58.0 35.4 79.3 73.1: 20.7 26.9
Old : 100.0: 8.6 27.3 13.3 56.4 34.5 78.3 75.1: 21.7 24.9
Other: 100.0: 8.2 9.4 10.2 67.6 41.0 86.0 60.6: 14.0 39.4
: : :
:# Traders : Number of Traders in Each Category :
All : 509: 105 168 127 201 170 391 385:
Old : 497: 105 163 119 196 159 380 364:
Other: 247: 47 44 40 77 125 137 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 12.4 24.6 17.2 15.0 9.3 24.1 13.0
Old : 15.4 12.8 25.6 17.6 15.4 9.9 24.6 14.0
Other: 40.7 12.7 49.0 19.9 40.4 11.2 47.6 17.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 778,220: 64,750 190,490 111,582 451,211 278,466 627,544 580,538: 150,676 197,682
Old : 675,341: 59,634 185,055 96,283 382,755 235,808 538,673 517,146: 136,668 158,195
Other: 102,878: 10,399 10,717 10,016 68,456 42,659 88,871 63,392: 14,008 39,486
: : :
: : Changes in Commitments from: January 18, 2005 :
: 8,397: -11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687: 31,940 33,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 24.5 14.3 58.0 35.8 80.6 74.6: 19.4 25.4
Old : 100.0: 8.8 27.4 14.3 56.7 34.9 79.8 76.6: 20.2 23.4
Other: 100.0: 10.1 10.4 9.7 66.5 41.5 86.4 61.6: 13.6 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 119 160 132 198 169 398 387:
Old : 505: 114 163 123 192 157 384 367:
Other: 245: 51 40 39 74 123 136 191:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 13.0 24.4 18.1 15.1 10.1 24.0 13.8
Old : 15.7 13.2 25.1 18.5 15.7 10.7 24.7 14.9
Other: 39.7 13.9 48.1 21.2 39.3 11.6 46.8 18.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,050: 3,715 494 622 1,365 6,253 5,702 7,370: 4,348 2,680
Old : 9,353: 3,702 542 473 1,270 6,032 5,444 7,047: 3,908 2,306
Other: 697: 90 30 72 95 221 257 323: 440 374
: : :
: : Changes in Commitments from: January 25, 2005 :
: 488: 449 74 141 -107 206 482 421: 6 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 4.9 6.2 13.6 62.2 56.7 73.3: 43.3 26.7
Old : 100.0: 39.6 5.8 5.1 13.6 64.5 58.2 75.3: 41.8 24.7
Other: 100.0: 12.9 4.2 10.3 13.6 31.7 36.9 46.3: 63.1 53.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 6 7 10 15 32 25:
Old : 40: 18 7 7 10 15 32 25:
Other: 12: 3 3 5 2 5 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 35.9 37.2 49.4 24.6 30.1 32.0 39.7
Old : 28.4 37.5 39.0 51.7 26.5 31.1 34.3 41.6
Other: 30.6 33.3 36.9 44.2 26.3 29.6 26.3 35.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 9,562: 3,267 420 481 1,471 6,048 5,219 6,949: 4,343 2,613
Old : 8,957: 3,240 419 406 1,376 5,857 5,022 6,681: 3,935 2,277
Other: 605: 40 15 62 95 191 197 268: 407 337
: : :
: : Changes in Commitments from: January 18, 2005 :
: 681: 513 174 47 224 534 784 756: -103 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.4 5.0 15.4 63.2 54.6 72.7: 45.4 27.3
Old : 100.0: 36.2 4.7 4.5 15.4 65.4 56.1 74.6: 43.9 25.4
Other: 100.0: 6.7 2.5 10.3 15.7 31.6 32.7 44.3: 67.3 55.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 6 5 10 15 30 23:
Old : 38: 17 6 5 10 15 30 23:
Other: 11: 2 3 4 2 5 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 38.0 36.0 51.4 22.2 33.2 29.1 42.6
Old : 27.0 39.6 37.4 53.5 23.7 34.4 31.0 44.7
Other: 28.7 31.3 32.7 42.9 22.0 28.6 22.0 33.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 361,817: 33,730 85,843 79,956 181,317 118,107 295,002 283,906: 66,815 77,911
Old : 334,461: 33,050 89,812 69,429 172,566 105,446 275,045 264,687: 59,416 69,774
Other: 27,356: 8,070 3,421 3,137 8,751 12,661 19,957 19,219: 7,399 8,138
: : :
: : Changes in Commitments from: January 25, 2005 :
: 24,510: 6,926 10,562 3,096 13,940 7,825 23,962 21,482: 548 3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 23.7 22.1 50.1 32.6 81.5 78.5: 18.5 21.5
Old : 100.0: 9.9 26.9 20.8 51.6 31.5 82.2 79.1: 17.8 20.9
Other: 100.0: 29.5 12.5 11.5 32.0 46.3 73.0 70.3: 27.0 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 96 138 130 92 91 269 287:
Old : 347: 96 141 124 91 84 259 278:
Other: 127: 42 33 17 25 41 78 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 19.0 37.2 25.6 20.2 9.4 27.5 13.8
Old : 27.9 17.8 38.7 24.9 21.3 8.2 29.1 13.0
Other: 29.0 42.4 40.6 48.6 25.1 35.4 35.2 40.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 337,307: 26,804 75,281 76,860 167,377 110,283 271,040 262,424: 66,267 74,883
Old : 312,553: 26,752 78,562 67,402 158,672 98,674 252,826 244,638: 59,727 67,915
Other: 24,754: 6,638 3,305 2,872 8,705 11,609 18,214 17,785: 6,539 6,968
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,970: -2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967: 10,074 10,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.3 22.8 49.6 32.7 80.4 77.8: 19.6 22.2
Old : 100.0: 8.6 25.1 21.6 50.8 31.6 80.9 78.3: 19.1 21.7
Other: 100.0: 26.8 13.4 11.6 35.2 46.9 73.6 71.9: 26.4 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 89 126 117 94 99 256 276:
Old : 333: 91 126 108 93 92 245 266:
Other: 130: 36 34 19 26 47 76 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 19.0 37.3 25.8 19.3 9.5 26.9 13.5
Old : 28.5 17.8 38.7 25.0 20.1 8.2 28.4 12.8
Other: 30.5 42.6 41.4 48.9 25.9 35.3 36.2 40.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 196,190: 16,005 57,575 31,538 123,458 79,914 171,001 169,027: 25,189 27,163
Old : 174,676: 14,027 58,858 23,232 115,981 67,557 153,240 149,646: 21,435 25,029
Other: 21,514: 6,568 3,307 3,716 7,477 12,357 17,761 19,380: 3,753 2,134
: : :
: : Changes in Commitments from: January 25, 2005 :
: 15,707: -752 6,839 1,736 13,299 3,692 14,284 12,267: 1,423 3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 29.3 16.1 62.9 40.7 87.2 86.2: 12.8 13.8
Old : 100.0: 8.0 33.7 13.3 66.4 38.7 87.7 85.7: 12.3 14.3
Other: 100.0: 30.5 15.4 17.3 34.8 57.4 82.6 90.1: 17.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 25 60 39 55 47 108 130:
Old : 161: 30 64 33 54 46 105 125:
Other: 46: 10 13 14 20 11 38 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 23.7 37.7 32.0 19.6 14.8 29.4 21.5
Old : 27.0 23.2 40.1 31.2 24.7 17.7 36.0 25.2
Other: 35.3 52.7 54.5 69.0 29.9 47.1 43.6 54.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 180,483: 16,756 50,736 29,802 110,159 76,222 156,717 156,760: 23,766 23,724
Old : 161,903: 16,388 51,700 22,106 102,935 66,117 141,430 139,923: 20,474 21,981
Other: 18,580: 4,265 2,933 3,799 7,223 10,105 15,288 16,837: 3,292 1,743
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,576: 1,944 -2,234 289 -3,781 -90 -1,548 -2,035: -1,028 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.1 16.5 61.0 42.2 86.8 86.9: 13.2 13.1
Old : 100.0: 10.1 31.9 13.7 63.6 40.8 87.4 86.4: 12.6 13.6
Other: 100.0: 23.0 15.8 20.4 38.9 54.4 82.3 90.6: 17.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 31 52 36 54 47 107 124:
Old : 159: 37 56 33 53 46 106 120:
Other: 44: 9 13 13 20 10 37 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 26.0 36.9 34.2 20.3 19.2 30.0 25.5
Old : 26.2 26.2 38.7 34.1 24.5 22.8 36.2 29.9
Other: 32.9 53.3 50.8 69.9 25.0 45.7 39.8 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 898,842: 143,709 169,123 97,513 477,259 439,514 718,481 706,150: 180,360 192,692
Old : 898,842: 143,709 169,123 97,513 477,259 439,514 718,481 706,150: 180,360 192,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 52,631: -31,381 17,906 13,919 51,864 25,938 34,402 57,762: 18,229 -5,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.8 10.8 53.1 48.9 79.9 78.6: 20.1 21.4
Old : 100.0: 16.0 18.8 10.8 53.1 48.9 79.9 78.6: 20.1 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 40 45 50 70 83 141 149:
Old : 185: 40 45 50 70 83 141 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 13.0 29.8 23.2 14.3 11.4 20.4 18.8
Old : 21.3 13.0 29.8 23.2 14.3 11.4 20.4 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 846,211: 175,090 151,217 83,594 425,394 413,576 684,079 648,387: 162,132 197,824
Old : 846,211: 175,090 151,217 83,594 425,394 413,576 684,079 648,387: 162,132 197,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 30,113: -6,371 30,622 -651 1,583 -52,556 -5,440 -22,585: 35,553 52,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.9 9.9 50.3 48.9 80.8 76.6: 19.2 23.4
Old : 100.0: 20.7 17.9 9.9 50.3 48.9 80.8 76.6: 19.2 23.4
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 : 172: 36 42 42 66 79 129 136:
Old : 172: 36 42 42 66 79 129 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 14.2 30.1 24.4 14.9 13.0 21.7 19.8
Old : 20.9 14.2 30.1 24.4 14.9 13.0 21.7 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 183,409: 10,041 42,958 37,845 104,981 71,903 152,867 152,707: 30,542 30,703
Old : 164,749: 13,839 40,591 28,632 94,418 66,141 136,888 135,364: 27,861 29,386
Other: 18,660: 1,488 7,653 3,928 10,563 5,762 15,979 17,343: 2,681 1,317
: : :
: : Changes in Commitments from: January 25, 2005 :
: 9,932: 1,396 3,509 1,140 6,995 2,555 9,531 7,204: 401 2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 23.4 20.6 57.2 39.2 83.3 83.3: 16.7 16.7
Old : 100.0: 8.4 24.6 17.4 57.3 40.1 83.1 82.2: 16.9 17.8
Other: 100.0: 8.0 41.0 21.0 56.6 30.9 85.6 92.9: 14.4 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 26 55 55 55 55 120 146:
Old : 169: 37 51 52 54 54 119 142:
Other: 62: 7 23 17 29 13 51 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 17.0 38.2 24.5 21.6 7.9 28.3 13.0
Old : 25.6 16.5 37.5 24.3 22.3 9.5 29.8 15.7
Other: 40.3 51.1 54.6 67.3 37.0 43.8 45.9 53.7
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 173,477: 8,645 39,449 36,706 97,985 69,348 143,336 145,503: 30,141 27,975
Old : 156,094: 11,912 37,457 28,237 87,870 63,826 128,019 129,520: 28,076 26,574
Other: 17,383: 1,528 6,787 3,674 10,115 5,521 15,318 15,982: 2,065 1,401
: : :
: : Changes in Commitments from: January 18, 2005 :
: -5,054: 1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578: 1,391 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.7 21.2 56.5 40.0 82.6 83.9: 17.4 16.1
Old : 100.0: 7.6 24.0 18.1 56.3 40.9 82.0 83.0: 18.0 17.0
Other: 100.0: 8.8 39.0 21.1 58.2 31.8 88.1 91.9: 11.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 22 57 56 55 57 120 148:
Old : 170: 34 53 54 54 55 119 144:
Other: 63: 12 19 20 27 12 52 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 19.3 36.7 26.4 21.8 9.2 28.3 15.1
Old : 25.4 18.7 35.8 26.2 22.3 10.3 29.5 16.5
Other: 42.0 49.8 57.9 66.5 38.4 41.8 47.7 52.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,905: 1,766 1,954 795 1,821 1,300 4,382 4,049: 1,523 1,856
Old : 5,876: 1,765 1,956 774 1,821 1,297 4,360 4,027: 1,516 1,849
Other: 29: 4 2 18 0 3 22 22: 7 7
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,087: 160 547 442 582 -184 1,184 805: -98 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 33.1 13.5 30.8 22.0 74.2 68.6: 25.8 31.4
Old : 100.0: 30.0 33.3 13.2 31.0 22.1 74.2 68.5: 25.8 31.5
Other: 100.0: 13.1 5.2 61.5 0.0 10.3 74.5 77.0: 25.5 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 12 6 14 9 31 24:
Old : 40: 13 13 6 14 9 31 24:
Other: 4: 2 1 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 : 30.2 30.4 44.0 47.2 24.2 26.5 33.3 35.7
Old : 30.4 30.5 44.1 47.1 24.3 26.6 33.4 35.8
