WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 261,420: 41,973 55,251 41,275 139,221 124,980 222,469 221,507: 38,952 39,914
Old : 184,096: 37,797 50,916 14,223 104,340 90,983 156,359 156,122: 27,737 27,974
Other: 77,324: 13,043 13,201 18,186 34,881 33,998 66,109 65,385: 11,215 11,939
: : :
: : Changes in Commitments from: February 15, 2005 :
: -12,929: 8,045 -11,996 -8,494 -10,598 7,102 -11,047 -13,388: -1,882 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.1 15.8 53.3 47.8 85.1 84.7: 14.9 15.3
Old : 100.0: 20.5 27.7 7.7 56.7 49.4 84.9 84.8: 15.1 15.2
Other: 100.0: 16.9 17.1 23.5 45.1 44.0 85.5 84.6: 14.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 77 89 76 50 59 180 177:
Old : 220: 77 77 51 38 54 141 156:
Other: 139: 43 45 53 29 44 102 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.5 43.6 37.8 31.6 29.1 43.0 35.2
Old : 39.7 34.1 51.3 41.2 39.1 33.5 50.8 40.7
Other: 39.3 30.7 48.2 41.4 35.8 25.5 40.1 31.6
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 274,349: 33,928 67,247 49,769 149,818 117,878 233,515 234,894: 40,833 39,454
Old : 203,641: 34,099 64,458 23,159 115,323 86,909 172,582 174,527: 31,059 29,114
Other: 70,708: 10,471 13,431 15,968 34,495 30,969 60,934 60,368: 9,774 10,340
: : :
: : Changes in Commitments from: February 8, 2005 :
: 11,814: 2,280 -6,440 543 8,994 17,458 11,817 11,561: -3 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.5 18.1 54.6 43.0 85.1 85.6: 14.9 14.4
Old : 100.0: 16.7 31.7 11.4 56.6 42.7 84.7 85.7: 15.3 14.3
Other: 100.0: 14.8 19.0 22.6 48.8 43.8 86.2 85.4: 13.8 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 80 105 90 57 61 194 208:
Old : 251: 83 98 72 53 59 175 192:
Other: 147: 44 50 48 29 44 99 119:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 28.7 42.8 35.4 30.6 25.7 41.7 30.9
Old : 35.9 30.4 47.8 37.4 35.9 27.4 46.6 34.3
Other: 43.6 33.2 52.0 44.1 39.4 27.3 43.0 33.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 754,485: 89,562 141,922 89,755 413,851 312,373 593,168 544,051: 161,317 210,435
Old : 625,807: 76,771 140,768 69,315 338,662 254,504 484,748 464,587: 141,059 161,219
Other: 128,678: 17,504 5,867 15,727 75,189 57,869 108,421 79,463: 20,258 49,215
: : :
: : Changes in Commitments from: February 15, 2005 :
: -53,329: 18,211 -30,283 -38,294 -28,439 14,583 -48,522 -53,994: -4,806 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.8 11.9 54.9 41.4 78.6 72.1: 21.4 27.9
Old : 100.0: 12.3 22.5 11.1 54.1 40.7 77.5 74.2: 22.5 25.8
Other: 100.0: 13.6 4.6 12.2 58.4 45.0 84.3 61.8: 15.7 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 111 121 125 186 168 369 362:
Old : 456: 101 134 115 178 160 353 347:
Other: 255: 56 39 42 82 126 151 194:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 15.4 25.4 20.1 15.5 10.7 24.3 15.1
Old : 16.7 15.9 27.5 20.7 16.7 11.2 25.8 15.7
Other: 33.3 17.2 41.4 24.1 32.6 15.4 39.9 21.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 807,814: 71,351 172,205 128,050 442,291 297,790 641,691 598,045: 166,123 209,769
Old : 692,010: 65,592 167,358 109,809 369,615 250,321 545,016 527,488: 146,994 164,522
Other: 115,804: 10,321 9,409 13,678 72,676 47,469 96,675 70,557: 19,129 45,247
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,118: 7,429 -21,000 17,875 -17,431 16,582 7,873 13,457: 2,245 -3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.3 15.9 54.8 36.9 79.4 74.0: 20.6 26.0
Old : 100.0: 9.5 24.2 15.9 53.4 36.2 78.8 76.2: 21.2 23.8
Other: 100.0: 8.9 8.1 11.8 62.8 41.0 83.5 60.9: 16.5 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 117 157 148 198 171 411 401:
Old : 505: 117 155 136 194 160 398 380:
Other: 253: 44 53 45 80 125 146 201:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 13.9 24.0 18.4 14.4 9.6 23.1 13.6
Old : 15.0 14.6 25.7 19.3 15.0 10.0 23.8 14.2
Other: 37.5 13.6 45.5 20.3 36.9 12.5 43.9 18.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,744: 2,206 552 275 2,251 6,054 4,732 6,881: 4,012 1,863
Old : 7,683: 2,102 552 159 2,126 5,565 4,387 6,276: 3,296 1,407
Other: 1,061: 108 4 112 125 489 345 605: 716 456
: : :
: : Changes in Commitments from: February 15, 2005 :
: -1,059: -392 263 -358 -70 -629 -819 -724: -240 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.3 3.1 25.7 69.2 54.1 78.7: 45.9 21.3
Old : 100.0: 27.4 7.2 2.1 27.7 72.4 57.1 81.7: 42.9 18.3
Other: 100.0: 10.2 0.4 10.5 11.8 46.1 32.5 57.0: 67.5 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 4 3 11 16 26 22:
Old : 35: 15 3 3 11 15 26 21:
Other: 15: 3 3 3 4 6 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 43.4 37.4 57.7 17.0 35.2 24.9 46.3
Old : 29.3 48.5 41.0 63.2 19.4 38.7 27.8 50.3
Other: 22.0 37.9 31.8 55.0 18.9 37.9 21.8 46.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 9,804: 2,598 289 633 2,321 6,683 5,552 7,605: 4,252 2,199
Old : 8,876: 2,491 297 481 2,196 6,272 5,168 7,050: 3,707 1,826
Other: 928: 124 10 134 125 411 383 555: 544 373
: : :
: : Changes in Commitments from: February 8, 2005 :
: -168: -516 -171 51 505 270 40 151: -208 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.9 6.5 23.7 68.2 56.6 77.6: 43.4 22.4
Old : 100.0: 28.1 3.3 5.4 24.7 70.7 58.2 79.4: 41.8 20.6
Other: 100.0: 13.4 1.1 14.4 13.5 44.3 41.3 59.8: 58.7 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 7 5 12 17 30 25:
Old : 38: 15 6 5 12 16 30 24:
Other: 18: 5 3 5 4 7 12 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.7 34.8 55.2 17.2 32.6 23.3 41.5
Old : 27.2 46.2 37.4 58.9 19.0 35.2 25.3 44.6
Other: 25.1 34.0 36.5 53.6 21.7 34.0 26.7 44.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 354,137: 39,773 49,327 75,483 170,675 135,663 285,932 260,473: 68,206 93,665
Old : 316,948: 39,465 55,159 61,422 158,287 123,227 259,174 239,809: 57,774 77,139
Other: 37,189: 8,590 2,450 5,778 12,389 12,435 26,757 20,663: 10,432 16,525
: : :
: : Changes in Commitments from: February 15, 2005 :
: -8,888: 3,987 -16,169 -8,485 -6,602 992 -11,100 -23,662: 2,212 14,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.9 21.3 48.2 38.3 80.7 73.6: 19.3 26.4
Old : 100.0: 12.5 17.4 19.4 49.9 38.9 81.8 75.7: 18.2 24.3
Other: 100.0: 23.1 6.6 15.5 33.3 33.4 71.9 55.6: 28.1 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 87 127 125 81 94 254 273:
Old : 330: 89 129 112 77 87 239 261:
Other: 124: 35 34 25 24 46 73 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 18.3 36.8 24.9 15.5 7.1 23.0 10.7
Old : 25.2 18.1 38.3 25.3 16.2 7.9 24.6 11.9
Other: 28.9 27.4 42.8 33.3 24.5 20.5 34.9 24.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 363,025: 35,786 65,496 83,968 177,278 134,670 297,031 284,134: 65,993 78,890
Old : 333,107: 35,896 70,293 72,279 167,821 121,817 275,997 264,390: 57,110 68,717
Other: 29,918: 7,509 2,822 4,070 9,456 12,853 21,035 19,745: 8,883 10,173
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,199: 2,211 -24,521 1,739 -7,060 14,167 -3,110 -8,615: -2,089 3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.0 23.1 48.8 37.1 81.8 78.3: 18.2 21.7
Old : 100.0: 10.8 21.1 21.7 50.4 36.6 82.9 79.4: 17.1 20.6
Other: 100.0: 25.1 9.4 13.6 31.6 43.0 70.3 66.0: 29.7 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 93 148 139 98 95 289 297:
Old : 362: 97 145 130 96 91 278 289:
Other: 126: 31 40 21 26 42 75 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.3 35.7 26.6 17.5 9.8 24.8 13.0
Old : 25.5 19.4 37.2 26.3 18.6 8.8 26.6 12.4
Other: 25.9 39.8 40.0 45.3 21.2 31.7 33.5 35.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 9,397: 4,670 3,129 1,250 200 469 6,120 4,848: 3,277 4,549
Old : 8,282: 4,173 2,878 1,242 200 469 5,615 4,589: 2,667 3,693
Other: 1,115: 497 251 8 0 0 505 259: 610 856
: : :
: : Changes in Commitments from: February 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 33.3 13.3 2.1 5.0 65.1 51.6: 34.9 48.4
Old : 100.0: 50.4 34.8 15.0 2.4 5.7 67.8 55.4: 32.2 44.6
Other: 100.0: 44.6 22.5 0.7 0.0 0.0 45.3 23.2: 54.7 76.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 9 1 2 15 15:
Old : 20: 10 8 9 1 2 15 15:
Other: 3: 2 1 1 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.3 57.1 43.3 37.7 26.6 47.7 34.7
Old : 42.3 32.5 58.6 46.1 36.7 27.1 48.2 36.4
Other: 45.3 23.2 45.3 23.2 44.6 22.5 44.6 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 179,074: 19,404 37,374 30,465 99,301 87,870 149,171 155,709: 29,903 23,365
Old : 154,883: 18,520 38,646 21,769 89,548 73,637 129,838 134,053: 25,046 20,830
Other: 24,191: 6,331 4,174 3,249 9,753 14,233 19,333 21,656: 4,858 2,534
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,477: 2,979 -15,809 -2,181 -17,609 4,684 -16,811 -13,306: 2,334 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.9 17.0 55.5 49.1 83.3 87.0: 16.7 13.0
Old : 100.0: 12.0 25.0 14.1 57.8 47.5 83.8 86.6: 16.2 13.4
Other: 100.0: 26.2 17.3 13.4 40.3 58.8 79.9 89.5: 20.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 33 48 41 52 50 113 122:
Old : 157: 36 51 39 52 47 111 118:
Other: 56: 16 14 15 19 16 41 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 25.2 30.9 34.3 14.5 15.3 23.3 21.1
Old : 22.2 23.8 34.4 32.2 20.2 17.4 29.9 24.1
Other: 33.9 48.4 50.0 64.4 30.5 39.3 39.8 47.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 193,551: 16,425 53,182 32,647 116,910 83,186 165,982 169,015: 27,569 24,536
Old : 169,831: 15,217 54,088 23,697 107,255 69,298 146,169 147,083: 23,662 22,748
Other: 23,720: 7,109 4,996 3,048 9,656 13,888 19,813 21,932: 3,908 1,788
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,684: -590 -8,178 222 -12,214 -2,194 -12,581 -10,150: -102 -2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 27.5 16.9 60.4 43.0 85.8 87.3: 14.2 12.7
Old : 100.0: 9.0 31.8 14.0 63.2 40.8 86.1 86.6: 13.9 13.4
Other: 100.0: 30.0 21.1 12.9 40.7 58.5 83.5 92.5: 16.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 29 56 39 50 50 103 132:
Old : 159: 35 58 35 50 49 101 128:
Other: 51: 12 15 14 18 13 36 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 22.3 36.0 31.3 17.0 13.6 27.1 20.5
Old : 25.9 21.0 38.5 29.9 22.5 15.9 33.7 23.6
Other: 34.6 52.8 54.8 67.1 33.4 42.8 47.1 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 944,622: 134,986 128,219 128,351 509,836 482,004 773,173 738,574: 171,450 206,048
Old : 944,622: 134,986 128,219 128,351 509,836 482,004 773,173 738,574: 171,450 206,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -74,881: -20,983 -1,360 -39,930 -1,796 -28,841 -62,709 -70,130: -12,173 -4,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.6 13.6 54.0 51.0 81.8 78.2: 18.2 21.8
Old : 100.0: 14.3 13.6 13.6 54.0 51.0 81.8 78.2: 18.2 21.8
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 : 180: 42 38 45 76 84 145 143:
Old : 180: 42 38 45 76 84 145 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 14.2 29.9 24.6 14.6 11.6 20.0 19.5
Old : 22.4 14.2 29.9 24.6 14.6 11.6 20.0 19.5
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 15, 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 : 1,019,504: 155,969 129,580 168,281 511,632 510,844 835,882 808,705: 183,622 210,799
Old : 1,019,504: 155,969 129,580 168,281 511,632 510,844 835,882 808,705: 183,622 210,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,651: -27,097 -13,752 29,436 11,252 -8,228 13,591 7,456: -2,941 3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.7 16.5 50.2 50.1 82.0 79.3: 18.0 20.7
Old : 100.0: 15.3 12.7 16.5 50.2 50.1 82.0 79.3: 18.0 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 : 198: 46 44 56 80 91 156 163:
Old : 198: 46 44 56 80 91 156 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.7 25.8 23.6 13.1 11.4 18.8 19.1
Old : 18.8 13.7 25.8 23.6 13.1 11.4 18.8 19.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 178,364: 25,769 20,924 39,156 79,386 89,520 144,311 149,600: 34,053 28,764
Old : 153,820: 29,186 19,778 28,234 65,632 79,316 123,052 127,328: 30,768 26,492
Other: 24,544: 1,412 5,974 6,093 13,754 10,204 21,259 22,272: 3,284 2,272
: : :
: : Changes in Commitments from: February 15, 2005 :
: -1,554: 14,304 -13,505 -3,438 -14,305 17,753 -3,438 810: 1,884 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.7 22.0 44.5 50.2 80.9 83.9: 19.1 16.1
Old : 100.0: 19.0 12.9 18.4 42.7 51.6 80.0 82.8: 20.0 17.2
