WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,420
COMMITMENTS
41,973 55,251 41,275 139,221 124,980 222,469 221,507 38,952 39,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -12,929)
8,045 -11,996 -8,494 -10,598 7,102 -11,047 -13,388 -1,882 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 21.1 15.8 53.3 47.8 85.1 84.7 14.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
77 89 76 50 59 180 177
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,349
COMMITMENTS
33,928 67,247 49,769 149,818 117,878 233,515 234,894 40,833 39,454
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 11,814)
2,280 -6,440 543 8,994 17,458 11,817 11,561 -3 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 24.5 18.1 54.6 43.0 85.1 85.6 14.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
80 105 90 57 61 194 208
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 754,485
COMMITMENTS
89,562 141,922 89,755 413,851 312,373 593,168 544,051 161,317 210,435
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -53,329)
18,211 -30,283 -38,294 -28,439 14,583 -48,522 -53,994 -4,806 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.8 11.9 54.9 41.4 78.6 72.1 21.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
111 121 125 186 168 369 362
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,814
COMMITMENTS
71,351 172,205 128,050 442,291 297,790 641,691 598,045 166,123 209,769
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,118)
7,429 -21,000 17,875 -17,431 16,582 7,873 13,457 2,245 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 21.3 15.9 54.8 36.9 79.4 74.0 20.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
117 157 148 198 171 411 401
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,744
COMMITMENTS
2,206 552 275 2,251 6,054 4,732 6,881 4,012 1,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -1,059)
-392 263 -358 -70 -629 -819 -724 -240 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.3 3.1 25.7 69.2 54.1 78.7 45.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 4 3 11 16 26 22
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,804
COMMITMENTS
2,598 289 633 2,321 6,683 5,552 7,605 4,252 2,199
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -168)
-516 -171 51 505 270 40 151 -208 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 2.9 6.5 23.7 68.2 56.6 77.6 43.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 5 12 17 30 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,137
COMMITMENTS
39,773 49,327 75,483 170,675 135,663 285,932 260,473 68,206 93,665
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -8,888)
3,987 -16,169 -8,485 -6,602 992 -11,100 -23,662 2,212 14,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 13.9 21.3 48.2 38.3 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
87 127 125 81 94 254 273
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 363,025
COMMITMENTS
35,786 65,496 83,968 177,278 134,670 297,031 284,134 65,993 78,890
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,199)
2,211 -24,521 1,739 -7,060 14,167 -3,110 -8,615 -2,089 3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 18.0 23.1 48.8 37.1 81.8 78.3 18.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
93 148 139 98 95 289 297
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 9,397
COMMITMENTS
4,670 3,129 1,250 200 469 6,120 4,848 3,277 4,549
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 33.3 13.3 2.1 5.0 65.1 51.6 34.9 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 9 1 2 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 179,074
COMMITMENTS
19,404 37,374 30,465 99,301 87,870 149,171 155,709 29,903 23,365
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,477)
2,979 -15,809 -2,181 -17,609 4,684 -16,811 -13,306 2,334 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 20.9 17.0 55.5 49.1 83.3 87.0 16.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 48 41 52 50 113 122
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 193,551
COMMITMENTS
16,425 53,182 32,647 116,910 83,186 165,982 169,015 27,569 24,536
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -12,684)
-590 -8,178 222 -12,214 -2,194 -12,581 -10,150 -102 -2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 27.5 16.9 60.4 43.0 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 56 39 50 50 103 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 944,622
COMMITMENTS
134,986 128,219 128,351 509,836 482,004 773,173 738,574 171,450 206,048
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -74,881)
-20,983 -1,360 -39,930 -1,796 -28,841 -62,709 -70,130 -12,173 -4,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 13.6 13.6 54.0 51.0 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 38 45 76 84 145 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,019,504
COMMITMENTS
155,969 129,580 168,281 511,632 510,844 835,882 808,705 183,622 210,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,651)
-27,097 -13,752 29,436 11,252 -8,228 13,591 7,456 -2,941 3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.7 16.5 50.2 50.1 82.0 79.3 18.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
46 44 56 80 91 156 163
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,364
COMMITMENTS
25,769 20,924 39,156 79,386 89,520 144,311 149,600 34,053 28,764
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -1,554)
14,304 -13,505 -3,438 -14,305 17,753 -3,438 810 1,884 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 11.7 22.0 44.5 50.2 80.9 83.9 19.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
38 43 57 54 58 135 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 179,918
COMMITMENTS
11,465 34,429 42,594 93,691 71,767 147,749 148,790 32,169 31,128
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -18,490)
1,455 -18,593 1,933 -20,704 861 -17,316 -15,800 -1,174 -2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 19.1 23.7 52.1 39.9 82.1 82.7 17.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
24 60 59 55 56 123 152
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,984
COMMITMENTS
1,860 2,325 462 1,884 1,511 4,207 4,298 1,778 1,687
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -97)
48 307 -238 62 -101 -129 -32 31 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 38.8 7.7 31.5 25.2 70.3 71.8 29.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 16 4 10 9 24 25
