WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,534
COMMITMENTS
31,648 73,687 49,226 140,824 100,420 221,698 223,333 40,837 39,201
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,324)
163 148 4,912 -537 -3,001 4,538 2,060 -3,214 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 28.1 18.8 53.6 38.3 84.4 85.1 15.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
77 101 81 52 55 174 201
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,211
COMMITMENTS
31,485 73,539 44,314 141,361 103,421 217,160 221,274 44,051 39,937
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 19,453)
73 2,164 6,509 7,093 2,707 13,674 11,380 5,779 8,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 28.2 17.0 54.1 39.6 83.1 84.7 16.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
75 93 73 56 57 168 191
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,695
COMMITMENTS
63,921 193,205 110,175 459,721 281,208 633,817 584,588 163,878 213,107
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,520)
803 1,467 5,065 3,505 2,478 9,373 9,010 1,147 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 24.2 13.8 57.6 35.3 79.5 73.3 20.5 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
110 165 137 198 171 396 399
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,176
COMMITMENTS
63,119 191,738 105,110 456,216 278,730 624,445 575,578 162,731 211,598
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,956)
-1,632 1,248 -6,472 5,005 264 -3,099 -4,960 12,055 13,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 24.4 13.4 58.0 35.4 79.3 73.1 20.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
105 168 127 201 170 391 385
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,972
COMMITMENTS
3,114 460 581 1,817 6,413 5,512 7,454 4,460 2,518
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -78)
-601 -35 -41 452 160 -190 84 112 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 4.6 5.8 18.2 64.3 55.3 74.8 44.7 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 6 5 9 15 29 24
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,050
COMMITMENTS
3,715 494 622 1,365 6,253 5,702 7,370 4,348 2,680
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 488)
449 74 141 -107 206 482 421 6 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 4.9 6.2 13.6 62.2 56.7 73.3 43.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 6 7 10 15 32 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,223
COMMITMENTS
33,575 90,017 82,229 184,337 120,503 300,141 292,750 68,082 75,474
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 6,406)
-155 4,174 2,274 3,021 2,396 5,139 8,844 1,267 -2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 24.4 22.3 50.1 32.7 81.5 79.5 18.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
101 145 139 93 87 278 300
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,817
COMMITMENTS
33,730 85,843 79,956 181,317 118,107 295,002 283,906 66,815 77,911
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 24,510)
6,926 10,562 3,096 13,940 7,825 23,962 21,482 548 3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 23.7 22.1 50.1 32.6 81.5 78.5 18.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
96 138 130 92 91 269 287
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 206,235
COMMITMENTS
17,014 61,360 32,425 129,124 85,380 178,563 179,165 27,672 27,070
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,045)
1,009 3,785 887 5,666 5,467 7,562 10,138 2,483 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.8 15.7 62.6 41.4 86.6 86.9 13.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
30 64 39 53 45 107 135
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 196,190
COMMITMENTS
16,005 57,575 31,538 123,458 79,914 171,001 169,027 25,189 27,163
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 15,707)
-752 6,839 1,736 13,299 3,692 14,284 12,267 1,423 3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.3 16.1 62.9 40.7 87.2 86.2 12.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
25 60 39 55 47 108 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,853
COMMITMENTS
183,066 143,332 138,845 500,379 519,072 822,290 801,249 186,563 207,604
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 110,011)
39,357 -25,791 41,332 23,120 79,559 103,809 95,100 6,202 14,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.2 13.8 49.6 51.5 81.5 79.4 18.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
41 49 55 73 85 150 155
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,842
COMMITMENTS
143,709 169,123 97,513 477,259 439,514 718,481 706,150 180,360 192,692
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 52,631)
-31,381 17,906 13,919 51,864 25,938 34,402 57,762 18,229 -5,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.8 10.8 53.1 48.9 79.9 78.6 20.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
40 45 50 70 83 141 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,408
COMMITMENTS
10,010 53,023 40,661 114,395 70,906 165,065 164,590 33,342 33,818
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 14,998)
-31 10,065 2,815 9,414 -997 12,198 11,883 2,800 3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.7 20.5 57.7 35.7 83.2 83.0 16.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
24 66 56 57 55 122 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,409
COMMITMENTS
10,041 42,958 37,845 104,981 71,903 152,867 152,707 30,542 30,703
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,932)
1,396 3,509 1,140 6,995 2,555 9,531 7,204 401 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 23.4 20.6 57.2 39.2 83.3 83.3 16.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 55 55 55 55 120 146
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,137
COMMITMENTS
1,776 2,089 890 1,907 1,295 4,573 4,274 1,563 1,863
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 232)
10 135 95 87 -5 192 225 40 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 34.0 14.5 31.1 21.1 74.5 69.6 25.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 15 6 13 9 29 25
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,905
COMMITMENTS
1,766 1,954 795 1,821 1,300 4,382 4,049 1,523 1,856
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,087)
160 547 442 582 -184 1,184 805 -98 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 33.1 13.5 30.8 22.0 74.2 68.6 25.8 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 12 6 14 9 31 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 329,924
COMMITMENTS
104,088 77,212 375 169,951 146,075 274,414 223,662 55,510 106,262