Other: 100.0: 5.8 24.3 24.8 56.0 41.6 86.6 90.7: 13.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 38 43 57 54 58 135 137:
Old : 172: 49 40 55 53 58 134 135:
Other: 67: 14 16 19 28 17 53 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 20.8 27.4 31.0 10.7 11.1 15.3 17.6
Old : 16.2 21.6 24.9 31.1 11.4 13.4 17.0 21.0
Other: 39.9 49.9 54.4 65.0 35.1 41.2 43.4 49.9
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 179,918: 11,465 34,429 42,594 93,691 71,767 147,749 148,790: 32,169 31,128
Old : 156,046: 15,984 33,517 30,856 80,231 62,618 127,070 126,991: 28,976 29,055
Other: 23,872: 1,276 6,707 5,943 13,460 9,149 20,679 21,799: 3,193 2,073
: : :
: : Changes in Commitments from: February 8, 2005 :
: -18,490: 1,455 -18,593 1,933 -20,704 861 -17,316 -15,800: -1,174 -2,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 19.1 23.7 52.1 39.9 82.1 82.7: 17.9 17.3
Old : 100.0: 10.2 21.5 19.8 51.4 40.1 81.4 81.4: 18.6 18.6
Other: 100.0: 5.3 28.1 24.9 56.4 38.3 86.6 91.3: 13.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 24 60 59 55 56 123 152:
Old : 171: 34 58 57 54 55 122 149:
Other: 65: 15 17 18 27 13 51 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 16.2 34.4 24.2 17.3 10.1 22.9 15.5
Old : 22.8 15.8 33.1 23.6 17.8 10.7 24.4 16.3
Other: 38.2 48.9 52.9 64.8 34.4 42.3 43.0 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,984: 1,860 2,325 462 1,884 1,511 4,207 4,298: 1,778 1,687
Old : 5,928: 1,860 2,319 432 1,884 1,503 4,177 4,255: 1,751 1,673
Other: 57: 1 6 29 0 7 30 43: 27 14
: : :
: : Changes in Commitments from: February 15, 2005 :
: -97: 48 307 -238 62 -101 -129 -32: 31 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 38.8 7.7 31.5 25.2 70.3 71.8: 29.7 28.2
Old : 100.0: 31.4 39.1 7.3 31.8 25.4 70.5 71.8: 29.5 28.2
Other: 100.0: 1.6 10.9 51.5 0.0 13.3 53.1 75.7: 46.9 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 16 4 10 9 24 25:
Old : 39: 10 16 4 10 9 24 25:
Other: 5: 1 3 3 0 1 4 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 : 35.3 27.5 46.8 43.2 27.1 22.9 36.1 31.8
Old : 35.7 27.8 47.2 43.3 27.4 23.1 36.5 32.0
Other: 53.1 75.7 53.1 75.7 1.6 24.2 1.6 24.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 6,082: 1,812 2,018 701 1,823 1,611 4,335 4,330: 1,746 1,752
Old : 6,035: 1,812 2,010 675 1,823 1,608 4,309 4,293: 1,726 1,742
Other: 47: 0 8 26 0 3 26 37: 21 10
: : :
: : Changes in Commitments from: February 8, 2005 :
: -55: 36 -72 -189 -85 316 -238 56: 183 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 33.2 11.5 30.0 26.5 71.3 71.2: 28.7 28.8
Old : 100.0: 30.0 33.3 11.2 30.2 26.7 71.4 71.1: 28.6 28.9
Other: 100.0: 0.0 16.3 55.9 0.0 6.4 55.9 78.6: 44.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 14 4 11 8 25 22:
Old : 36: 10 14 4 11 8 25 22:
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 : 33.2 29.0 46.5 46.7 25.9 25.2 34.5 33.8
Old : 33.4 29.1 46.7 46.7 26.1 25.3 34.7 34.0
Other: 55.9 78.6 55.9 78.6 0.0 22.7 0.0 22.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 379,978: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,129 117,805
Old : 379,978: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,129 117,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 29,562: -5,782 10,987 6,817 17,034 -4,193 18,069 13,612: 11,493 15,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Old : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 18 34 5 47 53 65 92:
Old : 120: 18 34 5 47 53 65 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Old : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 350,415: 107,008 80,361 6,350 185,422 161,851 298,780 248,561: 51,636 101,854
Old : 350,415: 107,008 80,361 6,350 185,422 161,851 298,780 248,561: 51,636 101,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20,492: 2,920 3,149 5,975 15,471 15,776 24,366 24,899: -3,874 -4,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 22.9 1.8 52.9 46.2 85.3 70.9: 14.7 29.1
Old : 100.0: 30.5 22.9 1.8 52.9 46.2 85.3 70.9: 14.7 29.1
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 : 123: 19 35 5 43 53 63 92:
Old : 123: 19 35 5 43 53 63 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 20.8 42.9 28.5 30.3 20.1 41.7 27.2
Old : 30.4 20.8 42.9 28.5 30.3 20.1 41.7 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,479,124: 448,568 354,074 372,198 1,316,894 1,149,444 2,137,660 1,875,716: 341,464 603,408
Old : 2,479,124: 448,568 354,074 372,198 1,316,894 1,149,444 2,137,660 1,875,716: 341,464 603,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -6,408: 166,700 108,013 -126,764 -53,164 -42,638 -13,228 -61,388: 6,820 54,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.3 15.0 53.1 46.4 86.2 75.7: 13.8 24.3
Old : 100.0: 18.1 14.3 15.0 53.1 46.4 86.2 75.7: 13.8 24.3
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 : 264: 53 63 62 103 132 190 223:
Old : 264: 53 63 62 103 132 190 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 10.8 42.4 19.3 24.2 9.8 32.4 14.4
Old : 27.7 10.8 42.4 19.3 24.2 9.8 32.4 14.4
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 15, 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 : 2,485,532: 281,868 246,061 498,962 1,370,058 1,192,082 2,150,888 1,937,104: 334,644 548,427
Old : 2,485,532: 281,868 246,061 498,962 1,370,058 1,192,082 2,150,888 1,937,104: 334,644 548,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 117,219: 17,933 -25,170 64,821 40,017 89,880 122,771 129,530: -5,552 -12,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.9 20.1 55.1 48.0 86.5 77.9: 13.5 22.1
Old : 100.0: 11.3 9.9 20.1 55.1 48.0 86.5 77.9: 13.5 22.1
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 : 292: 57 72 87 118 148 227 256:
Old : 292: 57 72 87 118 148 227 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 11.5 36.4 19.7 20.2 8.2 27.0 11.7
Old : 25.5 11.5 36.4 19.7 20.2 8.2 27.0 11.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,490,308: 214,320 181,880 168,389 950,916 778,159 1,333,626 1,128,428: 156,682 361,880
Old : 1,490,308: 214,320 181,880 168,389 950,916 778,159 1,333,626 1,128,428: 156,682 361,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 24,120: -59,653 13,007 1,476 89,326 -36,850 31,148 -22,367: -7,028 46,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.2 11.3 63.8 52.2 89.5 75.7: 10.5 24.3
Old : 100.0: 14.4 12.2 11.3 63.8 52.2 89.5 75.7: 10.5 24.3
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 : 184: 34 47 38 67 94 123 157:
Old : 184: 34 47 38 67 94 123 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 15.2 39.0 22.9 22.1 10.6 32.7 15.1
Old : 25.2 15.2 39.0 22.9 22.1 10.6 32.7 15.1
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 15, 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 : 1,466,188: 273,974 168,873 166,914 861,590 815,009 1,302,478 1,150,795: 163,710 315,392
Old : 1,466,188: 273,974 168,873 166,914 861,590 815,009 1,302,478 1,150,795: 163,710 315,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -37,060: 32,825 -27,541 35,046 -92,575 7,562 -24,703 15,067: -12,357 -52,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 11.5 11.4 58.8 55.6 88.8 78.5: 11.2 21.5
Old : 100.0: 18.7 11.5 11.4 58.8 55.6 88.8 78.5: 11.2 21.5
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 : 207: 37 52 51 81 109 147 183:
Old : 207: 37 52 51 81 109 147 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.4 37.6 23.8 20.1 12.9 32.7 17.1
Old : 22.8 14.4 37.6 23.8 20.1 12.9 32.7 17.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 579,828: 144,186 39,534 133,354 207,432 369,134 484,972 542,023: 94,856 37,805
Old : 579,828: 144,186 39,534 133,354 207,432 369,134 484,972 542,023: 94,856 37,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 19,189: -37,552 -2,298 -6,023 2,455 18,474 -41,120 10,153: 60,309 9,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.8 23.0 35.8 63.7 83.6 93.5: 16.4 6.5
Old : 100.0: 24.9 6.8 23.0 35.8 63.7 83.6 93.5: 16.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 11 35 57 59 106 98:
Old : 117: 41 11 35 57 59 106 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 : 29.3 42.0 42.6 53.6 20.9 37.6 27.1 44.0
Old : 29.3 42.0 42.6 53.6 20.9 37.6 27.1 44.0
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 15, 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 : 560,639: 181,738 41,832 139,377 204,977 350,660 526,092 531,869: 34,547 28,769
Old : 560,639: 181,738 41,832 139,377 204,977 350,660 526,092 531,869: 34,547 28,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 24,466: 15,164 4,850 889 9,061 20,835 25,115 26,575: -649 -2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 7.5 24.9 36.6 62.5 93.8 94.9: 6.2 5.1
Old : 100.0: 32.4 7.5 24.9 36.6 62.5 93.8 94.9: 6.2 5.1
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 : 124: 40 16 38 60 60 112 102:
Old : 124: 40 16 38 60 60 112 102:
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 : 33.8 40.9 51.2 52.8 26.8 36.8 35.0 44.4
Old : 33.8 40.9 51.2 52.8 26.8 36.8 35.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 50,792: 14,066 3,159 677 21,637 38,710 36,380 42,546: 14,411 8,245
Old : 50,792: 14,066 3,159 677 21,637 38,710 36,380 42,546: 14,411 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -402: -74 -120 -331 -446 308 -851 -142: 449 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.2 1.3 42.6 76.2 71.6 83.8: 28.4 16.2
Old : 100.0: 27.7 6.2 1.3 42.6 76.2 71.6 83.8: 28.4 16.2
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 : 64: 25 10 6 20 13 48 26:
Old : 64: 25 10 6 20 13 48 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 : 28.1 62.9 39.3 72.1 28.1 62.1 39.3 71.2
Old : 28.1 62.9 39.3 72.1 28.1 62.1 39.3 71.2
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 15, 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 : 51,194: 14,140 3,278 1,008 22,083 38,402 37,231 42,688: 13,963 8,505
Old : 51,194: 14,140 3,278 1,008 22,083 38,402 37,231 42,688: 13,963 8,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,362: 1,530 138 218 128 633 1,876 989: -514 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.4 2.0 43.1 75.0 72.7 83.4: 27.3 16.6
Old : 100.0: 27.6 6.4 2.0 43.1 75.0 72.7 83.4: 27.3 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 11 7 22 12 52 25:
Old : 65: 25 11 7 22 12 52 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 : 27.7 62.2 38.8 72.4 27.7 61.4 38.8 70.9
Old : 27.7 62.2 38.8 72.4 27.7 61.4 38.8 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,014: 8,577 25,317 3,428 55,094 25,000 67,099 53,745: 9,915 23,268
Old : 77,014: 8,577 25,317 3,428 55,094 25,000 67,099 53,745: 9,915 23,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,440: -1,588 1,140 -2,939 -441 -2,774 -4,968 -4,573: -472 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 32.9 4.5 71.5 32.5 87.1 69.8: 12.9 30.2
Old : 100.0: 11.1 32.9 4.5 71.5 32.5 87.1 69.8: 12.9 30.2
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 : 70: 21 22 15 21 14 46 47:
Old : 70: 21 22 15 21 14 46 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 : 48.7 41.1 63.5 49.2 45.7 40.3 60.5 46.9
Old : 48.7 41.1 63.5 49.2 45.7 40.3 60.5 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 82,454: 10,165 24,177 6,367 55,535 27,774 72,067 58,319: 10,387 24,135
Old : 82,454: 10,165 24,177 6,367 55,535 27,774 72,067 58,319: 10,387 24,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 4,782: 1,231 -1,801 2,463 1,098 3,011 4,791 3,674: -9 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 29.3 7.7 67.4 33.7 87.4 70.7: 12.6 29.3
Old : 100.0: 12.3 29.3 7.7 67.4 33.7 87.4 70.7: 12.6 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 24 21 18 20 14 51 46:
Old : 71: 24 21 18 20 14 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 43.6 63.3 52.1 42.0 39.0 56.0 45.3
Old : 47.2 43.6 63.3 52.1 42.0 39.0 56.0 45.3
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Old : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -530: -1,325 -550 0 525 -151 -800 -701: 270 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Old : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 23 4 19 19 27 44:
Old : 61: 6 23 4 19 19 27 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Old : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Old : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,264: -903 -2,752 503 -1,861 -750 -2,261 -2,999: -3 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
