WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 222,294: 32,409 73,898 24,551 125,142 86,648 182,102 185,097: 40,192 37,197
Old : 180,539: 40,207 72,889 9,300 97,639 67,280 147,146 149,469: 33,393 31,070
Other: 41,755: 3,834 12,641 3,619 27,503 19,368 34,956 35,628: 6,799 6,127
: : :
: : Changes in Commitments from: January 25, 2005 :
: 14,665: 437 1,281 3,495 5,420 1,918 9,352 6,694: 5,313 7,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 33.2 11.0 56.3 39.0 81.9 83.3: 18.1 16.7
Old : 100.0: 22.3 40.4 5.2 54.1 37.3 81.5 82.8: 18.5 17.2
Other: 100.0: 9.2 30.3 8.7 65.9 46.4 83.7 85.3: 16.3 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 70 82 51 47 48 139 164:
Old : 216: 75 79 30 37 46 122 146:
Other: 100: 30 26 21 26 36 66 74:
:----------------------------------------------------------------------------------------------------
: 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 : 31.9 24.9 46.0 32.1 31.9 24.2 45.2 30.7
Old : 35.3 24.9 47.7 32.7 35.3 24.9 47.3 32.7
Other: 56.4 37.3 63.4 48.2 54.0 32.6 57.7 43.3
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 207,629: 31,972 72,617 21,056 119,722 84,730 172,750 178,403: 34,879 29,226
Old : 169,918: 39,863 70,717 7,401 94,601 69,131 141,865 147,249: 28,053 22,669
Other: 37,711: 3,709 13,500 2,055 25,121 15,599 30,885 31,154: 6,826 6,557
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,335: -4,796 -4,556 2,094 3,675 4,371 973 1,909: 2,362 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 35.0 10.1 57.7 40.8 83.2 85.9: 16.8 14.1
Old : 100.0: 23.5 41.6 4.4 55.7 40.7 83.5 86.7: 16.5 13.3
Other: 100.0: 9.8 35.8 5.4 66.6 41.4 81.9 82.6: 18.1 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 73 86 50 48 50 145 170:
Old : 227: 80 82 29 37 47 126 151:
Other: 99: 23 34 20 26 33 64 74:
:----------------------------------------------------------------------------------------------------
: 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 27.1 46.8 34.2 32.6 26.2 46.4 33.3
Old : 36.4 28.1 48.9 36.4 36.4 28.1 48.9 36.4
Other: 57.6 32.7 64.2 43.0 56.4 29.0 59.8 39.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 649,713: 72,550 186,587 33,355 404,328 244,356 510,233 464,298: 139,480 185,415
Old : 563,152: 70,292 179,060 26,877 338,624 208,164 435,793 414,101: 127,359 149,051
Other: 86,561: 7,857 13,126 879 65,704 36,192 74,440 50,197: 12,121 36,364
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,779: -1,039 511 -8,028 2,258 -232 -6,809 -7,749: 11,588 12,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.7 5.1 62.2 37.6 78.5 71.5: 21.5 28.5
Old : 100.0: 12.5 31.8 4.8 60.1 37.0 77.4 73.5: 22.6 26.5
Other: 100.0: 9.1 15.2 1.0 75.9 41.8 86.0 58.0: 14.0 42.0
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 102 139 79 169 150 315 335:
Old : 456: 108 129 70 163 134 304 307:
Other: 230: 32 50 11 59 120 98 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 13.0 29.2 17.9 17.9 11.2 28.9 15.7
Old : 18.3 14.2 29.6 19.7 18.3 12.3 29.3 17.4
Other: 49.7 9.9 58.3 17.5 49.7 9.5 58.3 17.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 644,934: 73,589 186,076 41,383 402,070 244,588 517,042 472,047: 127,892 172,887
Old : 561,920: 71,318 179,643 34,059 339,982 209,312 445,359 423,014: 116,561 138,906
Other: 83,014: 8,910 13,072 685 62,088 35,276 71,683 49,033: 11,331 33,981
: : :
: : Changes in Commitments from: January 18, 2005 :
: 13,377: -6,616 -8,133 10,768 -18,168 -21,200 -14,016 -18,565: 27,393 31,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 28.9 6.4 62.3 37.9 80.2 73.2: 19.8 26.8
Old : 100.0: 12.7 32.0 6.1 60.5 37.2 79.3 75.3: 20.7 24.7
Other: 100.0: 10.7 15.7 0.8 74.8 42.5 86.4 59.1: 13.6 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 111 137 79 164 148 321 328:
Old : 460: 117 130 67 157 131 308 299:
Other: 227: 33 48 10 57 118 96 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 13.4 29.2 18.9 17.9 12.1 28.6 16.8
Old : 18.6 14.4 29.6 20.2 18.6 13.2 29.3 18.2
Other: 48.5 11.2 57.3 19.4 48.5 10.9 57.3 19.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 8,935: 3,657 499 155 1,158 5,836 4,970 6,490: 3,965 2,445
Old : 8,359: 3,606 561 80 1,063 5,615 4,749 6,256: 3,610 2,103
Other: 576: 121 8 5 95 221 221 234: 355 342
: : :
: : Changes in Commitments from: January 25, 2005 :
: 413: 423 111 80 -96 141 407 332: 6 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.6 1.7 13.0 65.3 55.6 72.6: 44.4 27.4
Old : 100.0: 43.1 6.7 1.0 12.7 67.2 56.8 74.8: 43.2 25.2
Other: 100.0: 21.0 1.4 0.9 16.5 38.4 38.4 40.6: 61.6 59.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 5 4 8 15 28 23:
Old : 39: 17 7 4 8 15 28 23:
Other: 12: 4 2 1 2 5 6 8:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 37.6 41.3 51.7 27.7 33.0 36.0 43.8
Old : 31.2 39.0 43.0 53.7 29.6 34.0 38.3 45.7
Other: 37.0 34.7 38.4 40.6 36.1 34.5 37.2 39.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 8,522: 3,234 388 75 1,254 5,695 4,563 6,158: 3,959 2,364
Old : 8,018: 3,189 403 52 1,159 5,504 4,400 5,959: 3,618 2,059
Other: 504: 68 8 0 95 191 163 199: 341 305
: : :
: : Changes in Commitments from: January 18, 2005 :
: 560: 563 160 -32 149 537 680 665: -120 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 4.6 0.9 14.7 66.8 53.5 72.3: 46.5 27.7
Old : 100.0: 39.8 5.0 0.6 14.5 68.6 54.9 74.3: 45.1 25.7
Other: 100.0: 13.5 1.6 0.0 18.8 37.9 32.3 39.5: 67.7 60.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 4 3 9 15 27 21:
Old : 36: 17 4 3 9 15 27 21:
Other: 11: 3 2 0 2 5 5 7:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 40.1 39.7 54.9 25.0 36.7 32.6 47.3
Old : 29.3 41.5 41.0 56.9 26.5 37.9 34.5 49.4
Other: 31.9 34.7 32.3 39.5 31.9 34.3 31.9 39.1
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 269,530: 31,256 107,015 22,219 161,571 76,931 215,046 206,165: 54,484 63,365
Old : 246,338: 29,771 111,107 14,582 153,945 64,520 198,298 190,209: 48,040 56,129
Other: 23,192: 8,948 3,371 174 7,626 12,411 16,748 15,956: 6,444 7,236
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,428: 4,035 7,080 2,220 9,712 5,319 15,967 14,619: 461 1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 39.7 8.2 59.9 28.5 79.8 76.5: 20.2 23.5
Old : 100.0: 12.1 45.1 5.9 62.5 26.2 80.5 77.2: 19.5 22.8
Other: 100.0: 38.6 14.5 0.8 32.9 53.5 72.2 68.8: 27.8 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 70 127 84 75 77 206 239:
Old : 304: 71 132 69 73 69 188 228:
Other: 115: 42 24 4 22 39 67 64:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 16.7 39.9 22.9 28.4 14.3 38.1 19.9
Old : 30.4 17.2 42.3 23.4 30.2 16.2 41.8 22.4
Other: 31.3 43.0 42.8 49.9 31.2 41.4 42.7 47.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 253,102: 27,221 99,935 19,999 151,859 71,612 199,079 191,546: 54,023 61,556
Old : 232,341: 26,643 103,679 12,975 144,377 60,248 183,995 176,902: 48,346 55,439
Other: 20,761: 7,444 3,122 158 7,482 11,364 15,084 14,644: 5,677 6,117
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,400: -234 -1,834 3,571 -6,488 -6,163 -3,151 -4,426: 8,551 9,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 39.5 7.9 60.0 28.3 78.7 75.7: 21.3 24.3
Old : 100.0: 11.5 44.6 5.6 62.1 25.9 79.2 76.1: 20.8 23.9
Other: 100.0: 35.9 15.0 0.8 36.0 54.7 72.7 70.5: 27.3 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 69 109 71 77 87 195 231:
Old : 293: 68 114 55 75 77 177 217:
Other: 118: 37 24 5 22 45 63 70:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 16.7 39.1 23.3 28.1 15.3 38.4 21.0
Old : 29.8 17.6 41.3 24.0 29.7 17.2 40.8 23.5
Other: 33.9 43.0 46.2 49.7 33.8 41.8 46.1 48.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 176,861: 22,457 57,439 19,638 111,251 73,921 153,346 150,998: 23,515 25,863
Old : 155,783: 20,532 58,791 11,698 103,787 61,564 136,017 132,053: 19,766 23,730
Other: 21,078: 6,514 3,237 3,351 7,464 12,357 17,329 18,945: 3,749 2,133
: : :
: : Changes in Commitments from: January 25, 2005 :
: 13,564: 54 6,598 652 11,371 3,355 12,077 10,605: 1,487 2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.5 11.1 62.9 41.8 86.7 85.4: 13.3 14.6
Old : 100.0: 13.2 37.7 7.5 66.6 39.5 87.3 84.8: 12.7 15.2
Other: 100.0: 30.9 15.4 15.9 35.4 58.6 82.2 89.9: 17.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 27 53 32 54 43 104 120:
Old : 158: 33 56 26 53 42 101 115:
Other: 46: 13 10 10 20 11 38 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 25.1 36.6 33.7 18.5 16.7 28.5 24.0
Old : 24.8 25.2 39.0 33.5 23.4 20.1 35.7 28.4
Other: 34.6 53.8 53.6 70.4 28.5 48.0 42.4 55.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 163,297: 22,403 50,841 18,986 99,880 70,566 141,269 140,393: 22,028 22,904
Old : 145,112: 22,057 51,841 11,648 92,668 60,461 126,373 123,950: 18,739 21,162
Other: 18,185: 4,238 2,892 3,446 7,212 10,105 14,896 16,443: 3,289 1,742
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,840: 1,391 -2,155 1,033 -3,221 -554 -797 -1,676: -1,043 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 31.1 11.6 61.2 43.2 86.5 86.0: 13.5 14.0
Old : 100.0: 15.2 35.7 8.0 63.9 41.7 87.1 85.4: 12.9 14.6
Other: 100.0: 23.3 15.9 18.9 39.7 55.6 81.9 90.4: 18.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 33 46 28 53 41 103 111:
Old : 156: 40 50 25 52 40 102 107:
Other: 44: 12 10 10 20 10 37 25:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 27.3 35.9 35.8 19.6 20.9 29.4 27.9
Old : 24.0 28.2 37.7 36.0 23.2 25.1 36.1 32.9
Other: 33.5 54.5 50.9 71.4 25.0 46.7 38.5 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 754,773: 151,403 168,968 21,164 418,351 397,153 590,918 587,285: 163,855 167,488
Old : 754,773: 151,403 168,968 21,164 418,351 397,153 590,918 587,285: 163,855 167,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 35,422: -35,803 12,055 10,121 45,548 20,273 19,866 42,449: 15,556 -7,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 22.4 2.8 55.4 52.6 78.3 77.8: 21.7 22.2
Old : 100.0: 20.1 22.4 2.8 55.4 52.6 78.3 77.8: 21.7 22.2
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 : 179: 38 41 20 54 75 107 125:
Old : 179: 38 41 20 54 75 107 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 14.8 33.7 26.5 16.8 13.8 23.9 22.7
Old : 24.1 14.8 33.7 26.5 16.8 13.8 23.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 719,351: 187,206 156,913 11,043 372,803 376,880 571,052 544,836: 148,299 174,515
Old : 719,351: 187,206 156,913 11,043 372,803 376,880 571,052 544,836: 148,299 174,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 39,829: -2,328 35,175 3,660 5,646 -48,763 6,978 -9,928: 32,851 49,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.8 1.5 51.8 52.4 79.4 75.7: 20.6 24.3
Old : 100.0: 26.0 21.8 1.5 51.8 52.4 79.4 75.7: 20.6 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 40 33 17 53 75 102 117:
Old : 166: 40 33 17 53 75 102 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 16.2 34.0 27.1 17.6 15.8 25.6 23.7
Old : 23.5 16.2 34.0 27.1 17.6 15.8 25.6 23.7
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 1, 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 : 164,356: 10,304 43,835 28,008 97,604 64,087 135,916 135,930: 28,440 28,426
Old : 146,586: 14,055 42,174 18,895 87,787 58,375 120,737 119,444: 25,849 27,142
