WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 230,851: 33,282 67,433 29,606 131,527 98,055 194,415 195,094: 36,436 35,757
Old : 174,427: 35,841 64,440 10,150 100,454 73,460 146,445 148,050: 27,982 26,377
Other: 56,424: 8,289 13,841 8,608 31,073 24,595 47,970 47,044: 8,454 9,380
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,099: 1,329 -6,459 -823 8,065 15,952 8,571 8,670: -472 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 29.2 12.8 57.0 42.5 84.2 84.5: 15.8 15.5
Old : 100.0: 20.5 36.9 5.8 57.6 42.1 84.0 84.9: 16.0 15.1
Other: 100.0: 14.7 24.5 15.3 55.1 43.6 85.0 83.4: 15.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 79 88 67 48 52 162 182:
Old : 231: 86 81 39 38 48 140 154:
Other: 134: 38 47 32 25 40 82 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 29.1 47.2 36.2 33.2 26.7 46.1 32.8
Old : 37.7 30.7 50.8 38.8 37.7 28.3 50.2 36.4
Other: 52.2 36.4 59.1 46.8 46.6 30.0 50.6 36.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 671,800: 80,890 165,545 57,881 392,497 262,472 531,268 485,898: 140,532 185,902
Old : 579,147: 79,765 159,001 48,474 325,646 224,457 453,885 431,932: 125,262 147,215
Other: 92,653: 9,035 14,454 1,497 66,851 38,015 77,383 53,966: 15,270 38,687
: : :
: : Changes in Commitments from: February 8, 2005 :
: 14,383: 7,473 -22,137 20,288 -12,772 16,264 14,989 14,415: -606 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 24.6 8.6 58.4 39.1 79.1 72.3: 20.9 27.7
Old : 100.0: 13.8 27.5 8.4 56.2 38.8 78.4 74.6: 21.6 25.4
Other: 100.0: 9.8 15.6 1.6 72.2 41.0 83.5 58.2: 16.5 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 105 136 105 166 153 339 350:
Old : 459: 111 128 92 158 142 324 325:
Other: 229: 31 53 14 62 119 103 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 14.2 27.8 19.2 17.3 11.5 27.5 16.4
Old : 17.9 15.9 28.4 21.2 17.9 13.0 28.1 18.2
Other: 46.1 10.8 54.8 17.9 46.1 10.5 54.7 17.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,665: 2,616 382 138 2,031 6,119 4,785 6,639: 3,880 2,026
Old : 7,943: 2,514 436 54 1,911 5,761 4,479 6,251: 3,464 1,692
Other: 722: 180 24 6 120 358 306 388: 416 334
: : :
: : Changes in Commitments from: February 8, 2005 :
: -179: -497 -100 60 511 178 74 138: -253 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 4.4 1.6 23.4 70.6 55.2 76.6: 44.8 23.4
Old : 100.0: 31.7 5.5 0.7 24.1 72.5 56.4 78.7: 43.6 21.3
Other: 100.0: 24.9 3.3 0.8 16.6 49.6 42.4 53.7: 57.6 46.3
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 4 11 17 26 25:
Old : 36: 13 6 3 11 15 25 23:
Other: 17: 6 2 1 3 7 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 45.0 37.7 57.5 19.4 35.8 26.4 44.9
Old : 28.5 48.0 39.9 61.4 21.2 38.2 28.3 48.3
Other: 30.6 38.0 42.1 51.5 30.6 38.0 41.3 51.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 262,376: 36,829 86,385 21,573 151,637 89,365 210,039 197,323: 52,337 65,053
Old : 238,543: 36,310 91,779 13,278 143,825 77,113 193,413 182,170: 45,130 56,373
Other: 23,833: 8,533 2,620 281 7,812 12,252 16,626 15,153: 7,207 8,680
: : :
: : Changes in Commitments from: February 8, 2005 :
: -9,751: 4,997 -23,608 -776 -10,301 10,640 -6,080 -13,744: -3,671 3,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 32.9 8.2 57.8 34.1 80.1 75.2: 19.9 24.8
Old : 100.0: 15.2 38.5 5.6 60.3 32.3 81.1 76.4: 18.9 23.6
Other: 100.0: 35.8 11.0 1.2 32.8 51.4 69.8 63.6: 30.2 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 75 131 96 80 82 225 256:
Old : 323: 80 130 79 78 76 207 245:
Other: 112: 35 27 6 20 39 60 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 19.4 37.9 24.6 26.8 16.4 36.9 21.4
Old : 29.0 18.6 40.4 24.3 28.9 16.3 40.0 21.8
Other: 30.4 40.4 43.9 46.8 30.0 39.3 43.5 44.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 9,397: 4,670 3,129 1,250 200 469 6,120 4,848: 3,277 4,549
Old : 8,282: 4,173 2,878 1,242 200 469 5,615 4,589: 2,667 3,693
Other: 1,115: 497 251 8 0 0 505 259: 610 856
: : :
: : Changes in Commitments from: February 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 33.3 13.3 2.1 5.0 65.1 51.6: 34.9 48.4
Old : 100.0: 50.4 34.8 15.0 2.4 5.7 67.8 55.4: 32.2 44.6
Other: 100.0: 44.6 22.5 0.7 0.0 0.0 45.3 23.2: 54.7 76.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 9 1 2 15 15:
Old : 20: 10 8 9 1 2 15 15:
Other: 3: 2 1 1 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 31.3 57.1 43.3 37.7 26.6 47.7 34.7