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,082
COMMITMENTS
1,812 2,018 701 1,823 1,611 4,335 4,330 1,746 1,752
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -55)
36 -72 -189 -85 316 -238 56 183 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 33.2 11.5 30.0 26.5 71.3 71.2 28.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 14 4 11 8 25 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 379,978
COMMITMENTS
101,226 91,348 13,167 202,456 157,658 316,849 262,173 63,129 117,805
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 29,562)
-5,782 10,987 6,817 17,034 -4,193 18,069 13,612 11,493 15,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 24.0 3.5 53.3 41.5 83.4 69.0 16.6 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 34 5 47 53 65 92
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 350,415
COMMITMENTS
107,008 80,361 6,350 185,422 161,851 298,780 248,561 51,636 101,854
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20,492)
2,920 3,149 5,975 15,471 15,776 24,366 24,899 -3,874 -4,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 22.9 1.8 52.9 46.2 85.3 70.9 14.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
19 35 5 43 53 63 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,479,124
COMMITMENTS
448,568 354,074 372,198 1316894 1149444 2137660 1875716 341,464 603,408
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -6,408)
166,700 108,013 -126,764 -53,164 -42,638 -13,228 -61,388 6,820 54,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.3 15.0 53.1 46.4 86.2 75.7 13.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
53 63 62 103 132 190 223
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,485,532
COMMITMENTS
281,868 246,061 498,962 1370058 1192082 2150888 1937104 334,644 548,427
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 117,219)
17,933 -25,170 64,821 40,017 89,880 122,771 129,530 -5,552 -12,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.9 20.1 55.1 48.0 86.5 77.9 13.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
57 72 87 118 148 227 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,490,308
COMMITMENTS
214,320 181,880 168,389 950,916 778,159 1333626 1128428 156,682 361,880
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 24,120)
-59,653 13,007 1,476 89,326 -36,850 31,148 -22,367 -7,028 46,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.2 11.3 63.8 52.2 89.5 75.7 10.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 47 38 67 94 123 157
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,466,188
COMMITMENTS
273,974 168,873 166,914 861,590 815,009 1302478 1150795 163,710 315,392
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -37,060)
32,825 -27,541 35,046 -92,575 7,562 -24,703 15,067 -12,357 -52,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 11.5 11.4 58.8 55.6 88.8 78.5 11.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 52 51 81 109 147 183
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 579,828
COMMITMENTS
144,186 39,534 133,354 207,432 369,134 484,972 542,023 94,856 37,805
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 19,189)
-37,552 -2,298 -6,023 2,455 18,474 -41,120 10,153 60,309 9,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.8 23.0 35.8 63.7 83.6 93.5 16.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 11 35 57 59 106 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 560,639
COMMITMENTS
181,738 41,832 139,377 204,977 350,660 526,092 531,869 34,547 28,769
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 24,466)
15,164 4,850 889 9,061 20,835 25,115 26,575 -649 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.5 24.9 36.6 62.5 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 16 38 60 60 112 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,792
COMMITMENTS
14,066 3,159 677 21,637 38,710 36,380 42,546 14,411 8,245
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -402)
-74 -120 -331 -446 308 -851 -142 449 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.2 1.3 42.6 76.2 71.6 83.8 28.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 10 6 20 13 48 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,194
COMMITMENTS
14,140 3,278 1,008 22,083 38,402 37,231 42,688 13,963 8,505
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,362)
1,530 138 218 128 633 1,876 989 -514 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 6.4 2.0 43.1 75.0 72.7 83.4 27.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 11 7 22 12 52 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,014
COMMITMENTS
8,577 25,317 3,428 55,094 25,000 67,099 53,745 9,915 23,268
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,440)
-1,588 1,140 -2,939 -441 -2,774 -4,968 -4,573 -472 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 32.9 4.5 71.5 32.5 87.1 69.8 12.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 22 15 21 14 46 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,454
COMMITMENTS
10,165 24,177 6,367 55,535 27,774 72,067 58,319 10,387 24,135
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 4,782)
1,231 -1,801 2,463 1,098 3,011 4,791 3,674 -9 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 29.3 7.7 67.4 33.7 87.4 70.7 12.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 21 18 20 14 51 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,209
COMMITMENTS
6,533 6,275 1,517 28,529 27,169 36,579 34,961 630 2,248
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -530)
-1,325 -550 0 525 -151 -800 -701 270 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.9 4.1 76.7 73.0 98.3 94.0 1.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 23 4 19 19 27 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,739
COMMITMENTS
7,858 6,825 1,517 28,004 27,320 37,379 35,662 360 2,077
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -2,264)
-903 -2,752 503 -1,861 -750 -2,261 -2,999 -3 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.1 4.0 74.2 72.4 99.0 94.5 1.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 22 4 19 19 27 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,687
COMMITMENTS
5,656 2,745 0 8,468 11,384 14,124 14,129 563 558
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 696)
-243 797 0 838 323 595 1,120 101 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 18.7 0.0 57.7 77.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 9 0 7 11 8 20
