WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 222,752: 31,953 73,892 30,429 123,462 82,103 185,844 186,424: 36,908 36,328
Old : 176,304: 35,410 73,255 14,088 98,205 60,821 147,703 148,164: 28,601 28,140
Other: 46,448: 6,437 10,531 6,447 25,257 21,282 38,141 38,260: 8,307 8,188
: : :
: : Changes in Commitments from: February 1, 2005 :
: 458: -456 -6 5,878 -1,680 -4,545 3,742 1,327: -3,284 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 33.2 13.7 55.4 36.9 83.4 83.7: 16.6 16.3
Old : 100.0: 20.1 41.6 8.0 55.7 34.5 83.8 84.0: 16.2 16.0
Other: 100.0: 13.9 22.7 13.9 54.4 45.8 82.1 82.4: 17.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 70 91 60 44 46 146 174:
Old : 222: 73 88 37 36 41 126 152:
Other: 113: 40 31 26 22 35 74 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 24.9 46.2 32.2 31.7 23.3 45.0 29.8
Old : 36.9 24.6 49.0 32.8 36.9 24.0 49.0 32.2
Other: 50.7 35.3 58.2 47.1 44.9 30.7 48.8 39.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 657,417: 73,417 187,682 37,593 405,269 246,208 516,279 471,483: 141,138 185,934
Old : 568,131: 72,082 179,769 29,084 338,502 211,461 439,668 420,314: 128,463 147,817
Other: 89,286: 8,798 15,376 1,046 66,767 34,747 76,611 51,169: 12,675 38,117
: : :
: : Changes in Commitments from: February 1, 2005 :
: 7,704: 867 1,095 4,238 941 1,852 6,046 7,185: 1,658 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.5 5.7 61.6 37.5 78.5 71.7: 21.5 28.3
Old : 100.0: 12.7 31.6 5.1 59.6 37.2 77.4 74.0: 22.6 26.0
Other: 100.0: 9.9 17.2 1.2 74.8 38.9 85.8 57.3: 14.2 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 100 135 89 165 152 316 346:
Old : 455: 108 127 75 159 139 303 319:
Other: 225: 30 50 12 62 117 100 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 13.0 28.7 18.0 17.7 10.3 28.4 14.9
Old : 18.2 14.7 29.2 20.0 18.1 11.5 28.9 16.7
Other: 48.2 9.9 56.9 16.8 48.2 9.5 56.9 15.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,844: 3,113 482 78 1,520 5,941 4,711 6,501: 4,133 2,343
Old : 8,182: 3,039 503 38 1,425 5,606 4,502 6,147: 3,680 2,035
Other: 662: 114 19 0 95 335 209 354: 453 308
: : :
: : Changes in Commitments from: February 1, 2005 :
: -91: -544 -17 -77 362 105 -259 11: 168 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 5.5 0.9 17.2 67.2 53.3 73.5: 46.7 26.5
Old : 100.0: 37.1 6.1 0.5 17.4 68.5 55.0 75.1: 45.0 24.9
Other: 100.0: 17.2 2.9 0.0 14.4 50.6 31.6 53.5: 68.4 46.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 5 4 7 15 25 23:
Old : 36: 17 5 4 7 14 25 22:
Other: 14: 4 2 0 2 7 6 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 40.0 37.3 53.8 22.3 32.4 29.8 42.2
Old : 27.8 41.7 39.2 56.6 24.1 33.7 31.7 44.7
Other: 30.4 39.9 31.6 53.2 30.4 39.9 31.3 52.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 272,127: 31,832 109,993 22,349 161,938 78,725 216,119 211,067: 56,008 61,060
Old : 249,065: 30,466 114,939 14,589 154,823 66,354 199,878 195,882: 49,187 53,183
Other: 23,062: 8,947 2,635 179 7,115 12,371 16,241 15,185: 6,821 7,877
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,597: 576 2,978 130 367 1,794 1,073 4,902: 1,524 -2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 40.4 8.2 59.5 28.9 79.4 77.6: 20.6 22.4
Old : 100.0: 12.2 46.1 5.9 62.2 26.6 80.3 78.6: 19.7 21.4
Other: 100.0: 38.8 11.4 0.8 30.9 53.6 70.4 65.8: 29.6 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 72 135 93 76 74 214 253:
Old : 318: 70 143 76 73 67 194 243:
Other: 109: 41 21 4 21 37 65 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 17.2 39.0 23.7 27.3 13.9 37.0 19.7
Old : 29.5 17.2 41.4 23.7 29.3 15.8 40.2 22.2
Other: 29.7 43.2 42.2 49.8 29.6 41.7 41.9 47.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 187,858: 22,473 61,322 21,480 118,340 79,202 162,293 162,004: 25,565 25,854
Old : 165,572: 19,984 62,076 13,535 110,267 66,121 143,786 141,732: 21,786 23,840
Other: 22,286: 7,043 3,800 3,391 8,073 13,081 18,507 20,272: 3,779 2,014