Old : 42.3 32.5 58.6 46.1 36.7 27.1 48.2 36.4
Other: 45.3 23.2 45.3 23.2 44.6 22.5 44.6 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 175,257: 21,071 53,253 22,102 106,692 76,384 149,865 151,739: 25,392 23,518
Old : 152,090: 19,725 54,161 13,689 97,185 62,507 130,599 130,357: 21,491 21,733
Other: 23,167: 7,250 4,996 2,509 9,507 13,877 19,266 21,382: 3,901 1,785
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,601: -1,402 -8,069 622 -11,648 -2,818 -12,428 -10,265: -173 -2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.4 12.6 60.9 43.6 85.5 86.6: 14.5 13.4
Old : 100.0: 13.0 35.6 9.0 63.9 41.1 85.9 85.7: 14.1 14.3
Other: 100.0: 31.3 21.6 10.8 41.0 59.9 83.2 92.3: 16.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 29 51 34 49 47 99 124:
Old : 155: 35 54 30 49 46 97 120:
Other: 51: 12 15 10 18 12 36 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 23.2 35.1 32.9 17.3 15.1 26.5 22.4
Old : 25.1 22.5 37.8 32.0 22.5 17.8 33.8 26.2
Other: 33.5 54.0 53.8 68.7 31.9 43.8 46.0 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 800,676: 171,387 132,868 37,105 431,272 455,893 639,764 625,866: 160,912 174,810
Old : 800,676: 171,387 132,868 37,105 431,272 455,893 639,764 625,866: 160,912 174,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -18,288: -22,591 -13,197 6,053 4,595 -13,002 -11,943 -20,146: -6,345 1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.6 4.6 53.9 56.9 79.9 78.2: 20.1 21.8
Old : 100.0: 21.4 16.6 4.6 53.9 56.9 79.9 78.2: 20.1 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 48 35 29 59 81 123 133:
Old : 188: 48 35 29 59 81 123 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 16.2 30.5 28.0 16.1 14.1 23.4 24.3
Old : 22.4 16.2 30.5 28.0 16.1 14.1 23.4 24.3
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 162,001: 13,415 38,028 30,767 87,923 64,080 132,105 132,875: 29,896 29,126
Old : 139,370: 17,940 37,511 19,447 75,125 55,258 112,512 112,216: 26,858 27,154
Other: 22,631: 1,668 6,710 5,127 12,798 8,822 19,593 20,659: 3,038 1,972
: : :
: : Changes in Commitments from: February 8, 2005 :
: -16,297: 3,112 -15,327 147 -18,460 1,086 -15,201 -14,094: -1,096 -2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 23.5 19.0 54.3 39.6 81.5 82.0: 18.5 18.0
Old : 100.0: 12.9 26.9 14.0 53.9 39.6 80.7 80.5: 19.3 19.5
Other: 100.0: 7.4 29.6 22.7 56.6 39.0 86.6 91.3: 13.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 21 58 55 50 49 115 140:
Old : 163: 32 54 48 48 48 108 137:
Other: 64: 14 18 12 26 13 49 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 16.8 35.6 25.3 17.8 10.5 24.6 16.6
Old : 23.0 17.0 34.4 24.8 18.5 12.0 26.2 18.2
Other: 38.3 51.5 53.8 68.3 35.8 44.7 44.8 52.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,496: 1,815 2,080 394 1,718 1,427 3,927 3,901: 1,569 1,595
Old : 5,490: 1,814 2,083 389 1,718 1,424 3,921 3,896: 1,569 1,594
Other: 6: 6 2 0 0 3 6 5: 0 1
: : :
: : Changes in Commitments from: February 8, 2005 :
: -58: -48 -21 -128 -55 280 -231 131: 173 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 37.8 7.2 31.3 26.0 71.5 71.0: 28.5 29.0
Old : 100.0: 33.0 37.9 7.1 31.3 25.9 71.4 71.0: 28.6 29.0
Other: 100.0: 100.0 33.3 0.0 0.0 50.0 100.0 83.3: 0.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 13 4 9 6 23 20:
Old : 34: 11 13 4 9 6 23 20:
Other: 4: 2 1 0 0 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 30.9 49.9 48.5 28.7 27.9 38.2 37.7
Old : 36.6 30.9 50.0 48.5 28.8 27.9 38.3 37.8
Other: 100.0 83.3 100.0 83.3 100.0 83.3 100.0 83.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 349,822: 107,008 80,546 6,091 185,422 161,851 298,521 248,488: 51,301 101,334
Old : 349,822: 107,008 80,546 6,091 185,422 161,851 298,521 248,488: 51,301 101,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20,796: 2,920 3,146 6,091 15,471 15,776 24,482 25,013: -3,686 -4,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 23.0 1.7 53.0 46.3 85.3 71.0: 14.7 29.0
Old : 100.0: 30.6 23.0 1.7 53.0 46.3 85.3 71.0: 14.7 29.0
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 : 123: 19 35 4 43 53 62 92:
Old : 123: 19 35 4 43 53 62 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 20.8 42.9 28.5 30.3 20.1 41.8 27.3
Old : 30.4 20.8 42.9 28.5 30.3 20.1 41.8 27.3