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 20,507)
16,447 -3,196 26 2,822 14,320 19,295 11,150 1,212 9,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 23.4 0.1 51.5 44.3 83.2 67.8 16.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 33 1 45 45 62 78
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 309,417
COMMITMENTS
87,641 80,408 349 167,129 131,755 255,119 212,512 54,298 96,905
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,266)
7,633 355 -674 -14,920 -5,048 -7,961 -5,367 4,695 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 26.0 0.1 54.0 42.6 82.5 68.7 17.5 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 35 1 41 42 55 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,368,313
COMMITMENTS
263,935 271,231 434,141 1330041 1102202 2028117 1807574 340,196 560,739
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 94,643)
16,068 -21,614 98,851 -9,056 56,552 105,863 133,788 -11,221 -39,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.5 18.3 56.2 46.5 85.6 76.3 14.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
62 62 76 122 151 221 252
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,273,671
COMMITMENTS
247,867 292,846 335,290 1339097 1045650 1922254 1673786 351,416 599,885
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 213,027)
-33,195 -19,597 100,745 90,455 67,379 158,005 148,527 55,022 64,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.9 14.7 58.9 46.0 84.5 73.6 15.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
47 65 67 104 140 189 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,503,248
COMMITMENTS
241,148 196,413 131,868 954,165 807,447 1327181 1135728 176,067 367,520
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 34,474)
-28,074 -17,957 -1,146 42,547 9,053 13,327 -10,050 21,148 44,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.1 8.8 63.5 53.7 88.3 75.6 11.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 50 47 78 105 138 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,774
COMMITMENTS
269,223 214,370 133,014 911,618 798,393 1313855 1145778 154,920 322,996
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 84,934)
-13,495 23,143 9,522 81,516 40,750 77,543 73,415 7,391 11,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.6 9.1 62.1 54.4 89.5 78.0 10.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
29 57 46 78 104 137 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 536,172
COMMITMENTS
166,574 36,982 138,488 195,915 329,825 500,977 505,295 35,195 30,877
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -83,599)
-16,236 -15,176 -3,637 -27,509 -46,289 -47,381 -65,101 -36,218 -18,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 6.9 25.8 36.5 61.5 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
42 12 33 57 59 105 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 619,771
COMMITMENTS
182,810 52,158 142,124 223,424 376,114 548,358 570,396 71,413 49,375
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,525)
29,021 -3,697 -23,342 -9,369 40,634 -3,690 13,596 39,215 21,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.4 22.9 36.0 60.7 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
41 15 32 56 61 105 100
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,831
COMMITMENTS
12,609 3,140 790 21,955 37,769 35,355 41,699 14,476 8,132
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 880)
86 -5,567 240 -80 6,117 246 790 634 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.3 1.6 44.1 75.8 70.9 83.7 29.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 6 22 12 51 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,951
COMMITMENTS
12,523 8,707 551 22,035 31,652 35,109 40,909 13,842 8,042
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -627)
-966 -1,279 -13 -903 94 -1,882 -1,198 1,255 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 17.8 1.1 45.0 64.7 71.7 83.6 28.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 5 23 10 51 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,672
COMMITMENTS
8,934 25,978 3,905 54,437 24,763 67,276 54,645 10,397 23,027
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -5,971)
-1,885 1,898 904 5,407 -3,726 4,427 -924 -10,397 -5,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 33.4 5.0 70.1 31.9 86.6 70.4 13.4 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 24 15 20 12 43 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,643
COMMITMENTS
10,819 24,080 3,001 49,029 28,489 62,849 55,570 20,794 28,073
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,058)
2,074 -1,471 1,164 835 2,107 4,073 1,799 8,985 11,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 28.8 3.6 58.6 34.1 75.1 66.4 24.9 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 24 15 20 14 46 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,003
COMMITMENTS
8,761 9,577 1,014 29,865 28,070 39,640 38,661 363 1,342
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -942)
655 -688 0 -1,641 -149 -986 -837 44 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.9 2.5 74.7 70.2 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 23 3 19 19 27 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945
COMMITMENTS
8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820)
256 26 0 1,529 1,739 1,785 1,765 35 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 3 18 17 26 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,540
COMMITMENTS
5,689 1,903 0 8,816 12,116 14,505 14,019 35 521
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 406)
0 238 0 456 -138 456 100 -50 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 13.1 0.0 60.6 83.3 99.8 96.4 0.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 0 6 10 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134
COMMITMENTS
5,689 1,665 0 8,360 12,254 14,049 13,919 85 215
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80)
-29 78 0 -120 87 -149 165 69 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 6 11 8 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,591
COMMITMENTS
2,075 2,382 4,897 17,874 16,208 24,846 23,487 5,746 7,105
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -2,993)
-860 12 -397 -996 -1,835 -2,253 -2,221 -740 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.8 16.0 58.4 53.0 81.2 76.8 18.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 8 14 26 25 44 41
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,584
COMMITMENTS
2,935 2,370 5,294 18,870 18,043 27,098 25,708 6,486 7,877
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 767)