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,991
COMMITMENTS
5,899 1,948 0 7,630 11,061 13,529 13,009 462 982
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -549)
210 45 0 -1,186 -1,055 -976 -1,010 427 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 13.9 0.0 54.5 79.1 96.7 93.0 3.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 0 6 10 8 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,796
COMMITMENTS
1,802 2,602 5,473 19,308 17,406 26,583 25,480 6,213 7,316
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 659)
-312 85 53 701 233 442 370 217 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 16.7 58.9 53.1 81.1 77.7 18.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 6 17 26 25 45 43
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,137
COMMITMENTS
2,114 2,516 5,421 18,606 17,173 26,141 25,110 5,996 7,027
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,545)
39 134 524 732 965 1,295 1,623 250 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.8 16.9 57.9 53.4 81.3 78.1 18.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 6 15 25 24 44 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,120
COMMITMENTS
17,756 5,960 21,170 40,006 37,850 78,932 64,980 19,188 33,139
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -2,255)
69 -1,193 -1,725 -197 -489 -1,853 -3,406 -402 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.1 21.6 40.8 38.6 80.4 66.2 19.6 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
47 33 51 30 35 118 97
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,375
COMMITMENTS
17,686 7,152 22,895 40,203 38,339 80,784 68,387 19,590 31,988
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -6,071)
-4,534 243 -690 565 -4,377 -4,659 -4,823 -1,413 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 7.1 22.8 40.1 38.2 80.5 68.1 19.5 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
50 38 52 32 39 120 103
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,578
COMMITMENTS
274 1,273 631 1,725 465 2,630 2,369 948 1,209
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 249)
90 140 2 35 47 127 190 123 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 35.6 17.6 48.2 13.0 73.5 66.2 26.5 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 16 8 9 3 22 22
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,328
COMMITMENTS
184 1,132 629 1,690 418 2,503 2,179 825 1,149
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 630)
-69 124 211 398 62 540 397 90 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 34.0 18.9 50.8 12.6 75.2 65.5 24.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 17 7 9 3 19 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 145,394
COMMITMENTS
39,003 11,037 21,677 69,074 72,942 129,754 105,657 15,640 39,738
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -8,359)
-4,691 -574 -523 -489 -5,657 -5,703 -6,754 -2,656 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 7.6 14.9 47.5 50.2 89.2 72.7 10.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
47 44 45 66 95 138 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,753
COMMITMENTS
43,694 11,611 22,200 69,564 78,600 135,457 112,411 18,296 41,342
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -7,650)
-3,620 1,746 -2,275 680 -3,385 -5,214 -3,914 -2,436 -3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.6 14.4 45.2 51.1 88.1 73.1 11.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
57 39 49 74 101 154 169
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,832
COMMITMENTS
2,062 197 512 676 3,382 3,249 4,090 2,583 1,742
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -62)
-128 9 -29 -73 -120 -229 -139 166 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 3.4 8.8 11.6 58.0 55.7 70.1 44.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 7 8 12 17 38 28
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,895
COMMITMENTS
2,189 188 540 748 3,501 3,478 4,230 2,417 1,665
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -35)
-89 -45 28 171 294 110 277 -145 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.2 9.2 12.7 59.4 59.0 71.8 41.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
25 6 9 15 21 42 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,652
COMMITMENTS
6,829 1,943 6,649 9,771 5,456 23,249 14,049 4,403 13,603
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 151)
64 278 70 452 -310 586 38 -435 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.0 24.0 35.3 19.7 84.1 50.8 15.9 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
33 18 27 45 49 92 84
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,501
COMMITMENTS
6,765 1,666 6,580 9,319 5,766 22,663 14,011 4,838 13,490
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,324)
754 232 680 970 380 2,404 1,292 -80 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.1 23.9 33.9 21.0 82.4 50.9 17.6 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
35 18 28 44 49 96 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,273
COMMITMENTS
11,119 14,470 2,863 54,058 62,430 68,040 79,764 29,233 17,509
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,453)
192 -2,138 563 4,680 8,993 5,435 7,418 18 -1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.9 2.9 55.6 64.2 69.9 82.0 30.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 6 25 21 42 36
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,820
COMMITMENTS
10,928 16,608 2,300 49,377 53,437 62,605 72,345 29,215 19,475
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 305)
-31 -2,285 664 -299 3,645 334 2,023 -28 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.1 2.5 53.8 58.2 68.2 78.8 31.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 13 5 24 21 41 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 55,434
COMMITMENTS
4,839 8,240 823 30,473 30,065 36,135 39,128 19,299 16,305
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,863)
994 -6,866 -13 -7,323 9,050 -6,343 2,171 8,206 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.9 1.5 55.0 54.2 65.2 70.6 34.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 2 12 8 18 15
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,571
COMMITMENTS
3,845 15,106 837 37,796 21,015 42,478 36,958 11,093 16,613
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -4,069)