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,865,429: 322,904 277,112 142,460 1,102,447 947,271 1,567,811 1,366,843: 297,618 498,586
Old : 1,865,429: 322,904 277,112 142,460 1,102,447 947,271 1,567,811 1,366,843: 297,618 498,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 58,766: 24,905 -27,268 24,420 11,124 76,327 60,449 73,479: -1,683 -14,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.9 7.6 59.1 50.8 84.0 73.3: 16.0 26.7
Old : 100.0: 17.3 14.9 7.6 59.1 50.8 84.0 73.3: 16.0 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 : 276: 49 70 47 84 135 165 222:
Old : 276: 49 70 47 84 135 165 222:
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 : 32.2 12.5 43.3 21.5 27.5 11.0 36.7 15.9
Old : 32.2 12.5 43.3 21.5 27.5 11.0 36.7 15.9
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,198,153: 254,352 158,022 34,617 755,934 707,662 1,044,903 900,301: 153,250 297,852
Old : 1,198,153: 254,352 158,022 34,617 755,934 707,662 1,044,903 900,301: 153,250 297,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -65,274: 23,802 -26,824 16,825 -105,502 -15,266 -64,875 -25,265: -399 -40,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.2 2.9 63.1 59.1 87.2 75.1: 12.8 24.9
Old : 100.0: 21.2 13.2 2.9 63.1 59.1 87.2 75.1: 12.8 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 38 44 23 64 99 114 154:
Old : 199: 38 44 23 64 99 114 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 16.9 43.1 24.4 24.5 15.7 39.1 20.7
Old : 26.2 16.9 43.1 24.4 24.5 15.7 39.1 20.7
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 428,567: 184,803 40,639 39,298 173,297 323,779 397,398 403,716: 31,169 24,851
Old : 428,567: 184,803 40,639 39,298 173,297 323,779 397,398 403,716: 31,169 24,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 23,602: 11,373 1,382 5,672 7,261 18,837 24,306 25,891: -704 -2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 9.5 9.2 40.4 75.5 92.7 94.2: 7.3 5.8
Old : 100.0: 43.1 9.5 9.2 40.4 75.5 92.7 94.2: 7.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 36 13 29 50 46 96 79:
Old : 112: 36 13 29 50 46 96 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 48.2 51.5 59.4 34.1 48.1 45.9 58.1
Old : 37.5 48.2 51.5 59.4 34.1 48.1 45.9 58.1
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,852: 14,115 3,342 101 21,510 38,027 35,726 41,470: 13,126 7,382
Old : 48,852: 14,115 3,342 101 21,510 38,027 35,726 41,470: 13,126 7,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 909: 1,508 171 45 -26 580 1,527 796: -618 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.8 0.2 44.0 77.8 73.1 84.9: 26.9 15.1
Old : 100.0: 28.9 6.8 0.2 44.0 77.8 73.1 84.9: 26.9 15.1
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 : 65: 25 11 2 20 12 46 24:
Old : 65: 25 11 2 20 12 46 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 64.8 40.7 75.5 29.0 64.4 40.7 74.3
Old : 29.0 64.8 40.7 75.5 29.0 64.4 40.7 74.3
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 71,875: 9,924 26,478 840 52,270 23,009 63,034 50,327: 8,841 21,548
Old : 71,875: 9,924 26,478 840 52,270 23,009 63,034 50,327: 8,841 21,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,187: 1,134 -110 374 821 1,285 2,329 1,549: -142 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 36.8 1.2 72.7 32.0 87.7 70.0: 12.3 30.0
Old : 100.0: 13.8 36.8 1.2 72.7 32.0 87.7 70.0: 12.3 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 : 65: 19 20 6 20 10 43 32:
Old : 65: 19 20 6 20 10 43 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 : 50.4 45.5 66.5 54.4 50.3 45.5 66.3 53.6
Old : 50.4 45.5 66.5 54.4 50.3 45.5 66.3 53.6
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Old : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,264: -903 -2,752 503 -1,861 -750 -2,261 -2,999: -3 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
Old : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 22 4 19 19 27 43:
Old : 60: 6 22 4 19 19 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Old : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Old : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -549: 210 45 0 -1,186 -1,055 -976 -1,010: 427 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Old : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 7 0 6 10 8 17:
Old : 25: 2 7 0 6 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
Old : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005