Other: 74.5 77.0 74.5 77.0 13.1 15.5 13.1 15.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,818: 1,606 1,407 353 1,239 1,484 3,198 3,244: 1,621 1,574
Old : 4,797: 1,606 1,409 333 1,239 1,481 3,179 3,224: 1,618 1,573
Other: 22: 3 1 16 0 3 19 20: 3 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 150: -25 -27 -8 30 86 -3 51: 153 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 29.2 7.3 25.7 30.8 66.4 67.3: 33.6 32.7
Old : 100.0: 33.5 29.4 6.9 25.8 30.9 66.3 67.2: 33.7 32.8
Other: 100.0: 14.0 5.0 74.2 0.0 13.9 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 9 3 12 9 27 18:
Old : 34: 13 8 3 12 9 27 18:
Other: 4: 2 1 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 : 31.2 37.4 41.6 53.1 24.2 35.9 33.8 45.8
Old : 31.3 37.3 41.4 53.0 24.3 36.0 34.0 46.0
Other: 88.1 93.1 88.1 93.1 14.0 18.9 14.0 18.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 309,417: 87,641 80,408 349 167,129 131,755 255,119 212,512: 54,298 96,905
Old : 309,417: 87,641 80,408 349 167,129 131,755 255,119 212,512: 54,298 96,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -3,266: 7,633 355 -674 -14,920 -5,048 -7,961 -5,367: 4,695 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 26.0 0.1 54.0 42.6 82.5 68.7: 17.5 31.3
Old : 100.0: 28.3 26.0 0.1 54.0 42.6 82.5 68.7: 17.5 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 13 35 1 41 42 55 77:
Old : 112: 13 35 1 41 42 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 17.1 43.6 25.1 31.2 17.0 43.3 24.0
Old : 31.2 17.1 43.6 25.1 31.2 17.0 43.3 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 312,683: 80,008 80,054 1,023 182,049 136,803 263,080 217,880: 49,603 94,803
Old : 312,683: 80,008 80,054 1,023 182,049 136,803 263,080 217,880: 49,603 94,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 16,405: 376 -8,530 -435 -3,790 -11,531 -3,849 -20,496: 20,255 36,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.6 0.3 58.2 43.8 84.1 69.7: 15.9 30.3
Old : 100.0: 25.6 25.6 0.3 58.2 43.8 84.1 69.7: 15.9 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 14 32 2 37 43 53 75:
Old : 108: 14 32 2 37 43 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 16.6 45.8 24.7 31.7 16.6 44.7 24.2
Old : 32.1 16.6 45.8 24.7 31.7 16.6 44.7 24.2
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 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,273,671: 247,867 292,846 335,290 1,339,097 1,045,650 1,922,254 1,673,786: 351,416 599,885
Old : 2,273,671: 247,867 292,846 335,290 1,339,097 1,045,650 1,922,254 1,673,786: 351,416 599,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 213,027: -33,195 -19,597 100,745 90,455 67,379 158,005 148,527: 55,022 64,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.9 14.7 58.9 46.0 84.5 73.6: 15.5 26.4
Old : 100.0: 10.9 12.9 14.7 58.9 46.0 84.5 73.6: 15.5 26.4
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 : 266: 47 65 67 104 140 189 234:
Old : 266: 47 65 67 104 140 189 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 10.8 40.3 18.6 25.0 7.7 31.4 11.3
Old : 30.8 10.8 40.3 18.6 25.0 7.7 31.4 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 2,060,643: 281,062 312,443 234,545 1,248,641 978,271 1,764,249 1,525,259: 296,394 535,384
Old : 2,060,643: 281,062 312,443 234,545 1,248,641 978,271 1,764,249 1,525,259: 296,394 535,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -82,716: -121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315: 110,616 180,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 11.4 60.6 47.5 85.6 74.0: 14.4 26.0
Old : 100.0: 13.6 15.2 11.4 60.6 47.5 85.6 74.0: 14.4 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 45 67 66 106 135 191 228:
Old : 263: 45 67 66 106 135 191 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 11.0 42.8 18.7 28.6 8.8 35.9 13.8
Old : 33.4 11.0 42.8 18.7 28.6 8.8 35.9 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,468,774: 269,223 214,370 133,014 911,618 798,393 1,313,855 1,145,778: 154,920 322,996
Old : 1,468,774: 269,223 214,370 133,014 911,618 798,393 1,313,855 1,145,778: 154,920 322,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 84,934: -13,495 23,143 9,522 81,516 40,750 77,543 73,415: 7,391 11,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.6 9.1 62.1 54.4 89.5 78.0: 10.5 22.0
Old : 100.0: 18.3 14.6 9.1 62.1 54.4 89.5 78.0: 10.5 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 29 57 46 78 104 137 177:
Old : 200: 29 57 46 78 104 137 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 15.4 40.7 24.4 19.5 13.8 33.5 20.3
Old : 24.4 15.4 40.7 24.4 19.5 13.8 33.5 20.3
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, January 25, 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 : 1,383,840: 282,717 191,228 123,492 830,102 757,643 1,236,312 1,072,363: 147,529 311,477
Old : 1,383,840: 282,717 191,228 123,492 830,102 757,643 1,236,312 1,072,363: 147,529 311,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -19,235: -54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555: 72,379 137,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.8 8.9 60.0 54.7 89.3 77.5: 10.7 22.5
Old : 100.0: 20.4 13.8 8.9 60.0 54.7 89.3 77.5: 10.7 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 29 53 46 76 99 135 168:
Old : 192: 29 53 46 76 99 135 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 16.8 40.8 25.9 20.1 15.8 33.4 23.0
Old : 25.5 16.8 40.8 25.9 20.1 15.8 33.4 23.0
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 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 619,771: 182,810 52,158 142,124 223,424 376,114 548,358 570,396: 71,413 49,375
Old : 619,771: 182,810 52,158 142,124 223,424 376,114 548,358 570,396: 71,413 49,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 35,525: 29,021 -3,697 -23,342 -9,369 40,634 -3,690 13,596: 39,215 21,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.4 22.9 36.0 60.7 88.5 92.0: 11.5 8.0
Old : 100.0: 29.5 8.4 22.9 36.0 60.7 88.5 92.0: 11.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 41 15 32 56 61 105 100:
Old : 125: 41 15 32 56 61 105 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 33.6 50.2 46.1 23.5 30.4 32.4 38.2
Old : 34.0 33.6 50.2 46.1 23.5 30.4 32.4 38.2
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, January 25, 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 : 584,246: 153,789 55,855 165,466 232,793 335,480 552,048 556,800: 32,198 27,446
Old : 584,246: 153,789 55,855 165,466 232,793 335,480 552,048 556,800: 32,198 27,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 78,626: 27,999 13,928 6,184 31,663 46,923 65,847 67,036: 12,780 11,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 28.3 39.8 57.4 94.5 95.3: 5.5 4.7
Old : 100.0: 26.3 9.6 28.3 39.8 57.4 94.5 95.3: 5.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 36 20 31 56 57 102 99:
Old : 122: 36 20 31 56 57 102 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 33.6 52.7 48.1 21.4 28.0 30.6 37.0
Old : 33.9 33.6 52.7 48.1 21.4 28.0 30.6 37.0
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 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,951: 12,523 8,707 551 22,035 31,652 35,109 40,909: 13,842 8,042
Old : 48,951: 12,523 8,707 551 22,035 31,652 35,109 40,909: 13,842 8,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -627: -966 -1,279 -13 -903 94 -1,882 -1,198: 1,255 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.8 1.1 45.0 64.7 71.7 83.6: 28.3 16.4
Old : 100.0: 25.6 17.8 1.1 45.0 64.7 71.7 83.6: 28.3 16.4
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 : 62: 23 11 5 23 10 51 21:
Old : 62: 23 11 5 23 10 51 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 63.8 40.2 74.2 28.5 63.1 40.2 73.4
Old : 28.5 63.8 40.2 74.2 28.5 63.1 40.2 73.4
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, January 25, 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 : 49,578: 13,489 9,986 563 22,938 31,558 36,991 42,107: 12,588 7,471
Old : 49,578: 13,489 9,986 563 22,938 31,558 36,991 42,107: 12,588 7,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,243: -1,450 1,214 -265 -2,909 -1,093 -4,625 -145: 5,868 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.1 1.1 46.3 63.7 74.6 84.9: 25.4 15.1
Old : 100.0: 27.2 20.1 1.1 46.3 63.7 74.6 84.9: 25.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 26 14 6 22 11 53 26:
Old : 68: 26 14 6 22 11 53 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 63.1 44.0 73.0 30.6 62.4 44.0 72.2
Old : 30.6 63.1 44.0 73.0 30.6 62.4 44.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 83,643: 10,819 24,080 3,001 49,029 28,489 62,849 55,570: 20,794 28,073
Old : 83,643: 10,819 24,080 3,001 49,029 28,489 62,849 55,570: 20,794 28,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 13,058: 2,074 -1,471 1,164 835 2,107 4,073 1,799: 8,985 11,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 28.8 3.6 58.6 34.1 75.1 66.4: 24.9 33.6
Old : 100.0: 12.9 28.8 3.6 58.6 34.1 75.1 66.4: 24.9 33.6
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 : 69: 19 24 15 20 14 46 46:
Old : 69: 19 24 15 20 14 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 40.1 53.3 48.0 34.6 39.9 50.8 46.7
Old : 37.0 40.1 53.3 48.0 34.6 39.9 50.8 46.7
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, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 70,585: 8,744 25,551 1,837 48,195 26,382 58,776 53,770: 11,809 16,814
Old : 70,585: 8,744 25,551 1,837 48,195 26,382 58,776 53,770: 11,809 16,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,691: -422 4,292 -3,923 4,365 -4,231 20 -3,862: 3,671 7,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.2 2.6 68.3 37.4 83.3 76.2: 16.7 23.8
Old : 100.0: 12.4 36.2 2.6 68.3 37.4 83.3 76.2: 16.7 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 22 21 12 21 15 45 46:
Old : 71: 22 21 12 21 15 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 48.2 62.7 55.2 46.8 48.0 61.8 54.5
Old : 47.7 48.2 62.7 55.2 46.8 48.0 61.8 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Old : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,820: 256 26 0 1,529 1,739 1,785 1,765: 35 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Old : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 20 3 18 17 26 37:
Old : 55: 5 20 3 18 17 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
Old : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Old : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -772: 5,958 -98 0 -6,803 -759 -845 -857: 73 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Old : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 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 : 55: 6 21 3 17 15 26 36:
Old : 55: 6 21 3 17 15 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Old : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
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 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Old : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -80: -29 78 0 -120 87 -149 165: 69 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Old : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 6 0 6 11 8 17:
Old : 24: 2 6 0 6 11 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 : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
Old : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
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, January 25, 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 : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Old : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 751: 5,718 -160 0 -4,971 915 747 755: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Old : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
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 : 24: 2 6 0 7 10 9 16:
Old : 24: 2 6 0 7 10 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Old : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,584: 2,935 2,370 5,294 18,870 18,043 27,098 25,708: 6,486 7,877
Old : 33,584: 2,935 2,370 5,294 18,870 18,043 27,098 25,708: 6,486 7,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 767: 560 41 80 -556 239 84 360: 683 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.1 15.8 56.2 53.7 80.7 76.5: 19.3 23.5
Old : 100.0: 8.7 7.1 15.8 56.2 53.7 80.7 76.5: 19.3 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 17 4 15 24 23 43 40:
Old : 53: 17 4 15 24 23 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 29.5 56.1 45.3 41.3 28.7 46.9 42.0
Old : 44.4 29.5 56.1 45.3 41.3 28.7 46.9 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 32,817: 2,375 2,329 5,214 19,426 17,805 27,014 25,348: 5,803 7,470
Old : 32,817: 2,375 2,329 5,214 19,426 17,805 27,014 25,348: 5,803 7,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,702: -264 127 305 -660 -1,329 -619 -896: 2,321 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.1 15.9 59.2 54.3 82.3 77.2: 17.7 22.8
Old : 100.0: 7.2 7.1 15.9 59.2 54.3 82.3 77.2: 17.7 22.8
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 : 57: 16 5 15 27 25 47 41:
Old : 57: 16 5 15 27 25 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 29.2 54.9 44.7 41.0 28.5 46.1 41.7
Old : 43.0 29.2 54.9 44.7 41.0 28.5 46.1 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 108,250: 24,945 5,022 23,284 39,392 44,643 87,621 72,949: 20,629 35,301
Old : 107,107: 25,170 5,034 23,047 38,880 44,458 87,097 72,539: 20,010 34,568
Other: 1,143: 12 225 0 512 185 524 410: 619 733
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,073: -1,235 1,798 2,288 1,342 -1,042 2,395 3,044: -322 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.6 21.5 36.4 41.2 80.9 67.4: 19.1 32.6
Old : 100.0: 23.5 4.7 21.5 36.3 41.5 81.3 67.7: 18.7 32.3
Other: 100.0: 1.0 19.7 0.0 44.8 16.2 45.8 35.9: 54.2 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 54 34 55 34 41 131 105:
Old : 155: 54 34 55 33 41 130 105:
Other: 11: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 20.4 33.1 30.1 22.7 19.7 31.9 27.5
Old : 23.0 20.6 33.4 30.4 22.9 20.2 32.2 28.1
Other: 44.8 35.1 45.8 35.9 42.7 33.5 43.7 33.8
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 106,177: 26,180 3,224 20,996 38,050 45,685 85,226 69,905: 20,951 36,272
Old : 105,205: 26,379 3,231 20,790 37,608 45,521 84,777 69,542: 20,428 35,663
Other: 972: 7 199 0 442 164 449 363: 523 609
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,654: -4,868 105 1,139 882 -4,233 -2,847 -2,990: -807 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.0 19.8 35.8 43.0 80.3 65.8: 19.7 34.2
Old : 100.0: 25.1 3.1 19.8 35.7 43.3 80.6 66.1: 19.4 33.9
Other: 100.0: 0.7 20.5 0.0 45.5 16.9 46.2 37.3: 53.8 62.7
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 56 26 45 32 36 125 88:
Old : 146: 56 26 44 31 36 124 87:
Other: 9: 1 1 0 4 4 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 22.2 32.9 32.1 22.6 21.6 31.8 29.5
Old : 22.9 22.4 33.2 32.4 22.8 22.1 32.1 30.1
Other: 45.5 36.9 46.2 37.3 43.6 35.5 44.3 35.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,390: 491 469 294 789 523 1,574 1,286: 816 1,104
Old : 2,390: 491 469 294 789 523 1,574 1,286: 816 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 319: 52 -90 168 -55 85 165 163: 154 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.6 12.3 33.0 21.9 65.9 53.8: 34.1 46.2
Old : 100.0: 20.6 19.6 12.3 33.0 21.9 65.9 53.8: 34.1 46.2
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 : 25: 6 10 5 7 4 17 16:
Old : 25: 6 10 5 7 4 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 28.1 55.3 42.4 38.6 23.9 46.6 32.1
Old : 39.0 28.1 55.3 42.4 38.6 23.9 46.6 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,071: 439 559 126 844 438 1,409 1,123: 662 948
Old : 2,071: 439 559 126 844 438 1,409 1,123: 662 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -21: 64 80 1 -77 35 -12 116: -9 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 27.0 6.1 40.8 21.1 68.0 54.2: 32.0 45.8
Old : 100.0: 21.2 27.0 6.1 40.8 21.1 68.0 54.2: 32.0 45.8
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 : 26: 5 13 6 7 3 18 16:
Old : 26: 5 13 6 7 3 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 29.5 57.1 43.1 46.7 25.6 56.1 36.4
Old : 46.7 29.5 57.1 43.1 46.7 25.6 56.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 166,327: 43,006 8,308 30,949 69,940 83,376 143,894 122,632: 22,433 43,694
Old : 166,327: 43,006 8,308 30,949 69,940 83,376 143,894 122,632: 22,433 43,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,843: 1,237 12 -2,758 3,943 4,901 2,422 2,156: 2,421 2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.0 18.6 42.0 50.1 86.5 73.7: 13.5 26.3
Old : 100.0: 25.9 5.0 18.6 42.0 50.1 86.5 73.7: 13.5 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 61 30 56 82 109 172 178:
Old : 224: 61 30 56 82 109 172 178:
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 : 20.3 11.0 34.4 19.5 18.0 9.1 29.9 14.9
Old : 20.3 11.0 34.4 19.5 18.0 9.1 29.9 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 161,484: 41,769 8,296 33,707 65,996 78,475 141,472 120,477: 20,012 41,007
Old : 161,484: 41,769 8,296 33,707 65,996 78,475 141,472 120,477: 20,012 41,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,100: -3,633 317 380 1,865 -864 -1,389 -168: 289 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.1 20.9 40.9 48.6 87.6 74.6: 12.4 25.4
Old : 100.0: 25.9 5.1 20.9 40.9 48.6 87.6 74.6: 12.4 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 58 32 47 78 107 160 169:
Old : 215: 58 32 47 78 107 160 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 10.8 36.8 20.2 18.4 8.9 30.7 15.0
Old : 21.6 10.8 36.8 20.2 18.4 8.9 30.7 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,838: 1,744 222 344 549 2,819 2,637 3,385: 2,201 1,453
Old : 4,838: 1,744 222 344 549 2,819 2,637 3,385: 2,201 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 548: 203 -8 109 45 309 358 410: 190 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 4.6 7.1 11.3 58.3 54.5 70.0: 45.5 30.0
Old : 100.0: 36.1 4.6 7.1 11.3 58.3 54.5 70.0: 45.5 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 26 3 8 12 23 39 34:
Old : 55: 26 3 8 12 23 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 41.7 25.5 50.0 16.6 41.6 23.9 48.4
Old : 17.2 41.7 25.5 50.0 16.6 41.6 23.9 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,290: 1,541 230 235 504 2,510 2,280 2,975: 2,011 1,315
Old : 4,290: 1,541 230 235 504 2,510 2,280 2,975: 2,011 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 469: 249 -414 75 23 554 347 215: 122 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.4 5.5 11.7 58.5 53.1 69.4: 46.9 30.6
Old : 100.0: 35.9 5.4 5.5 11.7 58.5 53.1 69.4: 46.9 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 6 7 12 23 37 32:
Old : 51: 21 6 7 12 23 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 39.6 27.2 48.7 17.6 39.6 25.9 48.0
Old : 18.5 39.6 27.2 48.7 17.6 39.6 25.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,289: 6,453 1,230 4,384 7,254 4,963 18,092 10,577: 4,197 11,712
Old : 22,289: 6,453 1,230 4,384 7,254 4,963 18,092 10,577: 4,197 11,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,611: -99 268 -742 -574 -363 -1,415 -837: -196 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.5 19.7 32.5 22.3 81.2 47.5: 18.8 52.5
Old : 100.0: 29.0 5.5 19.7 32.5 22.3 81.2 47.5: 18.8 52.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 36 12 25 36 41 83 69:
Old : 106: 36 12 25 36 41 83 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 12.9 36.5 19.7 19.6 7.8 30.5 12.0
Old : 23.3 12.9 36.5 19.7 19.6 7.8 30.5 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,899: 6,552 962 5,126 7,828 5,325 19,506 11,413: 4,393 12,486
Old : 23,899: 6,552 962 5,126 7,828 5,325 19,506 11,413: 4,393 12,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,362: 432 419 345 681 187 1,458 951: -96 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.0 21.5 32.8 22.3 81.6 47.8: 18.4 52.2
Old : 100.0: 27.4 4.0 21.5 32.8 22.3 81.6 47.8: 18.4 52.2
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 : 121: 38 14 29 49 50 101 83:
Old : 121: 38 14 29 49 50 101 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 12.9 34.9 19.9 17.6 5.5 27.6 9.4
Old : 21.4 12.9 34.9 19.9 17.6 5.5 27.6 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 85,394: 12,626 11,634 1,550 39,832 53,205 54,007 66,389: 31,387 19,005
Old : 85,394: 12,626 11,634 1,550 39,832 53,205 54,007 66,389: 31,387 19,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -2,012: -4,940 -3,609 -233 4,020 3,170 -1,153 -672: -859 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.6 1.8 46.6 62.3 63.2 77.7: 36.8 22.3
Old : 100.0: 14.8 13.6 1.8 46.6 62.3 63.2 77.7: 36.8 22.3
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 : 58: 17 9 5 23 21 42 33:
Old : 58: 17 9 5 23 21 42 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 39.4 33.5 53.3 18.5 39.4 30.1 53.0
Old : 20.9 39.4 33.5 53.3 18.5 39.4 30.1 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 87,407: 17,566 15,243 1,783 35,812 50,035 55,161 67,061: 32,246 20,346
Old : 87,407: 17,566 15,243 1,783 35,812 50,035 55,161 67,061: 32,246 20,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,356: -2,601 483 -77 3,987 -1,918 1,309 -1,512: 47 2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.4 2.0 41.0 57.2 63.1 76.7: 36.9 23.3
Old : 100.0: 20.1 17.4 2.0 41.0 57.2 63.1 76.7: 36.9 23.3
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 : 62: 22 11 6 21 19 44 35:
Old : 62: 22 11 6 21 19 44 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 36.2 32.1 50.2 18.5 36.2 28.8 50.1
Old : 20.2 36.2 32.1 50.2 18.5 36.2 28.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 52,730: 6,402 13,802 534 34,468 23,345 41,403 37,681: 11,327 15,050
Old : 52,730: 6,402 13,802 534 34,468 23,345 41,403 37,681: 11,327 15,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 227: -1,707 578 75 4,660 453 3,027 1,105: -2,800 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 26.2 1.0 65.4 44.3 78.5 71.5: 21.5 28.5
Old : 100.0: 12.1 26.2 1.0 65.4 44.3 78.5 71.5: 21.5 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 11 3 13 6 21 19:
Old : 34: 7 11 3 13 6 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 46.3 61.4 61.4 44.6 46.2 61.4 61.2