560 41 80 -556 239 84 360 683 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.1 15.8 56.2 53.7 80.7 76.5 19.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 4 15 24 23 43 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 106,446
COMMITMENTS
22,220 6,909 23,585 39,638 42,716 85,443 73,210 21,003 33,236
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,804)
-2,725 1,887 301 246 -1,927 -2,178 261 374 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.5 22.2 37.2 40.1 80.3 68.8 19.7 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
54 40 55 32 39 127 106
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 108,250
COMMITMENTS
24,945 5,022 23,284 39,392 44,643 87,621 72,949 20,629 35,301
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,073)
-1,235 1,798 2,288 1,342 -1,042 2,395 3,044 -322 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.6 21.5 36.4 41.2 80.9 67.4 19.1 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
54 34 55 34 41 131 105
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,698
COMMITMENTS
253 1,008 418 1,292 356 1,963 1,782 735 916
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 308)
-238 539 125 503 -167 389 496 -81 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 37.4 15.5 47.9 13.2 72.8 66.1 27.2 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 16 7 8 2 19 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,390
COMMITMENTS
491 469 294 789 523 1,574 1,286 816 1,104
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 319)
52 -90 168 -55 85 165 163 154 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.6 12.3 33.0 21.9 65.9 53.8 34.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 10 5 7 4 17 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,403
COMMITMENTS
47,313 9,866 24,475 68,883 81,984 140,671 116,325 20,732 45,078
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,924)
4,307 1,558 -6,474 -1,057 -1,392 -3,223 -6,308 -1,701 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.1 15.2 42.7 50.8 87.2 72.1 12.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
66 38 59 81 109 183 180
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,327
COMMITMENTS
43,006 8,308 30,949 69,940 83,376 143,894 122,632 22,433 43,694
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,843)
1,237 12 -2,758 3,943 4,901 2,422 2,156 2,421 2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.0 18.6 42.0 50.1 86.5 73.7 13.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 30 56 82 109 172 178
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,929
COMMITMENTS
2,278 233 512 577 3,207 3,368 3,952 2,562 1,977
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,091)
534 11 168 28 388 730 567 361 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 3.9 8.6 9.7 54.1 56.8 66.7 43.2 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 6 9 12 21 42 33
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,838
COMMITMENTS
1,744 222 344 549 2,819 2,637 3,385 2,201 1,453
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 548)
203 -8 109 45 309 358 410 190 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 4.6 7.1 11.3 58.3 54.5 70.0 45.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 3 8 12 23 39 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,177
COMMITMENTS
6,010 1,434 5,900 8,350 5,386 20,259 12,720 4,917 12,457
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,888)
-443 204 1,515 1,096 424 2,168 2,143 720 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 5.7 23.4 33.2 21.4 80.5 50.5 19.5 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 17 30 41 45 92 79
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,289
COMMITMENTS
6,453 1,230 4,384 7,254 4,963 18,092 10,577 4,197 11,712
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,611)
-99 268 -742 -574 -363 -1,415 -837 -196 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.5 19.7 32.5 22.3 81.2 47.5 18.8 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 12 25 36 41 83 69
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,515
COMMITMENTS
10,959 18,894 1,636 49,676 49,792 62,271 70,322 29,244 21,193
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 6,121)
-1,667 7,260 86 9,844 -3,412 8,264 3,933 -2,143 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 20.6 1.8 54.3 54.4 68.0 76.8 32.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 16 4 26 21 43 38
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,394
COMMITMENTS
12,626 11,634 1,550 39,832 53,205 54,007 66,389 31,387 19,005
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -2,012)
-4,940 -3,609 -233 4,020 3,170 -1,153 -672 -859 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 13.6 1.8 46.6 62.3 63.2 77.7 36.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 9 5 23 21 42 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,640
COMMITMENTS
3,364 20,545 531 41,738 17,981 45,633 39,057 12,006 18,582
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,909)
-3,038 6,743 -3 7,270 -5,364 4,230 1,377 679 3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 35.6 0.9 72.4 31.2 79.2 67.8 20.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 15 2 15 4 21 20
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,730
COMMITMENTS
6,402 13,802 534 34,468 23,345 41,403 37,681 11,327 15,050
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 227)
-1,707 578 75 4,660 453 3,027 1,105 -2,800 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 26.2 1.0 65.4 44.3 78.5 71.5 21.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 11 3 13 6 21 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 83,194
COMMITMENTS
58,339 6,733 359 14,771 72,202 73,469 79,294 9,725 3,900
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,390)
4,667 -41 -344 -1,257 3,768 3,066 3,382 325 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 8.1 0.4 17.8 86.8 88.3 95.3 11.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
52 10 3 13 24 68 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,804
COMMITMENTS
53,672 6,774 703 16,028 68,434 70,403 75,912 9,401 3,892
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,456)
10,704 -1,461 -119 -2,092 12,297 8,492 10,716 1,964 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 8.5 0.9 20.1 85.8 88.2 95.1 11.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
46 11 2 14 22 62 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,736
COMMITMENTS
15,190 5,081 369 28,999 45,861 44,558 51,311 22,178 15,425
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,934)