Old : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
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 : 60: 6 22 4 19 19 27 43:
Old : 60: 6 22 4 19 19 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Old : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Old : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 696: -243 797 0 838 323 595 1,120: 101 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Old : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 9 0 7 11 8 20:
Old : 27: 1 9 0 7 11 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Old : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Old : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -549: 210 45 0 -1,186 -1,055 -976 -1,010: 427 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Old : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 7 0 6 10 8 17:
Old : 25: 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 : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
Old : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,796: 1,802 2,602 5,473 19,308 17,406 26,583 25,480: 6,213 7,316
Old : 32,796: 1,802 2,602 5,473 19,308 17,406 26,583 25,480: 6,213 7,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 659: -312 85 53 701 233 442 370: 217 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 16.7 58.9 53.1 81.1 77.7: 18.9 22.3
Old : 100.0: 5.5 7.9 16.7 58.9 53.1 81.1 77.7: 18.9 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 : 54: 14 6 17 26 25 45 43:
Old : 54: 14 6 17 26 25 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 30.0 56.0 47.7 41.5 28.9 47.3 41.2
Old : 44.2 30.0 56.0 47.7 41.5 28.9 47.3 41.2
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,137: 2,114 2,516 5,421 18,606 17,173 26,141 25,110: 5,996 7,027
Old : 32,137: 2,114 2,516 5,421 18,606 17,173 26,141 25,110: 5,996 7,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,545: 39 134 524 732 965 1,295 1,623: 250 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.8 16.9 57.9 53.4 81.3 78.1: 18.7 21.9
Old : 100.0: 6.6 7.8 16.9 57.9 53.4 81.3 78.1: 18.7 21.9
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 : 53: 14 6 15 25 24 44 40:
Old : 53: 14 6 15 25 24 44 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 : 43.7 30.0 56.0 48.1 41.5 28.7 47.6 42.5
Old : 43.7 30.0 56.0 48.1 41.5 28.7 47.6 42.5
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 98,120: 17,756 5,960 21,170 40,006 37,850 78,932 64,980: 19,188 33,139
Old : 96,322: 17,896 6,032 20,908 39,103 37,441 77,907 64,381: 18,415 31,940
Other: 1,798: 122 190 0 903 409 1,025 599: 773 1,199
: : :
: : Changes in Commitments from: February 15, 2005 :
: -2,255: 69 -1,193 -1,725 -197 -489 -1,853 -3,406: -402 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.1 21.6 40.8 38.6 80.4 66.2: 19.6 33.8
Old : 100.0: 18.6 6.3 21.7 40.6 38.9 80.9 66.8: 19.1 33.2
Other: 100.0: 6.8 10.6 0.0 50.2 22.7 57.0 33.3: 43.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 47 33 51 30 35 118 97:
Old : 144: 47 33 51 29 35 117 97:
Other: 17: 4 1 0 4 10 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 18.2 36.9 30.4 25.9 17.0 35.8 26.4
Old : 26.4 18.5 37.5 30.9 26.4 17.9 36.3 27.4
Other: 50.2 28.5 57.0 31.9 48.3 28.5 55.1 31.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 100,375: 17,686 7,152 22,895 40,203 38,339 80,784 68,387: 19,590 31,988
Old : 98,698: 17,832 7,218 22,631 39,357 37,956 79,820 67,806: 18,877 30,892
Other: 1,677: 118 198 0 846 383 964 581: 713 1,096
: : :
: : Changes in Commitments from: February 8, 2005 :
: -6,071: -4,534 243 -690 565 -4,377 -4,659 -4,823: -1,413 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 7.1 22.8 40.1 38.2 80.5 68.1: 19.5 31.9
Old : 100.0: 18.1 7.3 22.9 39.9 38.5 80.9 68.7: 19.1 31.3
Other: 100.0: 7.0 11.8 0.0 50.4 22.8 57.5 34.6: 42.5 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 50 38 52 32 39 120 103:
Old : 147: 48 40 52 31 39 119 103:
Other: 16: 4 1 0 4 9 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 : 25.4 17.0 36.3 28.8 24.9 15.8 34.6 24.9
Old : 25.8 17.3 36.8 29.2 25.3 16.6 35.1 25.8
Other: 50.4 30.5 57.5 34.1 48.7 30.4 55.8 32.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,578: 274 1,273 631 1,725 465 2,630 2,369: 948 1,209
Old : 3,578: 274 1,273 631 1,725 465 2,630 2,369: 948 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 249: 90 140 2 35 47 127 190: 123 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 35.6 17.6 48.2 13.0 73.5 66.2: 26.5 33.8
Old : 100.0: 7.6 35.6 17.6 48.2 13.0 73.5 66.2: 26.5 33.8
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 : 34: 5 16 8 9 3 22 22:
Old : 34: 5 16 8 9 3 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 31.8 60.2 46.0 40.9 25.2 49.6 36.1
Old : 44.7 31.8 60.2 46.0 40.9 25.2 49.6 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,328: 184 1,132 629 1,690 418 2,503 2,179: 825 1,149
Old : 3,328: 184 1,132 629 1,690 418 2,503 2,179: 825 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 630: -69 124 211 398 62 540 397: 90 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 34.0 18.9 50.8 12.6 75.2 65.5: 24.8 34.5
Old : 100.0: 5.5 34.0 18.9 50.8 12.6 75.2 65.5: 24.8 34.5
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 : 33: 3 17 7 9 3 19 23:
Old : 33: 3 17 7 9 3 19 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 : 48.3 30.9 65.0 45.2 44.3 22.7 53.2 33.6
Old : 48.3 30.9 65.0 45.2 44.3 22.7 53.2 33.6
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 145,394: 39,003 11,037 21,677 69,074 72,942 129,754 105,657: 15,640 39,738
Old : 145,394: 39,003 11,037 21,677 69,074 72,942 129,754 105,657: 15,640 39,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -8,359: -4,691 -574 -523 -489 -5,657 -5,703 -6,754: -2,656 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.6 14.9 47.5 50.2 89.2 72.7: 10.8 27.3
Old : 100.0: 26.8 7.6 14.9 47.5 50.2 89.2 72.7: 10.8 27.3
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 : 203: 47 44 45 66 95 138 165:
Old : 203: 47 44 45 66 95 138 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 11.8 39.7 19.9 22.4 11.6 37.6 19.0
Old : 23.6 11.8 39.7 19.9 22.4 11.6 37.6 19.0
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 15, 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 : 153,753: 43,694 11,611 22,200 69,564 78,600 135,457 112,411: 18,296 41,342
Old : 153,753: 43,694 11,611 22,200 69,564 78,600 135,457 112,411: 18,296 41,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -7,650: -3,620 1,746 -2,275 680 -3,385 -5,214 -3,914: -2,436 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.6 14.4 45.2 51.1 88.1 73.1: 11.9 26.9
Old : 100.0: 28.4 7.6 14.4 45.2 51.1 88.1 73.1: 11.9 26.9
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 : 212: 57 39 49 74 101 154 169:
Old : 212: 57 39 49 74 101 154 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 11.1 37.5 19.0 20.9 10.7 35.3 17.7
Old : 22.2 11.1 37.5 19.0 20.9 10.7 35.3 17.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,832: 2,062 197 512 676 3,382 3,249 4,090: 2,583 1,742
Old : 5,832: 2,062 197 512 676 3,382 3,249 4,090: 2,583 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -62: -128 9 -29 -73 -120 -229 -139: 166 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.4 8.8 11.6 58.0 55.7 70.1: 44.3 29.9
Old : 100.0: 35.4 3.4 8.8 11.6 58.0 55.7 70.1: 44.3 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 : 50: 22 7 8 12 17 38 28:
Old : 50: 22 7 8 12 17 38 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.9 26.6 52.5 17.3 42.9 24.2 50.4
Old : 17.7 42.9 26.6 52.5 17.3 42.9 24.2 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 5,895: 2,189 188 540 748 3,501 3,478 4,230: 2,417 1,665
Old : 5,895: 2,189 188 540 748 3,501 3,478 4,230: 2,417 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -35: -89 -45 28 171 294 110 277: -145 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.2 9.2 12.7 59.4 59.0 71.8: 41.0 28.2
Old : 100.0: 37.1 3.2 9.2 12.7 59.4 59.0 71.8: 41.0 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 25 6 9 15 21 42 34:
Old : 56: 25 6 9 15 21 42 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 : 19.0 42.1 28.7 52.0 18.9 42.1 26.4 49.4
Old : 19.0 42.1 28.7 52.0 18.9 42.1 26.4 49.4
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,652: 6,829 1,943 6,649 9,771 5,456 23,249 14,049: 4,403 13,603
Old : 27,652: 6,829 1,943 6,649 9,771 5,456 23,249 14,049: 4,403 13,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 151: 64 278 70 452 -310 586 38: -435 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.0 24.0 35.3 19.7 84.1 50.8: 15.9 49.2
Old : 100.0: 24.7 7.0 24.0 35.3 19.7 84.1 50.8: 15.9 49.2
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 : 120: 33 18 27 45 49 92 84:
Old : 120: 33 18 27 45 49 92 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.4 39.2 21.6 16.3 6.5 27.0 10.6
Old : 24.9 15.4 39.2 21.6 16.3 6.5 27.0 10.6
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 15, 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 : 27,501: 6,765 1,666 6,580 9,319 5,766 22,663 14,011: 4,838 13,490
Old : 27,501: 6,765 1,666 6,580 9,319 5,766 22,663 14,011: 4,838 13,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,324: 754 232 680 970 380 2,404 1,292: -80 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.1 23.9 33.9 21.0 82.4 50.9: 17.6 49.1
Old : 100.0: 24.6 6.1 23.9 33.9 21.0 82.4 50.9: 17.6 49.1
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 : 124: 35 18 28 44 49 96 84:
Old : 124: 35 18 28 44 49 96 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 15.2 37.4 21.5 16.0 6.7 25.4 10.3
Old : 23.9 15.2 37.4 21.5 16.0 6.7 25.4 10.3
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 97,273: 11,119 14,470 2,863 54,058 62,430 68,040 79,764: 29,233 17,509
Old : 97,273: 11,119 14,470 2,863 54,058 62,430 68,040 79,764: 29,233 17,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,453: 192 -2,138 563 4,680 8,993 5,435 7,418: 18 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.9 2.9 55.6 64.2 69.9 82.0: 30.1 18.0
Old : 100.0: 11.4 14.9 2.9 55.6 64.2 69.9 82.0: 30.1 18.0
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 : 59: 13 13 6 25 21 42 36:
Old : 59: 13 13 6 25 21 42 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 : 30.5 43.9 43.1 57.3 27.8 43.8 39.6 57.1
Old : 30.5 43.9 43.1 57.3 27.8 43.8 39.6 57.1
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 15, 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 : 91,820: 10,928 16,608 2,300 49,377 53,437 62,605 72,345: 29,215 19,475
Old : 91,820: 10,928 16,608 2,300 49,377 53,437 62,605 72,345: 29,215 19,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 305: -31 -2,285 664 -299 3,645 334 2,023: -28 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.1 2.5 53.8 58.2 68.2 78.8: 31.8 21.2
Old : 100.0: 11.9 18.1 2.5 53.8 58.2 68.2 78.8: 31.8 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 13 5 24 21 41 36:
Old : 59: 14 13 5 24 21 41 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 : 28.0 38.4 41.0 53.0 25.3 38.4 37.5 52.9
Old : 28.0 38.4 41.0 53.0 25.3 38.4 37.5 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 55,434: 4,839 8,240 823 30,473 30,065 36,135 39,128: 19,299 16,305
Old : 55,434: 4,839 8,240 823 30,473 30,065 36,135 39,128: 19,299 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,863: 994 -6,866 -13 -7,323 9,050 -6,343 2,171: 8,206 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.9 1.5 55.0 54.2 65.2 70.6: 34.8 29.4
Old : 100.0: 8.7 14.9 1.5 55.0 54.2 65.2 70.6: 34.8 29.4
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 : 27: 5 6 2 12 8 18 15:
Old : 27: 5 6 2 12 8 18 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 : 40.6 51.8 52.7 64.2 40.3 51.5 52.4 62.5
Old : 40.6 51.8 52.7 64.2 40.3 51.5 52.4 62.5
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 15, 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 : 53,571: 3,845 15,106 837 37,796 21,015 42,478 36,958: 11,093 16,613