Old : 44.6 46.3 61.4 61.4 44.6 46.2 61.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 52,503: 8,109 13,224 459 29,808 22,892 38,376 36,575: 14,127 15,928
Old : 52,503: 8,109 13,224 459 29,808 22,892 38,376 36,575: 14,127 15,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -533: -3,069 907 191 2,502 -4,384 -376 -3,286: -158 2,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 25.2 0.9 56.8 43.6 73.1 69.7: 26.9 30.3
Old : 100.0: 15.4 25.2 0.9 56.8 43.6 73.1 69.7: 26.9 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 8 4 13 6 24 18:
Old : 34: 11 8 4 13 6 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 44.8 57.7 59.8 41.7 44.7 57.6 59.5
Old : 41.7 44.8 57.7 59.8 41.7 44.7 57.6 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 79,804: 53,672 6,774 703 16,028 68,434 70,403 75,912: 9,401 3,892
Old : 79,804: 53,672 6,774 703 16,028 68,434 70,403 75,912: 9,401 3,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,456: 10,704 -1,461 -119 -2,092 12,297 8,492 10,716: 1,964 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 8.5 0.9 20.1 85.8 88.2 95.1: 11.8 4.9
Old : 100.0: 67.3 8.5 0.9 20.1 85.8 88.2 95.1: 11.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 46 11 2 14 22 62 33:
Old : 88: 46 11 2 14 22 62 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 51.4 49.9 73.2 33.1 51.2 49.9 73.0
Old : 33.1 51.4 49.9 73.2 33.1 51.2 49.9 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 69,348: 42,968 8,235 823 18,120 56,138 61,911 65,196: 7,437 4,152
Old : 69,348: 42,968 8,235 823 18,120 56,138 61,911 65,196: 7,437 4,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,336: -4,934 2,957 301 3,654 -5,697 -978 -2,439: -2,357 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 11.9 1.2 26.1 81.0 89.3 94.0: 10.7 6.0
Old : 100.0: 62.0 11.9 1.2 26.1 81.0 89.3 94.0: 10.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 40 13 3 17 17 60 30:
Old : 83: 40 13 3 17 17 60 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 52.7 53.4 73.7 35.2 52.5 53.4 73.5
Old : 35.2 52.7 53.4 73.7 35.2 52.5 53.4 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 68,670: 19,366 2,533 2,001 24,406 49,927 45,772 54,461: 22,897 14,209
Old : 68,670: 19,366 2,533 2,001 24,406 49,927 45,772 54,461: 22,897 14,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,363: 750 -36 1,448 941 4,399 3,139 5,811: -776 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.7 2.9 35.5 72.7 66.7 79.3: 33.3 20.7
Old : 100.0: 28.2 3.7 2.9 35.5 72.7 66.7 79.3: 33.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 7 7 12 12 33 23:
Old : 44: 18 7 7 12 12 33 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 : 24.9 50.1 37.3 69.5 23.8 49.5 35.0 65.5
Old : 24.9 50.1 37.3 69.5 23.8 49.5 35.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,306: 18,616 2,570 553 23,465 45,528 42,634 48,650: 23,673 17,656
Old : 66,306: 18,616 2,570 553 23,465 45,528 42,634 48,650: 23,673 17,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -604: -2,140 333 -46 1,902 -1,974 -284 -1,687: -320 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.9 0.8 35.4 68.7 64.3 73.4: 35.7 26.6
Old : 100.0: 28.1 3.9 0.8 35.4 68.7 64.3 73.4: 35.7 26.6
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 : 41: 15 6 4 13 12 31 19:
Old : 41: 15 6 4 13 12 31 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 45.5 37.5 65.6 24.7 43.6 36.1 62.4
Old : 25.6 45.5 37.5 65.6 24.7 43.6 36.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 194,618: 30,254 30,678 2,995 121,844 144,370 155,093 178,044: 39,525 16,574
Old : 194,618: 30,254 30,678 2,995 121,844 144,370 155,093 178,044: 39,525 16,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 7,798: -3,673 -2,157 1,015 10,921 13,363 8,263 12,221: -465 -4,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.8 1.5 62.6 74.2 79.7 91.5: 20.3 8.5
Old : 100.0: 15.5 15.8 1.5 62.6 74.2 79.7 91.5: 20.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 27 12 5 22 25 52 39:
Old : 71: 27 12 5 22 25 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 48.5 58.9 68.2 31.3 42.2 39.9 52.7
Old : 47.8 48.5 58.9 68.2 31.3 42.2 39.9 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 186,821: 33,928 32,835 1,980 110,922 131,007 146,830 165,823: 39,990 20,998
Old : 186,821: 33,928 32,835 1,980 110,922 131,007 146,830 165,823: 39,990 20,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,925: -5,877 1,065 -406 2,372 -8,728 -3,910 -8,069: -5,015 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.6 1.1 59.4 70.1 78.6 88.8: 21.4 11.2
Old : 100.0: 18.2 17.6 1.1 59.4 70.1 78.6 88.8: 21.4 11.2
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 : 72: 29 13 5 22 21 53 37:
Old : 72: 29 13 5 22 21 53 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 49.8 57.4 68.2 30.4 42.9 38.4 51.9
Old : 47.0 49.8 57.4 68.2 30.4 42.9 38.4 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 171,037: 25,490 23,035 17,929 73,820 81,237 117,239 122,200: 53,798 48,837
Old : 171,037: 25,490 23,035 17,929 73,820 81,237 117,239 122,200: 53,798 48,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 732: -557 2,622 -4,131 10,819 6,685 6,131 5,177: -5,399 -4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.5 10.5 43.2 47.5 68.5 71.4: 31.5 28.6
Old : 100.0: 14.9 13.5 10.5 43.2 47.5 68.5 71.4: 31.5 28.6
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 : 98: 32 27 28 33 27 78 69:
Old : 98: 32 27 28 33 27 78 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 23.5 31.6 39.1 17.9 21.3 24.4 31.7
Old : 22.0 23.5 31.6 39.1 17.9 21.3 24.4 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 170,306: 26,048 20,413 22,060 63,001 74,551 111,108 117,024: 59,197 53,282
Old : 170,306: 26,048 20,413 22,060 63,001 74,551 111,108 117,024: 59,197 53,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,366: -2,791 5,654 178 12,133 566 9,520 6,398: -7,154 -4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.0 13.0 37.0 43.8 65.2 68.7: 34.8 31.3
Old : 100.0: 15.3 12.0 13.0 37.0 43.8 65.2 68.7: 34.8 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 31 29 27 34 24 77 68:
Old : 98: 31 29 27 34 24 77 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 25.1 29.5 39.0 19.0 21.9 25.9 30.9
Old : 20.2 25.1 29.5 39.0 19.0 21.9 25.9 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Old : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,092: 3,135 0 89 5,596 8,052 8,820 8,141: -728 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Old : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
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 : 31: 5 0 2 14 23 19 25:
Old : 31: 5 0 2 14 23 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Old : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Old : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -15,921: -1,867 -700 0 -6,418 -16,812 -8,285 -17,512: -7,636 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Old : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 11 20 14 21:
Old : 25: 3 0 1 11 20 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Old : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,326,769: 639,056 740,593 3,111,674 6,650,021 5,953,418 10,400,751 9,805,685: 926,018 1,521,084
Old :11,326,769: 639,056 740,593 3,111,674 6,650,021 5,953,418 10,400,751 9,805,685: 926,018 1,521,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 512,384: -3,844 31,186 204,100 279,013 205,708 479,269 440,994: 33,116 71,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.5 27.5 58.7 52.6 91.8 86.6: 8.2 13.4
Old : 100.0: 5.6 6.5 27.5 58.7 52.6 91.8 86.6: 8.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 57 58 88 126 133 224 239:
Old : 252: 57 58 88 126 133 224 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 12.6 34.1 22.4 17.2 8.3 25.5 12.9
Old : 21.5 12.6 34.1 22.4 17.2 8.3 25.5 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :10,814,385: 642,900 709,407 2,907,574 6,371,008 5,747,710 9,921,482 9,364,692: 892,902 1,449,693
Old :10,814,385: 642,900 709,407 2,907,574 6,371,008 5,747,710 9,921,482 9,364,692: 892,902 1,449,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 336,622: 63,681 -243,136 13,001 -134,974 -72,259 -58,291 -302,394: 394,913 639,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.6 26.9 58.9 53.1 91.7 86.6: 8.3 13.4
Old : 100.0: 5.9 6.6 26.9 58.9 53.1 91.7 86.6: 8.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 55 57 88 127 136 225 239:
Old : 250: 55 57 88 127 136 225 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 12.4 35.5 22.7 18.1 8.7 26.8 13.2
Old : 22.4 12.4 35.5 22.7 18.1 8.7 26.8 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 711,327: 62,167 82,322 25,645 470,144 498,858 557,956 606,825: 153,371 104,502
Old : 711,327: 62,167 82,322 25,645 470,144 498,858 557,956 606,825: 153,371 104,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -11,238: -10,444 4,957 -4,616 2,312 -7,863 -12,748 -7,522: 1,510 -3,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.6 3.6 66.1 70.1 78.4 85.3: 21.6 14.7
Old : 100.0: 8.7 11.6 3.6 66.1 70.1 78.4 85.3: 21.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 44 41 48 97 69 174 125:
Old : 199: 44 41 48 97 69 174 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 30.4 27.4 44.0 18.3 30.3 26.3 43.8
Old : 19.2 30.4 27.4 44.0 18.3 30.3 26.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 722,565: 72,611 77,364 30,261 467,832 506,722 570,703 614,347: 151,861 108,217
Old : 722,565: 72,611 77,364 30,261 467,832 506,722 570,703 614,347: 151,861 108,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -6,244: 2,635 20,379 -6,677 -2,614 -18,055 -6,656 -4,354: 411 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.7 4.2 64.7 70.1 79.0 85.0: 21.0 15.0
Old : 100.0: 10.0 10.7 4.2 64.7 70.1 79.0 85.0: 21.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 49 33 46 97 71 173 123:
Old : 198: 49 33 46 97 71 173 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 30.0 27.9 43.5 18.3 30.0 26.9 43.3
Old : 19.1 30.0 27.9 43.5 18.3 30.0 26.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 830,361: 159,177 163,384 12,311 379,963 548,654 551,451 724,349: 278,910 106,013
Old : 830,361: 159,177 163,384 12,311 379,963 548,654 551,451 724,349: 278,910 106,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -34,704: -12,864 48,165 -1,658 22,416 -88,179 7,894 -41,672: -42,598 6,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 19.7 1.5 45.8 66.1 66.4 87.2: 33.6 12.8
Old : 100.0: 19.2 19.7 1.5 45.8 66.1 66.4 87.2: 33.6 12.8
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 : 150: 31 44 21 52 51 99 100:
Old : 150: 31 44 21 52 51 99 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 33.8 31.0 44.9 17.8 30.6 28.9 40.4
Old : 19.2 33.8 31.0 44.9 17.8 30.6 28.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 865,065: 172,041 115,219 13,969 357,547 636,833 543,558 766,021: 321,508 99,045
Old : 865,065: 172,041 115,219 13,969 357,547 636,833 543,558 766,021: 321,508 99,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 868: -17,117 -11,601 -1,275 -5,414 -7,155 -23,806 -20,031: 24,674 20,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.3 1.6 41.3 73.6 62.8 88.6: 37.2 11.4