-4,176 2,548 -1,632 4,593 -4,066 -1,214 -3,150 -719 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 7.6 0.6 43.5 68.7 66.8 76.9 33.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 8 2 13 11 28 19
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,670
COMMITMENTS
19,366 2,533 2,001 24,406 49,927 45,772 54,461 22,897 14,209
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,363)
750 -36 1,448 941 4,399 3,139 5,811 -776 -3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 3.7 2.9 35.5 72.7 66.7 79.3 33.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 7 12 12 33 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,184
COMMITMENTS
19,880 34,223 2,254 124,105 120,814 146,239 157,290 36,946 25,894
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,434)
-10,374 3,545 -742 2,261 -23,557 -8,855 -20,753 -2,579 9,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 18.7 1.2 67.7 66.0 79.8 85.9 20.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 18 7 22 23 44 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,618
COMMITMENTS
30,254 30,678 2,995 121,844 144,370 155,093 178,044 39,525 16,574
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,798)
-3,673 -2,157 1,015 10,921 13,363 8,263 12,221 -465 -4,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.8 1.5 62.6 74.2 79.7 91.5 20.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 12 5 22 25 52 39
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 188,550
COMMITMENTS
24,842 28,785 11,624 81,484 86,563 117,950 126,973 70,600 61,577
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 17,513)
-648 5,750 -6,305 7,664 5,327 711 4,772 16,801 12,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.3 6.2 43.2 45.9 62.6 67.3 37.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 28 23 34 28 71 67
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,037
COMMITMENTS
25,490 23,035 17,929 73,820 81,237 117,239 122,200 53,798 48,837
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 732)
-557 2,622 -4,131 10,819 6,685 6,131 5,177 -5,399 -4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.5 10.5 43.2 47.5 68.5 71.4 31.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 27 28 33 27 78 69
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,619
COMMITMENTS
11,448 0 143 32,058 40,604 43,649 40,747 2,970 5,872
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,981)
52 0 -46 3,609 3,941 3,615 3,895 366 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.0 0.3 68.8 87.1 93.6 87.4 6.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 13 22 18 24
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,638
COMMITMENTS
11,396 0 189 28,449 36,663 40,034 36,852 2,604 5,786
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,092)
3,135 0 89 5,596 8,052 8,820 8,141 -728 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.0 0.4 66.7 86.0 93.9 86.4 6.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 14 23 19 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,421,856
COMMITMENTS
697,821 868,854 3067185 6698293 5902752 10463299 9838791 958,557 1583064
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 95,086)
58,765 128,261 -44,489 48,272 -50,666 62,548 33,106 32,539 61,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.6 26.9 58.6 51.7 91.6 86.1 8.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
59 64 95 128 135 234 250
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,326,769
COMMITMENTS
639,056 740,593 3111674 6650021 5953418 10400751 9805685 926,018 1521084
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 512,384)
-3,844 31,186 204,100 279,013 205,708 479,269 440,994 33,116 71,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.5 27.5 58.7 52.6 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
57 58 88 126 133 224 239
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,050
COMMITMENTS
63,038 80,599 29,455 482,265 508,813 574,758 618,866 156,293 112,184
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 19,724)
872 -1,723 3,809 12,121 9,955 16,802 12,041 2,922 7,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 11.0 4.0 66.0 69.6 78.6 84.7 21.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
48 38 50 97 68 175 126
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 711,327
COMMITMENTS
62,167 82,322 25,645 470,144 498,858 557,956 606,825 153,371 104,502
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -11,238)
-10,444 4,957 -4,616 2,312 -7,863 -12,748 -7,522 1,510 -3,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.6 3.6 66.1 70.1 78.4 85.3 21.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 41 48 97 69 174 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 890,991
COMMITMENTS
177,642 189,177 11,804 396,193 597,793 585,639 798,774 305,352 92,217
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 60,630)
18,465 25,794 -508 16,230 49,139 34,188 74,425 26,442 -13,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.2 1.3 44.5 67.1 65.7 89.7 34.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 54 20 53 51 107 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 830,361
COMMITMENTS
159,177 163,384 12,311 379,963 548,654 551,451 724,349 278,910 106,013
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -34,704)
-12,864 48,165 -1,658 22,416 -88,179 7,894 -41,672 -42,598 6,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 19.7 1.5 45.8 66.1 66.4 87.2 33.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 44 21 52 51 99 100
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,338
COMMITMENTS
1,769 0 0 5,907 11,829 7,676 11,829 5,662 1,509
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 254)
370 0 0 124 119 494 119 -240 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.0 44.3 88.7 57.5 88.7 42.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 13 13 17 13
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,084
COMMITMENTS
1,399 0 0 5,783 11,710 7,182 11,710 5,902 1,374
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 63)
9 0 0 -627 81 -618 81 681 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 44.2 89.5 54.9 89.5 45.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 13 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,541
COMMITMENTS
3,035 5,495 211 23,037 19,547 26,283 25,253 4,258 5,288
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,566)
864 135 7 -201 1,704 670 1,846 896 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 18.0 0.7 75.4 64.0 86.1 82.7 13.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 2 18 18 24 25
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,975