481 -5,439 305 -3,942 3,034 -3,155 -2,100 -914 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 28.2 1.6 70.6 39.2 79.3 69.0 20.7 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 2 15 7 22 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,970
COMMITMENTS
71,256 8,496 471 14,126 83,104 85,854 92,072 12,116 5,898
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,490)
7,149 230 155 -106 6,972 7,198 7,357 1,292 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 8.7 0.5 14.4 84.8 87.6 94.0 12.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
58 10 2 17 24 76 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 89,480
COMMITMENTS
64,107 8,266 316 14,232 76,132 78,655 84,715 10,824 4,765
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 6,285)
5,768 1,534 -43 -539 3,930 5,186 5,421 1,099 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 9.2 0.4 15.9 85.1 87.9 94.7 12.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
55 12 3 17 23 75 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,059
COMMITMENTS
29,369 4,316 339 26,579 63,150 56,287 67,805 25,772 14,254
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,474)
2,393 -433 -627 1,308 6,512 3,074 5,452 3,399 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 5.3 0.4 32.4 77.0 68.6 82.6 31.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 8 2 13 17 36 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,585
COMMITMENTS
26,976 4,749 966 25,271 56,638 53,213 62,353 22,372 13,232
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 8,849)
11,786 -332 597 -3,728 10,777 8,655 11,042 194 -2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 6.3 1.3 33.4 74.9 70.4 82.5 29.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 9 3 13 14 36 24
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,565
COMMITMENTS
13,628 39,254 3,888 128,974 112,111 146,489 155,253 35,076 26,313
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 2,002)
969 2,886 136 -3,035 -2,627 -1,930 394 3,931 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.6 2.1 71.0 61.7 80.7 85.5 19.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 19 8 25 27 45 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 179,564
COMMITMENTS
12,658 36,368 3,752 132,009 114,738 148,419 154,858 31,145 24,705
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -3,621)
-7,221 2,145 1,498 7,904 -6,075 2,180 -2,432 -5,801 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.3 2.1 73.5 63.9 82.7 86.2 17.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 18 8 25 25 44 47
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,095
COMMITMENTS
26,135 24,525 21,123 89,089 92,502 136,346 138,149 72,748 70,945
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 21,191)
1,340 -3,910 4,394 1,299 5,576 7,033 6,060 14,159 15,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.7 10.1 42.6 44.2 65.2 66.1 34.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 36 28 34 29 77 75
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,903
COMMITMENTS
24,795 28,434 16,729 87,790 86,926 129,314 132,089 58,590 55,814
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -647)
-48 -351 5,105 6,306 362 11,363 5,117 -12,010 -5,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.1 8.9 46.7 46.3 68.8 70.3 31.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 34 22 34 28 73 69
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 31,945
COMMITMENTS
10,366 1,640 250 17,388 26,192 28,004 28,082 3,941 3,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,674)
-1,082 1,640 107 -14,670 -14,412 -15,645 -12,665 971 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 5.1 0.8 54.4 82.0 87.7 87.9 12.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 17 10 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,432,581
COMMITMENTS
698,156 1043668 3561218 7167184 6141595 11426558 10746480 1006023 1686101
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 760,802)
48,878 176,475 386,969 262,119 92,188 697,966 655,632 62,836 105,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.4 28.6 57.6 49.4 91.9 86.4 8.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
53 68 97 131 142 238 259
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,671,779
COMMITMENTS
649,278 867,192 3174249 6905066 6049407 10728592 10090848 943,186 1580931
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 249,923)
-48,543 -1,662 107,064 206,773 146,655 265,294 252,056 -15,371 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.4 27.2 59.2 51.8 91.9 86.5 8.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
52 64 95 130 140 234 251
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,152
COMMITMENTS
62,450 81,258 29,806 489,147 519,106 581,402 630,170 161,749 112,982
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,482)
-1,373 1,943 -5,185 -940 5,524 -7,498 2,282 8,980 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.9 4.0 65.8 69.9 78.2 84.8 21.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
49 30 44 100 69 170 122
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 741,669
COMMITMENTS
63,822 79,315 34,991 490,087 513,582 588,900 627,888 152,769 113,781
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,619)
784 -1,284 5,537 7,822 4,769 14,142 9,022 -3,523 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.7 4.7 66.1 69.2 79.4 84.7 20.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
50 40 53 99 70 179 133
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 921,693
COMMITMENTS
208,053 241,788 15,260 390,658 554,610 613,970 811,658 307,723 110,035
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -36,074)
18,673 49,330 2,162 -31,735 -100,750 -10,900 -49,259 -25,174 13,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.2 1.7 42.4 60.2 66.6 88.1 33.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 63 26 55 54 110 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 957,767
COMMITMENTS
189,380 192,458 13,098 422,393 655,361 624,871 860,917 332,896 96,850
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 66,776)
11,737 3,281 1,294 26,200 57,568 39,231 62,143 27,545 4,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 20.1 1.4 44.1 68.4 65.2 89.9 34.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 55 23 57 56 111 116
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,321
COMMITMENTS
1,610 240 0 5,998 11,525 7,608 11,765 5,713 1,556
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16)