Old : 100.0: 19.9 13.3 1.6 41.3 73.6 62.8 88.6: 37.2 11.4
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 : 151: 35 37 19 51 55 100 97:
Old : 151: 35 37 19 51 55 100 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 33.6 28.1 47.2 16.4 31.9 24.8 43.2
Old : 18.4 33.6 28.1 47.2 16.4 31.9 24.8 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Old : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 63: 9 0 0 -627 81 -618 81: 681 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Old : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 13 13 15 13:
Old : 27: 2 0 0 13 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Old : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Old : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 64: -665 0 0 -1,735 -482 -2,400 -482: 2,464 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Old : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 13 13 15 13:
Old : 28: 2 0 0 13 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Old : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Old : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,215: 1,546 118 104 249 1,725 1,899 1,947: 316 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Old : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
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 : 38: 3 5 1 19 18 22 24:
Old : 38: 3 5 1 19 18 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Old : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Old : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,494: -1,117 889 -242 2,408 -1,532 1,049 -885: 445 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
Old : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
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 : 35: 1 6 1 19 16 21 22:
Old : 35: 1 6 1 19 16 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Old : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,578: 7,251 15,700 660 32,105 49,591 40,016 65,951: 35,563 9,628
Old : 75,578: 7,251 15,700 660 32,105 49,591 40,016 65,951: 35,563 9,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,174: 343 409 313 -27 195 629 917: -1,803 -2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.8 0.9 42.5 65.6 52.9 87.3: 47.1 12.7
Old : 100.0: 9.6 20.8 0.9 42.5 65.6 52.9 87.3: 47.1 12.7
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 : 87: 15 21 7 36 29 54 54:
Old : 87: 15 21 7 36 29 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 43.1 26.3 59.3 17.3 41.2 25.6 56.0
Old : 17.4 43.1 26.3 59.3 17.3 41.2 25.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 76,753: 6,908 15,291 347 32,132 49,395 39,387 65,034: 37,366 11,719
Old : 76,753: 6,908 15,291 347 32,132 49,395 39,387 65,034: 37,366 11,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,923: -1,332 647 -35 -1,627 -1,727 -2,994 -1,115: 4,917 3,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 19.9 0.5 41.9 64.4 51.3 84.7: 48.7 15.3
Old : 100.0: 9.0 19.9 0.5 41.9 64.4 51.3 84.7: 48.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 15 22 5 36 27 54 51:
Old : 87: 15 22 5 36 27 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 41.5 24.9 57.4 15.9 36.2 22.7 51.4
Old : 16.3 41.5 24.9 57.4 15.9 36.2 22.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 370,245: 83,222 100,634 2,311 255,524 129,405 341,057 232,350: 29,188 137,895
Old : 370,245: 83,222 100,634 2,311 255,524 129,405 341,057 232,350: 29,188 137,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,681: -33,889 22,070 -1,090 62,371 -11,557 27,391 9,423: -10,710 7,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.2 0.6 69.0 35.0 92.1 62.8: 7.9 37.2
Old : 100.0: 22.5 27.2 0.6 69.0 35.0 92.1 62.8: 7.9 37.2
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 : 183: 56 60 11 46 36 104 105:
Old : 183: 56 60 11 46 36 104 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 22.8 61.5 32.7 38.9 18.5 55.8 24.5
Old : 44.6 22.8 61.5 32.7 38.9 18.5 55.8 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 353,563: 117,111 78,564 3,401 193,153 140,961 313,666 222,927: 39,898 130,637
Old : 353,563: 117,111 78,564 3,401 193,153 140,961 313,666 222,927: 39,898 130,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 9,923: -4,428 13,461 -1,673 10,088 -10,762 3,987 1,026: 5,936 8,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 22.2 1.0 54.6 39.9 88.7 63.1: 11.3 36.9
Old : 100.0: 33.1 22.2 1.0 54.6 39.9 88.7 63.1: 11.3 36.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 79 56 15 46 38 130 104:
Old : 204: 79 56 15 46 38 130 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 24.4 49.1 37.1 26.2 20.9 42.2 28.8
Old : 32.6 24.4 49.1 37.1 26.2 20.9 42.2 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 82,535: 37,447 2,577 2,403 16,806 67,678 56,656 72,658: 25,879 9,877
Old : 82,535: 37,447 2,577 2,403 16,806 67,678 56,656 72,658: 25,879 9,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 9,174: 5,542 1,503 2,194 -425 7,784 7,311 11,480: 1,863 -2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 3.1 2.9 20.4 82.0 68.6 88.0: 31.4 12.0
Old : 100.0: 45.4 3.1 2.9 20.4 82.0 68.6 88.0: 31.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 5 4 13 19 32 26:
Old : 46: 17 5 4 13 19 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 46.8 44.3 67.6 31.8 46.6 43.6 67.3
Old : 31.8 46.8 44.3 67.6 31.8 46.6 43.6 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 73,361: 31,905 1,074 210 17,230 59,894 49,345 61,178: 24,016 12,183
Old : 73,361: 31,905 1,074 210 17,230 59,894 49,345 61,178: 24,016 12,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,931: 4,156 540 -47 1,618 5,360 5,726 5,852: 1,205 1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 1.5 0.3 23.5 81.6 67.3 83.4: 32.7 16.6
Old : 100.0: 43.5 1.5 0.3 23.5 81.6 67.3 83.4: 32.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 3 1 12 16 29 19:
Old : 40: 16 3 1 12 16 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 51.5 44.9 74.1 30.9 51.4 44.6 73.4
Old : 31.2 51.5 44.9 74.1 30.9 51.4 44.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,183: 1,004 8,824 0 16,653 10,851 17,657 19,675: 6,527 4,508
Old : 24,183: 1,004 8,824 0 16,653 10,851 17,657 19,675: 6,527 4,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 403: -34 267 0 746 402 712 669: -308 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
Old : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
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 : 53: 3 12 0 26 18 29 30:
Old : 53: 3 12 0 26 18 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Old : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 23,780: 1,038 8,557 0 15,907 10,449 16,945 19,007: 6,835 4,773
Old : 23,780: 1,038 8,557 0 15,907 10,449 16,945 19,007: 6,835 4,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,157: -1,001 387 -106 -577 -840 -1,684 -559: 2,841 1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.0 0.0 66.9 43.9 71.3 79.9: 28.7 20.1
Old : 100.0: 4.4 36.0 0.0 66.9 43.9 71.3 79.9: 28.7 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 12 0 26 18 29 30:
Old : 52: 3 12 0 26 18 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 43.3 41.2 53.6 21.9 38.6 33.7 47.9
Old : 28.0 43.3 41.2 53.6 21.9 38.6 33.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Old : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,145: 1,001 -558 61 -1,568 568 -506 71: 1,651 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
Old : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
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 : 91: 15 23 5 28 39 47 63:
Old : 91: 15 23 5 28 39 47 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Old : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Old : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,038: 7,644 5,836 -100 12,379 10,337 19,923 16,073: -2,885 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
Old : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 13 26 4 29 37 45 64:
Old : 92: 13 26 4 29 37 45 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Old : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,404: 9,078 7,214 1,012 12,344 20,957 22,434 29,183: 12,970 6,221
Old : 35,404: 9,078 7,214 1,012 12,344 20,957 22,434 29,183: 12,970 6,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,218: 530 1,424 -20 1,049 -287 1,559 1,117: -341 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.4 2.9 34.9 59.2 63.4 82.4: 36.6 17.6
Old : 100.0: 25.6 20.4 2.9 34.9 59.2 63.4 82.4: 36.6 17.6
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 : 66: 17 16 4 16 18 36 37:
Old : 66: 17 16 4 16 18 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 31.3 30.6 45.6 17.0 28.1 26.2 40.4
Old : 18.5 31.3 30.6 45.6 17.0 28.1 26.2 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,186: 8,548 5,790 1,032 11,295 21,244 20,875 28,066: 13,311 6,120
Old : 34,186: 8,548 5,790 1,032 11,295 21,244 20,875 28,066: 13,311 6,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 658: -3,957 -862 42 21 1,370 -3,894 550: 4,552 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.9 3.0 33.0 62.1 61.1 82.1: 38.9 17.9
Old : 100.0: 25.0 16.9 3.0 33.0 62.1 61.1 82.1: 38.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 14 4 18 21 38 38:
Old : 66: 17 14 4 18 21 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 33.5 27.9 48.0 14.8 28.2 23.6 40.6
Old : 17.5 33.5 27.9 48.0 14.8 28.2 23.6 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 121,298: 594 6,331 2,838 61,198 75,832 64,630 85,001: 56,668 36,297
Old : 121,298: 594 6,331 2,838 61,198 75,832 64,630 85,001: 56,668 36,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -974: 243 -220 106 3,698 -1,809 4,047 -1,923: -5,021 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.2 2.3 50.5 62.5 53.3 70.1: 46.7 29.9
Old : 100.0: 0.5 5.2 2.3 50.5 62.5 53.3 70.1: 46.7 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 14 4 18 23 23 40:
Old : 44: 3 14 4 18 23 23 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Old : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 122,272: 351 6,551 2,732 57,500 77,641 60,583 86,924: 61,689 35,348
Old : 122,272: 351 6,551 2,732 57,500 77,641 60,583 86,924: 61,689 35,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,196: 52 667 0 -3,470 -5,597 -3,418 -4,930: -778 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
Old : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 15 3 16 22 21 39:
Old : 44: 3 15 3 16 22 21 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 54.1 47.1 61.2 5.8 20.2 6.6 23.9
Old : 42.3 54.1 47.1 61.2 5.8 20.2 6.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 118,115: 41,093 10,358 20,588 22,448 75,903 84,129 106,849: 33,986 11,266
Old : 118,115: 41,093 10,358 20,588 22,448 75,903 84,129 106,849: 33,986 11,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -3,868: 258 162 -756 -1,124 -2,733 -1,622 -3,327: -2,247 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 8.8 17.4 19.0 64.3 71.2 90.5: 28.8 9.5