COMMITMENTS
2,171 5,360 204 23,238 17,843 25,613 23,407 3,362 5,568
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,215)
1,546 118 104 249 1,725 1,899 1,947 316 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 18.5 0.7 80.2 61.6 88.4 80.8 11.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 1 19 18 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,509
COMMITMENTS
5,183 16,050 1,019 33,738 50,493 39,940 67,561 39,569 11,947
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,931)
-2,068 349 359 1,634 902 -75 1,611 4,006 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 20.2 1.3 42.4 63.5 50.2 85.0 49.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 20 6 37 28 54 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,578
COMMITMENTS
7,251 15,700 660 32,105 49,591 40,016 65,951 35,563 9,628
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,174)
343 409 313 -27 195 629 917 -1,803 -2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.8 0.9 42.5 65.6 52.9 87.3 47.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 21 7 36 29 54 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,503
COMMITMENTS
85,537 113,267 2,480 264,928 113,981 352,945 229,728 30,558 153,775
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,259)
2,315 12,633 169 9,404 -15,423 11,888 -2,622 1,370 15,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 29.5 0.6 69.1 29.7 92.0 59.9 8.0 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
58 65 14 47 35 110 109
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 370,245
COMMITMENTS
83,222 100,634 2,311 255,524 129,405 341,057 232,350 29,188 137,895
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,681)
-33,889 22,070 -1,090 62,371 -11,557 27,391 9,423 -10,710 7,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 27.2 0.6 69.0 35.0 92.1 62.8 7.9 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
56 60 11 46 36 104 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,757
COMMITMENTS
35,995 8,572 540 16,987 61,001 53,522 70,113 25,235 8,643
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,778)
-1,452 5,995 -1,863 181 -6,677 -3,134 -2,545 -644 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 10.9 0.7 21.6 77.5 68.0 89.0 32.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 6 3 13 20 31 27
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 82,535
COMMITMENTS
37,447 2,577 2,403 16,806 67,678 56,656 72,658 25,879 9,877
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,174)
5,542 1,503 2,194 -425 7,784 7,311 11,480 1,863 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 3.1 2.9 20.4 82.0 68.6 88.0 31.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 5 4 13 19 32 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,840
COMMITMENTS
933 9,512 0 16,905 11,182 17,838 20,694 7,002 4,145
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 656)
-71 688 0 252 331 181 1,019 475 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 38.3 0.0 68.1 45.0 71.8 83.3 28.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 13 0 27 18 30 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,183
COMMITMENTS
1,004 8,824 0 16,653 10,851 17,657 19,675 6,527 4,508
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 403)
-34 267 0 746 402 712 669 -308 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 36.5 0.0 68.9 44.9 73.0 81.4 27.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 12 0 26 18 29 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 161,934
COMMITMENTS
33,303 26,485 712 119,430 119,139 153,445 146,336 8,489 15,598
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,229)
1,921 3,713 -402 5,363 -268 6,882 3,043 -5,653 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 16.4 0.4 73.8 73.6 94.8 90.4 5.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 26 4 28 36 47 63
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 160,705
COMMITMENTS
31,382 22,772 1,114 114,067 119,407 146,563 143,293 14,142 17,412
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,145)
1,001 -558 61 -1,568 568 -506 71 1,651 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 14.2 0.7 71.0 74.3 91.2 89.2 8.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 23 5 28 39 47 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,788
COMMITMENTS
9,478 8,027 1,010 13,831 22,193 24,319 31,230 13,469 6,558
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,383)
400 813 -2 1,487 1,236 1,885 2,047 498 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.2 2.7 36.6 58.7 64.4 82.6 35.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 16 4 18 19 38 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,404
COMMITMENTS
9,078 7,214 1,012 12,344 20,957 22,434 29,183 12,970 6,221
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,218)
530 1,424 -20 1,049 -287 1,559 1,117 -341 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 20.4 2.9 34.9 59.2 63.4 82.4 36.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 16 4 16 18 36 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,893
COMMITMENTS
437 6,336 2,917 59,665 73,391 63,019 82,644 56,873 37,249
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,406)
-157 5 79 -1,533 -2,441 -1,611 -2,357 205 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 2.4 49.8 61.2 52.6 68.9 47.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 15 6 19 23 26 42
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 121,298
COMMITMENTS
594 6,331 2,838 61,198 75,832 64,630 85,001 56,668 36,297
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -974)
243 -220 106 3,698 -1,809 4,047 -1,923 -5,021 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.2 2.3 50.5 62.5 53.3 70.1 46.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 14 4 18 23 23 40
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 117,759
COMMITMENTS
38,951 11,127 21,677 22,744 72,516 83,372 105,320 34,387 12,439
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -356)
-2,142 769 1,089 296 -3,387 -757 -1,529 401 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.4 18.4 19.3 61.6 70.8 89.4 29.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
97 30 53 25 35 142 102
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 118,115
COMMITMENTS
41,093 10,358 20,588 22,448 75,903 84,129 106,849 33,986 11,266
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,868)
258 162 -756 -1,124 -2,733 -1,622 -3,327 -2,247 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 8.8 17.4 19.0 64.3 71.2 90.5 28.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
105 24 51 26 35 145 99