3 240 0 158 -222 161 18 -145 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.8 0.0 45.0 86.5 57.1 88.3 42.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 15 11 18 12
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,305
COMMITMENTS
1,607 0 0 5,840 11,747 7,447 11,747 5,858 1,558
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -33)
-162 0 0 -67 -82 -229 -82 196 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 43.9 88.3 56.0 88.3 44.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 14 12 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,121
COMMITMENTS
2,487 5,872 269 23,781 17,964 26,537 24,105 4,584 7,016
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 742)
-327 222 43 883 -553 599 -288 143 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 18.9 0.9 76.4 57.7 85.3 77.5 14.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 2 20 18 24 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,379
COMMITMENTS
2,814 5,650 226 22,898 18,517 25,938 24,393 4,441 5,986
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -162)
-221 155 15 -139 -1,030 -345 -860 183 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.6 0.7 75.4 61.0 85.4 80.3 14.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 2 18 17 23 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,506
COMMITMENTS
4,644 19,342 393 36,942 53,618 41,979 73,353 45,527 14,153
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,860)
-1,734 2,058 -217 3,035 3,428 1,083 5,269 6,777 2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 22.1 0.4 42.2 61.3 48.0 83.8 52.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 24 6 35 29 54 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,646
COMMITMENTS
6,378 17,284 610 33,907 50,190 40,895 68,084 38,750 11,562
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 137)
1,195 1,234 -409 168 -303 955 522 -818 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 21.7 0.8 42.6 63.0 51.3 85.5 48.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 21 8 38 28 59 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 475,103
COMMITMENTS
114,855 106,549 3,859 311,799 163,993 430,512 274,401 44,591 200,702
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 56,490)
12,974 11,405 -653 31,378 7,089 43,699 17,841 12,791 38,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 22.4 0.8 65.6 34.5 90.6 57.8 9.4 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 71 15 44 37 100 116
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,613
COMMITMENTS
101,881 95,144 4,511 280,421 156,905 386,813 256,560 31,799 162,053
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 35,109)
16,344 -18,123 2,031 15,493 42,924 33,868 26,832 1,241 8,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 22.7 1.1 67.0 37.5 92.4 61.3 7.6 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
60 60 16 47 39 114 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 97,405
COMMITMENTS
49,621 3,999 1,610 14,805 82,566 66,036 88,176 31,369 9,229
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 6,428)
5,272 -3,920 1,032 -843 9,014 5,460 6,126 969 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 4.1 1.7 15.2 84.8 67.8 90.5 32.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 3 3 10 23 33 27
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 90,976
COMMITMENTS
44,349 7,919 579 15,648 73,553 60,576 82,050 30,400 8,926
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,219)
8,354 -653 39 -1,339 12,551 7,054 11,937 5,165 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 8.7 0.6 17.2 80.8 66.6 90.2 33.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 3 2 10 21 29 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,666
COMMITMENTS
1,375 13,495 260 23,598 13,479 25,233 27,234 6,433 4,431
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,324)
111 2,683 186 4,812 1,274 5,109 4,143 -785 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 42.6 0.8 74.5 42.6 79.7 86.0 20.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 13 3 29 19 36 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 27,342
COMMITMENTS
1,264 10,812 74 18,786 12,205 20,124 23,091 7,218 4,250
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,502)
331 1,300 74 1,881 1,023 2,286 2,397 216 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 39.5 0.3 68.7 44.6 73.6 84.5 26.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 13 1 27 18 32 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 200,022
COMMITMENTS
49,807 32,202 1,430 136,171 152,812 187,408 186,444 12,614 13,578
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 22,149)
10,339 3,779 819 10,971 18,311 22,130 22,909 19 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 16.1 0.7 68.1 76.4 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 33 6 26 40 46 74
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 177,873
COMMITMENTS
39,468 28,423 611 125,200 134,501 165,279 163,535 12,594 14,338
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 15,939)
6,165 1,938 -101 5,770 15,362 11,834 17,199 4,105 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 16.0 0.3 70.4 75.6 92.9 91.9 7.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 28 4 29 39 48 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,231
COMMITMENTS
10,314 7,374 1,028 14,426 23,395 25,768 31,797 13,463 7,434
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -39)
459 -1,855 18 -922 969 -445 -868 406 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 18.8 2.6 36.8 59.6 65.7 81.1 34.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 15 4 16 22 38 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,270
COMMITMENTS
9,855 9,229 1,010 15,348 22,426 26,213 32,665 13,057 6,605
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,483)
377 1,202 0 1,517 233 1,894 1,435 -411 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.5 2.6 39.1 57.1 66.8 83.2 33.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 17 4 15 20 36 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,517
COMMITMENTS
290 6,910 2,531 56,342 77,515 59,163 86,956 60,354 32,561
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -395)
-110 -5 10 -3,019 -1,434 -3,119 -1,429 2,724 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 2.1 47.1 64.9 49.5 72.8 50.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 15 4 20 26 25 43