Old : 100.0: 34.8 8.8 17.4 19.0 64.3 71.2 90.5: 28.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 105 24 51 26 35 145 99:
Old : 172: 105 24 51 26 35 145 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 28.2 23.6 42.1 13.9 26.7 19.7 38.6
Old : 16.2 28.2 23.6 42.1 13.9 26.7 19.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 121,984: 40,835 10,196 21,344 23,572 78,636 85,751 110,176: 36,233 11,807
Old : 121,984: 40,835 10,196 21,344 23,572 78,636 85,751 110,176: 36,233 11,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,285: -1,364 1,009 185 -1,518 -2,900 -2,697 -1,707: 1,412 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 8.4 17.5 19.3 64.5 70.3 90.3: 29.7 9.7
Old : 100.0: 33.5 8.4 17.5 19.3 64.5 70.3 90.3: 29.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 98 26 49 26 41 140 102:
Old : 171: 98 26 49 26 41 140 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 27.6 23.8 41.6 13.5 25.9 19.3 38.0
Old : 15.7 27.6 23.8 41.6 13.5 25.9 19.3 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 92,806: 27,166 8,133 16,093 34,964 59,432 78,223 83,658: 14,583 9,148
Old : 92,806: 27,166 8,133 16,093 34,964 59,432 78,223 83,658: 14,583 9,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 928: -505 2,090 -103 1,492 -2,021 883 -34: 45 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 8.8 17.3 37.7 64.0 84.3 90.1: 15.7 9.9
Old : 100.0: 29.3 8.8 17.3 37.7 64.0 84.3 90.1: 15.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 57 38 39 37 37 117 97:
Old : 148: 57 38 39 37 37 117 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 43.9 36.7 58.5 21.5 38.2 32.0 50.6
Old : 24.6 43.9 36.7 58.5 21.5 38.2 32.0 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 91,878: 27,671 6,043 16,197 33,472 61,453 77,340 83,693: 14,538 8,185
Old : 91,878: 27,671 6,043 16,197 33,472 61,453 77,340 83,693: 14,538 8,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,436: 4,017 1,395 2,393 -827 2,241 5,583 6,029: 853 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 6.6 17.6 36.4 66.9 84.2 91.1: 15.8 8.9
Old : 100.0: 30.1 6.6 17.6 36.4 66.9 84.2 91.1: 15.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 61 36 37 36 38 117 96:
Old : 148: 61 36 37 36 38 117 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 46.7 35.3 60.2 20.3 42.3 31.1 52.4
Old : 23.2 46.7 35.3 60.2 20.3 42.3 31.1 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 345,407: 103,558 48,495 73,688 114,196 201,314 291,442 323,496: 53,965 21,911
Old : 345,407: 103,558 48,495 73,688 114,196 201,314 291,442 323,496: 53,965 21,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -45,289: -4,687 6,061 -22,586 -2,961 -16,558 -30,234 -33,083: -15,055 -12,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.0 21.3 33.1 58.3 84.4 93.7: 15.6 6.3
Old : 100.0: 30.0 14.0 21.3 33.1 58.3 84.4 93.7: 15.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 117 48 50 35 39 170 121:
Old : 214: 117 48 50 35 39 170 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 27.7 34.3 45.9 16.0 23.2 21.6 34.4
Old : 24.0 27.7 34.3 45.9 16.0 23.2 21.6 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 390,696: 108,245 42,434 96,274 117,157 217,872 321,676 356,579: 69,020 34,118
Old : 390,696: 108,245 42,434 96,274 117,157 217,872 321,676 356,579: 69,020 34,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,806: -596 -1,405 -1,699 -7,538 -8,901 -9,833 -12,005: 6,027 8,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 10.9 24.6 30.0 55.8 82.3 91.3: 17.7 8.7
Old : 100.0: 27.7 10.9 24.6 30.0 55.8 82.3 91.3: 17.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 128 48 79 36 37 199 141:
Old : 233: 128 48 79 36 37 199 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 26.6 33.2 43.6 14.3 20.8 18.8 30.9
Old : 22.8 26.6 33.2 43.6 14.3 20.8 18.8 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Old : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 322: -4 -3 11 -111 40 -104 48: 426 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
Old : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 3 4 6 6 23 11:
Old : 25: 13 3 4 6 6 23 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Old : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Old : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,372: -107 -637 42 -1,043 -773 -1,108 -1,368: -264 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Old : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 4 4 5 6 22 11:
Old : 24: 13 4 4 5 6 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Old : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 80,765: 8,112 26,067 8,084 47,770 27,693 63,966 61,843: 16,798 18,921
Old : 58,842: 7,997 24,351 3,307 36,320 17,064 47,624 44,722: 11,218 14,120
Other: 21,922: 1,911 3,511 2,981 11,450 10,629 16,342 17,121: 5,580 4,801
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,142: -371 7,535 835 6,964 -1,391 7,427 6,978: 715 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 32.3 10.0 59.1 34.3 79.2 76.6: 20.8 23.4
Old : 100.0: 13.6 41.4 5.6 61.7 29.0 80.9 76.0: 19.1 24.0
Other: 100.0: 8.7 16.0 13.6 52.2 48.5 74.5 78.1: 25.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 21 37 23 48 38 78 91:
Old : 114: 24 34 17 45 37 74 83:
Other: 64: 8 18 12 26 24 41 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.1 36.2 30.4 16.5 13.5 24.5 22.1
Old : 30.9 18.5 41.6 31.1 26.6 18.5 36.5 30.5
Other: 31.4 39.2 48.5 53.3 30.4 37.5 40.1 43.8
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 72,622: 8,483 18,532 7,249 40,807 29,084 56,539 54,865: 16,083 17,757
Old : 54,465: 8,184 17,877 2,600 32,345 20,216 43,129 40,693: 11,336 13,772
Other: 18,157: 1,822 2,178 3,126 8,461 8,868 13,410 14,172: 4,747 3,985
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,540: -2,629 194 -671 -1,208 -3,878 -4,508 -4,355: 1,968 1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.5 10.0 56.2 40.0 77.9 75.5: 22.1 24.5
Old : 100.0: 15.0 32.8 4.8 59.4 37.1 79.2 74.7: 20.8 25.3
Other: 100.0: 10.0 12.0 17.2 46.6 48.8 73.9 78.1: 26.1 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 22 31 22 49 43 81 88:
Old : 111: 27 25 14 45 40 75 76:
Other: 60: 6 18 13 20 25 35 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 21.3 35.5 32.5 18.6 16.0 27.3 25.0
Old : 29.3 22.3 40.6 35.3 26.2 21.5 37.0 33.7
Other: 31.5 38.4 47.5 52.7 31.1 34.8 38.0 40.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 42,019: 881 9,236 2,806 26,122 19,630 29,809 31,673: 12,210 10,346
Old : 36,880: 2,086 9,239 1,405 22,617 16,982 26,107 27,626: 10,773 9,254
Other: 5,139: 8 1,210 189 3,506 2,648 3,702 4,047: 1,437 1,092
: : :
: : Changes in Commitments from: January 25, 2005 :
: -771: 249 -269 512 -1,889 -1,869 -1,127 -1,625: 356 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 22.0 6.7 62.2 46.7 70.9 75.4: 29.1 24.6
Old : 100.0: 5.7 25.1 3.8 61.3 46.0 70.8 74.9: 29.2 25.1
Other: 100.0: 0.2 23.5 3.7 68.2 51.5 72.0 78.7: 28.0 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 17 8 27 22 36 44:
Old : 53: 6 17 8 27 21 36 43:
Other: 24: 1 6 4 10 13 14 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 26.0 48.4 41.5 23.9 17.8 32.5 28.1
Old : 36.8 26.2 48.2 43.2 22.3 20.2 32.3 28.9
Other: 48.4 50.1 67.7 68.7 46.1 47.7 55.8 60.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 42,790: 631 9,505 2,294 28,011 21,499 30,936 33,298: 11,854 9,492
Old : 37,984: 1,523 9,447 1,327 24,829 18,841 27,678 29,615: 10,306 8,369
Other: 4,807: 8 958 68 3,182 2,658 3,258 3,684: 1,549 1,123
: : :
: : Changes in Commitments from: January 18, 2005 :
: 4,488: 365 -1,076 60 1,138 4,081 1,563 3,066: 2,925 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 22.2 5.4 65.5 50.2 72.3 77.8: 27.7 22.2
Old : 100.0: 4.0 24.9 3.5 65.4 49.6 72.9 78.0: 27.1 22.0
Other: 100.0: 0.2 19.9 1.4 66.2 55.3 67.8 76.6: 32.2 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 17 7 27 24 35 45:
Old : 53: 6 16 5 27 23 35 42:
Other: 24: 1 5 3 10 14 13 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 26.7 50.6 42.7 25.2 18.5 32.0 27.2
Old : 37.1 26.4 50.6 44.2 23.9 20.7 31.8 28.7
Other: 47.3 48.5 65.7 69.0 44.0 45.9 52.5 59.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 130,660: 18,798 18,334 32,997 59,076 66,470 110,872 117,801: 19,788 12,859
Old : 117,339: 19,259 18,138 29,525 50,952 58,048 99,736 105,711: 17,603 11,627
Other: 13,321: 542 1,200 2,469 8,124 8,421 11,136 12,090: 2,186 1,232
: : :
: : Changes in Commitments from: January 25, 2005 :
: -7,179: -12,145 9,617 -1,084 7,171 -17,626 -6,058 -9,094: -1,121 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.0 25.3 45.2 50.9 84.9 90.2: 15.1 9.8
Old : 100.0: 16.4 15.5 25.2 43.4 49.5 85.0 90.1: 15.0 9.9
Other: 100.0: 4.1 9.0 18.5 61.0 63.2 83.6 90.8: 16.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 85 66 73 68 61 187 169:
Old : 231: 87 62 71 67 61 184 167:
Other: 86: 17 24 32 35 30 71 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 25.3 26.6 34.4 16.1 19.8 23.0 25.3
Old : 17.9 25.9 28.3 35.0 17.9 20.9 25.1 26.7
Other: 31.7 30.5 45.3 45.7 24.8 23.2 30.7 33.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 137,839: 30,943 8,718 34,081 51,905 84,096 116,929 126,895: 20,909 10,944
Old : 126,841: 30,640 8,703 31,333 45,636 76,342 107,609 116,379: 19,232 10,462
Other: 10,998: 914 625 2,137 6,269 7,754 9,320 10,516: 1,678 482
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,842: 1,813 -5,831 1,448 -2,593 6,386 667 2,004: 5,175 3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.3 24.7 37.7 61.0 84.8 92.1: 15.2 7.9
Old : 100.0: 24.2 6.9 24.7 36.0 60.2 84.8 91.8: 15.2 8.2
Other: 100.0: 8.3 5.7 19.4 57.0 70.5 84.7 95.6: 15.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 120 42 83 68 65 216 169:
Old : 251: 124 41 80 67 65 215 166:
Other: 84: 18 25 30 31 29 67 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 29.6 24.1 40.1 14.8 26.8 22.4 34.7
Old : 16.1 29.8 25.8 40.3 16.1 27.5 24.4 35.6
Other: 30.9 40.2 43.6 52.0 24.2 37.8 33.4 47.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 62,826: 7,599 1,947 21,730 28,024 37,567 57,353 61,244: 5,474 1,583
Old : 62,743: 7,648 1,936 21,678 27,961 37,547 57,288 61,162: 5,455 1,582
Other: 83: 1 61 1 63 20 65 82: 18 1
: : :
: : Changes in Commitments from: January 25, 2005 :
: -226: -20 -135 -833 555 829 -298 -139: 72 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.1 34.6 44.6 59.8 91.3 97.5: 8.7 2.5
Old : 100.0: 12.2 3.1 34.6 44.6 59.8 91.3 97.5: 8.7 2.5
Other: 100.0: 1.2 73.1 1.3 75.5 24.3 78.0 98.7: 22.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 59 17 34 35 26 107 67:
Old : 120: 60 17 34 35 26 107 67:
Other: 13: 1 9 2 2 2 5 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 : 39.2 46.6 52.6 62.4 10.7 21.7 14.7 28.3
Old : 39.2 46.6 52.6 62.5 10.7 21.7 14.7 28.4
Other: 77.8 57.5 78.0 91.8 76.4 56.5 76.4 90.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 63,052: 7,619 2,082 22,563 27,469 36,738 57,651 61,383: 5,401 1,669
Old : 62,969: 7,624 2,027 22,556 27,405 36,718 57,585 61,301: 5,384 1,668