Old : 53,571: 3,845 15,106 837 37,796 21,015 42,478 36,958: 11,093 16,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,069: 481 -5,439 305 -3,942 3,034 -3,155 -2,100: -914 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 28.2 1.6 70.6 39.2 79.3 69.0: 20.7 31.0
Old : 100.0: 7.2 28.2 1.6 70.6 39.2 79.3 69.0: 20.7 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 11 2 15 7 22 19:
Old : 34: 6 11 2 15 7 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 46.5 62.3 59.7 47.4 46.4 61.9 58.8
Old : 47.8 46.5 62.3 59.7 47.4 46.4 61.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 97,970: 71,256 8,496 471 14,126 83,104 85,854 92,072: 12,116 5,898
Old : 97,970: 71,256 8,496 471 14,126 83,104 85,854 92,072: 12,116 5,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,490: 7,149 230 155 -106 6,972 7,198 7,357: 1,292 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 8.7 0.5 14.4 84.8 87.6 94.0: 12.4 6.0
Old : 100.0: 72.7 8.7 0.5 14.4 84.8 87.6 94.0: 12.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 58 10 2 17 24 76 35:
Old : 102: 58 10 2 17 24 76 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 : 32.3 54.4 48.6 72.3 32.3 54.3 48.6 72.2
Old : 32.3 54.4 48.6 72.3 32.3 54.3 48.6 72.2
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 15, 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 : 89,480: 64,107 8,266 316 14,232 76,132 78,655 84,715: 10,824 4,765
Old : 89,480: 64,107 8,266 316 14,232 76,132 78,655 84,715: 10,824 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 6,285: 5,768 1,534 -43 -539 3,930 5,186 5,421: 1,099 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 9.2 0.4 15.9 85.1 87.9 94.7: 12.1 5.3
Old : 100.0: 71.6 9.2 0.4 15.9 85.1 87.9 94.7: 12.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 55 12 3 17 23 75 35:
Old : 100: 55 12 3 17 23 75 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 : 32.0 53.0 50.7 73.0 32.0 52.8 50.7 72.8
Old : 32.0 53.0 50.7 73.0 32.0 52.8 50.7 72.8
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 82,059: 29,369 4,316 339 26,579 63,150 56,287 67,805: 25,772 14,254
Old : 82,059: 29,369 4,316 339 26,579 63,150 56,287 67,805: 25,772 14,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,474: 2,393 -433 -627 1,308 6,512 3,074 5,452: 3,399 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 5.3 0.4 32.4 77.0 68.6 82.6: 31.4 17.4
Old : 100.0: 35.8 5.3 0.4 32.4 77.0 68.6 82.6: 31.4 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 : 54: 22 8 2 13 17 36 26:
Old : 54: 22 8 2 13 17 36 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 : 23.6 52.8 36.3 70.3 22.3 52.8 33.9 66.0
Old : 23.6 52.8 36.3 70.3 22.3 52.8 33.9 66.0
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 15, 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 : 75,585: 26,976 4,749 966 25,271 56,638 53,213 62,353: 22,372 13,232
Old : 75,585: 26,976 4,749 966 25,271 56,638 53,213 62,353: 22,372 13,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,849: 11,786 -332 597 -3,728 10,777 8,655 11,042: 194 -2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 6.3 1.3 33.4 74.9 70.4 82.5: 29.6 17.5
Old : 100.0: 35.7 6.3 1.3 33.4 74.9 70.4 82.5: 29.6 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 9 3 13 14 36 24:
Old : 51: 21 9 3 13 14 36 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 : 25.0 50.1 37.2 70.5 22.6 49.4 34.3 65.5
Old : 25.0 50.1 37.2 70.5 22.6 49.4 34.3 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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 181,565: 13,628 39,254 3,888 128,974 112,111 146,489 155,253: 35,076 26,313
Old : 181,565: 13,628 39,254 3,888 128,974 112,111 146,489 155,253: 35,076 26,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 2,002: 969 2,886 136 -3,035 -2,627 -1,930 394: 3,931 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 21.6 2.1 71.0 61.7 80.7 85.5: 19.3 14.5
Old : 100.0: 7.5 21.6 2.1 71.0 61.7 80.7 85.5: 19.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 17 19 8 25 27 45 51:
Old : 70: 17 19 8 25 27 45 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 : 53.0 43.3 65.0 58.6 35.8 30.9 44.2 40.7
Old : 53.0 43.3 65.0 58.6 35.8 30.9 44.2 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 179,564: 12,658 36,368 3,752 132,009 114,738 148,419 154,858: 31,145 24,705
Old : 179,564: 12,658 36,368 3,752 132,009 114,738 148,419 154,858: 31,145 24,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,621: -7,221 2,145 1,498 7,904 -6,075 2,180 -2,432: -5,801 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 20.3 2.1 73.5 63.9 82.7 86.2: 17.3 13.8
Old : 100.0: 7.0 20.3 2.1 73.5 63.9 82.7 86.2: 17.3 13.8
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 : 66: 15 18 8 25 25 44 47:
Old : 66: 15 18 8 25 25 44 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 : 54.5 43.1 65.9 60.6 37.3 32.1 45.0 42.6
Old : 54.5 43.1 65.9 60.6 37.3 32.1 45.0 42.6
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 209,095: 26,135 24,525 21,123 89,089 92,502 136,346 138,149: 72,748 70,945
Old : 209,095: 26,135 24,525 21,123 89,089 92,502 136,346 138,149: 72,748 70,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 21,191: 1,340 -3,910 4,394 1,299 5,576 7,033 6,060: 14,159 15,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.7 10.1 42.6 44.2 65.2 66.1: 34.8 33.9
Old : 100.0: 12.5 11.7 10.1 42.6 44.2 65.2 66.1: 34.8 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 : 100: 25 36 28 34 29 77 75:
Old : 100: 25 36 28 34 29 77 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 22.1 29.8 34.2 17.4 20.2 24.8 29.8
Old : 19.4 22.1 29.8 34.2 17.4 20.2 24.8 29.8
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 15, 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 : 187,903: 24,795 28,434 16,729 87,790 86,926 129,314 132,089: 58,590 55,814
Old : 187,903: 24,795 28,434 16,729 87,790 86,926 129,314 132,089: 58,590 55,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -647: -48 -351 5,105 6,306 362 11,363 5,117: -12,010 -5,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.1 8.9 46.7 46.3 68.8 70.3: 31.2 29.7
Old : 100.0: 13.2 15.1 8.9 46.7 46.3 68.8 70.3: 31.2 29.7
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 : 98: 24 34 22 34 28 73 69:
Old : 98: 24 34 22 34 28 73 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 : 21.6 20.6 32.0 35.4 17.8 19.0 25.3 28.8
Old : 21.6 20.6 32.0 35.4 17.8 19.0 25.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Old : 31,945: 10,366 1,640 250 17,388 26,192 28,004 28,082: 3,941 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,674: -1,082 1,640 107 -14,670 -14,412 -15,645 -12,665: 971 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
Old : 100.0: 32.4 5.1 0.8 54.4 82.0 87.7 87.9: 12.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 8 17 10 19:
Old : 21: 2 1 1 8 17 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Old : 64.7 43.3 85.1 64.3 57.6 35.5 69.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,432,581: 698,156 1,043,668 3,561,218 7,167,184 6,141,595 11,426,558 10,746,480: 1,006,023 1,686,101
Old :12,432,581: 698,156 1,043,668 3,561,218 7,167,184 6,141,595 11,426,558 10,746,480: 1,006,023 1,686,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 760,802: 48,878 176,475 386,969 262,119 92,188 697,966 655,632: 62,836 105,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.4 28.6 57.6 49.4 91.9 86.4: 8.1 13.6
Old : 100.0: 5.6 8.4 28.6 57.6 49.4 91.9 86.4: 8.1 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 : 271: 53 68 97 131 142 238 259:
Old : 271: 53 68 97 131 142 238 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 12.7 33.2 22.1 16.8 7.4 24.3 11.9
Old : 20.0 12.7 33.2 22.1 16.8 7.4 24.3 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 :11,671,779: 649,278 867,192 3,174,249 6,905,066 6,049,407 10,728,592 10,090,848: 943,186 1,580,931
Old :11,671,779: 649,278 867,192 3,174,249 6,905,066 6,049,407 10,728,592 10,090,848: 943,186 1,580,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 249,923: -48,543 -1,662 107,064 206,773 146,655 265,294 252,056: -15,371 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.4 27.2 59.2 51.8 91.9 86.5: 8.1 13.5
Old : 100.0: 5.6 7.4 27.2 59.2 51.8 91.9 86.5: 8.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 52 64 95 130 140 234 251:
Old : 262: 52 64 95 130 140 234 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.3 33.8 22.2 17.2 8.4 25.1 12.7
Old : 20.9 12.3 33.8 22.2 17.2 8.4 25.1 12.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 743,152: 62,450 81,258 29,806 489,147 519,106 581,402 630,170: 161,749 112,982
Old : 743,152: 62,450 81,258 29,806 489,147 519,106 581,402 630,170: 161,749 112,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,482: -1,373 1,943 -5,185 -940 5,524 -7,498 2,282: 8,980 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.9 4.0 65.8 69.9 78.2 84.8: 21.8 15.2
Old : 100.0: 8.4 10.9 4.0 65.8 69.9 78.2 84.8: 21.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 49 30 44 100 69 170 122:
Old : 197: 49 30 44 100 69 170 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 29.8 26.9 42.5 17.9 29.5 26.0 42.2
Old : 18.6 29.8 26.9 42.5 17.9 29.5 26.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 741,669: 63,822 79,315 34,991 490,087 513,582 588,900 627,888: 152,769 113,781
Old : 741,669: 63,822 79,315 34,991 490,087 513,582 588,900 627,888: 152,769 113,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,619: 784 -1,284 5,537 7,822 4,769 14,142 9,022: -3,523 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.7 4.7 66.1 69.2 79.4 84.7: 20.6 15.3
Old : 100.0: 8.6 10.7 4.7 66.1 69.2 79.4 84.7: 20.6 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 : 206: 50 40 53 99 70 179 133:
Old : 206: 50 40 53 99 70 179 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.6 27.5 42.4 18.1 29.4 26.5 42.2
Old : 18.8 29.6 27.5 42.4 18.1 29.4 26.5 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 921,693: 208,053 241,788 15,260 390,658 554,610 613,970 811,658: 307,723 110,035
Old : 921,693: 208,053 241,788 15,260 390,658 554,610 613,970 811,658: 307,723 110,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -36,074: 18,673 49,330 2,162 -31,735 -100,750 -10,900 -49,259: -25,174 13,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.2 1.7 42.4 60.2 66.6 88.1: 33.4 11.9
Old : 100.0: 22.6 26.2 1.7 42.4 60.2 66.6 88.1: 33.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 36 63 26 55 54 110 124:
Old : 175: 36 63 26 55 54 110 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 29.8 32.3 40.3 19.3 26.0 29.8 34.7
Old : 21.2 29.8 32.3 40.3 19.3 26.0 29.8 34.7
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 15, 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 : 957,767: 189,380 192,458 13,098 422,393 655,361 624,871 860,917: 332,896 96,850
Old : 957,767: 189,380 192,458 13,098 422,393 655,361 624,871 860,917: 332,896 96,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 66,776: 11,737 3,281 1,294 26,200 57,568 39,231 62,143: 27,545 4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.1 1.4 44.1 68.4 65.2 89.9: 34.8 10.1
Old : 100.0: 19.8 20.1 1.4 44.1 68.4 65.2 89.9: 34.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 36 55 23 57 56 111 116:
Old : 170: 36 55 23 57 56 111 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 32.4 27.8 46.2 16.1 30.9 25.3 42.4
Old : 17.7 32.4 27.8 46.2 16.1 30.9 25.3 42.4
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Old : 13,321: 1,610 240 0 5,998 11,525 7,608 11,765: 5,713 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16: 3 240 0 158 -222 161 18: -145 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
Old : 100.0: 12.1 1.8 0.0 45.0 86.5 57.1 88.3: 42.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 0 15 11 18 12:
Old : 28: 3 1 0 15 11 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Old : 26.1 47.2 40.5 75.3 26.1 46.5 40.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Old : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -33: -162 0 0 -67 -82 -229 -82: 196 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Old : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 14 12 17 12:
Old : 27: 3 0 0 14 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Old : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Old : 31,121: 2,487 5,872 269 23,781 17,964 26,537 24,105: 4,584 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 742: -327 222 43 883 -553 599 -288: 143 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
Old : 100.0: 8.0 18.9 0.9 76.4 57.7 85.3 77.5: 14.7 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 5 2 20 18 24 24:
Old : 39: 3 5 2 20 18 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
Old : 41.0 39.8 62.2 57.0 41.0 34.8 59.6 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Old : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -162: -221 155 15 -139 -1,030 -345 -860: 183 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Old : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 6 2 18 17 23 24:
Old : 39: 4 6 2 18 17 23 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 : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Old : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 87,506: 4,644 19,342 393 36,942 53,618 41,979 73,353: 45,527 14,153
Old : 87,506: 4,644 19,342 393 36,942 53,618 41,979 73,353: 45,527 14,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,860: -1,734 2,058 -217 3,035 3,428 1,083 5,269: 6,777 2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.1 0.4 42.2 61.3 48.0 83.8: 52.0 16.2
Old : 100.0: 5.3 22.1 0.4 42.2 61.3 48.0 83.8: 52.0 16.2
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 : 86: 14 24 6 35 29 54 54:
Old : 86: 14 24 6 35 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 : 19.0 43.0 27.8 56.9 19.0 41.7 27.1 54.3
Old : 19.0 43.0 27.8 56.9 19.0 41.7 27.1 54.3
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 15, 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 : 79,646: 6,378 17,284 610 33,907 50,190 40,895 68,084: 38,750 11,562
Old : 79,646: 6,378 17,284 610 33,907 50,190 40,895 68,084: 38,750 11,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 137: 1,195 1,234 -409 168 -303 955 522: -818 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 21.7 0.8 42.6 63.0 51.3 85.5: 48.7 14.5
Old : 100.0: 8.0 21.7 0.8 42.6 63.0 51.3 85.5: 48.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 21 8 38 28 59 53:
Old : 88: 17 21 8 38 28 59 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 45.1 26.0 58.7 17.5 43.7 24.6 55.5
Old : 17.5 45.1 26.0 58.7 17.5 43.7 24.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 475,103: 114,855 106,549 3,859 311,799 163,993 430,512 274,401: 44,591 200,702
Old : 475,103: 114,855 106,549 3,859 311,799 163,993 430,512 274,401: 44,591 200,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 56,490: 12,974 11,405 -653 31,378 7,089 43,699 17,841: 12,791 38,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.4 0.8 65.6 34.5 90.6 57.8: 9.4 42.2
Old : 100.0: 24.2 22.4 0.8 65.6 34.5 90.6 57.8: 9.4 42.2
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 : 186: 49 71 15 44 37 100 116:
Old : 186: 49 71 15 44 37 100 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 23.4 64.7 33.0 42.1 20.8 58.9 26.0
Old : 46.8 23.4 64.7 33.0 42.1 20.8 58.9 26.0
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 15, 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 : 418,613: 101,881 95,144 4,511 280,421 156,905 386,813 256,560: 31,799 162,053
Old : 418,613: 101,881 95,144 4,511 280,421 156,905 386,813 256,560: 31,799 162,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 35,109: 16,344 -18,123 2,031 15,493 42,924 33,868 26,832: 1,241 8,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.7 1.1 67.0 37.5 92.4 61.3: 7.6 38.7
Old : 100.0: 24.3 22.7 1.1 67.0 37.5 92.4 61.3: 7.6 38.7
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 : 189: 60 60 16 47 39 114 108:
Old : 189: 60 60 16 47 39 114 108:
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 : 46.4 25.8 64.4 35.0 41.2 22.1 58.4 27.4
Old : 46.4 25.8 64.4 35.0 41.2 22.1 58.4 27.4
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 97,405: 49,621 3,999 1,610 14,805 82,566 66,036 88,176: 31,369 9,229
Old : 97,405: 49,621 3,999 1,610 14,805 82,566 66,036 88,176: 31,369 9,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 6,428: 5,272 -3,920 1,032 -843 9,014 5,460 6,126: 969 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 4.1 1.7 15.2 84.8 67.8 90.5: 32.2 9.5
Old : 100.0: 50.9 4.1 1.7 15.2 84.8 67.8 90.5: 32.2 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 : 51: 21 3 3 10 23 33 27:
Old : 51: 21 3 3 10 23 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 50.4 44.9 70.4 31.2 50.4 44.9 69.1
Old : 31.2 50.4 44.9 70.4 31.2 50.4 44.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 90,976: 44,349 7,919 579 15,648 73,553 60,576 82,050: 30,400 8,926
Old : 90,976: 44,349 7,919 579 15,648 73,553 60,576 82,050: 30,400 8,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,219: 8,354 -653 39 -1,339 12,551 7,054 11,937: 5,165 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 8.7 0.6 17.2 80.8 66.6 90.2: 33.4 9.8
Old : 100.0: 48.7 8.7 0.6 17.2 80.8 66.6 90.2: 33.4 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 : 47: 19 3 2 10 21 29 26:
Old : 47: 19 3 2 10 21 29 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 : 33.8 50.3 46.8 72.0 33.8 50.3 46.8 71.8
Old : 33.8 50.3 46.8 72.0 33.8 50.3 46.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,666: 1,375 13,495 260 23,598 13,479 25,233 27,234: 6,433 4,431
Old : 31,666: 1,375 13,495 260 23,598 13,479 25,233 27,234: 6,433 4,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,324: 111 2,683 186 4,812 1,274 5,109 4,143: -785 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 42.6 0.8 74.5 42.6 79.7 86.0: 20.3 14.0
Old : 100.0: 4.3 42.6 0.8 74.5 42.6 79.7 86.0: 20.3 14.0
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 : 57: 5 13 3 29 19 36 33:
Old : 57: 5 13 3 29 19 36 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 : 39.5 51.2 52.4 61.2 29.3 43.3 41.3 51.6
Old : 39.5 51.2 52.4 61.2 29.3 43.3 41.3 51.6
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 15, 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 : 27,342: 1,264 10,812 74 18,786 12,205 20,124 23,091: 7,218 4,250
Old : 27,342: 1,264 10,812 74 18,786 12,205 20,124 23,091: 7,218 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,502: 331 1,300 74 1,881 1,023 2,286 2,397: 216 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.5 0.3 68.7 44.6 73.6 84.5: 26.4 15.5
Old : 100.0: 4.6 39.5 0.3 68.7 44.6 73.6 84.5: 26.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 13 1 27 18 32 31:
Old : 55: 4 13 1 27 18 32 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 : 34.4 48.2 46.6 58.5 25.1 41.3 37.1 51.0
Old : 34.4 48.2 46.6 58.5 25.1 41.3 37.1 51.0
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 200,022: 49,807 32,202 1,430 136,171 152,812 187,408 186,444: 12,614 13,578
Old : 200,022: 49,807 32,202 1,430 136,171 152,812 187,408 186,444: 12,614 13,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 22,149: 10,339 3,779 819 10,971 18,311 22,130 22,909: 19 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 16.1 0.7 68.1 76.4 93.7 93.2: 6.3 6.8
Old : 100.0: 24.9 16.1 0.7 68.1 76.4 93.7 93.2: 6.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 15 33 6 26 40 46 74:
Old : 100: 15 33 6 26 40 46 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 38.7 76.9 53.2 60.2 38.5 72.4 51.7
Old : 64.3 38.7 76.9 53.2 60.2 38.5 72.4 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 177,873: 39,468 28,423 611 125,200 134,501 165,279 163,535: 12,594 14,338
Old : 177,873: 39,468 28,423 611 125,200 134,501 165,279 163,535: 12,594 14,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 15,939: 6,165 1,938 -101 5,770 15,362 11,834 17,199: 4,105 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.0 0.3 70.4 75.6 92.9 91.9: 7.1 8.1
Old : 100.0: 22.2 16.0 0.3 70.4 75.6 92.9 91.9: 7.1 8.1
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 : 97: 16 28 4 29 39 48 68:
Old : 97: 16 28 4 29 39 48 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 40.4 72.4 55.5 54.3 39.6 67.7 53.6
Old : 58.3 40.4 72.4 55.5 54.3 39.6 67.7 53.6
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,231: 10,314 7,374 1,028 14,426 23,395 25,768 31,797: 13,463 7,434
Old : 39,231: 10,314 7,374 1,028 14,426 23,395 25,768 31,797: 13,463 7,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -39: 459 -1,855 18 -922 969 -445 -868: 406 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.8 2.6 36.8 59.6 65.7 81.1: 34.3 18.9
Old : 100.0: 26.3 18.8 2.6 36.8 59.6 65.7 81.1: 34.3 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 : 71: 19 15 4 16 22 38 40:
Old : 71: 19 15 4 16 22 38 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 : 19.7 32.9 32.5 48.4 17.4 32.2 27.7 43.4
Old : 19.7 32.9 32.5 48.4 17.4 32.2 27.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 39,270: 9,855 9,229 1,010 15,348 22,426 26,213 32,665: 13,057 6,605
Old : 39,270: 9,855 9,229 1,010 15,348 22,426 26,213 32,665: 13,057 6,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,483: 377 1,202 0 1,517 233 1,894 1,435: -411 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.5 2.6 39.1 57.1 66.8 83.2: 33.2 16.8
Old : 100.0: 25.1 23.5 2.6 39.1 57.1 66.8 83.2: 33.2 16.8
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 : 69: 18 17 4 15 20 36 40:
Old : 69: 18 17 4 15 20 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 31.0 35.2 46.7 19.2 30.0 30.9 42.6
Old : 22.0 31.0 35.2 46.7 19.2 30.0 30.9 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,517: 290 6,910 2,531 56,342 77,515 59,163 86,956: 60,354 32,561
Old : 119,517: 290 6,910 2,531 56,342 77,515 59,163 86,956: 60,354 32,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -395: -110 -5 10 -3,019 -1,434 -3,119 -1,429: 2,724 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Old : 100.0: 0.2 5.8 2.1 47.1 64.9 49.5 72.8: 50.5 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 15 4 20 26 25 43:
Old : 47: 2 15 4 20 26 25 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Old : 39.9 51.6 44.7 59.2 5.8 19.4 7.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 119,912: 400 6,915 2,521 59,361 78,949 62,282 88,385: 57,630 31,527
Old : 119,912: 400 6,915 2,521 59,361 78,949 62,282 88,385: 57,630 31,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20: -37 579 -396 -304 5,558 -737 5,741: 757 -5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.8 2.1 49.5 65.8 51.9 73.7: 48.1 26.3
Old : 100.0: 0.3 5.8 2.1 49.5 65.8 51.9 73.7: 48.1 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 : 50: 2 16 4 21 28 27 45:
Old : 50: 2 16 4 21 28 27 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 : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Old : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 137,266: 49,614 4,997 28,522 21,645 86,581 99,781 120,099: 37,485 17,167
Old : 137,266: 49,614 4,997 28,522 21,645 86,581 99,781 120,099: 37,485 17,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 7,627: 4,232 -886 1,751 -680 4,817 5,303 5,682: 2,324 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 3.6 20.8 15.8 63.1 72.7 87.5: 27.3 12.5
Old : 100.0: 36.1 3.6 20.8 15.8 63.1 72.7 87.5: 27.3 12.5
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 : 170: 83 40 54 23 39 138 106:
Old : 170: 83 40 54 23 39 138 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 27.0 21.8 40.4 12.7 24.2 19.6 35.5
Old : 13.1 27.0 21.8 40.4 12.7 24.2 19.6 35.5
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 15, 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 : 129,639: 45,382 5,883 26,770 22,326 81,764 94,478 114,417: 35,161 15,221
Old : 129,639: 45,382 5,883 26,770 22,326 81,764 94,478 114,417: 35,161 15,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 11,880: 6,431 -5,244 5,093 -418 9,248 11,106 9,097: 773 2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.5 20.6 17.2 63.1 72.9 88.3: 27.1 11.7
Old : 100.0: 35.0 4.5 20.6 17.2 63.1 72.9 88.3: 27.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 91 31 52 23 37 136 102:
Old : 168: 91 31 52 23 37 136 102:
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 : 14.5 26.5 22.6 40.7 13.2 24.5 19.2 35.3
Old : 14.5 26.5 22.6 40.7 13.2 24.5 19.2 35.3
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 115,128: 44,474 13,370 18,201 36,428 73,943 99,103 105,514: 16,026 9,614