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,912
COMMITMENTS
400 6,915 2,521 59,361 78,949 62,282 88,385 57,630 31,527
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20)
-37 579 -396 -304 5,558 -737 5,741 757 -5,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.8 2.1 49.5 65.8 51.9 73.7 48.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 16 4 21 28 27 45
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,266
COMMITMENTS
49,614 4,997 28,522 21,645 86,581 99,781 120,099 37,485 17,167
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 7,627)
4,232 -886 1,751 -680 4,817 5,303 5,682 2,324 1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 3.6 20.8 15.8 63.1 72.7 87.5 27.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
83 40 54 23 39 138 106
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 129,639
COMMITMENTS
45,382 5,883 26,770 22,326 81,764 94,478 114,417 35,161 15,221
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 11,880)
6,431 -5,244 5,093 -418 9,248 11,106 9,097 773 2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 4.5 20.6 17.2 63.1 72.9 88.3 27.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
91 31 52 23 37 136 102
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,128
COMMITMENTS
44,474 13,370 18,201 36,428 73,943 99,103 105,514 16,026 9,614
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 15,407)
11,242 3,158 3,880 887 7,148 16,009 14,186 -602 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 11.6 15.8 31.6 64.2 86.1 91.6 13.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
72 44 41 41 43 137 106
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,721
COMMITMENTS
33,232 10,212 14,321 35,541 66,795 83,093 91,328 16,628 8,393
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,991)
10,110 3,345 -629 -891 9,759 8,591 12,476 2,400 -1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 10.2 14.4 35.6 67.0 83.3 91.6 16.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
67 37 36 39 41 126 98
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 375,346
COMMITMENTS
123,571 53,199 83,336 107,067 215,797 313,974 352,333 61,372 23,013
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 15,589)
11,710 -8,575 6,245 -7,885 17,894 10,071 15,564 5,518 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 14.2 22.2 28.5 57.5 83.6 93.9 16.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
129 40 63 36 46 189 131
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 359,757
COMMITMENTS
111,861 61,774 77,091 114,951 197,904 303,903 336,768 55,854 22,988
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,364)
13,288 1,750 1,396 -7,074 8,114 7,611 11,259 2,753 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 17.2 21.4 32.0 55.0 84.5 93.6 15.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
120 53 60 37 42 179 135
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,387
COMMITMENTS
5,608 403 313 260 6,437 6,181 7,153 2,206 1,234
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -3,469)
-58 113 35 -1,791 -2,311 -1,814 -2,163 -1,655 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 4.8 3.7 3.1 76.7 73.7 85.3 26.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 3 4 2 3 22 8
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,856
COMMITMENTS
5,666 290 278 2,051 8,748 7,995 9,316 3,861 2,540
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,411)
561 -416 4 -328 629 237 217 1,174 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 2.4 2.3 17.3 73.8 67.4 78.6 32.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
20 2 4 6 7 28 12
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 81,053
COMMITMENTS
9,306 20,605 7,513 44,335 30,175 61,154 58,293 19,899 22,760
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -6,888)
-202 -6,173 -2,284 -4,849 -996 -7,336 -9,453 448 2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.4 9.3 54.7 37.2 75.4 71.9 24.6 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
18 35 25 47 34 81 81
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 87,941
COMMITMENTS
9,508 26,778 9,797 49,185 31,171 68,490 67,746 19,450 20,195
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -1,117)
382 -936 387 -2,548 125 -1,778 -425 661 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 30.4 11.1 55.9 35.4 77.9 77.0 22.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
24 38 30 47 34 83 95
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 40,045
COMMITMENTS
890 8,046 2,405 23,975 17,870 27,269 28,321 12,775 11,724
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -2,813)
238 -2,032 -553 -1,165 -628 -1,480 -3,213 -1,333 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 20.1 6.0 59.9 44.6 68.1 70.7 31.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 17 8 21 18 31 40
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 42,858
COMMITMENTS
651 10,078 2,959 25,139 18,497 28,749 31,534 14,108 11,324
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -54)
-358 205 259 -896 271 -996 735 942 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 23.5 6.9 58.7 43.2 67.1 73.6 32.9 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 17 10 26 20 37 46
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 129,718
COMMITMENTS
28,284 11,812 26,057 56,198 80,811 110,539 118,681 19,178 11,037
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,733)
7,784 -8,718 1,979 -198 18,958 9,564 12,218 169 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.1 20.1 43.3 62.3 85.2 91.5 14.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
88 41 59 64 60 170 146
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 119,984
COMMITMENTS
20,501 20,530 24,079 56,396 61,854 100,975 106,463 19,009 13,521
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -12,179)
1,750 -2,050 -8,275 -6,560 -2,241 -13,085 -12,566 905 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 17.1 20.1 47.0 51.6 84.2 88.7 15.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
67 59 65 67 56 167 154
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,692
COMMITMENTS
9,569 2,427 11,355 17,323 29,070 38,246 42,853 6,445 1,839
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,947)
464 -201 -7,896 -7,562 -6,723 -14,994 -14,820 46 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.4 25.4 38.8 65.0 85.6 95.9 14.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