Other: 83: 1 61 1 64 20 66 82: 17 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: -300: -1,044 -141 1,032 74 -1,507 63 -616: -362 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.3 35.8 43.6 58.3 91.4 97.4: 8.6 2.6
Old : 100.0: 12.1 3.2 35.8 43.5 58.3 91.4 97.4: 8.6 2.6
Other: 100.0: 1.2 73.2 1.3 77.0 24.2 79.5 98.7: 20.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 47 27 33 36 25 105 66:
Old : 118: 47 28 33 36 25 105 66:
Other: 13: 1 9 2 2 2 5 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 : 39.8 46.1 53.4 62.9 11.3 21.4 15.2 28.7
Old : 39.8 46.1 53.5 63.0 11.3 21.5 15.2 28.8
Other: 79.2 57.5 79.5 91.8 78.0 56.5 78.0 90.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 128,073: 19,428 10,818 10,518 89,370 103,973 119,316 125,309: 8,756 2,764
Old : 84,397: 18,422 10,942 9,038 48,786 61,567 76,246 81,547: 8,151 2,850
Other: 43,676: 1,752 621 735 40,584 42,406 43,070 43,762: 605 -86
: : :
: : Changes in Commitments from: January 25, 2005 :
: -728: 3,700 -2,369 -591 -4,328 1,616 -1,218 -1,343: 490 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.4 8.2 69.8 81.2 93.2 97.8: 6.8 2.2
Old : 100.0: 21.8 13.0 10.7 57.8 72.9 90.3 96.6: 9.7 3.4
Other: 100.0: 4.0 1.4 1.7 92.9 97.1 98.6 100.2: 1.4 -0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 47 35 40 48 38 116 95:
Old : 136: 47 37 39 47 38 114 94:
Other: 45: 10 5 8 22 22 34 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 39.7 49.6 58.9 19.8 24.5 28.1 32.4
Old : 28.1 32.6 41.5 49.0 24.1 27.1 34.9 40.1
Other: 67.7 72.4 81.6 87.5 53.6 62.2 62.5 72.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 128,801: 15,728 13,187 11,108 93,699 102,356 120,535 126,651: 8,266 2,150
Old : 86,038: 15,587 13,010 9,566 53,450 61,349 78,603 83,926: 7,435 2,112
Other: 42,764: 1,049 1,084 634 40,249 41,008 41,932 42,726: 832 38
: : :
: : Changes in Commitments from: January 18, 2005 :
: -210: 686 882 1,041 -1,819 -1,889 -92 35: -118 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.2 8.6 72.7 79.5 93.6 98.3: 6.4 1.7
Old : 100.0: 18.1 15.1 11.1 62.1 71.3 91.4 97.5: 8.6 2.5
Other: 100.0: 2.5 2.5 1.5 94.1 95.9 98.1 99.9: 1.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 53 36 40 48 39 117 104:
Old : 146: 58 36 39 47 39 116 103:
Other: 44: 4 11 8 20 21 29 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 : 35.2 40.7 51.9 58.1 20.2 24.6 28.6 31.4
Old : 29.5 33.5 44.3 49.9 25.6 27.6 37.4 40.7
Other: 69.5 71.8 83.8 86.3 55.1 61.4 64.4 71.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 584,088: 124,656 13,073 117,524 238,374 403,540 480,554 534,137: 103,534 49,951
Old : 584,088: 124,656 13,073 117,524 238,374 403,540 480,554 534,137: 103,534 49,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 48,109: 26,807 -10,380 2,796 10,861 57,220 40,464 49,636: 7,645 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.2 20.1 40.8 69.1 82.3 91.4: 17.7 8.6
Old : 100.0: 21.3 2.2 20.1 40.8 69.1 82.3 91.4: 17.7 8.6
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 : 171: 74 29 53 60 55 160 111:
Old : 171: 74 29 53 60 55 160 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 31.1 24.0 46.6 9.5 24.8 16.1 34.2
Old : 15.0 31.1 24.0 46.6 9.5 24.8 16.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 535,978: 97,849 23,454 114,727 227,513 346,320 440,089 484,501: 95,889 51,477
Old : 535,978: 97,849 23,454 114,727 227,513 346,320 440,089 484,501: 95,889 51,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 21,426: -2,367 -343 -26 4,276 10,628 1,882 10,258: 19,544 11,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.4 21.4 42.4 64.6 82.1 90.4: 17.9 9.6
Old : 100.0: 18.3 4.4 21.4 42.4 64.6 82.1 90.4: 17.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 58 28 53 57 49 144 104:
Old : 152: 58 28 53 57 49 144 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 31.1 24.3 46.2 9.5 24.3 16.0 33.0
Old : 15.3 31.1 24.3 46.2 9.5 24.3 16.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 145,260: 42,891 10,377 39,796 48,646 87,405 131,333 137,578: 13,927 7,682
Old : 141,647: 42,808 11,544 37,772 47,537 84,986 128,117 134,302: 13,529 7,345
Other: 3,613: 1,446 197 660 1,109 2,419 3,216 3,277: 398 337
: : :
: : Changes in Commitments from: January 25, 2005 :
: 581: -357 375 -552 648 -610 -262 -787: 842 1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.1 27.4 33.5 60.2 90.4 94.7: 9.6 5.3
Old : 100.0: 30.2 8.1 26.7 33.6 60.0 90.4 94.8: 9.6 5.2
Other: 100.0: 40.0 5.5 18.3 30.7 66.9 89.0 90.7: 11.0 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 173 69 122 101 119 318 278:
Old : 385: 173 73 121 100 119 317 276:
Other: 86: 19 10 17 29 43 53 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 20.0 20.7 31.1 10.8 15.6 17.6 24.3
Old : 12.8 20.3 21.0 31.7 11.1 16.0 18.0 24.8
Other: 35.1 28.6 51.2 42.1 29.4 27.6 41.1 38.3
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 144,680: 43,249 10,002 40,348 47,998 88,016 131,595 138,366: 13,085 6,314
Old : 141,526: 43,281 11,123 38,461 47,086 85,948 128,829 135,532: 12,697 5,993
Other: 3,154: 1,280 192 574 911 2,068 2,766 2,833: 388 321
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,485: 722 551 660 1,269 2,056 2,652 3,268: 833 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 6.9 27.9 33.2 60.8 91.0 95.6: 9.0 4.4
Old : 100.0: 30.6 7.9 27.2 33.3 60.7 91.0 95.8: 9.0 4.2
Other: 100.0: 40.6 6.1 18.2 28.9 65.6 87.7 89.8: 12.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 173 68 124 102 121 321 279:
Old : 385: 169 74 124 101 121 320 278:
Other: 81: 14 11 17 29 41 52 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 20.6 20.6 32.0 10.2 15.6 17.2 24.9
Old : 12.7 20.9 20.9 32.5 10.4 16.0 17.5 25.3
Other: 40.0 31.1 54.0 43.1 35.5 31.0 46.4 39.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 21,640: 5,482 9,794 3,707 9,035 6,098 18,223 19,599: 3,416 2,040
Old : 21,640: 5,482 9,794 3,707 9,035 6,098 18,223 19,599: 3,416 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 422: 916 -249 87 -386 587 617 426: -195 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 45.3 17.1 41.8 28.2 84.2 90.6: 15.8 9.4
Old : 100.0: 25.3 45.3 17.1 41.8 28.2 84.2 90.6: 15.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 25 12 9 9 34 39:
Old : 57: 17 25 12 9 9 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 33.7 72.6 57.0 48.0 29.4 52.6 46.8
Old : 62.2 33.7 72.6 57.0 48.0 29.4 52.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 21,218: 4,566 10,043 3,620 9,421 5,511 17,607 19,174: 3,611 2,044
Old : 21,218: 4,566 10,043 3,620 9,421 5,511 17,607 19,174: 3,611 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,799: 678 -189 215 102 2,044 995 2,071: 803 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 47.3 17.1 44.4 26.0 83.0 90.4: 17.0 9.6
Old : 100.0: 21.5 47.3 17.1 44.4 26.0 83.0 90.4: 17.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 28 11 8 8 29 40:
Old : 54: 13 28 11 8 8 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 34.3 73.4 56.3 51.0 29.8 55.4 48.6
Old : 64.2 34.3 73.4 56.3 51.0 29.8 55.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 188,694: 19,642 24,171 29,591 111,325 109,354 160,558 163,116: 28,136 25,578
Old : 188,694: 19,642 24,171 29,591 111,325 109,354 160,558 163,116: 28,136 25,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -25,576: 1,730 1,538 -12,498 -13,692 -10,407 -24,460 -21,368: -1,116 -4,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.8 15.7 59.0 58.0 85.1 86.4: 14.9 13.6
Old : 100.0: 10.4 12.8 15.7 59.0 58.0 85.1 86.4: 14.9 13.6
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 : 131: 25 31 36 56 69 109 111:
Old : 131: 25 31 36 56 69 109 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 19.8 40.8 30.6 20.8 12.1 28.1 17.7
Old : 28.6 19.8 40.8 30.6 20.8 12.1 28.1 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 214,270: 17,912 22,633 42,089 125,017 119,762 185,018 184,484: 29,252 29,787
Old : 214,270: 17,912 22,633 42,089 125,017 119,762 185,018 184,484: 29,252 29,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 13,986: 5,662 -1,913 3,468 5,106 12,463 14,236 14,018: -250 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.6 19.6 58.3 55.9 86.3 86.1: 13.7 13.9
Old : 100.0: 8.4 10.6 19.6 58.3 55.9 86.3 86.1: 13.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 27 27 38 62 74 114 116:
Old : 133: 27 27 38 62 74 114 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 18.0 38.2 27.4 19.6 10.3 25.6 15.5
Old : 27.0 18.0 38.2 27.4 19.6 10.3 25.6 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 641,111: 26,319 52,897 244,896 298,181 305,768 569,396 603,561: 71,715 37,550
Old : 641,111: 26,319 52,897 244,896 298,181 305,768 569,396 603,561: 71,715 37,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -50,091: 24 -7,003 -23,386 -28,366 -21,089 -51,727 -51,478: 1,637 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.3 38.2 46.5 47.7 88.8 94.1: 11.2 5.9
Old : 100.0: 4.1 8.3 38.2 46.5 47.7 88.8 94.1: 11.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 47 51 75 90 82 172 176:
Old : 193: 47 51 75 90 82 172 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 21.4 30.3 34.4 5.0 7.2 7.3 11.3
Old : 18.4 21.4 30.3 34.4 5.0 7.2 7.3 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 691,202: 26,295 59,900 268,282 326,547 326,857 621,124 655,039: 70,078 36,163
Old : 691,202: 26,295 59,900 268,282 326,547 326,857 621,124 655,039: 70,078 36,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -13,983: -1,174 -7,749 -3,216 -17,119 -7,400 -21,509 -18,365: 7,526 4,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.7 38.8 47.2 47.3 89.9 94.8: 10.1 5.2
Old : 100.0: 3.8 8.7 38.8 47.2 47.3 89.9 94.8: 10.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 51 57 85 99 88 190 195:
Old : 213: 51 57 85 99 88 190 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 21.1 29.7 33.6 4.4 6.7 6.5 10.5
Old : 18.0 21.1 29.7 33.6 4.4 6.7 6.5 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Old : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,187: 1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705: 1,622 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
Old : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 26 23 28 25:
Old : 32: 1 1 2 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Old : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Old : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 844: 428 -620 620 -1,088 -288 -40 -288: 884 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 3.4
Old : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 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 : 33: 1 1 2 28 23 30 25:
Old : 33: 1 1 2 28 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
Old : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Old : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 28: 0 0 0 -84 168 -84 168: 112 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
Old : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 15 15 17 18:
Old : 23: 1 2 2 15 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Old : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Old : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -100: -3,360 0 1,176 958 -1,472 -1,226 -296: 1,126 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
Old : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 14 17 17:
Old : 22: 1 2 2 15 14 17 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 : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
Old : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Old : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -531: -244 1,034 44 -13 -2,292 -213 -1,214: -318 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
Old : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 3 18 16 21 20:
Old : 23: 2 2 3 18 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Old : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Old : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,547: -1,218 -432 361 1,978 1,645 1,121 1,574: 1,426 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 6.5
Old : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 21 17 24 21:
Old : 25: 2 2 3 21 17 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Old : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Old : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,772: 1,508 -224 -224 -4,444 -394 -3,160 -842: 1,388 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
Old : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 19 17 21 19:
Old : 24: 1 1 2 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Old : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Old : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,348: 532 56 134 -575 -1,725 91 -1,535: 1,257 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
Old : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 21 17 23 19:
Old : 25: 1 1 2 21 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
Old : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Old : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Old : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 13 11 15 12:
Old : 24: 2 1 0 13 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
Old : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Old : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -18,508: 9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835: 3,162 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
Old : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 17 12 24 75 71 105 97:
Old : 113: 17 12 24 75 71 105 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Old : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Old : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 24,714: 12,659 -8,746 9,210 5,064 24,871 26,933 25,335: -2,219 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 0.6
Old : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 20 11 28 87 76 120 106:
Old : 127: 20 11 28 87 76 120 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
Old : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Old : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,406: -19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094: -1,510 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 2.1
Old : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 9 21 20 33 31:
Old : 38: 8 6 9 21 20 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Old : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Old : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,650: 13,734 12,032 40 2,186 6,192 15,960 18,264: 1,690 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
Old : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
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 : 42: 10 5 12 24 25 38 38:
Old : 42: 10 5 12 24 25 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
Old : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 36,566: 4,125 4,826 5,940 25,834 25,534 35,899 36,299: 668 267
Old : 36,566: 4,125 4,826 5,940 25,834 25,534 35,899 36,299: 668 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,263: -624 1,292 -67 -1,099 -2,575 -1,791 -1,350: 529 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.2 16.2 70.6 69.8 98.2 99.3: 1.8 0.7
Old : 100.0: 11.3 13.2 16.2 70.6 69.8 98.2 99.3: 1.8 0.7
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 : 34: 3 5 6 21 25 27 33:
Old : 34: 3 5 6 21 25 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 65.1 71.7 77.6 43.9 57.1 56.3 63.0
Old : 49.9 65.1 71.7 77.6 43.9 57.1 56.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 37,829: 4,750 3,534 6,007 26,933 28,108 37,690 37,650: 139 179
Old : 37,829: 4,750 3,534 6,007 26,933 28,108 37,690 37,650: 139 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,357: -782 1,550 500 2,650 318 2,368 2,368: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.3 15.9 71.2 74.3 99.6 99.5: 0.4 0.5
Old : 100.0: 12.6 9.3 15.9 71.2 74.3 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 4 6 24 26 30 33:
Old : 35: 3 4 6 24 26 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 67.3 72.0 79.7 42.7 58.7 55.2 63.9
Old : 49.1 67.3 72.0 79.7 42.7 58.7 55.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Old : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 46: 92 0 0 -46 4 46 4: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
Old : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 2 17 15 20 19:
Old : 26: 3 2 2 17 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Old : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Old : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 672: -20 200 56 636 416 672 672: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 2 16 15 19 19:
Old : 25: 3 2 2 16 15 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
Old : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Old : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 86: 0 -172 172 -86 -82 86 -82: 0 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
Old : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 3 11 11 14 15:
Old : 21: 1 3 3 11 11 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Old : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,151,937: 104,162 44,843 276,672 716,598 759,727 1,097,432 1,081,242: 54,504 70,694
Old : 1,151,937: 104,162 44,843 276,672 716,598 759,727 1,097,432 1,081,242: 54,504 70,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 41,694: 2,727 4,816 15,734 27,295 24,230 45,756 44,781: -4,062 -3,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.9 24.0 62.2 66.0 95.3 93.9: 4.7 6.1
Old : 100.0: 9.0 3.9 24.0 62.2 66.0 95.3 93.9: 4.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 65 75 95 84 89 206 209:
Old : 245: 65 75 95 84 89 206 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 23.2 32.0 34.4 9.1 10.2 13.5 14.1
Old : 20.3 23.2 32.0 34.4 9.1 10.2 13.5 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,110,243: 101,435 40,027 260,938 689,303 735,497 1,051,677 1,036,461: 58,566 73,781
Old : 1,110,243: 101,435 40,027 260,938 689,303 735,497 1,051,677 1,036,461: 58,566 73,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,712: 11,925 -4,845 17,409 -9,821 12,832 19,513 25,396: -1,801 -7,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.6 23.5 62.1 66.2 94.7 93.4: 5.3 6.6
Old : 100.0: 9.1 3.6 23.5 62.1 66.2 94.7 93.4: 5.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 69 62 86 80 86 195 194:
Old : 229: 69 62 86 80 86 195 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 23.3 31.9 34.9 9.2 10.6 13.8 14.5
Old : 20.3 23.3 31.9 34.9 9.2 10.6 13.8 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Old : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 497: -57 65 477 52 -20 472 522: 25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
Old : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 64 17 8 10 23 82 46:
Old : 119: 64 17 8 10 23 82 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Old : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Old : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 162: 62 -70 173 62 100 297 203: -135 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 8.4
Old : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 65 15 3 10 23 78 41:
Old : 116: 65 15 3 10 23 78 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
Old : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,949: 4,185 272 0 2,126 6,706 6,311 6,978: 1,638 971
Old : 7,949: 4,185 272 0 2,126 6,706 6,311 6,978: 1,638 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 614: 855 -25 0 -273 429 582 404: 32 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 3.4 0.0 26.7 84.4 79.4 87.8: 20.6 12.2
Old : 100.0: 52.6 3.4 0.0 26.7 84.4 79.4 87.8: 20.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 4 0 7 16 30 20:
Old : 50: 23 4 0 7 16 30 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 56.7 53.5 72.1 39.3 56.7 53.5 72.1
Old : 39.3 56.7 53.5 72.1 39.3 56.7 53.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,335: 3,330 297 0 2,399 6,277 5,729 6,574: 1,606 761
Old : 7,335: 3,330 297 0 2,399 6,277 5,729 6,574: 1,606 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 721: 693 68 0 -79 629 614 697: 107 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 4.0 0.0 32.7 85.6 78.1 89.6: 21.9 10.4
Old : 100.0: 45.4 4.0 0.0 32.7 85.6 78.1 89.6: 21.9 10.4
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 : 48: 21 4 0 9 15 30 19:
Old : 48: 21 4 0 9 15 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 56.5 50.4 73.5 37.1 56.5 50.4 73.1
Old : 37.1 56.5 50.4 73.5 37.1 56.5 50.4 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 189,650: 26,675 6,554 29,868 116,250 140,315 172,793 176,737: 16,857 12,913
Old : 189,650: 26,675 6,554 29,868 116,250 140,315 172,793 176,737: 16,857 12,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -10,273: 1,190 563 -3,391 -7,680 -5,732 -9,881 -8,560: -393 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.5 15.7 61.3 74.0 91.1 93.2: 8.9 6.8
Old : 100.0: 14.1 3.5 15.7 61.3 74.0 91.1 93.2: 8.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 49 18 40 69 82 133 130:
Old : 163: 49 18 40 69 82 133 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 17.0 37.8 27.8 21.9 12.7 29.7 20.9
Old : 26.3 17.0 37.8 27.8 21.9 12.7 29.7 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 199,923: 25,485 5,990 33,259 123,930 146,048 182,674 185,297: 17,250 14,627
Old : 199,923: 25,485 5,990 33,259 123,930 146,048 182,674 185,297: 17,250 14,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,886: 4,718 -2,812 4,020 -4,896 4,602 3,842 5,810: 44 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.0 16.6 62.0 73.1 91.4 92.7: 8.6 7.3
Old : 100.0: 12.7 3.0 16.6 62.0 73.1 91.4 92.7: 8.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 44 21 41 79 86 140 136:
Old : 165: 44 21 41 79 86 140 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 17.3 38.0 27.8 22.9 12.2 29.8 20.0
Old : 27.6 17.3 38.0 27.8 22.9 12.2 29.8 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005