WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 262,534: 31,648 73,687 49,226 140,824 100,420 221,698 223,333: 40,837 39,201
Old : 203,642: 33,590 73,014 26,617 111,985 73,757 172,192 173,387: 31,450 30,255
Other: 58,892: 7,715 10,331 12,952 28,839 26,663 49,506 49,946: 9,386 8,946
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,324: 163 148 4,912 -537 -3,001 4,538 2,060: -3,214 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 28.1 18.8 53.6 38.3 84.4 85.1: 15.6 14.9
Old : 100.0: 16.5 35.9 13.1 55.0 36.2 84.6 85.1: 15.4 14.9
Other: 100.0: 13.1 17.5 22.0 49.0 45.3 84.1 84.8: 15.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 77 101 81 52 55 174 201:
Old : 243: 80 95 68 50 53 160 189:
Other: 123: 40 37 42 25 39 86 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 25.2 41.9 31.7 29.5 22.7 41.1 28.2
Old : 35.4 25.4 46.5 32.5 35.3 23.7 45.8 30.8
Other: 42.7 32.2 51.4 43.6 38.4 26.4 41.6 33.8
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 797,695: 63,921 193,205 110,175 459,721 281,208 633,817 584,588: 163,878 213,107
Old : 686,577: 59,360 186,991 93,115 386,407 237,734 538,881 517,840: 147,696 168,737
Other: 111,118: 10,146 11,798 11,476 73,315 43,474 94,936 66,748: 16,182 44,370
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,520: 803 1,467 5,065 3,505 2,478 9,373 9,010: 1,147 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 24.2 13.8 57.6 35.3 79.5 73.3: 20.5 26.7
Old : 100.0: 8.6 27.2 13.6 56.3 34.6 78.5 75.4: 21.5 24.6
Other: 100.0: 9.1 10.6 10.3 66.0 39.1 85.4 60.1: 14.6 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 110 165 137 198 171 396 399:
Old : 505: 106 168 126 193 159 383 378:
Other: 243: 47 42 42 80 122 142 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 12.6 25.0 17.2 14.7 9.2 23.6 12.9
Old : 15.6 13.1 26.4 17.9 15.2 9.8 24.2 13.9
Other: 39.3 12.7 47.8 19.1 38.7 10.7 45.9 15.8
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,972: 3,114 460 581 1,817 6,413 5,512 7,454: 4,460 2,518
Old : 9,175: 3,056 464 473 1,722 6,043 5,251 6,980: 3,925 2,196
Other: 796: 79 17 87 95 371 261 474: 535 322
: : :
: : Changes in Commitments from: February 1, 2005 :
: -78: -601 -35 -41 452 160 -190 84: 112 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.6 5.8 18.2 64.3 55.3 74.8: 44.7 25.2
Old : 100.0: 33.3 5.1 5.2 18.8 65.9 57.2 76.1: 42.8 23.9
Other: 100.0: 9.9 2.1 11.0 11.9 46.5 32.8 59.6: 67.2 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 6 5 9 15 29 24:
Old : 38: 17 7 5 9 14 29 23:
Other: 14: 5 1 4 2 7 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 38.0 35.0 51.3 19.8 29.0 26.5 38.5
Old : 26.7 39.9 37.0 54.2 21.5 30.3 28.5 40.5
Other: 25.3 33.1 32.8 53.1 21.5 33.1 21.6 48.4
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 368,223: 33,575 90,017 82,229 184,337 120,503 300,141 292,750: 68,082 75,474
Old : 340,390: 32,754 94,461 71,635 175,865 107,773 280,254 273,869: 60,136 66,521
Other: 27,834: 7,930 2,665 3,485 8,473 12,730 19,888 18,881: 7,946 8,953
: : :
: : Changes in Commitments from: February 1, 2005 :
: 6,406: -155 4,174 2,274 3,021 2,396 5,139 8,844: 1,267 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 24.4 22.3 50.1 32.7 81.5 79.5: 18.5 20.5
Old : 100.0: 9.6 27.8 21.0 51.7 31.7 82.3 80.5: 17.7 19.5
Other: 100.0: 28.5 9.6 12.5 30.4 45.7 71.5 67.8: 28.5 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 101 145 139 93 87 278 300:
Old : 360: 100 148 130 91 81 265 291:
Other: 122: 41 30 18 25 40 77 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.2 36.1 25.7 19.5 9.7 26.6 14.2
Old : 26.6 18.1 37.6 25.1 20.7 8.6 28.5 13.6
Other: 27.8 42.2 40.2 48.4 22.8 34.8 33.6 39.5
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 206,235: 17,014 61,360 32,425 129,124 85,380 178,563 179,165: 27,672 27,070
Old : 183,342: 14,666 62,095 23,908 120,881 72,287 159,456 158,290: 23,886 25,052
Other: 22,892: 6,902 3,819 3,963 8,243 13,093 19,107 20,875: 3,785 2,018
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,045: 1,009 3,785 887 5,666 5,467 7,562 10,138: 2,483 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 29.8 15.7 62.6 41.4 86.6 86.9: 13.4 13.1
Old : 100.0: 8.0 33.9 13.0 65.9 39.4 87.0 86.3: 13.0 13.7
Other: 100.0: 30.1 16.7 17.3 36.0 57.2 83.5 91.2: 16.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 30 64 39 53 45 107 135:
Old : 167: 36 66 34 52 44 104 130:
Other: 46: 9 15 14 18 12 36 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 24.4 39.1 32.9 18.6 13.8 28.6 20.3
Old : 26.7 24.2 40.8 31.8 23.6 16.2 34.6 23.6
Other: 39.1 51.7 55.5 67.7 32.5 44.4 44.4 52.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,008,853: 183,066 143,332 138,845 500,379 519,072 822,290 801,249: 186,563 207,604
Old : 1,008,853: 183,066 143,332 138,845 500,379 519,072 822,290 801,249: 186,563 207,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 110,011: 39,357 -25,791 41,332 23,120 79,559 103,809 95,100: 6,202 14,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.2 13.8 49.6 51.5 81.5 79.4: 18.5 20.6
Old : 100.0: 18.1 14.2 13.8 49.6 51.5 81.5 79.4: 18.5 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 41 49 55 73 85 150 155:
Old : 192: 41 49 55 73 85 150 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.8 26.9 23.3 13.0 10.1 19.3 18.5
Old : 19.4 12.8 26.9 23.3 13.0 10.1 19.3 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 198,408: 10,010 53,023 40,661 114,395 70,906 165,065 164,590: 33,342 33,818
Old : 177,155: 14,335 50,779 30,426 101,833 64,019 146,594 145,224: 30,561 31,931
Other: 21,253: 955 7,525 4,954 12,562 6,887 18,471 19,366: 2,782 1,887
: : :
: : Changes in Commitments from: February 1, 2005 :
: 14,998: -31 10,065 2,815 9,414 -997 12,198 11,883: 2,800 3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 26.7 20.5 57.7 35.7 83.2 83.0: 16.8 17.0
Old : 100.0: 8.1 28.7 17.2 57.5 36.1 82.7 82.0: 17.3 18.0
Other: 100.0: 4.5 35.4 23.3 59.1 32.4 86.9 91.1: 13.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 24 66 56 57 55 122 158:
Old : 180: 35 63 54 56 54 121 155:
Other: 60: 8 21 16 28 11 49 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 15.9 39.0 23.0 21.9 7.4 27.7 12.7
Old : 27.3 15.3 38.4 22.6 22.9 8.3 29.4 14.1
Other: 39.8 51.0 55.0 65.6 35.1 40.4 44.6 48.1
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,137: 1,776 2,089 890 1,907 1,295 4,573 4,274: 1,563 1,863
Old : 6,100: 1,776 2,084 868 1,907 1,292 4,552 4,244: 1,548 1,856
Other: 37: 0 6 22 0 3 22 30: 15 6
: : :
: : Changes in Commitments from: February 1, 2005 :
: 232: 10 135 95 87 -5 192 225: 40 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 34.0 14.5 31.1 21.1 74.5 69.6: 25.5 30.4
Old : 100.0: 29.1 34.2 14.2 31.3 21.2 74.6 69.6: 25.4 30.4
Other: 100.0: 0.0 16.0 59.0 0.0 8.2 59.0 83.2: 41.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 15 6 13 9 29 25:
Old : 40: 11 15 6 13 9 29 25:
Other: 4: 0 3 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 26.4 45.5 43.8 24.3 25.0 33.2 33.8
Old : 32.1 26.5 45.6 43.7 24.4 25.1 33.4 33.8
Other: 59.0 83.2 59.0 83.2 0.0 24.2 0.0 24.2
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 329,924: 104,088 77,212 375 169,951 146,075 274,414 223,662: 55,510 106,262
Old : 329,924: 104,088 77,212 375 169,951 146,075 274,414 223,662: 55,510 106,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 20,507: 16,447 -3,196 26 2,822 14,320 19,295 11,150: 1,212 9,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.4 0.1 51.5 44.3 83.2 67.8: 16.8 32.2
Old : 100.0: 31.5 23.4 0.1 51.5 44.3 83.2 67.8: 16.8 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 16 33 1 45 45 62 78:
Old : 118: 16 33 1 45 45 62 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 21.1 42.6 29.1 30.2 20.2 42.1 27.5
Old : 30.2 21.1 42.6 29.1 30.2 20.2 42.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,368,313: 263,935 271,231 434,141 1,330,041 1,102,202 2,028,117 1,807,574: 340,196 560,739
Old : 2,368,313: 263,935 271,231 434,141 1,330,041 1,102,202 2,028,117 1,807,574: 340,196 560,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 94,643: 16,068 -21,614 98,851 -9,056 56,552 105,863 133,788: -11,221 -39,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.5 18.3 56.2 46.5 85.6 76.3: 14.4 23.7
Old : 100.0: 11.1 11.5 18.3 56.2 46.5 85.6 76.3: 14.4 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 62 62 76 122 151 221 252:
Old : 290: 62 62 76 122 151 221 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 11.2 36.0 19.2 21.6 7.8 27.4 11.6
Old : 26.9 11.2 36.0 19.2 21.6 7.8 27.4 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,503,248: 241,148 196,413 131,868 954,165 807,447 1,327,181 1,135,728: 176,067 367,520
Old : 1,503,248: 241,148 196,413 131,868 954,165 807,447 1,327,181 1,135,728: 176,067 367,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 34,474: -28,074 -17,957 -1,146 42,547 9,053 13,327 -10,050: 21,148 44,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.1 8.8 63.5 53.7 88.3 75.6: 11.7 24.4
Old : 100.0: 16.0 13.1 8.8 63.5 53.7 88.3 75.6: 11.7 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 36 50 47 78 105 138 178:
Old : 200: 36 50 47 78 105 138 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 14.3 41.7 23.2 20.9 12.4 34.1 17.4
Old : 24.5 14.3 41.7 23.2 20.9 12.4 34.1 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 536,172: 166,574 36,982 138,488 195,915 329,825 500,977 505,295: 35,195 30,877
Old : 536,172: 166,574 36,982 138,488 195,915 329,825 500,977 505,295: 35,195 30,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -83,599: -16,236 -15,176 -3,637 -27,509 -46,289 -47,381 -65,101: -36,218 -18,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 6.9 25.8 36.5 61.5 93.4 94.2: 6.6 5.8
Old : 100.0: 31.1 6.9 25.8 36.5 61.5 93.4 94.2: 6.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 42 12 33 57 59 105 98:
Old : 122: 42 12 33 57 59 105 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 38.0 54.1 51.6 26.9 34.1 35.5 42.0
Old : 34.3 38.0 54.1 51.6 26.9 34.1 35.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,831: 12,609 3,140 790 21,955 37,769 35,355 41,699: 14,476 8,132
Old : 49,831: 12,609 3,140 790 21,955 37,769 35,355 41,699: 14,476 8,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 880: 86 -5,567 240 -80 6,117 246 790: 634 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.3 1.6 44.1 75.8 70.9 83.7: 29.1 16.3
Old : 100.0: 25.3 6.3 1.6 44.1 75.8 70.9 83.7: 29.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 6 22 12 51 23:
Old : 63: 24 10 6 22 12 51 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 63.1 40.0 73.2 28.4 62.3 40.0 72.3
Old : 28.4 63.1 40.0 73.2 28.4 62.3 40.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,672: 8,934 25,978 3,905 54,437 24,763 67,276 54,645: 10,397 23,027
Old : 77,672: 8,934 25,978 3,905 54,437 24,763 67,276 54,645: 10,397 23,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -5,971: -1,885 1,898 904 5,407 -3,726 4,427 -924: -10,397 -5,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 33.4 5.0 70.1 31.9 86.6 70.4: 13.4 29.6
Old : 100.0: 11.5 33.4 5.0 70.1 31.9 86.6 70.4: 13.4 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 24 15 20 12 43 45:
Old : 65: 17 24 15 20 12 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 41.5 63.6 50.1 42.9 40.5 60.3 47.4
Old : 46.1 41.5 63.6 50.1 42.9 40.5 60.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Old : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -942: 655 -688 0 -1,641 -149 -986 -837: 44 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Old : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 23 3 19 19 27 42:
Old : 60: 5 23 3 19 19 27 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Old : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Old : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 406: 0 238 0 456 -138 456 100: -50 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Old : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 7 0 6 10 8 17:
Old : 24: 2 7 0 6 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Old : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,591: 2,075 2,382 4,897 17,874 16,208 24,846 23,487: 5,746 7,105
Old : 30,591: 2,075 2,382 4,897 17,874 16,208 24,846 23,487: 5,746 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -2,993: -860 12 -397 -996 -1,835 -2,253 -2,221: -740 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.8 16.0 58.4 53.0 81.2 76.8: 18.8 23.2
Old : 100.0: 6.8 7.8 16.0 58.4 53.0 81.2 76.8: 18.8 23.2
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 : 54: 12 8 14 26 25 44 41:
Old : 54: 12 8 14 26 25 44 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 : 44.8 29.5 57.1 47.1 42.9 28.0 48.1 42.5
Old : 44.8 29.5 57.1 47.1 42.9 28.0 48.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 106,446: 22,220 6,909 23,585 39,638 42,716 85,443 73,210: 21,003 33,236
Old : 105,001: 22,413 6,956 23,288 38,887 42,396 84,588 72,640: 20,413 32,361
Other: 1,445: 64 210 40 751 320 855 570: 590 875
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,804: -2,725 1,887 301 246 -1,927 -2,178 261: 374 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.5 22.2 37.2 40.1 80.3 68.8: 19.7 31.2
Old : 100.0: 21.3 6.6 22.2 37.0 40.4 80.6 69.2: 19.4 30.8
Other: 100.0: 4.4 14.5 2.8 52.0 22.1 59.2 39.4: 40.8 60.6
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 54 40 55 32 39 127 106:
Old : 154: 54 40 55 32 39 127 106:
Other: 14: 4 2 1 4 6 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 19.7 34.0 30.3 23.1 18.6 32.5 26.8
Old : 23.9 19.9 34.3 30.6 23.5 19.3 32.8 27.6
Other: 52.0 36.1 58.9 39.4 50.0 33.7 54.5 34.7
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,698: 253 1,008 418 1,292 356 1,963 1,782: 735 916
Old : 2,698: 253 1,008 418 1,292 356 1,963 1,782: 735 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 308: -238 539 125 503 -167 389 496: -81 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 37.4 15.5 47.9 13.2 72.8 66.1: 27.2 33.9
Old : 100.0: 9.4 37.4 15.5 47.9 13.2 72.8 66.1: 27.2 33.9
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 : 30: 5 16 7 8 2 19 20:
Old : 30: 5 16 7 8 2 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 31.4 61.4 47.0 44.1 25.5 52.1 37.3
Old : 49.0 31.4 61.4 47.0 44.1 25.5 52.1 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 161,403: 47,313 9,866 24,475 68,883 81,984 140,671 116,325: 20,732 45,078
Old : 161,403: 47,313 9,866 24,475 68,883 81,984 140,671 116,325: 20,732 45,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,924: 4,307 1,558 -6,474 -1,057 -1,392 -3,223 -6,308: -1,701 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.1 15.2 42.7 50.8 87.2 72.1: 12.8 27.9
Old : 100.0: 29.3 6.1 15.2 42.7 50.8 87.2 72.1: 12.8 27.9
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 : 235: 66 38 59 81 109 183 180:
Old : 235: 66 38 59 81 109 183 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 11.0 34.3 18.5 18.8 10.4 31.9 16.7
Old : 20.2 11.0 34.3 18.5 18.8 10.4 31.9 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,929: 2,278 233 512 577 3,207 3,368 3,952: 2,562 1,977
Old : 5,929: 2,278 233 512 577 3,207 3,368 3,952: 2,562 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,091: 534 11 168 28 388 730 567: 361 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.9 8.6 9.7 54.1 56.8 66.7: 43.2 33.3
Old : 100.0: 38.4 3.9 8.6 9.7 54.1 56.8 66.7: 43.2 33.3
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: 26 6 9 12 21 42 33:
Old : 58: 26 6 9 12 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 : 18.8 39.2 28.6 48.0 18.6 39.2 26.3 45.3
Old : 18.8 39.2 28.6 48.0 18.6 39.2 26.3 45.3
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,177: 6,010 1,434 5,900 8,350 5,386 20,259 12,720: 4,917 12,457
Old : 25,177: 6,010 1,434 5,900 8,350 5,386 20,259 12,720: 4,917 12,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,888: -443 204 1,515 1,096 424 2,168 2,143: 720 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.7 23.4 33.2 21.4 80.5 50.5: 19.5 49.5
Old : 100.0: 23.9 5.7 23.4 33.2 21.4 80.5 50.5: 19.5 49.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 34 17 30 41 45 92 79:
Old : 115: 34 17 30 41 45 92 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 16.1 37.5 22.9 17.0 7.3 26.4 11.3
Old : 24.1 16.1 37.5 22.9 17.0 7.3 26.4 11.3
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 91,515: 10,959 18,894 1,636 49,676 49,792 62,271 70,322: 29,244 21,193
Old : 91,515: 10,959 18,894 1,636 49,676 49,792 62,271 70,322: 29,244 21,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 6,121: -1,667 7,260 86 9,844 -3,412 8,264 3,933: -2,143 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.6 1.8 54.3 54.4 68.0 76.8: 32.0 23.2
Old : 100.0: 12.0 20.6 1.8 54.3 54.4 68.0 76.8: 32.0 23.2
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 : 65: 14 16 4 26 21 43 38:
Old : 65: 14 16 4 26 21 43 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 : 26.0 34.5 39.0 48.5 23.6 34.5 35.8 48.4
Old : 26.0 34.5 39.0 48.5 23.6 34.5 35.8 48.4
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 57,640: 3,364 20,545 531 41,738 17,981 45,633 39,057: 12,006 18,582
Old : 57,640: 3,364 20,545 531 41,738 17,981 45,633 39,057: 12,006 18,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 4,909: -3,038 6,743 -3 7,270 -5,364 4,230 1,377: 679 3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 35.6 0.9 72.4 31.2 79.2 67.8: 20.8 32.2
Old : 100.0: 5.8 35.6 0.9 72.4 31.2 79.2 67.8: 20.8 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 15 2 15 4 21 20:
Old : 36: 5 15 2 15 4 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 : 46.8 42.4 63.3 56.6 46.8 42.3 63.3 56.5
Old : 46.8 42.4 63.3 56.6 46.8 42.3 63.3 56.5
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 83,194: 58,339 6,733 359 14,771 72,202 73,469 79,294: 9,725 3,900
Old : 83,194: 58,339 6,733 359 14,771 72,202 73,469 79,294: 9,725 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,390: 4,667 -41 -344 -1,257 3,768 3,066 3,382: 325 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 8.1 0.4 17.8 86.8 88.3 95.3: 11.7 4.7