66 15 28 27 22 103 55
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 59,639
COMMITMENTS
9,104 2,628 19,251 24,885 35,794 53,240 57,673 6,399 1,966
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,244)
-414 244 -1,376 -3,855 -4,478 -5,645 -5,609 402 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 4.4 32.3 41.7 60.0 89.3 96.7 10.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
63 25 35 34 26 116 69
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,097
COMMITMENTS
23,363 7,429 7,163 84,071 107,873 114,597 122,465 10,500 2,632
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 5,151)
1,383 -849 56 3,048 5,755 4,488 4,963 664 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 5.9 5.7 67.2 86.2 91.6 97.9 8.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
49 27 25 46 35 108 75
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 119,946
COMMITMENTS
21,980 8,278 7,107 81,023 102,117 110,110 117,502 9,836 2,444
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -3,390)
1,030 -485 -440 -2,903 -2,162 -2,313 -3,087 -1,077 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 6.9 5.9 67.5 85.1 91.8 98.0 8.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
50 26 28 46 35 108 78
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 507,683
COMMITMENTS
122,771 12,014 80,925 209,377 368,016 413,072 460,955 94,611 46,728
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -9,449)
-3,453 1,614 -2,507 -2,030 -13,715 -7,990 -14,609 -1,458 5,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 2.4 15.9 41.2 72.5 81.4 90.8 18.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
64 24 42 53 48 139 94
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 517,132
COMMITMENTS
126,223 10,400 83,432 211,407 381,731 421,062 475,564 96,069 41,568
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -48,858)
7,029 -1,018 -23,945 -25,374 -11,328 -42,290 -36,291 -6,568 -12,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.0 16.1 40.9 73.8 81.4 92.0 18.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
68 20 44 53 51 142 96
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,858
COMMITMENTS
52,953 10,312 30,876 44,346 93,207 128,175 134,395 13,683 7,463
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,870)
-1,903 492 430 -2,410 -2,810 -3,883 -1,888 -1,987 -3,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.3 21.8 31.3 65.7 90.4 94.7 9.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
172 50 101 96 119 298 244
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 147,729
COMMITMENTS
54,856 9,820 30,446 46,756 96,017 132,058 136,283 15,670 11,446
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -2,626)
6,087 -388 -10,041 401 4,621 -3,554 -5,808 928 3,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 6.6 20.6 31.7 65.0 89.4 92.3 10.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
175 42 103 97 121 301 242
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 23,681
COMMITMENTS
6,779 12,813 3,657 10,655 4,340 21,092 20,810 2,589 2,871
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,678)
1,200 6,166 36 3,965 -2,015 5,201 4,187 -523 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 54.1 15.4 45.0 18.3 89.1 87.9 10.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 26 12 4 10 23 45
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,003
COMMITMENTS
5,579 6,647 3,621 6,690 6,355 15,890 16,623 3,113 2,380
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -1,704)
-224 -1,233 172 -880 -1,079 -932 -2,140 -772 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 35.0 19.1 35.2 33.4 83.6 87.5 16.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 21 11 7 8 30 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,704
COMMITMENTS
20,818 23,262 36,638 107,839 107,647 165,295 167,546 31,409 29,158
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 17,580)
7,245 -819 8,108 -973 8,705 14,379 15,994 3,201 1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.8 18.6 54.8 54.7 84.0 85.2 16.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
29 26 33 62 67 110 108
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,124
COMMITMENTS
13,573 24,081 28,530 108,812 98,942 150,915 151,553 28,208 27,571
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,854)
-1,118 623 868 2,850 1,243 2,600 2,735 -747 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.4 15.9 60.7 55.2 84.3 84.6 15.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
21 26 29 64 69 103 106
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 698,498
COMMITMENTS
26,347 64,805 284,579 314,580 311,366 625,506 660,750 72,992 37,748
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16,274)
415 7,214 7,453 7,232 1,888 15,100 16,555 1,173 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.3 40.7 45.0 44.6 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 70 81 95 87 185 197
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 682,224
COMMITMENTS
25,932 57,592 277,126 307,348 309,477 610,405 644,195 71,819 38,030
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 17,301)
-1,984 1,305 14,871 4,575 983 17,463 17,159 -162 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.4 40.6 45.1 45.4 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
43 67 79 94 86 182 191
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,688
COMMITMENTS
3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696)
0 0 0 780 1,394 780 1,394 916 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,992
COMMITMENTS
3,995 4,584 1,333 55,576 58,227 60,904 64,144 7,088 3,848
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,459)
-124 2,140 124 3,378 705 3,378 2,969 81 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.7 2.0 81.7 85.6 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,087
COMMITMENTS
2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772)
-372 -368 771 728 606 1,127 1,009 645 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 20 19 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,315
COMMITMENTS
2,557 1,803 3,661 30,850 33,864 37,068 39,328 4,247 1,987
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,895)
432 -2,558 1,130 2,056 6,823 3,618 5,395 277 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.4 8.9 74.7 82.0 89.7 95.2 10.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 20 23 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,845