Other: 17,770: 2,177 7,589 3,185 9,817 5,712 15,179 16,486: 2,591 1,284
: : :
: : Changes in Commitments from: January 25, 2005 :
: 7,819: 1,153 2,275 1,043 5,748 2,338 7,944 5,656: -125 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 26.7 17.0 59.4 39.0 82.7 82.7: 17.3 17.3
Old : 100.0: 9.6 28.8 12.9 59.9 39.8 82.4 81.5: 17.6 18.5
Other: 100.0: 12.3 42.7 17.9 55.2 32.1 85.4 92.8: 14.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 19 57 50 50 48 111 133:
Old : 159: 28 54 45 48 47 107 129:
Other: 61: 14 16 9 28 13 50 30:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 17.3 39.2 25.7 21.5 8.8 29.0 14.5
Old : 25.4 17.8 38.7 25.5 22.5 10.7 31.6 17.7
Other: 39.1 53.7 54.1 70.7 35.9 46.2 45.3 56.5
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 156,537: 9,151 41,560 26,965 91,856 61,749 127,972 130,274: 28,565 26,263
Old : 139,820: 12,437 40,055 18,565 82,257 56,305 113,259 114,925: 26,561 24,895
Other: 16,717: 1,986 6,777 3,128 9,599 5,444 14,713 15,349: 2,004 1,368
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,456: 1,902 1,559 164 -7,147 -6,876 -5,081 -5,153: 1,625 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.5 17.2 58.7 39.4 81.8 83.2: 18.2 16.8
Old : 100.0: 8.9 28.6 13.3 58.8 40.3 81.0 82.2: 19.0 17.8
Other: 100.0: 11.9 40.5 18.7 57.4 32.6 88.0 91.8: 12.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 17 58 52 52 48 114 135:
Old : 163: 28 54 46 50 46 108 131:
Other: 63: 15 16 13 27 12 52 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.9 37.8 27.8 22.4 9.3 29.5 15.8
Old : 25.8 19.3 37.2 27.3 23.2 11.3 31.2 18.0
Other: 40.7 51.8 57.2 69.1 37.4 43.6 47.1 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 5,233: 1,798 2,005 411 1,651 1,029 3,860 3,445: 1,373 1,788
Old : 5,224: 1,798 2,012 403 1,651 1,026 3,852 3,441: 1,372 1,783
Other: 9: 7 0 1 0 3 8 4: 1 5
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,002: 192 487 348 551 -186 1,091 649: -89 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 38.3 7.9 31.5 19.7 73.8 65.8: 26.2 34.2
Old : 100.0: 34.4 38.5 7.7 31.6 19.6 73.7 65.9: 26.3 34.1
Other: 100.0: 77.8 0.0 11.1 0.0 33.3 88.9 44.4: 11.1 55.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 13 6 11 7 28 22:
Old : 38: 13 13 6 11 7 28 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 : 34.0 30.6 47.6 45.6 28.0 29.8 39.3 40.1
Old : 34.0 30.6 47.7 45.6 28.0 29.8 39.3 40.1
Other: 88.9 44.4 88.9 44.4 77.8 33.3 77.8 33.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 4,231: 1,606 1,518 63 1,100 1,215 2,769 2,796: 1,462 1,435
Old : 4,225: 1,606 1,522 57 1,100 1,212 2,763 2,791: 1,462 1,434
Other: 6: 4 0 2 0 3 6 5: 0 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 88: -25 -35 -26 -5 53 -56 -8: 144 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 35.9 1.5 26.0 28.7 65.4 66.1: 34.6 33.9
Old : 100.0: 38.0 36.0 1.3 26.0 28.7 65.4 66.1: 34.6 33.9
Other: 100.0: 66.7 0.0 33.3 0.0 50.0 100.0 83.3: 0.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 9 3 8 8 23 17:
Old : 32: 12 9 2 8 8 22 17:
Other: 4: 1 0 2 0 1 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 41.1 46.4 53.3 31.6 40.4 42.6 51.3
Old : 35.4 41.1 46.5 53.3 31.6 40.4 42.7 51.4
Other: 100.0 83.3 100.0 83.3 66.7 50.0 66.7 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 308,462: 87,641 80,483 0 167,129 131,755 254,770 212,238: 53,692 96,224
Old : 308,462: 87,641 80,483 0 167,129 131,755 254,770 212,238: 53,692 96,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -3,504: 7,633 449 -700 -14,920 -5,048 -7,987 -5,299: 4,483 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 26.1 0.0 54.2 42.7 82.6 68.8: 17.4 31.2
Old : 100.0: 28.4 26.1 0.0 54.2 42.7 82.6 68.8: 17.4 31.2
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 : 112: 13 35 0 41 42 54 77:
Old : 112: 13 35 0 41 42 54 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 17.1 43.7 25.0 31.3 17.0 43.4 24.1
Old : 31.3 17.1 43.7 25.0 31.3 17.0 43.4 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 311,966: 80,008 80,034 700 182,049 136,803 262,757 217,537: 49,209 94,429
Old : 311,966: 80,008 80,034 700 182,049 136,803 262,757 217,537: 49,209 94,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 16,363: 376 -8,680 -374 -3,790 -11,531 -3,788 -20,585: 20,151 36,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.7 0.2 58.4 43.9 84.2 69.7: 15.8 30.3
Old : 100.0: 25.6 25.7 0.2 58.4 43.9 84.2 69.7: 15.8 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 14 32 1 37 43 52 75:
Old : 108: 14 32 1 37 43 52 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 16.6 45.9 24.7 31.8 16.6 44.8 24.3
Old : 32.2 16.6 45.9 24.7 31.8 16.6 44.8 24.3
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 1, 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 : 1,749,409: 261,427 316,883 50,765 1,122,142 830,638 1,434,334 1,198,286: 315,075 551,123
Old : 1,749,409: 261,427 316,883 50,765 1,122,142 830,638 1,434,334 1,198,286: 315,075 551,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 105,948: -15,202 -13,332 16,328 53,863 40,222 54,989 43,218: 50,959 62,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.1 2.9 64.1 47.5 82.0 68.5: 18.0 31.5
Old : 100.0: 14.9 18.1 2.9 64.1 47.5 82.0 68.5: 18.0 31.5
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 : 254: 43 64 38 72 123 137 203:
Old : 254: 43 64 38 72 123 137 203:
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 : 37.0 11.1 46.9 19.4 33.7 9.8 41.8 15.1
Old : 37.0 11.1 46.9 19.4 33.7 9.8 41.8 15.1
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, January 25, 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 : 1,643,461: 276,629 330,215 34,437 1,068,279 790,416 1,379,345 1,155,068: 264,116 488,393
Old : 1,643,461: 276,629 330,215 34,437 1,068,279 790,416 1,379,345 1,155,068: 264,116 488,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -24,687: -138,339 -51,207 5,545 15,078 -140,353 -117,716 -186,015: 93,029 161,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.1 2.1 65.0 48.1 83.9 70.3: 16.1 29.7
Old : 100.0: 16.8 20.1 2.1 65.0 48.1 83.9 70.3: 16.1 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 45 64 33 77 124 141 202:
Old : 254: 45 64 33 77 124 141 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 12.4 49.1 21.3 36.6 11.1 44.8 17.7
Old : 39.5 12.4 49.1 21.3 36.6 11.1 44.8 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 1,220,394: 254,711 190,320 13,968 810,650 712,524 1,079,329 916,812: 141,065 303,582
Old : 1,220,394: 254,711 190,320 13,968 810,650 712,524 1,079,329 916,812: 141,065 303,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 61,004: -27,729 15,793 2,010 71,235 25,684 45,516 43,487: 15,488 17,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 15.6 1.1 66.4 58.4 88.4 75.1: 11.6 24.9
Old : 100.0: 20.9 15.6 1.1 66.4 58.4 88.4 75.1: 11.6 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 : 193: 32 49 20 61 91 104 149:
Old : 193: 32 49 20 61 91 104 149:
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 : 26.9 18.2 45.5 27.7 22.7 16.5 39.9 24.0
Old : 26.9 18.2 45.5 27.7 22.7 16.5 39.9 24.0
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, January 25, 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 : 1,159,390: 282,440 174,527 11,958 739,415 686,840 1,033,813 873,325: 125,577 286,065
Old : 1,159,390: 282,440 174,527 11,958 739,415 686,840 1,033,813 873,325: 125,577 286,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,589: -45,664 -47,450 -263 -17,357 -82,049 -63,284 -129,762: 54,695 121,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.1 1.0 63.8 59.2 89.2 75.3: 10.8 24.7
Old : 100.0: 24.4 15.1 1.0 63.8 59.2 89.2 75.3: 10.8 24.7
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 : 187: 37 41 20 62 88 109 139:
Old : 187: 37 41 20 62 88 109 139:
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 : 27.6 19.9 44.7 30.3 23.7 18.8 39.2 27.4
Old : 27.6 19.9 44.7 30.3 23.7 18.8 39.2 27.4
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 1, 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 : 490,328: 186,415 48,525 47,890 188,962 349,417 423,267 445,832: 67,061 44,496
Old : 490,328: 186,415 48,525 47,890 188,962 349,417 423,267 445,832: 67,061 44,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 48,227: 27,559 -7,304 -1,984 -14,887 37,102 10,688 27,814: 37,539 20,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.9 9.8 38.5 71.3 86.3 90.9: 13.7 9.1
Old : 100.0: 38.0 9.9 9.8 38.5 71.3 86.3 90.9: 13.7 9.1
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 : 114: 37 14 20 49 50 92 78:
Old : 114: 37 14 20 49 50 92 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 : 36.3 38.7 48.6 50.2 28.0 38.3 39.4 48.3
Old : 36.3 38.7 48.6 50.2 28.0 38.3 39.4 48.3
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, January 25, 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 : 442,101: 158,856 55,829 49,874 203,849 312,315 412,579 418,018: 29,522 24,083
Old : 442,101: 158,856 55,829 49,874 203,849 312,315 412,579 418,018: 29,522 24,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 70,745: 30,179 13,759 -907 30,104 48,514 59,376 61,366: 11,369 9,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.6 11.3 46.1 70.6 93.3 94.6: 6.7 5.4
Old : 100.0: 35.9 12.6 11.3 46.1 70.6 93.3 94.6: 6.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 36 14 21 48 48 90 78:
Old : 112: 36 14 21 48 48 90 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 : 35.4 37.7 49.9 52.1 27.2 36.9 39.8 48.8
Old : 35.4 37.7 49.9 52.1 27.2 36.9 39.8 48.8
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 1, 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 : 47,494: 12,528 8,634 0 21,698 31,362 34,226 39,996: 13,268 7,498
Old : 47,494: 12,528 8,634 0 21,698 31,362 34,226 39,996: 13,268 7,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -675: -951 -1,271 -10 -915 61 -1,876 -1,220: 1,201 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 18.2 0.0 45.7 66.0 72.1 84.2: 27.9 15.8
Old : 100.0: 26.4 18.2 0.0 45.7 66.0 72.1 84.2: 27.9 15.8
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 : 62: 24 10 0 21 10 45 20:
Old : 62: 24 10 0 21 10 45 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 65.5 41.5 76.2 29.4 65.0 41.5 75.7
Old : 29.4 65.5 41.5 76.2 29.4 65.0 41.5 75.7
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, January 25, 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 : 48,169: 13,479 9,905 10 22,613 31,301 36,102 41,216: 12,067 6,953
Old : 48,169: 13,479 9,905 10 22,613 31,301 36,102 41,216: 12,067 6,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,587: -1,412 1,216 -59 -2,758 -935 -4,229 222: 5,816 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.6 0.0 46.9 65.0 74.9 85.6: 25.1 14.4
Old : 100.0: 28.0 20.6 0.0 46.9 65.0 74.9 85.6: 25.1 14.4
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 : 68: 25 15 1 20 11 46 26:
Old : 68: 25 15 1 20 11 46 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 64.7 45.3 74.9 31.5 64.2 45.3 74.3