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,997: 16 3,883 1,842 7,089 5,281 8,947 11,006: 2,050 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 32.6 11.4 63.0 42.2 86.4 86.2: 13.6 13.8
Old : 100.0: 12.1 37.5 8.2 66.6 39.9 86.8 85.6: 13.2 14.4
Other: 100.0: 31.6 17.1 15.2 36.2 58.7 83.0 91.0: 17.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 29 59 34 52 42 103 128:
Old : 164: 36 61 29 51 41 100 123:
Other: 46: 12 12 10 18 11 36 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 25.7 37.9 34.9 18.0 15.3 28.0 22.5
Old : 26.0 26.1 39.6 34.4 23.6 18.1 34.7 26.3
Other: 37.5 53.1 54.4 69.6 30.8 45.6 43.1 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 818,964: 193,978 146,065 31,052 426,677 468,895 651,707 646,012: 167,257 172,952
Old : 818,964: 193,978 146,065 31,052 426,677 468,895 651,707 646,012: 167,257 172,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 64,191: 42,575 -22,903 9,888 8,326 71,742 60,789 58,727: 3,402 5,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.8 3.8 52.1 57.3 79.6 78.9: 20.4 21.1
Old : 100.0: 23.7 17.8 3.8 52.1 57.3 79.6 78.9: 20.4 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 45 39 22 60 78 120 128:
Old : 184: 45 39 22 60 78 120 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 14.4 31.8 26.7 15.7 12.7 23.2 22.8
Old : 22.6 14.4 31.8 26.7 15.7 12.7 23.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 178,298: 10,303 53,355 30,620 106,383 62,994 147,306 146,969: 30,992 31,329
Old : 158,139: 14,533 51,670 20,685 94,573 56,282 129,791 128,637: 28,348 29,502
Other: 20,159: 1,570 7,485 4,135 11,810 6,712 17,515 18,332: 2,644 1,827
: : :
: : Changes in Commitments from: February 1, 2005 :
: 13,942: -1 9,520 2,612 8,779 -1,093 11,390 11,039: 2,552 2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 29.9 17.2 59.7 35.3 82.6 82.4: 17.4 17.6
Old : 100.0: 9.2 32.7 13.1 59.8 35.6 82.1 81.3: 17.9 18.7
Other: 100.0: 7.8 37.1 20.5 58.6 33.3 86.9 90.9: 13.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 19 65 52 53 47 115 144:
Old : 170: 29 63 49 51 46 112 141:
Other: 59: 12 17 9 27 11 47 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 16.1 40.0 24.1 21.7 8.3 28.0 14.0
Old : 27.2 16.8 39.5 24.2 22.9 9.3 31.0 15.8
Other: 39.0 53.7 54.9 69.2 34.9 42.7 44.9 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,554: 1,863 2,101 522 1,773 1,147 4,158 3,770: 1,396 1,784
Old : 5,547: 1,862 2,106 516 1,773 1,144 4,151 3,766: 1,396 1,781
Other: 7: 6 0 1 0 3 7 4: 0 3
: : :
: : Changes in Commitments from: February 1, 2005 :
: 321: 65 96 111 122 118 298 325: 23 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 37.8 9.4 31.9 20.7 74.9 67.9: 25.1 32.1
Old : 100.0: 33.6 38.0 9.3 32.0 20.6 74.8 67.9: 25.2 32.1
Other: 100.0: 85.7 0.0 14.3 0.0 42.9 100.0 57.1: 0.0 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 13 6 11 6 27 22:
Old : 38: 13 13 6 11 6 27 22:
Other: 4: 2 0 1 0 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 27.8 49.0 45.4 26.9 27.8 37.1 37.8
Old : 35.1 27.8 49.1 45.4 26.9 27.8 37.1 37.8
Other: 100.0 57.1 100.0 57.1 85.7 42.9 85.7 42.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 329,026: 104,088 77,400 0 169,951 146,075 274,039 223,475: 54,987 105,551
Old : 329,026: 104,088 77,400 0 169,951 146,075 274,039 223,475: 54,987 105,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 20,564: 16,447 -3,083 0 2,822 14,320 19,269 11,237: 1,295 9,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 23.5 0.0 51.7 44.4 83.3 67.9: 16.7 32.1
Old : 100.0: 31.6 23.5 0.0 51.7 44.4 83.3 67.9: 16.7 32.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 16 33 0 45 45 61 78:
Old : 118: 16 33 0 45 45 61 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.1 42.8 29.1 30.3 20.3 42.2 27.6
Old : 30.3 21.1 42.8 29.1 30.3 20.3 42.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,806,663: 297,999 304,380 118,040 1,091,323 870,944 1,507,362 1,293,364: 299,301 513,299
Old : 1,806,663: 297,999 304,380 118,040 1,091,323 870,944 1,507,362 1,293,364: 299,301 513,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 57,254: 36,572 -12,503 67,275 -30,819 40,306 73,028 95,078: -15,774 -37,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.8 6.5 60.4 48.2 83.4 71.6: 16.6 28.4