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 88,730
COMMITMENTS
23,121 6,867 14,949 36,432 57,036 74,503 78,852 14,227 9,877
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,076)
-4,044 -1,267 -1,144 1,468 -2,396 -3,720 -4,806 -356 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 7.7 16.8 41.1 64.3 84.0 88.9 16.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
56 38 39 37 36 114 97
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 92,806
COMMITMENTS
27,166 8,133 16,093 34,964 59,432 78,223 83,658 14,583 9,148
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 928)
-505 2,090 -103 1,492 -2,021 883 -34 45 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 8.8 17.3 37.7 64.0 84.3 90.1 15.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
57 38 39 37 37 117 97
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 349,393
COMMITMENTS
98,573 60,024 75,694 122,025 189,790 296,292 325,509 53,101 23,884
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,986)
-4,986 11,530 2,007 7,829 -11,523 4,850 2,013 -865 1,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 17.2 21.7 34.9 54.3 84.8 93.2 15.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
112 53 59 38 40 173 135
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 345,407
COMMITMENTS
103,558 48,495 73,688 114,196 201,314 291,442 323,496 53,965 21,911
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -45,289)
-4,687 6,061 -22,586 -2,961 -16,558 -30,234 -33,083 -15,055 -12,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 14.0 21.3 33.1 58.3 84.4 93.7 15.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
117 48 50 35 39 170 121
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,445
COMMITMENTS
5,105 706 274 2,379 8,119 7,758 9,099 2,687 1,346
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,089)
492 77 -27 120 485 585 535 504 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 6.8 2.6 22.8 77.7 74.3 87.1 25.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
18 2 3 6 7 27 11
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,356
COMMITMENTS
4,613 629 301 2,259 7,634 7,173 8,564 2,183 792
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 322)
-4 -3 11 -111 40 -104 48 426 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 6.7 3.2 24.1 81.6 76.7 91.5 23.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 4 6 6 23 11
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 89,058
COMMITMENTS
9,126 27,714 9,410 51,733 31,046 70,269 68,171 18,789 20,887
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 8,293)
1,014 1,648 1,326 3,963 3,354 6,302 6,327 1,991 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 31.1 10.6 58.1 34.9 78.9 76.5 21.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
24 37 29 48 36 84 95
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,765
COMMITMENTS
8,112 26,067 8,084 47,770 27,693 63,966 61,843 16,798 18,921
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,142)
-371 7,535 835 6,964 -1,391 7,427 6,978 715 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 32.3 10.0 59.1 34.3 79.2 76.6 20.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 37 23 48 38 78 91
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,911
COMMITMENTS
1,010 9,873 2,700 26,036 18,226 29,745 30,799 13,166 12,113
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 892)
129 637 -106 -86 -1,405 -64 -874 956 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.0 6.3 60.7 42.5 69.3 71.8 30.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 17 8 26 19 35 42
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,019
COMMITMENTS
881 9,236 2,806 26,122 19,630 29,809 31,673 12,210 10,346
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -771)
249 -269 512 -1,889 -1,869 -1,127 -1,625 356 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 22.0 6.7 62.2 46.7 70.9 75.4 29.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 17 8 27 22 36 44
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 132,163
COMMITMENTS
18,751 22,581 32,353 62,955 64,095 114,060 119,029 18,103 13,134
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,503)
-47 4,247 -644 3,879 -2,375 3,188 1,228 -1,685 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.1 24.5 47.6 48.5 86.3 90.1 13.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
80 73 70 69 59 186 171
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 130,660
COMMITMENTS
18,798 18,334 32,997 59,076 66,470 110,872 117,801 19,788 12,859
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,179)
-12,145 9,617 -1,084 7,171 -17,626 -6,058 -9,094 -1,121 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.0 25.3 45.2 50.9 84.9 90.2 15.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
85 66 73 68 61 187 169
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 64,883
COMMITMENTS
9,519 2,384 20,627 28,740 40,271 58,886 63,282 5,997 1,601
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,056)
1,920 437 -1,103 716 2,704 1,533 2,038 524 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.7 31.8 44.3 62.1 90.8 97.5 9.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
64 22 35 34 27 115 70
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 62,826
COMMITMENTS
7,599 1,947 21,730 28,024 37,567 57,353 61,244 5,474 1,583
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -226)
-20 -135 -833 555 829 -298 -139 72 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.1 34.6 44.6 59.8 91.3 97.5 8.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
59 17 34 35 26 107 67
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,336
COMMITMENTS
20,949 8,763 7,547 83,926 104,279 112,423 120,589 10,914 2,747
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -4,737)
1,521 -2,055 -2,971 -5,444 306 -6,894 -4,719 2,157 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 7.1 6.1 68.0 84.5 91.2 97.8 8.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
44 27 27 47 39 107 82
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,073
COMMITMENTS
19,428 10,818 10,518 89,370 103,973 119,316 125,309 8,756 2,764
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -728)
3,700 -2,369 -591 -4,328 1,616 -1,218 -1,343 490 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.4 8.2 69.8 81.2 93.2 97.8 6.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
47 35 40 48 38 116 95
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 565,990
COMMITMENTS
119,194 11,419 107,377 236,781 393,059 463,352 511,855 102,637 54,134
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -18,098)