Old : 31.5 64.7 45.3 74.9 31.5 64.2 45.3 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 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,997: 10,773 24,497 358 46,738 25,846 57,869 50,701: 20,128 27,296
Old : 77,997: 10,773 24,497 358 46,738 25,846 57,869 50,701: 20,128 27,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,803: 1,203 -955 80 510 649 1,793 -226: 9,010 11,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 31.4 0.5 59.9 33.1 74.2 65.0: 25.8 35.0
Old : 100.0: 13.8 31.4 0.5 59.9 33.1 74.2 65.0: 25.8 35.0
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 : 64: 17 21 3 20 10 38 33:
Old : 64: 17 21 3 20 10 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 42.4 54.5 49.9 37.1 42.4 54.4 49.8
Old : 37.1 42.4 54.5 49.9 37.1 42.4 54.4 49.8
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, January 25, 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 : 67,194: 9,570 25,452 278 46,228 25,197 56,076 50,927: 11,118 16,267
Old : 67,194: 9,570 25,452 278 46,228 25,197 56,076 50,927: 11,118 16,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 8,052: -3,864 4,315 97 8,411 -3,792 4,644 620: 3,408 7,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 37.9 0.4 68.8 37.5 83.5 75.8: 16.5 24.2
Old : 100.0: 14.2 37.9 0.4 68.8 37.5 83.5 75.8: 16.5 24.2
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 : 68: 19 21 3 21 11 40 35:
Old : 68: 19 21 3 21 11 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 50.3 63.2 57.6 47.3 50.3 63.1 57.1
Old : 47.4 50.3 63.2 57.6 47.3 50.3 63.1 57.1
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 1, 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 : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Old : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,820: 256 26 0 1,529 1,739 1,785 1,765: 35 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Old : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 20 3 18 17 26 37:
Old : 55: 5 20 3 18 17 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
Old : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
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, January 25, 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 : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Old : 39,125: 7,850 10,239 1,014 29,977 26,480 38,841 37,733: 284 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -772: 5,958 -98 0 -6,803 -759 -845 -857: 73 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 3.6
Old : 100.0: 20.1 26.2 2.6 76.6 67.7 99.3 96.4: 0.7 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 : 55: 6 21 3 17 15 26 36:
Old : 55: 6 21 3 17 15 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
Old : 52.3 47.8 76.6 72.4 52.3 47.4 76.5 71.9
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 1, 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 : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Old : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -80: -29 78 0 -120 87 -149 165: 69 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Old : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 6 0 6 11 8 17:
Old : 24: 2 6 0 6 11 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 : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
Old : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
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, January 25, 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 : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Old : 14,214: 5,718 1,587 0 8,480 12,167 14,198 13,754: 16 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 751: 5,718 -160 0 -4,971 915 747 755: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
Old : 100.0: 40.2 11.2 0.0 59.7 85.6 99.9 96.8: 0.1 3.2
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 : 24: 2 6 0 7 10 9 16:
Old : 24: 2 6 0 7 10 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Old : 84.4 75.5 99.5 87.0 84.4 72.8 97.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 26,596: 3,634 2,946 967 16,505 15,776 21,106 19,689: 5,490 6,907
Old : 26,596: 3,634 2,946 967 16,505 15,776 21,106 19,689: 5,490 6,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 516: 819 -44 -167 -790 383 -138 172: 654 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.1 3.6 62.1 59.3 79.4 74.0: 20.6 26.0
Old : 100.0: 13.7 11.1 3.6 62.1 59.3 79.4 74.0: 20.6 26.0
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 : 49: 13 7 10 21 19 38 32:
Old : 49: 13 7 10 21 19 38 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 : 50.6 36.2 61.5 54.1 49.3 35.9 59.2 52.1
Old : 50.6 36.2 61.5 54.1 49.3 35.9 59.2 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 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 : 26,080: 2,815 2,990 1,134 17,295 15,393 21,244 19,517: 4,836 6,563
Old : 26,080: 2,815 2,990 1,134 17,295 15,393 21,244 19,517: 4,836 6,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,467: -110 219 35 -579 -1,275 -654 -1,021: 2,121 2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.5 4.3 66.3 59.0 81.5 74.8: 18.5 25.2
Old : 100.0: 10.8 11.5 4.3 66.3 59.0 81.5 74.8: 18.5 25.2
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 : 53: 14 6 10 25 21 43 33:
Old : 53: 14 6 10 25 21 43 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 35.7 60.5 53.1 49.7 35.4 57.2 51.3
Old : 49.7 35.7 60.5 53.1 49.7 35.4 57.2 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 102,802: 24,901 7,442 19,490 38,724 42,593 83,115 69,525: 19,687 33,277
Old : 101,659: 25,126 7,454 19,253 38,212 42,408 82,591 69,115: 19,068 32,544
Other: 1,143: 12 225 0 512 185 524 410: 619 733
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,469: -1,228 1,581 2,592 1,448 -827 2,812 3,346: -343 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.2 19.0 37.7 41.4 80.8 67.6: 19.2 32.4
Old : 100.0: 24.7 7.3 18.9 37.6 41.7 81.2 68.0: 18.8 32.0
Other: 100.0: 1.0 19.7 0.0 44.8 16.2 45.8 35.9: 54.2 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 52 33 52 26 39 120 101:
Old : 152: 52 33 52 25 39 119 101:
Other: 11: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 21.5 34.8 31.4 24.0 20.7 33.7 28.8
Old : 24.3 21.7 35.2 31.8 24.2 21.3 34.0 29.4
Other: 44.8 35.1 45.8 35.9 42.7 33.5 43.7 33.8
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,333: 26,129 5,861 16,898 37,276 43,420 80,303 66,179: 20,030 34,154
Old : 99,361: 26,328 5,868 16,692 36,834 43,256 79,854 65,816: 19,507 33,545
Other: 972: 7 199 0 442 164 449 363: 523 609
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,582: -4,899 -106 1,249 928 -4,111 -2,722 -2,968: -860 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.8 16.8 37.2 43.3 80.0 66.0: 20.0 34.0
Old : 100.0: 26.5 5.9 16.8 37.1 43.5 80.4 66.2: 19.6 33.8
Other: 100.0: 0.7 20.5 0.0 45.5 16.9 46.2 37.3: 53.8 62.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 26 41 24 33 113 84:
Old : 144: 54 26 40 23 33 112 83:
Other: 9: 1 1 0 4 4 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 23.4 34.9 33.6 24.0 22.8 33.7 31.0
Old : 24.2 23.6 35.2 33.9 24.2 23.3 34.0 31.6
Other: 45.5 36.9 46.2 37.3 43.6 35.5 44.3 35.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,321: 497 452 257 789 523 1,543 1,232: 778 1,089
Old : 2,321: 497 452 257 789 523 1,543 1,232: 778 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 318: 58 -89 164 -55 85 167 160: 151 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 19.5 11.1 34.0 22.5 66.5 53.1: 33.5 46.9
Old : 100.0: 21.4 19.5 11.1 34.0 22.5 66.5 53.1: 33.5 46.9
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 : 25: 6 10 3 7 4 15 16:
Old : 25: 6 10 3 7 4 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 28.7 57.0 43.5 39.8 24.6 48.0 33.0
Old : 40.2 28.7 57.0 43.5 39.8 24.6 48.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,003: 439 541 93 844 438 1,376 1,072: 627 931
Old : 2,003: 439 541 93 844 438 1,376 1,072: 627 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -19: 64 78 3 -77 35 -10 116: -9 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 27.0 4.6 42.1 21.9 68.7 53.5: 31.3 46.5
Old : 100.0: 21.9 27.0 4.6 42.1 21.9 68.7 53.5: 31.3 46.5
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 : 26: 5 13 4 7 3 16 16:
Old : 26: 5 13 4 7 3 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 30.5 59.0 44.2 48.3 26.5 58.0 37.6
Old : 48.3 30.5 59.0 44.2 48.3 26.5 58.0 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 149,527: 41,616 16,137 19,647 67,551 75,300 128,814 111,084: 20,713 38,443
Old : 149,527: 41,616 16,137 19,647 67,551 75,300 128,814 111,084: 20,713 38,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,114: 1,247 -115 -2,574 3,324 4,623 1,997 1,934: 2,117 2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.8 13.1 45.2 50.4 86.1 74.3: 13.9 25.7
Old : 100.0: 27.8 10.8 13.1 45.2 50.4 86.1 74.3: 13.9 25.7
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 : 216: 54 32 48 63 103 145 169:
Old : 216: 54 32 48 63 103 145 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 12.2 38.1 21.0 20.1 10.4 33.3 17.6
Old : 22.5 12.2 38.1 21.0 20.1 10.4 33.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 145,413: 40,369 16,252 22,221 64,227 70,677 126,817 109,150: 18,596 36,263
Old : 145,413: 40,369 16,252 22,221 64,227 70,677 126,817 109,150: 18,596 36,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,507: -3,310 18 1,632 2,774 5 1,096 1,655: 411 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.2 15.3 44.2 48.6 87.2 75.1: 12.8 24.9
Old : 100.0: 27.8 11.2 15.3 44.2 48.6 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 : 205: 52 34 38 59 101 130 161:
Old : 205: 52 34 38 59 101 130 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 11.8 40.6 21.8 20.5 10.4 34.0 17.8
Old : 23.7 11.8 40.6 21.8 20.5 10.4 34.0 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,352: 1,697 368 107 549 2,698 2,353 3,173: 1,999 1,179
Old : 4,352: 1,697 368 107 549 2,698 2,353 3,173: 1,999 1,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 448: 184 56 49 47 279 280 384: 168 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 8.5 2.5 12.6 62.0 54.1 72.9: 45.9 27.1
Old : 100.0: 39.0 8.5 2.5 12.6 62.0 54.1 72.9: 45.9 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 6 6 12 19 37 29:
Old : 53: 22 6 6 12 19 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 45.0 27.7 53.3 18.4 45.0 26.6 52.6
Old : 19.2 45.0 27.7 53.3 18.4 45.0 26.6 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,904: 1,513 312 58 502 2,419 2,073 2,789: 1,831 1,115
Old : 3,904: 1,513 312 58 502 2,419 2,073 2,789: 1,831 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 383: 251 -346 3 21 522 275 179: 108 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 8.0 1.5 12.9 62.0 53.1 71.4: 46.9 28.6
Old : 100.0: 38.8 8.0 1.5 12.9 62.0 53.1 71.4: 46.9 28.6
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 : 49: 20 5 5 12 21 34 29:
Old : 49: 20 5 5 12 21 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 42.4 29.8 51.7 19.4 42.4 28.5 51.7
Old : 20.3 42.4 29.8 51.7 19.4 42.4 28.5 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 19,302: 6,358 2,950 2,128 6,996 3,897 15,482 8,975: 3,820 10,327