Old : 100.0: 16.5 16.8 6.5 60.4 48.2 83.4 71.6: 16.6 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 46 70 42 86 133 161 218:
Old : 276: 46 70 42 86 133 161 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 11.7 42.8 20.7 29.5 10.5 37.2 15.8
Old : 32.6 11.7 42.8 20.7 29.5 10.5 37.2 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,263,427: 230,550 184,846 17,792 861,436 722,928 1,109,778 925,566: 153,649 337,861
Old : 1,263,427: 230,550 184,846 17,792 861,436 722,928 1,109,778 925,566: 153,649 337,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 43,033: -24,161 -5,474 3,824 50,786 10,404 30,449 8,754: 12,584 34,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 14.6 1.4 68.2 57.2 87.8 73.3: 12.2 26.7
Old : 100.0: 18.2 14.6 1.4 68.2 57.2 87.8 73.3: 12.2 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 44 20 62 95 107 151:
Old : 194: 37 44 20 62 95 107 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 16.3 46.5 24.1 24.6 14.8 40.0 20.6
Old : 27.8 16.3 46.5 24.1 24.6 14.8 40.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 404,965: 173,430 39,257 33,626 166,036 304,942 373,092 377,825: 31,873 27,140
Old : 404,965: 173,430 39,257 33,626 166,036 304,942 373,092 377,825: 31,873 27,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -85,363: -12,985 -9,268 -14,264 -22,926 -44,475 -50,175 -68,007: -35,188 -17,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 9.7 8.3 41.0 75.3 92.1 93.3: 7.9 6.7
Old : 100.0: 42.8 9.7 8.3 41.0 75.3 92.1 93.3: 7.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 34 11 23 50 46 91 74:
Old : 107: 34 11 23 50 46 91 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 45.4 54.5 57.5 35.2 45.2 47.9 55.6
Old : 39.8 45.4 54.5 57.5 35.2 45.2 47.9 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 47,943: 12,607 3,171 56 21,536 37,447 34,199 40,674: 13,744 7,269
Old : 47,943: 12,607 3,171 56 21,536 37,447 34,199 40,674: 13,744 7,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 449: 79 -5,463 56 -162 6,085 -27 678: 476 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 6.6 0.1 44.9 78.1 71.3 84.8: 28.7 15.2
Old : 100.0: 26.3 6.6 0.1 44.9 78.1 71.3 84.8: 28.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 1 20 12 45 22:
Old : 63: 24 10 1 20 12 45 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 65.3 41.5 75.8 29.6 64.8 41.5 75.2
Old : 29.6 65.3 41.5 75.8 29.6 64.8 41.5 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,688: 8,790 26,588 466 51,449 21,724 60,705 48,778: 8,983 20,910
Old : 69,688: 8,790 26,588 466 51,449 21,724 60,705 48,778: 8,983 20,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -8,309: -1,983 2,091 108 4,711 -4,122 2,836 -1,923: -11,145 -6,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 38.2 0.7 73.8 31.2 87.1 70.0: 12.9 30.0
Old : 100.0: 12.6 38.2 0.7 73.8 31.2 87.1 70.0: 12.9 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 14 22 4 20 8 36 32:
Old : 60: 14 22 4 20 8 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 44.7 67.2 53.4 47.7 44.7 67.1 52.6
Old : 47.7 44.7 67.2 53.4 47.7 44.7 67.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Old : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -942: 655 -688 0 -1,641 -149 -986 -837: 44 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Old : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 23 3 19 19 27 42:
Old : 60: 5 23 3 19 19 27 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Old : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Old : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 406: 0 238 0 456 -138 456 100: -50 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Old : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 7 0 6 10 8 17:
Old : 24: 2 7 0 6 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Old : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005