-5,462 -1,654 -10,146 -1,593 -10,481 -17,201 -22,281 -897 4,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.0 19.0 41.8 69.4 81.9 90.4 18.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
71 22 50 57 52 149 104
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 584,088
COMMITMENTS
124,656 13,073 117,524 238,374 403,540 480,554 534,137 103,534 49,951
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 48,109)
26,807 -10,380 2,796 10,861 57,220 40,464 49,636 7,645 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 2.2 20.1 40.8 69.1 82.3 91.4 17.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
74 29 53 60 55 160 111
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 150,355
COMMITMENTS
48,770 10,208 40,487 46,355 91,395 135,612 142,091 14,743 8,264
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,095)
5,879 -169 691 -2,291 3,990 4,279 4,512 816 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.8 26.9 30.8 60.8 90.2 94.5 9.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
183 72 119 105 126 331 285
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 145,260
COMMITMENTS
42,891 10,377 39,796 48,646 87,405 131,333 137,578 13,927 7,682
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 581)
-357 375 -552 648 -610 -262 -787 842 1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.1 27.4 33.5 60.2 90.4 94.7 9.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
173 69 122 101 119 318 278
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,707
COMMITMENTS
5,803 7,881 3,449 7,570 7,434 16,822 18,763 3,885 1,944
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -933)
321 -1,913 -258 -1,464 1,335 -1,401 -836 468 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 38.1 16.7 36.6 35.9 81.2 90.6 18.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 21 11 9 9 33 36
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,640
COMMITMENTS
5,482 9,794 3,707 9,035 6,098 18,223 19,599 3,416 2,040
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 422)
916 -249 87 -386 587 617 426 -195 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 45.3 17.1 41.8 28.2 84.2 90.6 15.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 25 12 9 9 34 39
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 177,270
COMMITMENTS
14,691 23,457 27,662 105,962 97,699 148,315 148,818 28,955 28,452
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,424)
-4,951 -714 -1,929 -5,364 -11,655 -12,243 -14,298 819 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 13.2 15.6 59.8 55.1 83.7 83.9 16.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 29 32 58 65 101 104
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,694
COMMITMENTS
19,642 24,171 29,591 111,325 109,354 160,558 163,116 28,136 25,578
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -25,576)
1,730 1,538 -12,498 -13,692 -10,407 -24,460 -21,368 -1,116 -4,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 12.8 15.7 59.0 58.0 85.1 86.4 14.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
25 31 36 56 69 109 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 664,923
COMMITMENTS
27,916 56,287 262,255 302,772 308,494 592,943 627,035 71,981 37,888
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,812)
1,597 3,390 17,358 4,591 2,726 23,546 23,474 266 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.5 39.4 45.5 46.4 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
46 59 78 92 83 178 185
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 641,111
COMMITMENTS
26,319 52,897 244,896 298,181 305,768 569,396 603,561 71,715 37,550
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -50,091)
24 -7,003 -23,386 -28,366 -21,089 -51,727 -51,478 1,637 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 8.3 38.2 46.5 47.7 88.8 94.1 11.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
47 51 75 90 82 172 176
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,533
COMMITMENTS
4,119 2,444 1,209 52,198 57,522 57,526 61,175 7,007 3,358
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 606)
-360 -1,644 -496 1,400 2,256 544 116 62 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.8 1.9 80.9 89.1 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 22 30 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,927
COMMITMENTS
4,479 4,088 1,705 50,798 55,266 56,982 61,059 6,945 2,868
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,187)
1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705 1,622 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.4 2.7 79.5 86.5 89.1 95.5 10.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 23 28 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,981
COMMITMENTS
1,906 2,464 1,604 37,994 35,676 41,504 39,744 3,477 5,237
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 28)
0 0 0 -84 168 -84 168 112 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.5 3.6 84.5 79.3 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 15 17 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,420
COMMITMENTS
2,125 4,361 2,531 28,794 27,041 33,450 33,933 3,970 3,487
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 797)
-194 124 465 1,076 -196 1,347 393 -550 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.7 6.8 76.9 72.3 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,623
COMMITMENTS
2,319 4,237 2,066 27,718 27,237 32,103 33,540 4,520 3,083
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -531)
-244 1,034 44 -13 -2,292 -213 -1,214 -318 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.6 5.6 75.7 74.4 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 16 21 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,348
COMMITMENTS
6,828 0 1,154 47,680 48,619 55,662 49,773 5,686 11,575
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,693)
0 -321 -434 2,513 1,197 2,079 442 614 2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 1.9 77.7 79.3 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 17 20 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,655
COMMITMENTS
6,828 321 1,588 45,167 47,422 53,583 49,331 5,072 9,324
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,772)
1,508 -224 -224 -4,444 -394 -3,160 -842 1,388 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.5 2.7 77.0 80.8 91.4 84.1 8.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 17 21 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 936,999
COMMITMENTS
236,820 61,933 164,567 518,967 702,213 920,354 928,713 16,645 8,286
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,997)