Old : 115,128: 44,474 13,370 18,201 36,428 73,943 99,103 105,514: 16,026 9,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 15,407: 11,242 3,158 3,880 887 7,148 16,009 14,186: -602 1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.6 15.8 31.6 64.2 86.1 91.6: 13.9 8.4
Old : 100.0: 38.6 11.6 15.8 31.6 64.2 86.1 91.6: 13.9 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 : 168: 72 44 41 41 43 137 106:
Old : 168: 72 44 41 41 43 137 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 42.4 31.0 57.1 17.9 36.6 26.9 50.6
Old : 21.0 42.4 31.0 57.1 17.9 36.6 26.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 99,721: 33,232 10,212 14,321 35,541 66,795 83,093 91,328: 16,628 8,393
Old : 99,721: 33,232 10,212 14,321 35,541 66,795 83,093 91,328: 16,628 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,991: 10,110 3,345 -629 -891 9,759 8,591 12,476: 2,400 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.2 14.4 35.6 67.0 83.3 91.6: 16.7 8.4
Old : 100.0: 33.3 10.2 14.4 35.6 67.0 83.3 91.6: 16.7 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 : 156: 67 37 36 39 41 126 98:
Old : 156: 67 37 36 39 41 126 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 : 23.5 44.5 34.7 59.7 20.6 39.5 30.7 52.3
Old : 23.5 44.5 34.7 59.7 20.6 39.5 30.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 375,346: 123,571 53,199 83,336 107,067 215,797 313,974 352,333: 61,372 23,013
Old : 375,346: 123,571 53,199 83,336 107,067 215,797 313,974 352,333: 61,372 23,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 15,589: 11,710 -8,575 6,245 -7,885 17,894 10,071 15,564: 5,518 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 14.2 22.2 28.5 57.5 83.6 93.9: 16.4 6.1
Old : 100.0: 32.9 14.2 22.2 28.5 57.5 83.6 93.9: 16.4 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 : 229: 129 40 63 36 46 189 131:
Old : 229: 129 40 63 36 46 189 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 27.7 33.6 44.0 15.9 22.0 20.5 33.0
Old : 23.4 27.7 33.6 44.0 15.9 22.0 20.5 33.0
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 15, 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 : 359,757: 111,861 61,774 77,091 114,951 197,904 303,903 336,768: 55,854 22,988
Old : 359,757: 111,861 61,774 77,091 114,951 197,904 303,903 336,768: 55,854 22,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,364: 13,288 1,750 1,396 -7,074 8,114 7,611 11,259: 2,753 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.2 21.4 32.0 55.0 84.5 93.6: 15.5 6.4
Old : 100.0: 31.1 17.2 21.4 32.0 55.0 84.5 93.6: 15.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 120 53 60 37 42 179 135:
Old : 226: 120 53 60 37 42 179 135:
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 : 23.1 26.4 34.0 43.1 15.7 21.9 20.5 32.9
Old : 23.1 26.4 34.0 43.1 15.7 21.9 20.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Old : 8,387: 5,608 403 313 260 6,437 6,181 7,153: 2,206 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -3,469: -58 113 35 -1,791 -2,311 -1,814 -2,163: -1,655 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
Old : 100.0: 66.9 4.8 3.7 3.1 76.7 73.7 85.3: 26.3 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 3 4 2 3 22 8:
Old : 26: 17 3 4 2 3 22 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
Old : 49.4 80.9 62.4 85.3 49.4 80.8 61.9 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Old : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,411: 561 -416 4 -328 629 237 217: 1,174 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4
Old : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 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 : 31: 20 2 4 6 7 28 12:
Old : 31: 20 2 4 6 7 28 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Old : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 81,053: 9,306 20,605 7,513 44,335 30,175 61,154 58,293: 19,899 22,760
Old : 49,783: 7,552 16,621 2,091 27,938 15,413 37,580 34,126: 12,203 15,657
Other: 31,270: 3,551 5,780 3,625 16,398 14,762 23,574 24,167: 7,696 7,103
: : :
: : Changes in Commitments from: February 15, 2005 :
: -6,888: -202 -6,173 -2,284 -4,849 -996 -7,336 -9,453: 448 2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.4 9.3 54.7 37.2 75.4 71.9: 24.6 28.1
Old : 100.0: 15.2 33.4 4.2 56.1 31.0 75.5 68.5: 24.5 31.5
Other: 100.0: 11.4 18.5 11.6 52.4 47.2 75.4 77.3: 24.6 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 18 35 25 47 34 81 81:
Old : 98: 20 26 15 42 26 70 59:
Other: 71: 11 20 13 28 23 45 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.3 32.7 31.2 18.0 15.9 26.6 24.3
Old : 27.7 17.5 39.4 30.1 25.9 17.3 37.6 29.9
Other: 27.3 33.4 40.9 45.2 24.0 30.9 35.5 37.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 87,941: 9,508 26,778 9,797 49,185 31,171 68,490 67,746: 19,450 20,195
Old : 58,608: 8,390 23,140 3,935 33,976 17,758 46,300 44,833: 12,308 13,776
Other: 29,332: 3,072 5,591 3,909 15,209 13,413 22,190 22,913: 7,142 6,419
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,117: 382 -936 387 -2,548 125 -1,778 -425: 661 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 30.4 11.1 55.9 35.4 77.9 77.0: 22.1 23.0
Old : 100.0: 14.3 39.5 6.7 58.0 30.3 79.0 76.5: 21.0 23.5
Other: 100.0: 10.5 19.1 13.3 51.9 45.7 75.7 78.1: 24.3 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 24 38 30 47 34 83 95:
Old : 111: 29 29 21 43 30 77 76:
Other: 69: 9 23 15 25 22 43 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 18.4 34.0 29.9 16.3 13.1 24.8 21.6
Old : 28.7 18.1 39.0 31.7 25.0 18.1 35.0 30.4
Other: 31.2 31.3 45.6 42.3 26.9 28.6 39.0 37.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 40,045: 890 8,046 2,405 23,975 17,870 27,269 28,321: 12,775 11,724
Old : 32,725: 1,346 7,829 1,406 19,250 13,219 22,002 22,454: 10,723 10,271
Other: 7,319: 219 892 325 4,724 4,651 5,267 5,867: 2,052 1,452
: : :
: : Changes in Commitments from: February 15, 2005 :
: -2,813: 238 -2,032 -553 -1,165 -628 -1,480 -3,213: -1,333 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.1 6.0 59.9 44.6 68.1 70.7: 31.9 29.3
Old : 100.0: 4.1 23.9 4.3 58.8 40.4 67.2 68.6: 32.8 31.4
Other: 100.0: 3.0 12.2 4.4 64.5 63.5 72.0 80.2: 28.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 17 8 21 18 31 40:
Old : 48: 8 15 7 20 18 30 39:
Other: 24: 3 4 5 11 12 16 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 : 34.2 25.9 49.9 42.1 22.5 16.8 31.9 25.6
Old : 39.5 26.6 50.7 43.3 23.0 21.4 32.1 29.7
Other: 44.8 44.8 63.5 66.4 42.0 41.9 56.0 59.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 42,858: 651 10,078 2,959 25,139 18,497 28,749 31,534: 14,108 11,324
Old : 35,522: 1,486 9,962 1,584 20,504 13,942 23,573 25,487: 11,948 10,034
Other: 7,336: 100 1,051 440 4,636 4,556 5,176 6,047: 2,160 1,289
: : :
: : Changes in Commitments from: February 8, 2005 :
: -54: -358 205 259 -896 271 -996 735: 942 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 23.5 6.9 58.7 43.2 67.1 73.6: 32.9 26.4
Old : 100.0: 4.2 28.0 4.5 57.7 39.2 66.4 71.8: 33.6 28.2
Other: 100.0: 1.4 14.3 6.0 63.2 62.1 70.6 82.4: 29.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 17 10 26 20 37 46:
Old : 54: 9 17 9 24 20 35 45:
Other: 28: 3 5 7 12 15 19 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.2 47.8 40.0 23.4 18.6 32.6 29.4
Old : 37.4 27.5 48.0 42.3 23.7 22.8 32.2 32.7
Other: 45.7 45.0 61.5 67.5 42.9 42.0 53.0 60.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 129,718: 28,284 11,812 26,057 56,198 80,811 110,539 118,681: 19,178 11,037
Old : 110,541: 28,397 11,939 20,375 45,612 69,515 94,384 101,829: 16,157 8,712
Other: 19,177: 1,175 1,160 4,395 10,586 11,296 16,155 16,851: 3,021 2,325
: : :
: : Changes in Commitments from: February 15, 2005 :
: 9,733: 7,784 -8,718 1,979 -198 18,958 9,564 12,218: 169 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.1 20.1 43.3 62.3 85.2 91.5: 14.8 8.5
Old : 100.0: 25.7 10.8 18.4 41.3 62.9 85.4 92.1: 14.6 7.9
Other: 100.0: 6.1 6.1 22.9 55.2 58.9 84.2 87.9: 15.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 88 41 59 64 60 170 146:
Old : 207: 85 45 53 58 56 162 137:
Other: 90: 25 14 32 41 37 77 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 36.3 26.4 45.1 16.3 31.7 25.1 39.4
Old : 19.1 39.3 29.6 47.4 19.1 36.3 29.4 44.0
Other: 23.1 23.3 35.1 38.5 16.2 15.5 23.2 26.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 119,984: 20,501 20,530 24,079 56,396 61,854 100,975 106,463: 19,009 13,521
Old : 102,898: 20,907 20,413 19,009 46,722 52,087 86,637 91,508: 16,260 11,389
Other: 17,087: 704 1,227 3,960 9,674 9,767 14,338 14,954: 2,749 2,132
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,179: 1,750 -2,050 -8,275 -6,560 -2,241 -13,085 -12,566: 905 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.1 20.1 47.0 51.6 84.2 88.7: 15.8 11.3
Old : 100.0: 20.3 19.8 18.5 45.4 50.6 84.2 88.9: 15.8 11.1
Other: 100.0: 4.1 7.2 23.2 56.6 57.2 83.9 87.5: 16.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 67 59 65 67 56 167 154:
Old : 207: 74 54 63 61 52 160 148:
Other: 84: 14 24 32 36 33 72 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.2 26.9 35.5 17.4 22.2 25.4 29.7
Old : 20.3 28.5 29.8 37.1 20.3 25.3 29.4 33.6
Other: 25.3 24.4 39.6 40.3 19.6 17.1 26.1 28.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 44,692: 9,569 2,427 11,355 17,323 29,070 38,246 42,853: 6,445 1,839
Old : 44,557: 9,583 2,436 11,285 17,283 29,018 38,151 42,740: 6,407 1,818
Other: 134: 38 43 18 40 52 96 113: 39 21
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,947: 464 -201 -7,896 -7,562 -6,723 -14,994 -14,820: 46 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.4 25.4 38.8 65.0 85.6 95.9: 14.4 4.1
Old : 100.0: 21.5 5.5 25.3 38.8 65.1 85.6 95.9: 14.4 4.1
Other: 100.0: 28.1 32.1 13.2 29.8 38.8 71.2 84.1: 28.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 66 15 28 27 22 103 55:
Old : 115: 66 15 28 27 22 103 55:
Other: 15: 3 8 5 1 3 7 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 44.3 42.7 62.4 14.7 30.2 20.7 41.9
Old : 32.2 44.4 42.8 62.5 14.7 30.2 20.8 42.0
Other: 65.7 47.6 71.2 70.1 58.0 44.4 58.0 64.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 59,639: 9,104 2,628 19,251 24,885 35,794 53,240 57,673: 6,399 1,966
Old : 59,511: 9,125 2,593 19,212 24,845 35,744 53,182 57,549: 6,329 1,962
Other: 128: 2 58 16 40 50 58 124: 70 4
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,244: -414 244 -1,376 -3,855 -4,478 -5,645 -5,609: 402 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.4 32.3 41.7 60.0 89.3 96.7: 10.7 3.3
Old : 100.0: 15.3 4.4 32.3 41.7 60.1 89.4 96.7: 10.6 3.3
Other: 100.0: 1.4 45.3 12.6 31.3 39.0 45.3 96.8: 54.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 63 25 35 34 26 116 69:
Old : 130: 65 25 35 34 26 116 69:
Other: 16: 1 11 4 1 3 5 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.8 50.0 61.2 11.3 23.1 15.8 31.7
Old : 36.7 43.9 50.1 61.3 11.3 23.1 15.8 31.7
Other: 45.2 47.5 45.3 73.2 32.7 46.8 32.7 68.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 125,097: 23,363 7,429 7,163 84,071 107,873 114,597 122,465: 10,500 2,632
Old : 76,548: 21,933 6,996 6,034 38,936 60,956 66,903 73,986: 9,646 2,562
Other: 48,549: 1,752 754 808 45,135 46,917 47,695 48,479: 854 70
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,151: 1,383 -849 56 3,048 5,755 4,488 4,963: 664 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.9 5.7 67.2 86.2 91.6 97.9: 8.4 2.1
Old : 100.0: 28.7 9.1 7.9 50.9 79.6 87.4 96.7: 12.6 3.3
Other: 100.0: 3.6 1.6 1.7 93.0 96.6 98.2 99.9: 1.8 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 49 27 25 46 35 108 75:
Old : 124: 48 28 25 44 35 106 74:
Other: 48: 10 6 9 25 24 39 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 : 31.6 40.9 46.8 64.4 19.2 27.2 27.7 39.0
Old : 24.5 35.8 37.7 56.1 18.8 31.7 31.5 47.9
Other: 60.9 69.1 75.5 87.7 46.4 59.6 56.2 68.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 119,946: 21,980 8,278 7,107 81,023 102,117 110,110 117,502: 9,836 2,444
Old : 73,789: 20,556 7,748 6,060 37,890 57,594 64,507 71,402: 9,283 2,388
Other: 46,157: 1,668 774 803 43,132 44,523 45,603 46,101: 554 56