Old : 100.0: 70.1 8.1 0.4 17.8 86.8 88.3 95.3: 11.7 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 : 94: 52 10 3 13 24 68 34:
Old : 94: 52 10 3 13 24 68 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 : 32.4 52.9 49.4 73.1 32.4 52.7 49.4 72.9
Old : 32.4 52.9 49.4 73.1 32.4 52.7 49.4 72.9
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,736: 15,190 5,081 369 28,999 45,861 44,558 51,311: 22,178 15,425
Old : 66,736: 15,190 5,081 369 28,999 45,861 44,558 51,311: 22,178 15,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,934: -4,176 2,548 -1,632 4,593 -4,066 -1,214 -3,150: -719 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.6 0.6 43.5 68.7 66.8 76.9: 33.2 23.1
Old : 100.0: 22.8 7.6 0.6 43.5 68.7 66.8 76.9: 33.2 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 8 2 13 11 28 19:
Old : 41: 13 8 2 13 11 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 45.3 42.4 66.5 27.6 43.4 40.2 62.4
Old : 28.4 45.3 42.4 66.5 27.6 43.4 40.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 183,184: 19,880 34,223 2,254 124,105 120,814 146,239 157,290: 36,946 25,894
Old : 183,184: 19,880 34,223 2,254 124,105 120,814 146,239 157,290: 36,946 25,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -11,434: -10,374 3,545 -742 2,261 -23,557 -8,855 -20,753: -2,579 9,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.7 1.2 67.7 66.0 79.8 85.9: 20.2 14.1
Old : 100.0: 10.9 18.7 1.2 67.7 66.0 79.8 85.9: 20.2 14.1
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 : 66: 18 18 7 22 23 44 44:
Old : 66: 18 18 7 22 23 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 42.8 63.3 62.3 35.4 34.6 42.9 44.9
Old : 52.9 42.8 63.3 62.3 35.4 34.6 42.9 44.9
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 188,550: 24,842 28,785 11,624 81,484 86,563 117,950 126,973: 70,600 61,577
Old : 188,550: 24,842 28,785 11,624 81,484 86,563 117,950 126,973: 70,600 61,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 17,513: -648 5,750 -6,305 7,664 5,327 711 4,772: 16,801 12,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.3 6.2 43.2 45.9 62.6 67.3: 37.4 32.7
Old : 100.0: 13.2 15.3 6.2 43.2 45.9 62.6 67.3: 37.4 32.7
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 : 94: 25 28 23 34 28 71 67:
Old : 94: 25 28 23 34 28 71 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 21.9 31.0 36.4 15.4 20.0 23.1 29.4
Old : 21.1 21.9 31.0 36.4 15.4 20.0 23.1 29.4
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Old : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,981: 52 0 -46 3,609 3,941 3,615 3,895: 366 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
Old : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 0 2 13 22 18 24:
Old : 30: 5 0 2 13 22 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
Old : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,421,856: 697,821 868,854 3,067,185 6,698,293 5,902,752 10,463,299 9,838,791: 958,557 1,583,064
Old :11,421,856: 697,821 868,854 3,067,185 6,698,293 5,902,752 10,463,299 9,838,791: 958,557 1,583,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 95,086: 58,765 128,261 -44,489 48,272 -50,666 62,548 33,106: 32,539 61,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.6 26.9 58.6 51.7 91.6 86.1: 8.4 13.9
Old : 100.0: 6.1 7.6 26.9 58.6 51.7 91.6 86.1: 8.4 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 : 263: 59 64 95 128 135 234 250:
Old : 263: 59 64 95 128 135 234 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.3 33.8 22.1 17.3 8.4 25.3 12.6
Old : 21.4 12.3 33.8 22.1 17.3 8.4 25.3 12.6
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 731,050: 63,038 80,599 29,455 482,265 508,813 574,758 618,866: 156,293 112,184
Old : 731,050: 63,038 80,599 29,455 482,265 508,813 574,758 618,866: 156,293 112,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 19,724: 872 -1,723 3,809 12,121 9,955 16,802 12,041: 2,922 7,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.0 4.0 66.0 69.6 78.6 84.7: 21.4 15.3
Old : 100.0: 8.6 11.0 4.0 66.0 69.6 78.6 84.7: 21.4 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 : 201: 48 38 50 97 68 175 126:
Old : 201: 48 38 50 97 68 175 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 29.9 27.6 43.1 18.2 29.7 26.6 42.8
Old : 19.0 29.9 27.6 43.1 18.2 29.7 26.6 42.8
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, 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 890,991: 177,642 189,177 11,804 396,193 597,793 585,639 798,774: 305,352 92,217
Old : 890,991: 177,642 189,177 11,804 396,193 597,793 585,639 798,774: 305,352 92,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 60,630: 18,465 25,794 -508 16,230 49,139 34,188 74,425: 26,442 -13,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.2 1.3 44.5 67.1 65.7 89.7: 34.3 10.3
Old : 100.0: 19.9 21.2 1.3 44.5 67.1 65.7 89.7: 34.3 10.3
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: 37 54 20 53 51 107 108:
Old : 165: 37 54 20 53 51 107 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.8 29.2 44.7 16.9 29.7 26.8 40.6
Old : 18.5 31.8 29.2 44.7 16.9 29.7 26.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Old : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 254: 370 0 0 124 119 494 119: -240 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
Old : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
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 : 29: 4 0 0 13 13 17 13:
Old : 29: 4 0 0 13 13 17 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 : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
Old : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Old : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,566: 864 135 7 -201 1,704 670 1,846: 896 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
Old : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 6 2 18 18 24 25:
Old : 40: 5 6 2 18 18 24 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 37.4 63.7 58.2 43.8 33.6 60.6 51.8