Old : 19,302: 6,358 2,950 2,128 6,996 3,897 15,482 8,975: 3,820 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -647: -105 -273 27 -499 269 -577 23: -70 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.3 11.0 36.2 20.2 80.2 46.5: 19.8 53.5
Old : 100.0: 32.9 15.3 11.0 36.2 20.2 80.2 46.5: 19.8 53.5
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 : 97: 31 14 18 27 34 66 60:
Old : 97: 31 14 18 27 34 66 60:
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 : 27.0 13.4 39.8 20.2 22.6 10.8 35.0 16.0
Old : 27.0 13.4 39.8 20.2 22.6 10.8 35.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 19,949: 6,463 3,223 2,101 7,495 3,628 16,059 8,952: 3,890 10,997
Old : 19,949: 6,463 3,223 2,101 7,495 3,628 16,059 8,952: 3,890 10,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,072: 484 431 116 582 35 1,182 582: -110 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.2 10.5 37.6 18.2 80.5 44.9: 19.5 55.1
Old : 100.0: 32.4 16.2 10.5 37.6 18.2 80.5 44.9: 19.5 55.1
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 : 105: 29 16 18 33 39 72 67:
Old : 105: 29 16 18 33 39 72 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 13.8 37.5 19.4 21.1 11.5 33.1 16.4
Old : 24.7 13.8 37.5 19.4 21.1 11.5 33.1 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 77,006: 12,127 10,858 396 37,013 50,419 49,536 61,673: 27,470 15,333
Old : 77,006: 12,127 10,858 396 37,013 50,419 49,536 61,673: 27,470 15,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,844: -5,225 -3,841 -57 3,928 3,195 -1,354 -703: -490 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.1 0.5 48.1 65.5 64.3 80.1: 35.7 19.9
Old : 100.0: 15.7 14.1 0.5 48.1 65.5 64.3 80.1: 35.7 19.9
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 : 58: 18 8 2 22 18 40 28:
Old : 58: 18 8 2 22 18 40 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 43.7 36.9 59.1 20.4 43.7 33.4 58.8
Old : 23.0 43.7 36.9 59.1 20.4 43.7 33.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 78,850: 17,352 14,699 453 33,085 47,224 50,890 62,376: 27,960 16,474
Old : 78,850: 17,352 14,699 453 33,085 47,224 50,890 62,376: 27,960 16,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,465: -2,421 426 50 3,823 -2,059 1,452 -1,583: 13 3,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.6 0.6 42.0 59.9 64.5 79.1: 35.5 20.9
Old : 100.0: 22.0 18.6 0.6 42.0 59.9 64.5 79.1: 35.5 20.9
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 : 62: 22 11 4 20 17 42 32:
Old : 62: 22 11 4 20 17 42 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 : 22.3 40.1 35.5 55.6 20.4 40.1 32.0 55.5
Old : 22.3 40.1 35.5 55.6 20.4 40.1 32.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 51,859: 6,322 13,722 437 34,468 23,345 41,227 37,504: 10,632 14,355
Old : 51,859: 6,322 13,722 437 34,468 23,345 41,227 37,504: 10,632 14,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 790: -1,721 498 410 4,660 453 3,349 1,361: -2,559 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 26.5 0.8 66.5 45.0 79.5 72.3: 20.5 27.7
Old : 100.0: 12.2 26.5 0.8 66.5 45.0 79.5 72.3: 20.5 27.7
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 : 33: 7 10 2 13 6 21 17:
Old : 33: 7 10 2 13 6 21 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 : 45.3 47.1 62.4 62.4 45.3 47.0 62.4 62.2
Old : 45.3 47.1 62.4 62.4 45.3 47.0 62.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 51,069: 8,043 13,224 27 29,808 22,892 37,878 36,143: 13,191 14,926
Old : 51,069: 8,043 13,224 27 29,808 22,892 37,878 36,143: 13,191 14,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,082: -3,174 907 12 2,502 -4,384 -660 -3,465: -422 2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.9 0.1 58.4 44.8 74.2 70.8: 25.8 29.2
Old : 100.0: 15.7 25.9 0.1 58.4 44.8 74.2 70.8: 25.8 29.2
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 : 33: 10 8 2 13 6 23 16:
Old : 33: 10 8 2 13 6 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 46.1 59.3 61.4 42.8 46.0 59.2 61.2
Old : 42.8 46.1 59.3 61.4 42.8 46.0 59.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 79,368: 53,672 6,438 686 15,846 68,417 70,204 75,541: 9,164 3,827
Old : 79,368: 53,672 6,438 686 15,846 68,417 70,204 75,541: 9,164 3,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 10,280: 10,704 -1,650 -113 -2,107 12,303 8,484 10,540: 1,796 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 8.1 0.9 20.0 86.2 88.5 95.2: 11.5 4.8
Old : 100.0: 67.6 8.1 0.9 20.0 86.2 88.5 95.2: 11.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 46 9 2 12 21 60 31:
Old : 86: 46 9 2 12 21 60 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 51.6 50.2 73.6 33.3 51.4 50.2 73.4
Old : 33.3 51.6 50.2 73.6 33.3 51.4 50.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 69,088: 42,968 8,088 799 17,953 56,114 61,720 65,001: 7,368 4,087
Old : 69,088: 42,968 8,088 799 17,953 56,114 61,720 65,001: 7,368 4,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -3,330: -4,934 2,966 299 3,661 -5,699 -974 -2,434: -2,356 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 11.7 1.2 26.0 81.2 89.3 94.1: 10.7 5.9
Old : 100.0: 62.2 11.7 1.2 26.0 81.2 89.3 94.1: 10.7 5.9
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 : 82: 40 12 3 15 16 58 29:
Old : 82: 40 12 3 15 16 58 29:
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 : 35.3 52.9 53.6 74.0 35.3 52.7 53.6 73.7
Old : 35.3 52.9 53.6 74.0 35.3 52.7 53.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 65,926: 19,591 2,898 494 24,406 49,927 44,491 53,319: 21,435 12,607
Old : 65,926: 19,591 2,898 494 24,406 49,927 44,491 53,319: 21,435 12,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,955: 975 272 447 941 4,399 2,363 5,118: -408 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 4.4 0.7 37.0 75.7 67.5 80.9: 32.5 19.1
Old : 100.0: 29.7 4.4 0.7 37.0 75.7 67.5 80.9: 32.5 19.1
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 : 43: 16 8 3 12 12 30 21:
Old : 43: 16 8 3 12 12 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 52.2 38.8 72.4 24.8 51.5 36.5 68.2
Old : 26.0 52.2 38.8 72.4 24.8 51.5 36.5 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 63,971: 18,616 2,626 47 23,465 45,528 42,128 48,201: 21,843 15,770
Old : 63,971: 18,616 2,626 47 23,465 45,528 42,128 48,201: 21,843 15,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -537: -2,391 334 34 1,902 -1,974 -455 -1,606: -82 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.1 0.1 36.7 71.2 65.9 75.3: 34.1 24.7
Old : 100.0: 29.1 4.1 0.1 36.7 71.2 65.9 75.3: 34.1 24.7
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 : 41: 15 6 2 13 12 29 19:
Old : 41: 15 6 2 13 12 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 47.1 38.8 68.0 25.6 45.1 37.4 64.7
Old : 26.6 47.1 38.8 68.0 25.6 45.1 37.4 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 167,125: 31,214 30,815 2 98,634 122,710 129,850 153,527: 37,275 13,598
Old : 167,125: 31,214 30,815 2 98,634 122,710 129,850 153,527: 37,275 13,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 4,943: -2,394 -1,869 -121 7,799 11,374 5,284 9,384: -341 -4,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.4 0.0 59.0 73.4 77.7 91.9: 22.3 8.1
Old : 100.0: 18.7 18.4 0.0 59.0 73.4 77.7 91.9: 22.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 27 10 2 21 21 49 32:
Old : 69: 27 10 2 21 21 49 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 : 44.1 55.7 57.0 71.3 36.6 49.6 46.8 61.8
Old : 44.1 55.7 57.0 71.3 36.6 49.6 46.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 162,182: 33,608 32,684 123 90,835 111,336 124,566 144,143: 37,616 18,039
Old : 162,182: 33,608 32,684 123 90,835 111,336 124,566 144,143: 37,616 18,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -8,927: -6,264 691 122 2,551 -8,799 -3,591 -7,986: -5,336 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.2 0.1 56.0 68.6 76.8 88.9: 23.2 11.1
Old : 100.0: 20.7 20.2 0.1 56.0 68.6 76.8 88.9: 23.2 11.1
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 : 70: 28 12 2 21 18 50 31:
Old : 70: 28 12 2 21 18 50 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 57.4 54.2 70.2 34.3 49.4 43.4 59.7
Old : 42.1 57.4 54.2 70.2 34.3 49.4 43.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 129,210: 25,980 24,055 530 57,821 64,246 84,331 88,831: 44,879 40,379
Old : 129,210: 25,980 24,055 530 57,821 64,246 84,331 88,831: 44,879 40,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,993: 579 -578 -44 1,812 2,839 2,347 2,217: -4,340 -4,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.6 0.4 44.7 49.7 65.3 68.7: 34.7 31.3
Old : 100.0: 20.1 18.6 0.4 44.7 49.7 65.3 68.7: 34.7 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 34 18 7 30 23 65 47:
Old : 91: 34 18 7 30 23 65 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 29.7 35.8 44.9 23.7 28.8 32.2 42.4
Old : 27.1 29.7 35.8 44.9 23.7 28.8 32.2 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 131,203: 25,401 24,633 574 56,009 61,407 81,984 86,614: 49,219 44,589
Old : 131,203: 25,401 24,633 574 56,009 61,407 81,984 86,614: 49,219 44,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -458: -2,979 6,166 -315 11,596 -893 8,302 4,958: -8,760 -5,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.8 0.4 42.7 46.8 62.5 66.0: 37.5 34.0
Old : 100.0: 19.4 18.8 0.4 42.7 46.8 62.5 66.0: 37.5 34.0
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 : 94: 32 24 8 31 20 65 50:
Old : 94: 32 24 8 31 20 65 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 30.9 34.3 43.0 24.7 28.4 33.6 39.3
Old : 24.7 30.9 34.3 43.0 24.7 28.4 33.6 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Old : 42,638: 11,396 0 189 28,449 36,663 40,034 36,852: 2,604 5,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,092: 3,135 0 89 5,596 8,052 8,820 8,141: -728 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Old : 100.0: 26.7 0.0 0.4 66.7 86.0 93.9 86.4: 6.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 0 2 14 23 19 25:
Old : 31: 5 0 2 14 23 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Old : 54.9 33.7 74.2 54.1 49.2 33.7 66.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Old : 34,546: 8,261 0 100 22,853 28,611 31,214 28,711: 3,332 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -15,921: -1,867 -700 0 -6,418 -16,812 -8,285 -17,512: -7,636 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Old : 100.0: 23.9 0.0 0.3 66.2 82.8 90.4 83.1: 9.6 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 11 20 14 21:
Old : 25: 3 0 1 11 20 14 21:
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 : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Old : 52.9 39.1 77.5 59.4 48.4 39.1 70.2 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,573,472: 633,896 989,943 794,808 5,295,102 4,371,240 6,723,806 6,155,991: 849,666 1,417,481
Old : 7,573,472: 633,896 989,943 794,808 5,295,102 4,371,240 6,723,806 6,155,991: 849,666 1,417,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 247,206: 2,744 55,164 32,464 180,169 98,634 215,377 186,262: 31,829 60,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.1 10.5 69.9 57.7 88.8 81.3: 11.2 18.7
Old : 100.0: 8.4 13.1 10.5 69.9 57.7 88.8 81.3: 11.2 18.7
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 : 239: 43 63 66 117 121 197 216:
Old : 239: 43 63 66 117 121 197 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 14.7 45.8 24.0 26.3 12.3 38.6 18.5
Old : 28.8 14.7 45.8 24.0 26.3 12.3 38.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,326,266: 631,152 934,779 762,344 5,114,933 4,272,606 6,508,429 5,969,729: 817,837 1,356,537
Old : 7,326,266: 631,152 934,779 762,344 5,114,933 4,272,606 6,508,429 5,969,729: 817,837 1,356,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 109,963: 61,586 -261,733 -123,939 -187,681 -101,683 -250,034 -487,355: 359,997 597,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.8 10.4 69.8 58.3 88.8 81.5: 11.2 18.5
Old : 100.0: 8.6 12.8 10.4 69.8 58.3 88.8 81.5: 11.2 18.5
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 : 236: 36 65 69 119 125 199 218:
Old : 236: 36 65 69 119 125 199 218:
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 : 29.8 14.7 47.5 24.6 27.4 12.7 40.3 18.8
Old : 29.8 14.7 47.5 24.6 27.4 12.7 40.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 668,608: 61,875 82,792 4,971 458,173 487,390 525,019 575,153: 143,589 93,455
Old : 668,608: 61,875 82,792 4,971 458,173 487,390 525,019 575,153: 143,589 93,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -8,986: -10,121 6,290 -5,034 1,628 -7,109 -13,527 -5,853: 4,541 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.4 0.7 68.5 72.9 78.5 86.0: 21.5 14.0
Old : 100.0: 9.3 12.4 0.7 68.5 72.9 78.5 86.0: 21.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 39 35 17 90 62 141 102:
Old : 188: 39 35 17 90 62 141 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 32.3 29.1 46.8 19.4 32.3 28.0 46.6
Old : 20.4 32.3 29.1 46.8 19.4 32.3 28.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 677,594: 71,996 76,502 10,005 456,545 494,499 538,546 581,006: 139,048 96,588
Old : 677,594: 71,996 76,502 10,005 456,545 494,499 538,546 581,006: 139,048 96,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 697: 2,304 20,394 721 297 -17,255 3,322 3,860: -2,625 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.3 1.5 67.4 73.0 79.5 85.7: 20.5 14.3
Old : 100.0: 10.6 11.3 1.5 67.4 73.0 79.5 85.7: 20.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 38 33 18 88 65 140 102:
Old : 187: 38 33 18 88 65 140 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 32.0 29.7 46.4 19.6 32.0 28.6 46.2
Old : 20.3 32.0 29.7 46.4 19.6 32.0 28.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 812,013: 158,466 161,886 7,070 370,991 541,274 536,527 710,230: 275,486 101,783
Old : 812,013: 158,466 161,886 7,070 370,991 541,274 536,527 710,230: 275,486 101,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -37,665: -13,366 48,045 -2,552 20,896 -89,090 4,978 -43,597: -42,643 5,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.9 0.9 45.7 66.7 66.1 87.5: 33.9 12.5
Old : 100.0: 19.5 19.9 0.9 45.7 66.7 66.1 87.5: 33.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 29 43 14 51 49 92 94:
Old : 147: 29 43 14 51 49 92 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 34.5 31.7 45.9 18.2 31.3 29.5 41.4
Old : 19.7 34.5 31.7 45.9 18.2 31.3 29.5 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 849,678: 171,832 113,841 9,622 350,095 630,364 531,549 753,827: 318,129 95,851
Old : 849,678: 171,832 113,841 9,622 350,095 630,364 531,549 753,827: 318,129 95,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,355: -16,569 -9,919 -814 835 -2,145 -16,548 -12,878: 22,903 19,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 13.4 1.1 41.2 74.2 62.6 88.7: 37.4 11.3
Old : 100.0: 20.2 13.4 1.1 41.2 74.2 62.6 88.7: 37.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 33 37 13 50 53 94 92:
Old : 149: 33 37 13 50 53 94 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 : 18.8 34.3 28.6 48.0 16.7 32.5 25.2 44.0
Old : 18.8 34.3 28.6 48.0 16.7 32.5 25.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Old : 13,084: 1,399 0 0 5,783 11,710 7,182 11,710: 5,902 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 63: 9 0 0 -627 81 -618 81: 681 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
Old : 100.0: 10.7 0.0 0.0 44.2 89.5 54.9 89.5: 45.1 10.5
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 : 27: 2 0 0 13 13 15 13:
Old : 27: 2 0 0 13 13 15 13:
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 : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Old : 26.5 44.3 41.2 72.7 26.5 44.1 41.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Old : 13,021: 1,390 0 0 6,410 11,629 7,800 11,629: 5,221 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 64: -665 0 0 -1,735 -482 -2,400 -482: 2,464 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Old : 100.0: 10.7 0.0 0.0 49.2 89.3 59.9 89.3: 40.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 13 13 15 13:
Old : 28: 2 0 0 13 13 15 13:
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 : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Old : 26.3 44.2 43.3 72.5 26.3 44.2 43.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Old : 28,975: 2,171 5,360 204 23,238 17,843 25,613 23,407: 3,362 5,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,215: 1,546 118 104 249 1,725 1,899 1,947: 316 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
Old : 100.0: 7.5 18.5 0.7 80.2 61.6 88.4 80.8: 11.6 19.2
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 : 38: 3 5 1 19 18 22 24:
Old : 38: 3 5 1 19 18 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Old : 47.7 38.8 67.6 56.6 47.7 34.1 63.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Old : 26,760: 625 5,242 100 22,989 16,118 23,714 21,460: 3,046 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,494: -1,117 889 -242 2,408 -1,532 1,049 -885: 445 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
Old : 100.0: 2.3 19.6 0.4 85.9 60.2 88.6 80.2: 11.4 19.8
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 : 35: 1 6 1 19 16 21 22:
Old : 35: 1 6 1 19 16 21 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 : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Old : 52.0 42.0 71.3 60.6 50.1 37.4 64.8 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,187: 7,326 15,740 352 31,982 49,513 39,660 65,605: 35,527 9,582
Old : 75,187: 7,326 15,740 352 31,982 49,513 39,660 65,605: 35,527 9,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,268: 418 434 186 -129 174 475 794: -1,743 -2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.9 0.5 42.5 65.9 52.7 87.3: 47.3 12.7
Old : 100.0: 9.7 20.9 0.5 42.5 65.9 52.7 87.3: 47.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 15 20 2 33 28 48 50:
Old : 85: 15 20 2 33 28 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 43.3 26.4 59.5 17.4 41.5 25.7 56.3
Old : 17.4 43.3 26.4 59.5 17.4 41.5 25.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 76,455: 6,908 15,306 166 32,111 49,339 39,185 64,811: 37,270 11,644
Old : 76,455: 6,908 15,306 166 32,111 49,339 39,185 64,811: 37,270 11,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,845: -1,332 664 -152 -1,518 -1,721 -3,002 -1,209: 4,847 3,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 20.0 0.2 42.0 64.5 51.3 84.8: 48.7 15.2
Old : 100.0: 9.0 20.0 0.2 42.0 64.5 51.3 84.8: 48.7 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 : 85: 15 21 2 34 26 49 49:
Old : 85: 15 21 2 34 26 49 49:
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 : 16.4 41.7 25.0 57.5 15.9 36.3 22.8 51.5
Old : 16.4 41.7 25.0 57.5 15.9 36.3 22.8 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 369,383: 83,133 100,634 2,128 255,231 128,964 340,492 231,726: 28,891 137,657
Old : 369,383: 83,133 100,634 2,128 255,231 128,964 340,492 231,726: 28,891 137,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 16,664: -33,878 22,088 -1,130 62,358 -11,533 27,350 9,425: -10,686 7,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.2 0.6 69.1 34.9 92.2 62.7: 7.8 37.3
Old : 100.0: 22.5 27.2 0.6 69.1 34.9 92.2 62.7: 7.8 37.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 56 60 7 46 33 104 98:
Old : 183: 56 60 7 46 33 104 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 22.8 61.6 32.8 39.0 18.6 55.9 24.5
Old : 44.7 22.8 61.6 32.8 39.0 18.6 55.9 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 352,719: 117,011 78,546 3,258 192,873 140,497 313,142 222,301: 39,577 130,418
Old : 352,719: 117,011 78,546 3,258 192,873 140,497 313,142 222,301: 39,577 130,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 10,852: -4,165 13,240 -1,279 10,545 -9,862 5,101 2,099: 5,751 8,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 22.3 0.9 54.7 39.8 88.8 63.0: 11.2 37.0
Old : 100.0: 33.2 22.3 0.9 54.7 39.8 88.8 63.0: 11.2 37.0
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 : 204: 80 55 11 46 36 130 98:
Old : 204: 80 55 11 46 36 130 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 24.5 49.2 37.2 26.3 20.9 42.3 28.9
Old : 32.7 24.5 49.2 37.2 26.3 20.9 42.3 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 79,897: 38,430 2,646 1,003 15,927 67,085 55,360 70,734: 24,537 9,163
Old : 79,897: 38,430 2,646 1,003 15,927 67,085 55,360 70,734: 24,537 9,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,083: 6,525 1,644 991 -1,064 7,618 6,452 10,253: 1,631 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 3.3 1.3 19.9 84.0 69.3 88.5: 30.7 11.5
Old : 100.0: 48.1 3.3 1.3 19.9 84.0 69.3 88.5: 30.7 11.5
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 : 46: 17 5 2 12 19 30 25:
Old : 46: 17 5 2 12 19 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 48.1 45.6 69.7 32.9 48.0 45.4 69.5
Old : 32.9 48.1 45.6 69.7 32.9 48.0 45.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 71,814: 31,905 1,002 12 16,991 59,467 48,908 60,481: 22,906 11,333
Old : 71,814: 31,905 1,002 12 16,991 59,467 48,908 60,481: 22,906 11,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,733: 4,156 468 -3 1,572 5,334 5,725 5,799: 1,008 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 1.4 0.0 23.7 82.8 68.1 84.2: 31.9 15.8
Old : 100.0: 44.4 1.4 0.0 23.7 82.8 68.1 84.2: 31.9 15.8
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 : 40: 16 3 1 12 16 29 19:
Old : 40: 16 3 1 12 16 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 52.4 45.9 75.5 31.6 52.3 45.6 74.8
Old : 31.9 52.4 45.9 75.5 31.6 52.3 45.6 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,159: 1,004 8,824 0 16,643 10,851 17,647 19,675: 6,512 4,484
Old : 24,159: 1,004 8,824 0 16,643 10,851 17,647 19,675: 6,512 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 401: -34 267 0 748 402 714 669: -313 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
Old : 100.0: 4.2 36.5 0.0 68.9 44.9 73.0 81.4: 27.0 18.6
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 : 52: 3 11 0 26 17 29 28:
Old : 52: 3 11 0 26 17 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Old : 28.9 43.7 41.8 54.3 21.2 39.1 34.0 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 23,758: 1,038 8,557 0 15,895 10,449 16,933 19,006: 6,825 4,752
Old : 23,758: 1,038 8,557 0 15,895 10,449 16,933 19,006: 6,825 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,208: -1,001 387 -106 -580 -840 -1,687 -559: 2,895 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.0 0.0 66.9 44.0 71.3 80.0: 28.7 20.0