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,390: 1,030 -485 -440 -2,903 -2,162 -2,313 -3,087: -1,077 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.9 5.9 67.5 85.1 91.8 98.0: 8.2 2.0
Old : 100.0: 27.9 10.5 8.2 51.3 78.1 87.4 96.8: 12.6 3.2
Other: 100.0: 3.6 1.7 1.7 93.4 96.5 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 50 26 28 46 35 108 78:
Old : 125: 52 24 28 43 35 105 77:
Other: 50: 11 7 9 24 23 39 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 : 33.2 41.1 48.4 63.6 20.3 27.2 29.3 38.6
Old : 26.9 34.8 41.1 54.3 23.9 32.0 36.8 48.4
Other: 64.1 71.7 78.8 86.8 51.0 61.6 60.7 71.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 507,683: 122,771 12,014 80,925 209,377 368,016 413,072 460,955: 94,611 46,728
Old : 507,683: 122,771 12,014 80,925 209,377 368,016 413,072 460,955: 94,611 46,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,449: -3,453 1,614 -2,507 -2,030 -13,715 -7,990 -14,609: -1,458 5,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 2.4 15.9 41.2 72.5 81.4 90.8: 18.6 9.2
Old : 100.0: 24.2 2.4 15.9 41.2 72.5 81.4 90.8: 18.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 64 24 42 53 48 139 94:
Old : 152: 64 24 42 53 48 139 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 35.4 23.5 52.1 11.2 29.9 18.8 39.5
Old : 14.1 35.4 23.5 52.1 11.2 29.9 18.8 39.5
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 15, 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 : 517,132: 126,223 10,400 83,432 211,407 381,731 421,062 475,564: 96,069 41,568
Old : 517,132: 126,223 10,400 83,432 211,407 381,731 421,062 475,564: 96,069 41,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -48,858: 7,029 -1,018 -23,945 -25,374 -11,328 -42,290 -36,291: -6,568 -12,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.0 16.1 40.9 73.8 81.4 92.0: 18.6 8.0
Old : 100.0: 24.4 2.0 16.1 40.9 73.8 81.4 92.0: 18.6 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 : 151: 68 20 44 53 51 142 96:
Old : 151: 68 20 44 53 51 142 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 35.3 23.5 51.5 10.9 29.7 18.4 39.7
Old : 14.4 35.3 23.5 51.5 10.9 29.7 18.4 39.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 141,858: 52,953 10,312 30,876 44,346 93,207 128,175 134,395: 13,683 7,463
Old : 134,373: 52,472 11,431 26,785 41,965 89,317 121,223 127,533: 13,150 6,840
Other: 7,485: 2,006 406 2,566 2,381 3,890 6,952 6,862: 533 623
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,870: -1,903 492 430 -2,410 -2,810 -3,883 -1,888: -1,987 -3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.3 21.8 31.3 65.7 90.4 94.7: 9.6 5.3
Old : 100.0: 39.0 8.5 19.9 31.2 66.5 90.2 94.9: 9.8 5.1
Other: 100.0: 26.8 5.4 34.3 31.8 52.0 92.9 91.7: 7.1 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 172 50 101 96 119 298 244:
Old : 357: 165 59 100 93 119 294 243:
Other: 100: 17 16 24 36 52 64 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 20.9 23.5 32.4 13.4 17.3 21.6 26.9
Old : 14.2 21.2 24.3 32.9 14.1 18.1 22.8 27.6
Other: 30.1 21.6 48.8 35.5 20.0 14.3 27.8 22.7
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 147,729: 54,856 9,820 30,446 46,756 96,017 132,058 136,283: 15,670 11,446
Old : 140,956: 54,711 11,097 26,530 44,671 92,565 125,912 130,192: 15,044 10,764
Other: 6,772: 1,761 339 2,300 2,086 3,452 6,146 6,091: 626 682
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,626: 6,087 -388 -10,041 401 4,621 -3,554 -5,808: 928 3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 6.6 20.6 31.7 65.0 89.4 92.3: 10.6 7.7
Old : 100.0: 38.8 7.9 18.8 31.7 65.7 89.3 92.4: 10.7 7.6
Other: 100.0: 26.0 5.0 34.0 30.8 51.0 90.8 89.9: 9.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 175 42 103 97 121 301 242:
Old : 355: 173 46 102 94 121 297 241:
Other: 100: 14 18 25 36 52 65 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 21.5 24.5 33.2 12.6 16.9 20.1 25.4
Old : 14.8 22.3 25.3 33.9 13.2 17.6 21.0 26.3
Other: 31.4 21.7 52.0 36.2 20.8 15.0 29.6 22.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 23,681: 6,779 12,813 3,657 10,655 4,340 21,092 20,810: 2,589 2,871
Old : 23,681: 6,779 12,813 3,657 10,655 4,340 21,092 20,810: 2,589 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,678: 1,200 6,166 36 3,965 -2,015 5,201 4,187: -523 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 54.1 15.4 45.0 18.3 89.1 87.9: 10.9 12.1
Old : 100.0: 28.6 54.1 15.4 45.0 18.3 89.1 87.9: 10.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 15 26 12 4 10 23 45:
Old : 53: 15 26 12 4 10 23 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 : 73.4 43.2 82.3 61.5 59.9 35.9 63.2 49.4
Old : 73.4 43.2 82.3 61.5 59.9 35.9 63.2 49.4
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 15, 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 : 19,003: 5,579 6,647 3,621 6,690 6,355 15,890 16,623: 3,113 2,380
Old : 19,003: 5,579 6,647 3,621 6,690 6,355 15,890 16,623: 3,113 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,704: -224 -1,233 172 -880 -1,079 -932 -2,140: -772 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 35.0 19.1 35.2 33.4 83.6 87.5: 16.4 12.5
Old : 100.0: 29.4 35.0 19.1 35.2 33.4 83.6 87.5: 16.4 12.5
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 : 50: 17 21 11 7 8 30 35:
Old : 50: 17 21 11 7 8 30 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 : 63.5 43.7 71.6 61.9 44.0 30.2 48.9 43.7
Old : 63.5 43.7 71.6 61.9 44.0 30.2 48.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 196,704: 20,818 23,262 36,638 107,839 107,647 165,295 167,546: 31,409 29,158
Old : 196,704: 20,818 23,262 36,638 107,839 107,647 165,295 167,546: 31,409 29,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 17,580: 7,245 -819 8,108 -973 8,705 14,379 15,994: 3,201 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.8 18.6 54.8 54.7 84.0 85.2: 16.0 14.8
Old : 100.0: 10.6 11.8 18.6 54.8 54.7 84.0 85.2: 16.0 14.8
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 : 128: 29 26 33 62 67 110 108:
Old : 128: 29 26 33 62 67 110 108:
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 : 22.0 20.7 33.9 30.6 14.5 12.4 20.5 17.3
Old : 22.0 20.7 33.9 30.6 14.5 12.4 20.5 17.3
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 15, 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 : 179,124: 13,573 24,081 28,530 108,812 98,942 150,915 151,553: 28,208 27,571
Old : 179,124: 13,573 24,081 28,530 108,812 98,942 150,915 151,553: 28,208 27,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,854: -1,118 623 868 2,850 1,243 2,600 2,735: -747 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.4 15.9 60.7 55.2 84.3 84.6: 15.7 15.4
Old : 100.0: 7.6 13.4 15.9 60.7 55.2 84.3 84.6: 15.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 21 26 29 64 69 103 106:
Old : 120: 21 26 29 64 69 103 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 21.4 37.5 30.4 17.6 13.0 25.3 18.5
Old : 25.0 21.4 37.5 30.4 17.6 13.0 25.3 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 698,498: 26,347 64,805 284,579 314,580 311,366 625,506 660,750: 72,992 37,748
Old : 698,498: 26,347 64,805 284,579 314,580 311,366 625,506 660,750: 72,992 37,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 16,274: 415 7,214 7,453 7,232 1,888 15,100 16,555: 1,173 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.3 40.7 45.0 44.6 89.6 94.6: 10.4 5.4
Old : 100.0: 3.8 9.3 40.7 45.0 44.6 89.6 94.6: 10.4 5.4
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 : 216: 46 70 81 95 87 185 197:
Old : 216: 46 70 81 95 87 185 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.0 30.9 33.0 4.7 6.0 6.8 10.3
Old : 19.2 21.0 30.9 33.0 4.7 6.0 6.8 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 682,224: 25,932 57,592 277,126 307,348 309,477 610,405 644,195: 71,819 38,030
Old : 682,224: 25,932 57,592 277,126 307,348 309,477 610,405 644,195: 71,819 38,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 17,301: -1,984 1,305 14,871 4,575 983 17,463 17,159: -162 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.4 40.6 45.1 45.4 89.5 94.4: 10.5 5.6
Old : 100.0: 3.8 8.4 40.6 45.1 45.4 89.5 94.4: 10.5 5.6
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 : 210: 43 67 79 94 86 182 191:
Old : 210: 43 67 79 94 86 182 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 20.7 29.8 32.7 4.9 6.6 7.0 11.0
Old : 18.3 20.7 29.8 32.7 4.9 6.6 7.0 11.0
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,688: 3,995 4,584 1,333 56,356 59,621 61,684 65,538: 8,004 4,150
Old : 69,688: 3,995 4,584 1,333 56,356 59,621 61,684 65,538: 8,004 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,696: 0 0 0 780 1,394 780 1,394: 916 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.6 1.9 80.9 85.6 88.5 94.0: 11.5 6.0
Old : 100.0: 5.7 6.6 1.9 80.9 85.6 88.5 94.0: 11.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 27 22 29 24:
Old : 31: 1 1 2 27 22 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 48.4 64.5 66.4 47.8 44.3 57.4 57.9
Old : 49.7 48.4 64.5 66.4 47.8 44.3 57.4 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,992: 3,995 4,584 1,333 55,576 58,227 60,904 64,144: 7,088 3,848
Old : 67,992: 3,995 4,584 1,333 55,576 58,227 60,904 64,144: 7,088 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,459: -124 2,140 124 3,378 705 3,378 2,969: 81 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.7 2.0 81.7 85.6 89.6 94.3: 10.4 5.7
Old : 100.0: 5.9 6.7 2.0 81.7 85.6 89.6 94.3: 10.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 27 22 29 24:
Old : 31: 1 1 2 27 22 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 50.5 64.7 68.9 45.7 44.5 55.1 58.5
Old : 47.6 50.5 64.7 68.9 45.7 44.5 55.1 58.5
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,087: 2,185 1,435 4,432 31,578 34,470 38,195 40,337: 4,892 2,750
Old : 43,087: 2,185 1,435 4,432 31,578 34,470 38,195 40,337: 4,892 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 1,772: -372 -368 771 728 606 1,127 1,009: 645 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.3 10.3 73.3 80.0 88.6 93.6: 11.4 6.4
Old : 100.0: 5.1 3.3 10.3 73.3 80.0 88.6 93.6: 11.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 3 20 19 23 23:
Old : 26: 2 2 3 20 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 38.3 70.6 59.4 43.1 35.5 50.3 49.1
Old : 54.6 38.3 70.6 59.4 43.1 35.5 50.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 41,315: 2,557 1,803 3,661 30,850 33,864 37,068 39,328: 4,247 1,987
Old : 41,315: 2,557 1,803 3,661 30,850 33,864 37,068 39,328: 4,247 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,895: 432 -2,558 1,130 2,056 6,823 3,618 5,395: 277 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.4 8.9 74.7 82.0 89.7 95.2: 10.3 4.8
Old : 100.0: 6.2 4.4 8.9 74.7 82.0 89.7 95.2: 10.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 20 20 23 24:
Old : 27: 2 2 3 20 20 23 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 38.6 69.4 59.7 42.6 35.7 50.3 50.5
Old : 53.8 38.6 69.4 59.7 42.6 35.7 50.3 50.5
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,845: 8,050 0 1,216 53,203 55,156 62,469 56,372: 5,376 11,473
Old : 67,845: 8,050 0 1,216 53,203 55,156 62,469 56,372: 5,376 11,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 3,138: 1,222 0 62 1,883 2,410 3,167 2,472: -29 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 1.8 78.4 81.3 92.1 83.1: 7.9 16.9
Old : 100.0: 11.9 0.0 1.8 78.4 81.3 92.1 83.1: 7.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 22 18 23 19:
Old : 24: 1 0 1 22 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 64.9 68.2 74.1 37.6 51.2 49.8 53.9
Old : 44.6 64.9 68.2 74.1 37.6 51.2 49.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 64,707: 6,828 0 1,154 51,320 52,746 59,302 53,900: 5,405 10,807
Old : 64,707: 6,828 0 1,154 51,320 52,746 59,302 53,900: 5,405 10,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,359: 0 0 0 3,640 4,127 3,640 4,127: -281 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 1.8 79.3 81.5 91.6 83.3: 8.4 16.7
Old : 100.0: 10.6 0.0 1.8 79.3 81.5 91.6 83.3: 8.4 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 : 23: 1 0 1 21 18 22 19:
Old : 23: 1 0 1 21 18 22 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 : 44.4 63.5 70.4 73.1 37.5 52.1 54.0 55.2