Old : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
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, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 79,509: 5,183 16,050 1,019 33,738 50,493 39,940 67,561: 39,569 11,947
Old : 79,509: 5,183 16,050 1,019 33,738 50,493 39,940 67,561: 39,569 11,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,931: -2,068 349 359 1,634 902 -75 1,611: 4,006 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.2 1.3 42.4 63.5 50.2 85.0: 49.8 15.0
Old : 100.0: 6.5 20.2 1.3 42.4 63.5 50.2 85.0: 49.8 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 : 85: 14 20 6 37 28 54 51:
Old : 85: 14 20 6 37 28 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 : 17.7 43.0 26.0 58.6 17.7 41.6 24.8 55.3
Old : 17.7 43.0 26.0 58.6 17.7 41.6 24.8 55.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 383,503: 85,537 113,267 2,480 264,928 113,981 352,945 229,728: 30,558 153,775
Old : 383,503: 85,537 113,267 2,480 264,928 113,981 352,945 229,728: 30,558 153,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 13,259: 2,315 12,633 169 9,404 -15,423 11,888 -2,622: 1,370 15,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.5 0.6 69.1 29.7 92.0 59.9: 8.0 40.1
Old : 100.0: 22.3 29.5 0.6 69.1 29.7 92.0 59.9: 8.0 40.1
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 : 189: 58 65 14 47 35 110 109:
Old : 189: 58 65 14 47 35 110 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 23.2 64.3 31.7 40.7 18.1 57.9 24.0
Old : 46.2 23.2 64.3 31.7 40.7 18.1 57.9 24.0
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 78,757: 35,995 8,572 540 16,987 61,001 53,522 70,113: 25,235 8,643
Old : 78,757: 35,995 8,572 540 16,987 61,001 53,522 70,113: 25,235 8,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -3,778: -1,452 5,995 -1,863 181 -6,677 -3,134 -2,545: -644 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 10.9 0.7 21.6 77.5 68.0 89.0: 32.0 11.0
Old : 100.0: 45.7 10.9 0.7 21.6 77.5 68.0 89.0: 32.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 6 3 13 20 31 27:
Old : 47: 16 6 3 13 20 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 45.8 46.1 68.7 34.7 45.7 46.1 68.4
Old : 34.7 45.8 46.1 68.7 34.7 45.7 46.1 68.4
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,840: 933 9,512 0 16,905 11,182 17,838 20,694: 7,002 4,145
Old : 24,840: 933 9,512 0 16,905 11,182 17,838 20,694: 7,002 4,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 656: -71 688 0 252 331 181 1,019: 475 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 38.3 0.0 68.1 45.0 71.8 83.3: 28.2 16.7
Old : 100.0: 3.8 38.3 0.0 68.1 45.0 71.8 83.3: 28.2 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 13 0 27 18 30 31:
Old : 55: 3 13 0 27 18 30 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 : 30.3 44.4 42.9 55.3 22.7 39.9 35.3 50.2
Old : 30.3 44.4 42.9 55.3 22.7 39.9 35.3 50.2
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Old : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,229: 1,921 3,713 -402 5,363 -268 6,882 3,043: -5,653 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 9.6
Old : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 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 : 92: 16 26 4 28 36 47 63:
Old : 92: 16 26 4 28 36 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 : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
Old : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,788: 9,478 8,027 1,010 13,831 22,193 24,319 31,230: 13,469 6,558
Old : 37,788: 9,478 8,027 1,010 13,831 22,193 24,319 31,230: 13,469 6,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,383: 400 813 -2 1,487 1,236 1,885 2,047: 498 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.2 2.7 36.6 58.7 64.4 82.6: 35.6 17.4
Old : 100.0: 25.1 21.2 2.7 36.6 58.7 64.4 82.6: 35.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 16 4 18 19 38 38:
Old : 69: 17 16 4 18 19 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 : 19.5 30.7 31.7 45.4 17.1 28.4 27.2 41.7
Old : 19.5 30.7 31.7 45.4 17.1 28.4 27.2 41.7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,893: 437 6,336 2,917 59,665 73,391 63,019 82,644: 56,873 37,249
Old : 119,893: 437 6,336 2,917 59,665 73,391 63,019 82,644: 56,873 37,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,406: -157 5 79 -1,533 -2,441 -1,611 -2,357: 205 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
Old : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
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 : 47: 4 15 6 19 23 26 42:
Old : 47: 4 15 6 19 23 26 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Old : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
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, 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 117,759: 38,951 11,127 21,677 22,744 72,516 83,372 105,320: 34,387 12,439
Old : 117,759: 38,951 11,127 21,677 22,744 72,516 83,372 105,320: 34,387 12,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -356: -2,142 769 1,089 296 -3,387 -757 -1,529: 401 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.4 18.4 19.3 61.6 70.8 89.4: 29.2 10.6
Old : 100.0: 33.1 9.4 18.4 19.3 61.6 70.8 89.4: 29.2 10.6
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 : 170: 97 30 53 25 35 142 102:
Old : 170: 97 30 53 25 35 142 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 25.6 23.6 39.4 13.8 24.0 19.2 35.7
Old : 16.2 25.6 23.6 39.4 13.8 24.0 19.2 35.7
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 88,730: 23,121 6,867 14,949 36,432 57,036 74,503 78,852: 14,227 9,877
Old : 88,730: 23,121 6,867 14,949 36,432 57,036 74,503 78,852: 14,227 9,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,076: -4,044 -1,267 -1,144 1,468 -2,396 -3,720 -4,806: -356 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.7 16.8 41.1 64.3 84.0 88.9: 16.0 11.1
Old : 100.0: 26.1 7.7 16.8 41.1 64.3 84.0 88.9: 16.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 56 38 39 37 36 114 97:
Old : 145: 56 38 39 37 36 114 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 : 25.0 43.6 37.3 58.6 21.7 38.8 32.5 51.0
Old : 25.0 43.6 37.3 58.6 21.7 38.8 32.5 51.0
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 349,393: 98,573 60,024 75,694 122,025 189,790 296,292 325,509: 53,101 23,884
Old : 349,393: 98,573 60,024 75,694 122,025 189,790 296,292 325,509: 53,101 23,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,986: -4,986 11,530 2,007 7,829 -11,523 4,850 2,013: -865 1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.2 21.7 34.9 54.3 84.8 93.2: 15.2 6.8
Old : 100.0: 28.2 17.2 21.7 34.9 54.3 84.8 93.2: 15.2 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 112 53 59 38 40 173 135:
Old : 220: 112 53 59 38 40 173 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 26.1 33.8 43.4 15.0 21.8 20.1 32.6
Old : 24.1 26.1 33.8 43.4 15.0 21.8 20.1 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Old : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,089: 492 77 -27 120 485 585 535: 504 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
Old : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 18 2 3 6 7 27 11:
Old : 30: 18 2 3 6 7 27 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 : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Old : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 89,058: 9,126 27,714 9,410 51,733 31,046 70,269 68,171: 18,789 20,887
Old : 63,888: 9,312 25,943 3,940 37,495 18,366 50,747 48,249: 13,142 15,639
Other: 25,169: 2,042 3,999 3,242 14,238 12,680 19,522 19,922: 5,647 5,248
: : :
: : Changes in Commitments from: February 1, 2005 :
: 8,293: 1,014 1,648 1,326 3,963 3,354 6,302 6,327: 1,991 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 31.1 10.6 58.1 34.9 78.9 76.5: 21.1 23.5
Old : 100.0: 14.6 40.6 6.2 58.7 28.7 79.4 75.5: 20.6 24.5
Other: 100.0: 8.1 15.9 12.9 56.6 50.4 77.6 79.2: 22.4 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 24 37 29 48 36 84 95:
Old : 120: 26 38 20 45 35 78 86:
Other: 68: 9 21 14 26 23 44 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.5 36.4 31.1 16.0 12.6 24.0 21.9
Old : 29.5 17.5 39.9 30.8 24.8 17.5 33.6 30.4
Other: 35.6 38.7 51.7 51.3 31.8 36.5 42.3 42.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 42,911: 1,010 9,873 2,700 26,036 18,226 29,745 30,799: 13,166 12,113
Old : 37,256: 1,968 9,876 1,458 22,359 15,375 25,784 26,709: 11,472 10,547
Other: 5,655: 28 983 256 3,677 2,851 3,961 4,090: 1,694 1,565
: : :
: : Changes in Commitments from: February 1, 2005 :
: 892: 129 637 -106 -86 -1,405 -64 -874: 956 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.0 6.3 60.7 42.5 69.3 71.8: 30.7 28.2
Old : 100.0: 5.3 26.5 3.9 60.0 41.3 69.2 71.7: 30.8 28.3
Other: 100.0: 0.5 17.4 4.5 65.0 50.4 70.0 72.3: 30.0 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 17 8 26 19 35 42:
Old : 52: 6 18 7 26 18 35 40:
Other: 23: 2 5 5 10 12 15 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 25.6 46.1 40.2 22.5 17.7 30.8 27.1
Old : 35.0 27.8 45.8 41.6 21.0 20.2 29.8 29.9
Other: 46.3 46.0 64.9 64.7 44.8 43.0 54.1 55.0
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 132,163: 18,751 22,581 32,353 62,955 64,095 114,060 119,029: 18,103 13,134
Old : 117,524: 19,291 22,454 28,355 54,100 55,003 101,747 105,812: 15,777 11,712
Other: 14,639: 535 1,202 2,923 8,855 9,092 12,313 13,217: 2,326 1,422
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,503: -47 4,247 -644 3,879 -2,375 3,188 1,228: -1,685 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.1 24.5 47.6 48.5 86.3 90.1: 13.7 9.9
Old : 100.0: 16.4 19.1 24.1 46.0 46.8 86.6 90.0: 13.4 10.0
Other: 100.0: 3.7 8.2 20.0 60.5 62.1 84.1 90.3: 15.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 80 73 70 69 59 186 171:
Old : 236: 86 69 68 67 57 184 167:
Other: 85: 16 24 31 37 34 72 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 24.4 27.1 33.3 15.8 17.3 22.9 23.1
Old : 17.8 25.1 28.6 33.8 17.8 18.2 25.1 24.3
Other: 29.5 28.3 42.8 44.7 22.6 23.2 28.6 33.3
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 64,883: 9,519 2,384 20,627 28,740 40,271 58,886 63,282: 5,997 1,601
Old : 64,786: 9,520 2,375 20,582 28,699 40,232 58,802 63,189: 5,984 1,597
Other: 97: 26 37 17 41 39 84 93: 13 4
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,056: 1,920 437 -1,103 716 2,704 1,533 2,038: 524 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.7 31.8 44.3 62.1 90.8 97.5: 9.2 2.5
Old : 100.0: 14.7 3.7 31.8 44.3 62.1 90.8 97.5: 9.2 2.5
Other: 100.0: 27.2 37.8 17.4 41.8 40.6 86.4 95.8: 13.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 64 22 35 34 27 115 70:
Old : 129: 64 22 35 34 27 115 70:
Other: 14: 3 7 4 1 3 7 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 : 38.3 46.2 51.2 62.4 11.9 21.6 15.8 29.7
Old : 38.3 46.3 51.2 62.4 11.9 21.7 15.8 29.7
Other: 80.5 58.4 86.4 87.7 69.0 54.8 69.0 76.6
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 123,336: 20,949 8,763 7,547 83,926 104,279 112,423 120,589: 10,914 2,747
Old : 79,118: 19,777 8,246 6,605 42,216 61,590 68,598 76,441: 10,520 2,677
Other: 44,218: 1,329 674 786 41,710 42,689 43,824 44,149: 394 69
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,737: 1,521 -2,055 -2,971 -5,444 306 -6,894 -4,719: 2,157 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.1 6.1 68.0 84.5 91.2 97.8: 8.8 2.2
Old : 100.0: 25.0 10.4 8.3 53.4 77.8 86.7 96.6: 13.3 3.4
Other: 100.0: 3.0 1.5 1.8 94.3 96.5 99.1 99.8: 0.9 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 44 27 27 47 39 107 82:
Old : 126: 45 28 27 45 39 105 81:
Other: 46: 11 4 8 23 21 36 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 41.4 48.4 62.6 19.9 26.5 28.5 36.4
Old : 27.8 33.2 41.5 53.5 22.1 29.6 34.2 44.2
Other: 66.7 72.2 82.1 86.8 52.8 62.1 63.2 72.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 565,990: 119,194 11,419 107,377 236,781 393,059 463,352 511,855: 102,637 54,134