Old : 100.0: 4.4 36.0 0.0 66.9 44.0 71.3 80.0: 28.7 20.0
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 : 51: 3 11 0 26 17 29 28:
Old : 51: 3 11 0 26 17 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 43.3 41.2 53.7 21.9 38.6 33.7 48.0
Old : 28.0 43.3 41.2 53.7 21.9 38.6 33.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Old : 160,705: 31,382 22,772 1,114 114,067 119,407 146,563 143,293: 14,142 17,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,145: 1,001 -558 61 -1,568 568 -506 71: 1,651 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
Old : 100.0: 19.5 14.2 0.7 71.0 74.3 91.2 89.2: 8.8 10.8
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 : 91: 15 23 5 28 39 47 63:
Old : 91: 15 23 5 28 39 47 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Old : 54.9 39.0 68.1 53.8 52.0 38.1 63.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Old : 159,560: 30,381 23,330 1,053 115,635 118,839 147,069 143,222: 12,491 16,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,038: 7,644 5,836 -100 12,379 10,337 19,923 16,073: -2,885 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
Old : 100.0: 19.0 14.6 0.7 72.5 74.5 92.2 89.8: 7.8 10.2
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 : 92: 13 26 4 29 37 45 64:
Old : 92: 13 26 4 29 37 45 64:
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 : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Old : 57.6 35.7 70.4 51.4 54.5 35.3 65.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,449: 9,978 7,214 112 11,394 20,957 21,484 28,283: 12,965 6,166
Old : 34,449: 9,978 7,214 112 11,394 20,957 21,484 28,283: 12,965 6,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,218: 530 1,424 -20 1,049 -287 1,559 1,117: -341 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 20.9 0.3 33.1 60.8 62.4 82.1: 37.6 17.9
Old : 100.0: 29.0 20.9 0.3 33.1 60.8 62.4 82.1: 37.6 17.9
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 : 66: 19 16 2 16 18 36 35:
Old : 66: 19 16 2 16 18 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 32.2 28.7 46.9 14.7 28.8 24.2 41.6
Old : 16.8 32.2 28.7 46.9 14.7 28.8 24.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 33,231: 9,448 5,790 132 10,345 21,244 19,925 27,166: 13,306 6,065
Old : 33,231: 9,448 5,790 132 10,345 21,244 19,925 27,166: 13,306 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 659: -3,957 -862 42 21 1,420 -3,894 600: 4,553 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 17.4 0.4 31.1 63.9 60.0 81.7: 40.0 18.3
Old : 100.0: 28.4 17.4 0.4 31.1 63.9 60.0 81.7: 40.0 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 19 14 2 18 21 38 36:
Old : 66: 19 14 2 18 21 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 34.5 25.9 49.4 12.4 29.1 21.4 41.7
Old : 15.5 34.5 25.9 49.4 12.4 29.1 21.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 121,270: 594 6,331 2,838 61,170 75,832 64,602 85,001: 56,668 36,269
Old : 121,270: 594 6,331 2,838 61,170 75,832 64,602 85,001: 56,668 36,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -974: 243 -220 106 3,698 -1,809 4,047 -1,923: -5,021 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.2 2.3 50.4 62.5 53.3 70.1: 46.7 29.9
Old : 100.0: 0.5 5.2 2.3 50.4 62.5 53.3 70.1: 46.7 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 14 4 17 23 22 40:
Old : 44: 3 14 4 17 23 22 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Old : 42.6 53.0 48.8 60.1 7.4 18.9 9.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 122,244: 351 6,551 2,732 57,472 77,641 60,555 86,924: 61,689 35,320
Old : 122,244: 351 6,551 2,732 57,472 77,641 60,555 86,924: 61,689 35,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,196: 52 667 0 -3,470 -5,597 -3,418 -4,930: -778 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
Old : 100.0: 0.3 5.4 2.2 47.0 63.5 49.5 71.1: 50.5 28.9
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 : 44: 3 15 3 15 22 20 39:
Old : 44: 3 15 3 15 22 20 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 54.1 47.1 61.2 5.8 20.3 6.6 23.9
Old : 42.3 54.1 47.1 61.2 5.8 20.3 6.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 95,173: 40,985 10,753 6,582 18,725 69,140 66,292 86,475: 28,881 8,698
Old : 95,173: 40,985 10,753 6,582 18,725 69,140 66,292 86,475: 28,881 8,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,718: 176 170 421 -137 -1,809 460 -1,218: -2,178 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 11.3 6.9 19.7 72.6 69.7 90.9: 30.3 9.1
Old : 100.0: 43.1 11.3 6.9 19.7 72.6 69.7 90.9: 30.3 9.1
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 : 154: 93 19 28 21 32 123 73:
Old : 154: 93 19 28 21 32 123 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 32.7 27.1 48.4 16.4 31.4 23.9 47.0
Old : 18.1 32.7 27.1 48.4 16.4 31.4 23.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 96,891: 40,809 10,583 6,161 18,862 70,949 65,832 87,693: 31,059 9,198
Old : 96,891: 40,809 10,583 6,161 18,862 70,949 65,832 87,693: 31,059 9,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,071: -1,479 941 -92 -1,758 -3,280 -3,329 -2,431: 1,258 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 10.9 6.4 19.5 73.2 67.9 90.5: 32.1 9.5
Old : 100.0: 42.1 10.9 6.4 19.5 73.2 67.9 90.5: 32.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 89 19 29 21 38 118 80:
Old : 154: 89 19 29 21 38 118 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 31.8 27.0 48.6 16.4 31.1 24.4 47.2
Old : 17.9 31.8 27.0 48.6 16.4 31.1 24.4 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 88,810: 26,801 9,486 13,148 34,894 57,507 74,843 80,141: 13,967 8,669
Old : 88,810: 26,801 9,486 13,148 34,894 57,507 74,843 80,141: 13,967 8,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,352: -326 2,239 36 1,518 -1,886 1,228 389: 124 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.7 14.8 39.3 64.8 84.3 90.2: 15.7 9.8
Old : 100.0: 30.2 10.7 14.8 39.3 64.8 84.3 90.2: 15.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 52 38 28 37 36 110 87:
Old : 143: 52 38 28 37 36 110 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 44.5 38.4 59.6 22.5 38.6 33.5 51.5
Old : 25.7 44.5 38.4 59.6 22.5 38.6 33.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 87,458: 27,127 7,247 13,112 33,376 59,393 73,615 79,752: 13,843 7,706
Old : 87,458: 27,127 7,247 13,112 33,376 59,393 73,615 79,752: 13,843 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 6,210: 3,710 1,411 2,508 -764 1,959 5,454 5,878: 756 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 8.3 15.0 38.2 67.9 84.2 91.2: 15.8 8.8
Old : 100.0: 31.0 8.3 15.0 38.2 67.9 84.2 91.2: 15.8 8.8
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 : 143: 55 36 26 36 37 110 86:
Old : 143: 55 36 26 36 37 110 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 47.4 37.1 61.6 21.3 43.0 32.7 53.5
Old : 24.4 47.4 37.1 61.6 21.3 43.0 32.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 253,116: 102,388 74,270 15,382 87,665 145,237 205,435 234,889: 47,681 18,227
Old : 253,116: 102,388 74,270 15,382 87,665 145,237 205,435 234,889: 47,681 18,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -20,314: -4,990 -4,763 -3,340 834 -1,178 -7,496 -9,281: -12,818 -11,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 29.3 6.1 34.6 57.4 81.2 92.8: 18.8 7.2
Old : 100.0: 40.5 29.3 6.1 34.6 57.4 81.2 92.8: 18.8 7.2
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 : 202: 100 53 31 35 37 152 106:
Old : 202: 100 53 31 35 37 152 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 31.9 36.7 52.5 24.8 28.4 32.3 45.2
Old : 27.5 31.9 36.7 52.5 24.8 28.4 32.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 273,430: 107,378 79,033 18,722 86,831 146,415 212,931 244,170: 60,499 29,260
Old : 273,430: 107,378 79,033 18,722 86,831 146,415 212,931 244,170: 60,499 29,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,200: -447 774 -1,316 -6,488 -9,844 -8,251 -10,386: 6,051 8,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 28.9 6.8 31.8 53.5 77.9 89.3: 22.1 10.7
Old : 100.0: 39.3 28.9 6.8 31.8 53.5 77.9 89.3: 22.1 10.7
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 : 213: 108 47 42 36 33 171 108:
Old : 213: 108 47 42 36 33 171 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 29.9 34.1 48.6 23.8 27.5 30.1 42.3
Old : 26.1 29.9 34.1 48.6 23.8 27.5 30.1 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Old : 9,356: 4,613 629 301 2,259 7,634 7,173 8,564: 2,183 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 322: -4 -3 11 -111 40 -104 48: 426 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
Old : 100.0: 49.3 6.7 3.2 24.1 81.6 76.7 91.5: 23.3 8.5
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 : 25: 13 3 4 6 6 23 11:
Old : 25: 13 3 4 6 6 23 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Old : 53.6 86.1 64.9 90.8 45.1 72.3 54.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Old : 9,034: 4,617 632 290 2,370 7,594 7,277 8,516: 1,757 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,372: -107 -637 42 -1,043 -773 -1,108 -1,368: -264 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Old : 100.0: 51.1 7.0 3.2 26.2 84.1 80.6 94.3: 19.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 4 4 5 6 22 11:
Old : 24: 13 4 4 5 6 22 11:
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 : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Old : 57.6 88.7 69.4 93.4 47.0 73.2 56.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 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 : 74,049: 8,852 26,081 4,410 44,915 25,611 58,177 56,102: 15,872 17,947
Old : 53,980: 8,802 24,520 783 33,894 15,292 43,479 40,595: 10,501 13,385
Other: 20,069: 1,834 3,345 1,843 11,021 10,319 14,698 15,507: 5,371 4,562
: : :
: : Changes in Commitments from: January 25, 2005 :
: 7,427: -302 7,506 427 6,573 -1,596 6,698 6,337: 729 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 35.2 6.0 60.7 34.6 78.6 75.8: 21.4 24.2
Old : 100.0: 16.3 45.4 1.5 62.8 28.3 80.5 75.2: 19.5 24.8
Other: 100.0: 9.1 16.7 9.2 54.9 51.4 73.2 77.3: 26.8 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 21 36 18 45 36 75 84:
Old : 114: 24 34 9 40 34 66 75:
Other: 63: 12 14 5 25 22 39 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 19.5 37.5 31.3 17.9 14.7 26.1 24.0
Old : 32.8 20.2 43.6 33.2 29.8 20.2 40.3 33.1
Other: 31.7 41.8 48.0 57.3 30.1 40.4 39.2 46.9
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 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 : 66,622: 9,154 18,575 3,983 38,342 27,207 51,479 49,765: 15,143 16,857
Old : 50,107: 8,764 17,983 469 30,309 18,581 39,542 37,033: 10,565 13,074
Other: 16,515: 1,876 2,078 2,028 8,033 8,626 11,937 12,732: 4,578 3,783
: : :
: : Changes in Commitments from: January 18, 2005 :
: -2,456: -2,730 284 -551 -1,150 -3,954 -4,431 -4,221: 1,975 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.9 6.0 57.6 40.8 77.3 74.7: 22.7 25.3
Old : 100.0: 17.5 35.9 0.9 60.5 37.1 78.9 73.9: 21.1 26.1
Other: 100.0: 11.4 12.6 12.3 48.6 52.2 72.3 77.1: 27.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 22 30 17 47 42 78 83:
Old : 111: 24 28 6 39 36 66 67:
Other: 59: 12 12 6 20 23 34 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 21.1 36.0 33.3 19.5 17.1 28.2 26.8
Old : 31.1 23.0 43.2 37.0 29.0 23.0 40.5 36.1
Other: 31.0 41.0 47.0 56.7 30.6 37.7 37.9 44.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, February 1, 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 : 39,806: 1,463 9,329 1,848 25,063 19,340 28,374 30,517: 11,432 9,289
Old : 34,793: 2,489 9,225 629 21,674 16,698 24,792 26,552: 10,001 8,241
Other: 5,013: 75 1,205 118 3,389 2,642 3,582 3,965: 1,431 1,048
: : :
: : Changes in Commitments from: January 25, 2005 :
: -930: 224 -296 494 -1,920 -1,914 -1,202 -1,716: 272 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 23.4 4.6 63.0 48.6 71.3 76.7: 28.7 23.3
Old : 100.0: 7.2 26.5 1.8 62.3 48.0 71.3 76.3: 28.7 23.7
Other: 100.0: 1.5 24.0 2.4 67.6 52.7 71.5 79.1: 28.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 8 15 6 25 21 34 41:
Old : 53: 9 14 6 25 20 34 40:
Other: 24: 3 4 1 10 12 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 35.0 26.9 48.5 43.2 23.5 18.8 31.7 29.1
Old : 36.6 27.8 48.5 45.1 22.5 21.4 31.6 30.7
Other: 47.5 51.4 67.1 70.4 45.1 48.9 56.0 61.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 40,736: 1,239 9,625 1,354 26,983 21,254 29,576 32,233: 11,160 8,503
Old : 36,052: 1,991 9,495 530 23,916 18,603 26,437 28,628: 9,615 7,424
Other: 4,684: 72 954 0 3,067 2,651 3,139 3,605: 1,545 1,079
: : :
: : Changes in Commitments from: January 18, 2005 :
: 4,286: 259 -1,062 144 1,034 4,072 1,437 3,154: 2,849 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 23.6 3.3 66.2 52.2 72.6 79.1: 27.4 20.9
Old : 100.0: 5.5 26.3 1.5 66.3 51.6 73.3 79.4: 26.7 20.6
Other: 100.0: 1.5 20.4 0.0 65.5 56.6 67.0 77.0: 33.0 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 15 5 26 23 34 42:
Old : 53: 7 15 3 26 22 34 39:
Other: 24: 3 3 0 10 13 13 16:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 27.7 50.7 44.4 25.2 19.5 31.2 28.2
Old : 36.9 27.7 50.8 46.0 24.0 21.9 31.3 30.2
Other: 46.3 49.8 64.9 70.8 42.9 47.1 52.5 61.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 90,430: 18,624 28,115 5,604 50,152 46,039 74,380 79,758: 16,050 10,672
Old : 80,571: 19,240 29,252 3,287 43,606 38,497 66,133 71,036: 14,438 9,535
Other: 9,859: 1,405 884 296 6,546 7,542 8,247 8,722: 1,612 1,137
: : :
: : Changes in Commitments from: January 25, 2005 :
: -7,839: -11,388 7,258 -1,006 5,730 -15,890 -6,664 -9,638: -1,175 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.1 6.2 55.5 50.9 82.3 88.2: 17.7 11.8
Old : 100.0: 23.9 36.3 4.1 54.1 47.8 82.1 88.2: 17.9 11.8
Other: 100.0: 14.3 9.0 3.0 66.4 76.5 83.6 88.5: 16.4 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 62 74 51 58 51 156 144:
Old : 205: 64 71 42 49 48 139 139:
Other: 79: 24 12 7 30 25 58 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 23.9 35.2 32.9 23.2 20.0 32.8 27.2
Old : 26.0 24.3 37.2 33.5 26.0 21.4 36.1 29.6
Other: 42.1 36.1 56.2 56.3 33.9 32.5 41.8 47.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 98,269: 30,012 20,857 6,610 44,422 61,929 81,044 89,396: 17,225 8,873
Old : 90,243: 29,879 21,812 5,025 39,383 54,967 74,287 81,804: 15,956 8,439
Other: 8,026: 1,324 236 394 5,039 6,962 6,757 7,592: 1,269 434
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,538: 2,118 -4,023 -349 -2,519 5,059 -750 687: 4,288 2,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 21.2 6.7 45.2 63.0 82.5 91.0: 17.5 9.0
Old : 100.0: 33.1 24.2 5.6 43.6 60.9 82.3 90.6: 17.7 9.4
Other: 100.0: 16.5 2.9 4.9 62.8 86.7 84.2 94.6: 15.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 85 61 58 55 55 178 146:
Old : 225: 83 66 50 45 54 162 143:
Other: 77: 25 14 4 25 24 50 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 30.6 32.6 41.3 20.7 28.3 31.1 36.7
Old : 22.6 30.3 34.3 41.6 22.6 28.7 33.9 37.4
Other: 41.8 50.2 54.8 64.6 33.4 49.8 43.3 62.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 35,098: 9,396 1,836 4,218 17,225 27,842 30,839 33,896: 4,259 1,202
Old : 35,072: 9,401 1,837 4,212 17,206 27,822 30,819 33,871: 4,253 1,201
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 25, 2005 :
: 956: -91 78 347 825 664 1,081 1,089: -125 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.2 12.0 49.1 79.3 87.9 96.6: 12.1 3.4
Old : 100.0: 26.8 5.2 12.0 49.1 79.3 87.9 96.6: 12.1 3.4
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 10 19 30 17 83 42:
Old : 97: 46 11 19 30 17 83 42:
Other: 4: 1 1 0 1 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 : 34.8 58.7 44.3 74.9 16.5 37.2 23.9 52.7
Old : 34.7 58.7 44.3 75.0 16.5 37.3 23.9 52.8
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 34,142: 9,487 1,758 3,871 16,400 27,178 29,758 32,807: 4,384 1,335
Old : 34,116: 9,492 1,759 3,865 16,381 27,158 29,738 32,782: 4,378 1,334
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: 715: -502 214 490 772 -489 760 215: -45 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.1 11.3 48.0 79.6 87.2 96.1: 12.8 3.9
Old : 100.0: 27.8 5.2 11.3 48.0 79.6 87.2 96.1: 12.8 3.9
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 42 10 19 30 16 80 42:
Old : 95: 43 11 19 30 16 80 42:
Other: 4: 1 1 0 1 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 : 33.8 59.0 43.6 76.1 17.1 38.3 24.7 54.7
Old : 33.7 59.0 43.6 76.2 17.1 38.4 24.7 54.8
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 115,044: 23,073 11,004 1,885 82,516 100,344 107,474 113,233: 7,570 1,811
Old : 71,849: 21,952 11,154 825 42,103 57,960 64,880 69,939: 6,969 1,910
Other: 43,195: 1,838 567 343 40,413 42,384 42,594 43,294: 601 -99
: : :
: : Changes in Commitments from: January 25, 2005 :
: -757: 3,527 -2,355 -846 -4,240 1,898 -1,559 -1,303: 802 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 9.6 1.6 71.7 87.2 93.4 98.4: 6.6 1.6
Old : 100.0: 30.6 15.5 1.1 58.6 80.7 90.3 97.3: 9.7 2.7
Other: 100.0: 4.3 1.3 0.8 93.6 98.1 98.6 100.2: 1.4 -0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 44 28 12 47 33 99 68:
Old : 125: 45 29 11 45 32 96 66:
Other: 43: 10 3 3 22 22 32 28:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 44.1 51.5 64.8 21.3 28.8 31.0 39.1
Old : 29.3 37.4 42.7 56.6 27.7 33.4 40.5 50.4
Other: 68.1 73.2 82.1 88.5 53.8 62.9 62.9 73.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 115,801: 19,546 13,359 2,731 86,756 98,446 109,033 114,536: 6,768 1,265
Old : 73,510: 19,015 13,233 1,579 46,697 57,459 67,291 72,271: 6,219 1,239
Other: 42,291: 1,300 895 383 40,059 40,987 41,742 42,265: 549 26
: : :
: : Changes in Commitments from: January 18, 2005 :
: -1,139: 841 767 437 -2,214 -2,054 -936 -850: -203 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.5 2.4 74.9 85.0 94.2 98.9: 5.8 1.1
Old : 100.0: 25.9 18.0 2.1 63.5 78.2 91.5 98.3: 8.5 1.7
Other: 100.0: 3.1 2.1 0.9 94.7 96.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 47 32 12 47 34 100 77:
Old : 135: 50 34 11 45 32 98 74:
Other: 44: 8 7 3 20 21 29 30:
:----------------------------------------------------------------------------------------------------
: 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 : 38.3 45.2 53.8 63.8 21.7 28.1 31.3 36.5
Old : 30.4 38.3 46.6 57.2 29.3 34.0 43.2 49.6
Other: 69.9 72.6 84.4 87.2 55.3 62.1 64.8 71.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 421,891: 115,232 36,592 39,017 179,996 303,913 334,245 379,522: 87,646 42,369
Old : 421,891: 115,232 36,592 39,017 179,996 303,913 334,245 379,522: 87,646 42,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 47,403: 28,076 -5,232 3,349 8,114 51,969 39,539 50,086: 7,864 -2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 8.7 9.2 42.7 72.0 79.2 90.0: 20.8 10.0
Old : 100.0: 27.3 8.7 9.2 42.7 72.0 79.2 90.0: 20.8 10.0
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 : 167: 62 37 44 55 52 149 102:
Old : 167: 62 37 44 55 52 149 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 33.2 25.9 50.1 13.9 26.0 23.5 41.5
Old : 15.7 33.2 25.9 50.1 13.9 26.0 23.5 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 374,488: 87,156 41,824 35,668 171,882 251,944 294,706 329,436: 79,782 45,052
Old : 374,488: 87,156 41,824 35,668 171,882 251,944 294,706 329,436: 79,782 45,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 24,030: -73 -6,243 4,550 2,090 16,431 6,567 14,738: 17,463 9,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.2 9.5 45.9 67.3 78.7 88.0: 21.3 12.0
Old : 100.0: 23.3 11.2 9.5 45.9 67.3 78.7 88.0: 21.3 12.0
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 : 146: 52 29 42 53 45 133 93:
Old : 146: 52 29 42 53 45 133 93:
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 : 15.4 32.2 26.4 49.7 13.9 25.2 23.9 40.4
Old : 15.4 32.2 26.4 49.7 13.9 25.2 23.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 105,119: 42,677 12,422 11,028 39,673 75,680 93,378 99,130: 11,741 5,989
Old : 102,317: 42,722 13,665 9,517 38,652 73,436 90,891 96,618: 11,426 5,699
Other: 2,802: 1,338 140 128 1,021 2,244 2,487 2,512: 315 290
: : :
: : Changes in Commitments from: January 25, 2005 :
: 2,128: -33 1,103 476 853 -442 1,296 1,137: 832 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 11.8 10.5 37.7 72.0 88.8 94.3: 11.2 5.7
Old : 100.0: 41.8 13.4 9.3 37.8 71.8 88.8 94.4: 11.2 5.6
Other: 100.0: 47.8 5.0 4.6 36.4 80.1 88.8 89.7: 11.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 137 51 68 92 106 271 202:
Old : 334: 137 56 67 89 106 268 200:
Other: 70: 13 4 6 28 37 43 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 24.4 24.9 36.3 15.0 21.1 24.3 32.2
Old : 15.4 24.9 25.5 36.8 15.4 21.7 25.0 32.9
Other: 45.3 36.8 62.0 54.3 37.9 35.6 53.0 49.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 102,991: 42,710 11,319 10,552 38,820 76,122 92,082 97,993: 10,909 4,998
Old : 100,537: 42,707 12,441 9,196 37,998 74,201 89,901 95,838: 10,636 4,699
Other: 2,454: 1,272 147 87 822 1,921 2,181 2,155: 273 299
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,898: 269 286 828 1,053 1,753 2,150 2,867: 748 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 11.0 10.2 37.7 73.9 89.4 95.1: 10.6 4.9
Old : 100.0: 42.5 12.4 9.1 37.8 73.8 89.4 95.3: 10.6 4.7
Other: 100.0: 51.8 6.0 3.5 33.5 78.3 88.9 87.8: 11.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 146 47 72 93 110 278 205:
Old : 337: 143 52 72 90 110 275 204:
Other: 71: 13 4 6 28 36 44 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 25.4 24.8 38.1 14.3 21.8 24.1 33.6
Old : 14.8 25.8 25.4 38.5 14.6 22.4 24.7 34.1
Other: 51.5 40.0 67.8 54.2 45.6 39.9 60.6 50.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 19,411: 5,932 9,826 2,135 8,361 5,805 16,428 17,766: 2,983 1,645
Old : 19,411: 5,932 9,826 2,135 8,361 5,805 16,428 17,766: 2,983 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 449: 956 -146 1 -398 615 559 470: -110 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 50.6 11.0 43.1 29.9 84.6 91.5: 15.4 8.5
Old : 100.0: 30.6 50.6 11.0 43.1 29.9 84.6 91.5: 15.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 22 7 8 6 27 32:
Old : 51: 15 22 7 8 6 27 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 : 65.7 37.4 76.2 62.6 53.5 33.7 58.9 53.3