-1,364 -2,681 9,385 16,337 16,235 24,358 22,939 -361 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.6 17.6 55.4 74.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 9 24 77 72 106 98
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 913,002
COMMITMENTS
238,184 64,614 155,182 502,630 685,978 895,996 905,774 17,006 7,228
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -18,508)
9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835 3,162 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 7.1 17.0 55.1 75.1 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
17 12 24 75 71 105 97
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,723
COMMITMENTS
17,677 31,248 29,073 53,545 42,571 100,295 102,892 4,428 1,831
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,751)
-1,524 2,711 2,018 3,904 245 4,398 4,974 353 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 29.8 27.8 51.1 40.7 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 10 22 23 36 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,972
COMMITMENTS
19,201 28,537 27,055 49,641 42,326 95,897 97,918 4,075 2,054
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,406)
-19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094 -1,510 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 28.5 27.1 49.7 42.3 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 9 21 20 33 31
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,615
COMMITMENTS
4,707 6,985 6,160 27,178 25,400 38,045 38,545 570 70
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,049)
581 2,159 220 1,345 -133 2,147 2,246 -97 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 18.1 16.0 70.4 65.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 7 21 26 28 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,566
COMMITMENTS
4,125 4,826 5,940 25,834 25,534 35,899 36,299 668 267
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,263)
-624 1,292 -67 -1,099 -2,575 -1,791 -1,350 529 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.2 16.2 70.6 69.8 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 21 25 27 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,029
COMMITMENTS
1,896 2,106 1,665 15,468 15,258 19,029 19,029 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,728)
-299 -2,452 748 -2,177 18 -1,728 -1,686 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.1 8.7 81.3 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 16 15 20 19
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,757
COMMITMENTS
2,195 4,558 917 17,645 15,240 20,757 20,715 0 42
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 46)
92 0 0 -46 4 46 4 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 22.0 4.4 85.0 73.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 17 15 20 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,580
COMMITMENTS
218 4,736 1,048 7,314 2,796 8,580 8,580 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 958)
-84 2,222 -298 1,340 -798 958 1,126 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 55.2 12.2 85.2 32.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 13 11 16 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,622
COMMITMENTS
302 2,514 1,346 5,974 3,594 7,622 7,454 0 168
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 86)
0 -172 172 -86 -82 86 -82 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 33.0 17.7 78.4 47.2 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 11 14 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,157,287
COMMITMENTS
101,934 43,332 282,135 708,727 749,011 1092796 1074478 64,490 82,808
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,350)
-2,228 -1,511 5,463 -7,871 -10,716 -4,636 -6,764 9,986 12,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.7 24.4 61.2 64.7 94.4 92.8 5.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
73 62 90 84 87 200 204
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,151,937
COMMITMENTS
104,162 44,843 276,672 716,598 759,727 1097432 1081242 54,504 70,694
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 41,694)
2,727 4,816 15,734 27,295 24,230 45,756 44,781 -4,062 -3,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.9 24.0 62.2 66.0 95.3 93.9 4.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
65 75 95 84 89 206 209
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,322
COMMITMENTS
7,576 2,387 473 2,551 9,336 10,600 12,196 2,722 1,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -122)
28 310 -177 -23 -318 -172 -185 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 17.9 3.6 19.1 70.1 79.6 91.5 20.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
62 20 5 10 23 76 47
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,444
COMMITMENTS
7,548 2,077 650 2,574 9,654 10,772 12,381 2,672 1,063
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 497)
-57 65 477 52 -20 472 522 25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 15.4 4.8 19.1 71.8 80.1 92.1 19.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
64 17 8 10 23 82 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,542
COMMITMENTS
3,882 315 80 1,901 6,369 5,863 6,764 1,679 778
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -407)
-303 43 80 -225 -337 -448 -214 41 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 4.2 1.1 25.2 84.5 77.7 89.7 22.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 1 6 17 28 23
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,949
COMMITMENTS
4,185 272 0 2,126 6,706 6,311 6,978 1,638 971
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 614)
855 -25 0 -273 429 582 404 32 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 3.4 0.0 26.7 84.4 79.4 87.8 20.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 4 0 7 16 30 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,738
COMMITMENTS
22,284 7,119 31,768 116,995 135,039 171,048 173,926 21,691 18,812
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,088)
-4,391 565 1,900 745 -5,276 -1,745 -2,811 4,834 5,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.7 16.5 60.7 70.1 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
46 24 47 71 78 136 138
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 189,650
COMMITMENTS
26,675 6,554 29,868 116,250 140,315 172,793 176,737 16,857 12,913
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -10,273)
1,190 563 -3,391 -7,680 -5,732 -9,881 -8,560 -393 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.5 15.7 61.3 74.0 91.1 93.2 8.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
49 18 40 69 82 133 130
Updated February 18, 2005