Old : 565,990: 119,194 11,419 107,377 236,781 393,059 463,352 511,855: 102,637 54,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -18,098: -5,462 -1,654 -10,146 -1,593 -10,481 -17,201 -22,281: -897 4,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.0 19.0 41.8 69.4 81.9 90.4: 18.1 9.6
Old : 100.0: 21.1 2.0 19.0 41.8 69.4 81.9 90.4: 18.1 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 : 158: 71 22 50 57 52 149 104:
Old : 158: 71 22 50 57 52 149 104:
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 : 15.4 31.2 24.8 47.5 10.0 25.4 16.6 35.0
Old : 15.4 31.2 24.8 47.5 10.0 25.4 16.6 35.0
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, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 150,355: 48,770 10,208 40,487 46,355 91,395 135,612 142,091: 14,743 8,264
Old : 145,196: 48,718 11,542 37,518 44,727 88,422 130,963 137,481: 14,232 7,714
Other: 5,159: 1,614 229 1,406 1,628 2,974 4,649 4,609: 510 550
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,095: 5,879 -169 691 -2,291 3,990 4,279 4,512: 816 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.8 26.9 30.8 60.8 90.2 94.5: 9.8 5.5
Old : 100.0: 33.6 7.9 25.8 30.8 60.9 90.2 94.7: 9.8 5.3
Other: 100.0: 31.3 4.4 27.3 31.6 57.6 90.1 89.3: 9.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 183 72 119 105 126 331 285:
Old : 404: 184 75 119 103 126 329 285:
Other: 97: 15 17 25 33 50 62 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.0 20.7 29.7 11.1 15.3 18.2 24.8
Old : 12.7 19.2 20.9 30.0 11.5 15.9 18.9 25.4
Other: 30.9 25.2 51.4 40.0 22.2 21.1 33.0 30.1
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 20,707: 5,803 7,881 3,449 7,570 7,434 16,822 18,763: 3,885 1,944
Old : 20,707: 5,803 7,881 3,449 7,570 7,434 16,822 18,763: 3,885 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -933: 321 -1,913 -258 -1,464 1,335 -1,401 -836: 468 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 38.1 16.7 36.6 35.9 81.2 90.6: 18.8 9.4
Old : 100.0: 28.0 38.1 16.7 36.6 35.9 81.2 90.6: 18.8 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 : 54: 18 21 11 9 9 33 36:
Old : 54: 18 21 11 9 9 33 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 : 56.1 41.5 67.7 61.8 42.0 31.4 47.4 48.7
Old : 56.1 41.5 67.7 61.8 42.0 31.4 47.4 48.7
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, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 177,270: 14,691 23,457 27,662 105,962 97,699 148,315 148,818: 28,955 28,452
Old : 177,270: 14,691 23,457 27,662 105,962 97,699 148,315 148,818: 28,955 28,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -11,424: -4,951 -714 -1,929 -5,364 -11,655 -12,243 -14,298: 819 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.2 15.6 59.8 55.1 83.7 83.9: 16.3 16.1
Old : 100.0: 8.3 13.2 15.6 59.8 55.1 83.7 83.9: 16.3 16.1
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 : 120: 20 29 32 58 65 101 104:
Old : 120: 20 29 32 58 65 101 104:
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 : 25.7 19.9 38.1 29.8 18.5 13.0 26.1 19.0
Old : 25.7 19.9 38.1 29.8 18.5 13.0 26.1 19.0
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 664,923: 27,916 56,287 262,255 302,772 308,494 592,943 627,035: 71,981 37,888
Old : 664,923: 27,916 56,287 262,255 302,772 308,494 592,943 627,035: 71,981 37,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 23,812: 1,597 3,390 17,358 4,591 2,726 23,546 23,474: 266 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.5 39.4 45.5 46.4 89.2 94.3: 10.8 5.7
Old : 100.0: 4.2 8.5 39.4 45.5 46.4 89.2 94.3: 10.8 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 : 204: 46 59 78 92 83 178 185:
Old : 204: 46 59 78 92 83 178 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 20.9 30.1 33.3 4.8 6.8 7.0 11.2
Old : 18.2 20.9 30.1 33.3 4.8 6.8 7.0 11.2
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,533: 4,119 2,444 1,209 52,198 57,522 57,526 61,175: 7,007 3,358
Old : 64,533: 4,119 2,444 1,209 52,198 57,522 57,526 61,175: 7,007 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 606: -360 -1,644 -496 1,400 2,256 544 116: 62 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.8 1.9 80.9 89.1 89.1 94.8: 10.9 5.2
Old : 100.0: 6.4 3.8 1.9 80.9 89.1 89.1 94.8: 10.9 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 : 32: 1 1 2 28 22 30 24:
Old : 32: 1 1 2 28 22 30 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 : 48.1 55.4 65.6 72.8 46.3 50.2 53.6 63.2
Old : 48.1 55.4 65.6 72.8 46.3 50.2 53.6 63.2
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
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,420: 2,125 4,361 2,531 28,794 27,041 33,450 33,933: 3,970 3,487
Old : 37,420: 2,125 4,361 2,531 28,794 27,041 33,450 33,933: 3,970 3,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 797: -194 124 465 1,076 -196 1,347 393: -550 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.7 6.8 76.9 72.3 89.4 90.7: 10.6 9.3
Old : 100.0: 5.7 11.7 6.8 76.9 72.3 89.4 90.7: 10.6 9.3
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 : 26: 2 2 3 19 19 22 23:
Old : 26: 2 2 3 19 19 22 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 : 56.3 39.5 72.0 57.2 44.2 35.7 52.1 46.5
Old : 56.3 39.5 72.0 57.2 44.2 35.7 52.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,348: 6,828 0 1,154 47,680 48,619 55,662 49,773: 5,686 11,575
Old : 61,348: 6,828 0 1,154 47,680 48,619 55,662 49,773: 5,686 11,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,693: 0 -321 -434 2,513 1,197 2,079 442: 614 2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 1.9 77.7 79.3 90.7 81.1: 9.3 18.9
Old : 100.0: 11.1 0.0 1.9 77.7 79.3 90.7 81.1: 9.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 19 17 20 18:
Old : 22: 1 0 1 19 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 61.0 71.0 70.5 39.8 49.8 54.8 54.3
Old : 46.0 61.0 71.0 70.5 39.8 49.8 54.8 54.3
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 936,999: 236,820 61,933 164,567 518,967 702,213 920,354 928,713: 16,645 8,286