COMMITMENTS
8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138)
1,222 0 62 1,883 2,410 3,167 2,472 -29 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,707
COMMITMENTS
6,828 0 1,154 51,320 52,746 59,302 53,900 5,405 10,807
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,359)
0 0 0 3,640 4,127 3,640 4,127 -281 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.8 79.3 81.5 91.6 83.3 8.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 18 22 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 983,913
COMMITMENTS
229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348)
-10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 9 27 84 77 115 105
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 955,565
COMMITMENTS
239,812 66,742 167,329 530,573 713,605 937,714 947,676 17,851 7,889
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 18,566)
2,992 4,809 2,762 11,606 11,392 17,360 18,963 1,206 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.0 17.5 55.5 74.7 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
17 10 25 79 73 108 100
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,702
COMMITMENTS
28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624)
7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 14 24 28 42 42
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,078
COMMITMENTS
21,545 34,253 34,557 58,451 46,469 114,553 115,279 2,525 1,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,355)
3,868 3,005 5,484 4,906 3,898 14,258 12,387 -1,903 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 29.3 29.5 49.9 39.7 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 14 23 25 40 39
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,263
COMMITMENTS
2,926 5,350 10,185 28,844 26,488 41,955 42,023 308 240
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 902)
763 959 -296 655 40 1,122 702 -220 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.7 24.1 68.2 62.7 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 7 23 28 30 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,362
COMMITMENTS
2,163 4,392 10,482 28,189 26,448 40,834 41,322 528 40
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,746)
-2,544 -2,593 4,322 1,010 1,048 2,788 2,776 -42 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.6 25.3 68.2 63.9 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 8 22 27 30 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601
COMMITMENTS
2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554)
248 -596 88 -890 -46 -554 -554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,155
COMMITMENTS
1,896 1,980 1,791 15,468 15,384 19,155 19,155 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 126)
0 -126 126 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.3 9.4 80.8 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360
COMMITMENTS
218 5,614 1,228 7,914 2,518 9,360 9,360 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46)
0 1,016 -508 554 -462 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 60.0 13.1 84.6 26.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,314
COMMITMENTS
218 4,598 1,736 7,360 2,980 9,314 9,314 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 734)
0 -138 688 46 184 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 49.4 18.6 79.0 32.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 4 14 12 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,140,426
COMMITMENTS
124,594 36,002 263,599 690,481 762,870 1078674 1062471 61,751 77,954
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -20,911)
20,914 -4,873 -22,521 -17,948 9,303 -19,555 -18,091 -1,357 -2,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.2 23.1 60.5 66.9 94.6 93.2 5.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
85 61 95 88 99 214 218
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,161,337
COMMITMENTS
103,680 40,875 286,120 708,429 753,567 1098229 1080562 63,108 80,775
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 4,050)
1,746 -2,456 3,985 -298 4,555 5,433 6,084 -1,382 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.5 24.6 61.0 64.9 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
66 74 97 85 95 208 217
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402
COMMITMENTS
8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448)
19 47 41 -38 121 22 209 426 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 21 5 12 24 80 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,954
COMMITMENTS
8,073 2,525 744 2,403 9,668 11,220 12,937 2,734 1,017
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 632)
497 138 271 -148 332 620 741 12 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 18.1 5.3 17.2 69.3 80.4 92.7 19.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
67 20 6 11 24 81 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,516
COMMITMENTS
3,773 355 0 1,861 6,187 5,634 6,542 1,882 974
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78)
155 44 0 71 1 226 45 -148 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 4.7 0.0 24.8 82.3 75.0 87.0 25.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 3 0 8 15 28 18
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,438
COMMITMENTS
3,618 311 0 1,790 6,186 5,408 6,497 2,030 941
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -103)
-264 -4 -80 -111 -183 -455 -267 352 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 4.2 0.0 24.1 83.2 72.7 87.3 27.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 4 0 7 15 28 19
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,619
COMMITMENTS
26,521 3,272 37,019 112,893 137,415 176,433 177,706 19,186 17,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,672)
5,378 -2,134 3,489 -429 5,183 8,438 6,538 234 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.7 18.9 57.7 70.2 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
52 17 43 76 83 143 133
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,948
COMMITMENTS
21,143 5,406 33,530 113,322 132,231 167,995 171,168 18,952 15,780
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,791)
-1,141 -1,713 1,762 -3,673 -2,808 -3,052 -2,759 -2,738 -3,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.9 17.9 60.6 70.7 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 21 47 76 79 144 135
Updated March 4, 2005