Old : 44.4 63.5 70.4 73.1 37.5 52.1 54.0 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 983,913: 229,371 61,510 173,320 550,066 727,313 952,757 962,143: 31,156 21,770
Old : 983,913: 229,371 61,510 173,320 550,066 727,313 952,757 962,143: 31,156 21,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 28,348: -10,441 -5,232 5,991 19,493 13,708 15,043 14,467: 13,305 13,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.3 17.6 55.9 73.9 96.8 97.8: 3.2 2.2
Old : 100.0: 23.3 6.3 17.6 55.9 73.9 96.8 97.8: 3.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 18 9 27 84 77 115 105:
Old : 125: 18 9 27 84 77 115 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 21.6 40.8 35.8 20.4 17.3 28.0 26.8
Old : 28.4 21.6 40.8 35.8 20.4 17.3 28.0 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 955,565: 239,812 66,742 167,329 530,573 713,605 937,714 947,676: 17,851 7,889
Old : 955,565: 239,812 66,742 167,329 530,573 713,605 937,714 947,676: 17,851 7,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 18,566: 2,992 4,809 2,762 11,606 11,392 17,360 18,963: 1,206 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.0 17.5 55.5 74.7 98.1 99.2: 1.9 0.8
Old : 100.0: 25.1 7.0 17.5 55.5 74.7 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 : 117: 17 10 25 79 73 108 100:
Old : 117: 17 10 25 79 73 108 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 22.2 43.3 36.7 23.6 18.2 30.9 28.1
Old : 30.7 22.2 43.3 36.7 23.6 18.2 30.9 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 130,702: 28,845 37,931 36,689 62,613 54,993 128,147 129,613: 2,555 1,089
Old : 130,702: 28,845 37,931 36,689 62,613 54,993 128,147 129,613: 2,555 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 13,624: 7,300 3,678 2,132 4,162 8,524 13,594 14,334: 30 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.0 28.1 47.9 42.1 98.0 99.2: 2.0 0.8
Old : 100.0: 22.1 29.0 28.1 47.9 42.1 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 8 14 24 28 42 42:
Old : 47: 10 8 14 24 28 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 44.2 66.4 63.9 29.5 31.0 40.8 43.3
Old : 44.8 44.2 66.4 63.9 29.5 31.0 40.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 117,078: 21,545 34,253 34,557 58,451 46,469 114,553 115,279: 2,525 1,799
Old : 117,078: 21,545 34,253 34,557 58,451 46,469 114,553 115,279: 2,525 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,355: 3,868 3,005 5,484 4,906 3,898 14,258 12,387: -1,903 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.3 29.5 49.9 39.7 97.8 98.5: 2.2 1.5
Old : 100.0: 18.4 29.3 29.5 49.9 39.7 97.8 98.5: 2.2 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 : 43: 10 7 14 23 25 40 39:
Old : 43: 10 7 14 23 25 40 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 : 41.4 47.9 64.9 67.9 27.3 34.8 37.2 43.8
Old : 41.4 47.9 64.9 67.9 27.3 34.8 37.2 43.8
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 42,263: 2,926 5,350 10,185 28,844 26,488 41,955 42,023: 308 240
Old : 42,263: 2,926 5,350 10,185 28,844 26,488 41,955 42,023: 308 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 902: 763 959 -296 655 40 1,122 702: -220 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 12.7 24.1 68.2 62.7 99.3 99.4: 0.7 0.6
Old : 100.0: 6.9 12.7 24.1 68.2 62.7 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 6 7 23 28 30 37:
Old : 38: 3 6 7 23 28 30 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 : 46.6 61.8 72.6 79.4 38.5 50.8 49.5 56.3
Old : 46.6 61.8 72.6 79.4 38.5 50.8 49.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 41,362: 2,163 4,392 10,482 28,189 26,448 40,834 41,322: 528 40
Old : 41,362: 2,163 4,392 10,482 28,189 26,448 40,834 41,322: 528 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,746: -2,544 -2,593 4,322 1,010 1,048 2,788 2,776: -42 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.6 25.3 68.2 63.9 98.7 99.9: 1.3 0.1
Old : 100.0: 5.2 10.6 25.3 68.2 63.9 98.7 99.9: 1.3 0.1
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 : 37: 4 5 8 22 27 30 36:
Old : 37: 4 5 8 22 27 30 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 : 46.9 61.5 73.0 80.1 39.0 49.5 48.5 55.4
Old : 46.9 61.5 73.0 80.1 39.0 49.5 48.5 55.4
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,601: 2,144 1,384 1,879 14,578 15,338 18,601 18,601: 0 0
Old : 18,601: 2,144 1,384 1,879 14,578 15,338 18,601 18,601: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -554: 248 -596 88 -890 -46 -554 -554: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.4 10.1 78.4 82.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 7.4 10.1 78.4 82.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 16 16 20 20:
Old : 26: 3 2 3 16 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 54.6 85.6 75.6 62.6 50.9 68.5 64.3
Old : 69.0 54.6 85.6 75.6 62.6 50.9 68.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 19,155: 1,896 1,980 1,791 15,468 15,384 19,155 19,155: 0 0
Old : 19,155: 1,896 1,980 1,791 15,468 15,384 19,155 19,155: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 126: 0 -126 126 0 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.3 9.4 80.8 80.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 10.3 9.4 80.8 80.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 3 16 16 20 20:
Old : 26: 2 3 3 16 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 55.2 86.6 76.3 66.1 49.2 71.2 63.6
Old : 72.3 55.2 86.6 76.3 66.1 49.2 71.2 63.6
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,360: 218 5,614 1,228 7,914 2,518 9,360 9,360: 0 0
Old : 9,360: 218 5,614 1,228 7,914 2,518 9,360 9,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 46: 0 1,016 -508 554 -462 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.0 13.1 84.6 26.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.0 13.1 84.6 26.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 14 11 17 15:
Old : 23: 1 3 3 14 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 81.3 89.6 94.5 64.5 70.9 79.2 80.2
Old : 66.2 81.3 89.6 94.5 64.5 70.9 79.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,314: 218 4,598 1,736 7,360 2,980 9,314 9,314: 0 0
Old : 9,314: 218 4,598 1,736 7,360 2,980 9,314 9,314: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 734: 0 -138 688 46 184 734 734: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 49.4 18.6 79.0 32.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 49.4 18.6 79.0 32.0 100.0 100.0: 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 : 24: 1 3 4 14 12 18 16:
Old : 24: 1 3 4 14 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 76.3 86.9 92.8 53.9 60.4 68.7 70.2
Old : 61.1 76.3 86.9 92.8 53.9 60.4 68.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,140,426: 124,594 36,002 263,599 690,481 762,870 1,078,674 1,062,471: 61,751 77,954
Old : 1,140,426: 124,594 36,002 263,599 690,481 762,870 1,078,674 1,062,471: 61,751 77,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -20,911: 20,914 -4,873 -22,521 -17,948 9,303 -19,555 -18,091: -1,357 -2,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.2 23.1 60.5 66.9 94.6 93.2: 5.4 6.8
Old : 100.0: 10.9 3.2 23.1 60.5 66.9 94.6 93.2: 5.4 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 : 255: 85 61 95 88 99 214 218:
Old : 255: 85 61 95 88 99 214 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 23.2 32.0 34.7 9.2 10.1 13.7 14.1
Old : 21.0 23.2 32.0 34.7 9.2 10.1 13.7 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 1,161,337: 103,680 40,875 286,120 708,429 753,567 1,098,229 1,080,562: 63,108 80,775
Old : 1,161,337: 103,680 40,875 286,120 708,429 753,567 1,098,229 1,080,562: 63,108 80,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 4,050: 1,746 -2,456 3,985 -298 4,555 5,433 6,084: -1,382 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.5 24.6 61.0 64.9 94.6 93.0: 5.4 7.0
Old : 100.0: 8.9 3.5 24.6 61.0 64.9 94.6 93.0: 5.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 66 74 97 85 95 208 217:
Old : 249: 66 74 97 85 95 208 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.8 31.6 32.7 9.2 9.4 13.6 12.8
Old : 20.9 22.8 31.6 32.7 9.2 9.4 13.6 12.8
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,402: 8,092 2,572 785 2,365 9,789 11,242 13,146: 3,160 1,256
Old : 14,402: 8,092 2,572 785 2,365 9,789 11,242 13,146: 3,160 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 448: 19 47 41 -38 121 22 209: 426 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 17.9 5.5 16.4 68.0 78.1 91.3: 21.9 8.7
Old : 100.0: 56.2 17.9 5.5 16.4 68.0 78.1 91.3: 21.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 63 21 5 12 24 80 48:
Old : 119: 63 21 5 12 24 80 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 37.6 32.7 54.6 20.6 37.6 32.7 54.6
Old : 20.6 37.6 32.7 54.6 20.6 37.6 32.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 13,954: 8,073 2,525 744 2,403 9,668 11,220 12,937: 2,734 1,017
Old : 13,954: 8,073 2,525 744 2,403 9,668 11,220 12,937: 2,734 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 632: 497 138 271 -148 332 620 741: 12 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 18.1 5.3 17.2 69.3 80.4 92.7: 19.6 7.3
Old : 100.0: 57.9 18.1 5.3 17.2 69.3 80.4 92.7: 19.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 67 20 6 11 24 81 50:
Old : 123: 67 20 6 11 24 81 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 38.5 34.2 54.8 21.2 38.5 33.9 54.8
Old : 21.2 38.5 34.2 54.8 21.2 38.5 33.9 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,516: 3,773 355 0 1,861 6,187 5,634 6,542: 1,882 974
Old : 7,516: 3,773 355 0 1,861 6,187 5,634 6,542: 1,882 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 78: 155 44 0 71 1 226 45: -148 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 4.7 0.0 24.8 82.3 75.0 87.0: 25.0 13.0
Old : 100.0: 50.2 4.7 0.0 24.8 82.3 75.0 87.0: 25.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 3 0 8 15 28 18:
Old : 46: 20 3 0 8 15 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 60.6 49.5 74.5 36.8 60.6 49.5 74.5
Old : 36.8 60.6 49.5 74.5 36.8 60.6 49.5 74.5
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 15, 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 : 7,438: 3,618 311 0 1,790 6,186 5,408 6,497: 2,030 941
Old : 7,438: 3,618 311 0 1,790 6,186 5,408 6,497: 2,030 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -103: -264 -4 -80 -111 -183 -455 -267: 352 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 4.2 0.0 24.1 83.2 72.7 87.3: 27.3 12.7
Old : 100.0: 48.6 4.2 0.0 24.1 83.2 72.7 87.3: 27.3 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 : 47: 21 4 0 7 15 28 19:
Old : 47: 21 4 0 7 15 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 : 33.6 60.1 47.1 73.1 33.6 60.1 47.1 73.1
Old : 33.6 60.1 47.1 73.1 33.6 60.1 47.1 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 195,619: 26,521 3,272 37,019 112,893 137,415 176,433 177,706: 19,186 17,914
Old : 195,619: 26,521 3,272 37,019 112,893 137,415 176,433 177,706: 19,186 17,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 8,672: 5,378 -2,134 3,489 -429 5,183 8,438 6,538: 234 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.7 18.9 57.7 70.2 90.2 90.8: 9.8 9.2
Old : 100.0: 13.6 1.7 18.9 57.7 70.2 90.2 90.8: 9.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 52 17 43 76 83 143 133:
Old : 167: 52 17 43 76 83 143 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.4 36.3 26.3 20.4 11.1 27.5 17.6
Old : 25.7 16.4 36.3 26.3 20.4 11.1 27.5 17.6
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 15, 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 : 186,948: 21,143 5,406 33,530 113,322 132,231 167,995 171,168: 18,952 15,780
Old : 186,948: 21,143 5,406 33,530 113,322 132,231 167,995 171,168: 18,952 15,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,791: -1,141 -1,713 1,762 -3,673 -2,808 -3,052 -2,759: -2,738 -3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.9 17.9 60.6 70.7 89.9 91.6: 10.1 8.4
Old : 100.0: 11.3 2.9 17.9 60.6 70.7 89.9 91.6: 10.1 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 : 166: 45 21 47 76 79 144 135:
Old : 166: 45 21 47 76 79 144 135:
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 : 26.0 16.5 37.1 26.9 20.5 11.4 28.2 18.6
Old : 26.0 16.5 37.1 26.9 20.5 11.4 28.2 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005