Old : 936,999: 236,820 61,933 164,567 518,967 702,213 920,354 928,713: 16,645 8,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 23,997: -1,364 -2,681 9,385 16,337 16,235 24,358 22,939: -361 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.6 17.6 55.4 74.9 98.2 99.1: 1.8 0.9
Old : 100.0: 25.3 6.6 17.6 55.4 74.9 98.2 99.1: 1.8 0.9
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 : 114: 18 9 24 77 72 106 98:
Old : 114: 18 9 24 77 72 106 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 22.3 43.9 36.7 23.5 18.3 31.2 28.0
Old : 30.6 22.3 43.9 36.7 23.5 18.3 31.2 28.0
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 104,723: 17,677 31,248 29,073 53,545 42,571 100,295 102,892: 4,428 1,831
Old : 104,723: 17,677 31,248 29,073 53,545 42,571 100,295 102,892: 4,428 1,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 4,751: -1,524 2,711 2,018 3,904 245 4,398 4,974: 353 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.8 27.8 51.1 40.7 95.8 98.3: 4.2 1.7
Old : 100.0: 16.9 29.8 27.8 51.1 40.7 95.8 98.3: 4.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 7 10 22 23 36 35:
Old : 41: 9 7 10 22 23 36 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 : 43.3 48.2 67.3 67.4 29.7 33.0 40.5 45.6
Old : 43.3 48.2 67.3 67.4 29.7 33.0 40.5 45.6
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 38,615: 4,707 6,985 6,160 27,178 25,400 38,045 38,545: 570 70
Old : 38,615: 4,707 6,985 6,160 27,178 25,400 38,045 38,545: 570 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,049: 581 2,159 220 1,345 -133 2,147 2,246: -97 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.1 16.0 70.4 65.8 98.5 99.8: 1.5 0.2
Old : 100.0: 12.2 18.1 16.0 70.4 65.8 98.5 99.8: 1.5 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 : 36: 3 6 7 21 26 28 35:
Old : 36: 3 6 7 21 26 28 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 : 48.5 66.8 71.8 79.4 42.5 59.1 57.4 64.8
Old : 48.5 66.8 71.8 79.4 42.5 59.1 57.4 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,029: 1,896 2,106 1,665 15,468 15,258 19,029 19,029: 0 0
Old : 19,029: 1,896 2,106 1,665 15,468 15,258 19,029 19,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,728: -299 -2,452 748 -2,177 18 -1,728 -1,686: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.1 8.7 81.3 80.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 11.1 8.7 81.3 80.2 100.0 100.0: 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: 2 3 3 16 15 20 19:
Old : 25: 2 3 3 16 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 : 72.8 55.6 86.6 76.9 66.6 49.6 71.7 64.7
Old : 72.8 55.6 86.6 76.9 66.6 49.6 71.7 64.7
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,580: 218 4,736 1,048 7,314 2,796 8,580 8,580: 0 0
Old : 8,580: 218 4,736 1,048 7,314 2,796 8,580 8,580: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 958: -84 2,222 -298 1,340 -798 958 1,126: 0 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 55.2 12.2 85.2 32.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 55.2 12.2 85.2 32.6 100.0 100.0: 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 : 22: 1 3 3 13 11 16 15:
Old : 22: 1 3 3 13 11 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 76.4 90.2 93.8 59.0 67.1 74.6 76.2
Old : 66.8 76.4 90.2 93.8 59.0 67.1 74.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,157,287: 101,934 43,332 282,135 708,727 749,011 1,092,796 1,074,478: 64,490 82,808
Old : 1,157,287: 101,934 43,332 282,135 708,727 749,011 1,092,796 1,074,478: 64,490 82,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,350: -2,228 -1,511 5,463 -7,871 -10,716 -4,636 -6,764: 9,986 12,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.7 24.4 61.2 64.7 94.4 92.8: 5.6 7.2
Old : 100.0: 8.8 3.7 24.4 61.2 64.7 94.4 92.8: 5.6 7.2
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 : 240: 73 62 90 84 87 200 204:
Old : 240: 73 62 90 84 87 200 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 23.3 31.7 33.8 9.0 9.9 13.5 13.5
Old : 20.5 23.3 31.7 33.8 9.0 9.9 13.5 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,322: 7,576 2,387 473 2,551 9,336 10,600 12,196: 2,722 1,126
Old : 13,322: 7,576 2,387 473 2,551 9,336 10,600 12,196: 2,722 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -122: 28 310 -177 -23 -318 -172 -185: 50 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 17.9 3.6 19.1 70.1 79.6 91.5: 20.4 8.5
Old : 100.0: 56.9 17.9 3.6 19.1 70.1 79.6 91.5: 20.4 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 : 117: 62 20 5 10 23 76 47:
Old : 117: 62 20 5 10 23 76 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 39.9 35.9 56.3 23.2 39.9 35.9 56.3
Old : 23.2 39.9 35.9 56.3 23.2 39.9 35.9 56.3
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,542: 3,882 315 80 1,901 6,369 5,863 6,764: 1,679 778
Old : 7,542: 3,882 315 80 1,901 6,369 5,863 6,764: 1,679 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -407: -303 43 80 -225 -337 -448 -214: 41 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 4.2 1.1 25.2 84.5 77.7 89.7: 22.3 10.3
Old : 100.0: 51.5 4.2 1.1 25.2 84.5 77.7 89.7: 22.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 5 1 6 17 28 23:
Old : 50: 22 5 1 6 17 28 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 : 38.2 59.1 53.0 73.5 38.2 59.1 53.0 73.5
Old : 38.2 59.1 53.0 73.5 38.2 59.1 53.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 192,738: 22,284 7,119 31,768 116,995 135,039 171,048 173,926: 21,691 18,812
Old : 192,738: 22,284 7,119 31,768 116,995 135,039 171,048 173,926: 21,691 18,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,088: -4,391 565 1,900 745 -5,276 -1,745 -2,811: 4,834 5,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.7 16.5 60.7 70.1 88.7 90.2: 11.3 9.8
Old : 100.0: 11.6 3.7 16.5 60.7 70.1 88.7 90.2: 11.3 9.8
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: 46 24 47 71 78 136 138:
Old : 163: 46 24 47 71 78 136 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 16.7 37.2 26.9 21.4 11.6 28.6 19.0
Old : 26.1 16.7 37.2 26.9 21.4 11.6 28.6 19.0
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
Updated February 18, 2005