Old : 65.7 37.4 76.2 62.6 53.5 33.7 58.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,962: 4,976 9,972 2,134 8,759 5,190 15,869 17,296: 3,093 1,666
Old : 18,962: 4,976 9,972 2,134 8,759 5,190 15,869 17,296: 3,093 1,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,536: 679 -249 122 19 1,893 820 1,766: 716 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 52.6 11.3 46.2 27.4 83.7 91.2: 16.3 8.8
Old : 100.0: 26.2 52.6 11.3 46.2 27.4 83.7 91.2: 16.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 24 7 6 5 22 33:
Old : 47: 12 24 7 6 5 22 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 38.2 77.8 61.8 57.8 34.4 62.8 55.2
Old : 68.7 38.2 77.8 61.8 57.8 34.4 62.8 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 157,694: 19,855 24,285 11,982 100,451 97,782 132,288 134,049: 25,406 23,645
Old : 157,694: 19,855 24,285 11,982 100,451 97,782 132,288 134,049: 25,406 23,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -7,109: 1,768 -121 -1,042 -8,428 -3,175 -7,702 -4,338: 593 -2,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.4 7.6 63.7 62.0 83.9 85.0: 16.1 15.0
Old : 100.0: 12.6 15.4 7.6 63.7 62.0 83.9 85.0: 16.1 15.0
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 : 128: 26 28 33 55 68 106 107:
Old : 128: 26 28 33 55 68 106 107:
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 : 30.0 20.9 42.2 32.1 24.3 14.5 32.8 20.7
Old : 30.0 20.9 42.2 32.1 24.3 14.5 32.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 164,803: 18,087 24,406 13,024 108,879 100,957 139,990 138,387: 24,813 26,416
Old : 164,803: 18,087 24,406 13,024 108,879 100,957 139,990 138,387: 24,813 26,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 10,048: 5,333 -1,670 1,656 3,133 9,776 10,122 9,762: -74 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.8 7.9 66.1 61.3 84.9 84.0: 15.1 16.0
Old : 100.0: 11.0 14.8 7.9 66.1 61.3 84.9 84.0: 15.1 16.0
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 : 130: 25 27 33 59 73 108 111:
Old : 130: 25 27 33 59 73 108 111:
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 17.6 40.7 28.0 25.1 13.4 32.9 19.6
Old : 29.0 17.6 40.7 28.0 25.1 13.4 32.9 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 391,909: 25,241 55,776 106,055 192,420 196,659 323,716 358,490: 68,193 33,419
Old : 391,909: 25,241 55,776 106,055 192,420 196,659 323,716 358,490: 68,193 33,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -13,665: 1,571 -13,547 -2,323 -15,983 -172 -16,735 -16,042: 3,070 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 14.2 27.1 49.1 50.2 82.6 91.5: 17.4 8.5
Old : 100.0: 6.4 14.2 27.1 49.1 50.2 82.6 91.5: 17.4 8.5
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 : 183: 40 50 61 86 69 159 151:
Old : 183: 40 50 61 86 69 159 151:
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 : 17.4 23.9 27.5 38.1 7.8 11.8 11.1 18.5
Old : 17.4 23.9 27.5 38.1 7.8 11.8 11.1 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 405,574: 23,670 69,323 108,378 208,403 196,831 340,451 374,532: 65,123 31,042
Old : 405,574: 23,670 69,323 108,378 208,403 196,831 340,451 374,532: 65,123 31,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,679: 1,420 -8,417 1,743 -15,037 -2,339 -11,874 -9,013: 7,195 4,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.1 26.7 51.4 48.5 83.9 92.3: 16.1 7.7
Old : 100.0: 5.8 17.1 26.7 51.4 48.5 83.9 92.3: 16.1 7.7
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 : 201: 49 51 66 94 76 173 168:
Old : 201: 49 51 66 94 76 173 168:
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 : 16.2 23.1 26.1 36.0 7.1 11.0 10.3 17.5
Old : 16.2 23.1 26.1 36.0 7.1 11.0 10.3 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Old : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,187: 1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705: 1,622 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
Old : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
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 : 32: 1 1 2 26 23 28 25:
Old : 32: 1 1 2 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Old : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Old : 70,114: 3,443 4,088 2,741 58,607 60,935 64,791 67,764: 5,323 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 844: 428 -620 620 -1,088 -288 -40 -288: 884 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 3.4
Old : 100.0: 4.9 5.8 3.9 83.6 86.9 92.4 96.6: 7.6 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 : 33: 1 1 2 28 23 30 25:
Old : 33: 1 1 2 28 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
Old : 43.8 57.1 63.4 71.8 41.5 51.9 51.8 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Old : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 28: 0 0 0 -84 168 -84 168: 112 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
Old : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
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 : 23: 1 2 2 15 15 17 18:
Old : 23: 1 2 2 15 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Old : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Old : 44,953: 1,906 2,464 1,604 38,078 35,508 41,588 39,576: 3,365 5,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -100: -3,360 0 1,176 958 -1,472 -1,226 -296: 1,126 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
Old : 100.0: 4.2 5.5 3.6 84.7 79.0 92.5 88.0: 7.5 12.0
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 : 22: 1 2 2 15 14 17 17:
Old : 22: 1 2 2 15 14 17 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 : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
Old : 49.4 57.5 77.1 74.0 42.4 53.4 64.4 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Old : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -531: -244 1,034 44 -13 -2,292 -213 -1,214: -318 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
Old : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 3 18 16 21 20:
Old : 23: 2 2 3 18 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Old : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Old : 37,154: 2,563 3,203 2,022 27,731 29,529 32,316 34,754: 4,838 2,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,547: -1,218 -432 361 1,978 1,645 1,121 1,574: 1,426 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 6.5
Old : 100.0: 6.9 8.6 5.4 74.6 79.5 87.0 93.5: 13.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 21 17 24 21:
Old : 25: 2 2 3 21 17 24 21:
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 : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Old : 45.3 36.8 62.9 58.3 39.5 29.1 49.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Old : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,772: 1,508 -224 -224 -4,444 -394 -3,160 -842: 1,388 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
Old : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 19 17 21 19:
Old : 24: 1 1 2 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Old : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Old : 60,427: 5,320 545 1,812 49,611 47,816 56,743 50,173: 3,684 10,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,348: 532 56 134 -575 -1,725 91 -1,535: 1,257 2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
Old : 100.0: 8.8 0.9 3.0 82.1 79.1 93.9 83.0: 6.1 17.0
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: 1 1 2 21 17 23 19:
Old : 25: 1 1 2 21 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
Old : 47.1 58.9 70.7 70.5 41.0 49.4 56.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Old : 29,571: 3,108 2,124 0 25,569 22,755 28,677 24,879: 894 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Old : 100.0: 10.5 7.2 0.0 86.5 77.0 97.0 84.1: 3.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 13 11 15 12:
Old : 24: 2 1 0 13 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
Old : 67.9 55.6 88.9 78.9 64.4 55.6 84.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Old : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -18,508: 9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835: 3,162 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
Old : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 17 12 24 75 71 105 97:
Old : 113: 17 12 24 75 71 105 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Old : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Old : 931,510: 229,123 58,565 153,677 534,866 713,367 917,666 925,609: 13,844 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 24,714: 12,659 -8,746 9,210 5,064 24,871 26,933 25,335: -2,219 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 0.6
Old : 100.0: 24.6 6.3 16.5 57.4 76.6 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 20 11 28 87 76 120 106:
Old : 127: 20 11 28 87 76 120 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
Old : 31.3 23.0 43.7 36.6 25.4 18.1 31.1 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Old : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,406: -19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094: -1,510 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 2.1
Old : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 2.1
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 : 38: 8 6 9 21 20 33 31:
Old : 38: 8 6 9 21 20 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Old : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Old : 106,378: 38,448 35,022 20,377 41,968 49,613 100,793 105,012: 5,585 1,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 17,650: 13,734 12,032 40 2,186 6,192 15,960 18,264: 1,690 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
Old : 100.0: 36.1 32.9 19.2 39.5 46.6 94.7 98.7: 5.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 5 12 24 25 38 38:
Old : 42: 10 5 12 24 25 38 38:
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 : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
Old : 56.1 51.0 69.6 72.5 35.3 40.6 44.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 35,237: 4,084 4,670 5,385 25,171 25,043 34,640 35,098: 597 139
Old : 35,237: 4,084 4,670 5,385 25,171 25,043 34,640 35,098: 597 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,479: -652 1,300 -90 -1,195 -2,649 -1,937 -1,439: 458 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 15.3 71.4 71.1 98.3 99.6: 1.7 0.4
Old : 100.0: 11.6 13.3 15.3 71.4 71.1 98.3 99.6: 1.7 0.4
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 : 34: 3 5 6 21 25 27 33:
Old : 34: 3 5 6 21 25 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 66.9 71.5 78.5 45.4 59.0 58.1 64.9
Old : 50.5 66.9 71.5 78.5 45.4 59.0 58.1 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 36,716: 4,736 3,370 5,475 26,366 27,692 36,577 36,537: 139 179
Old : 36,716: 4,736 3,370 5,475 26,366 27,692 36,577 36,537: 139 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 2,406: -760 1,540 560 2,617 317 2,417 2,417: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.2 14.9 71.8 75.4 99.6 99.5: 0.4 0.5
Old : 100.0: 12.9 9.2 14.9 71.8 75.4 99.6 99.5: 0.4 0.5
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 : 35: 3 4 6 24 26 30 33:
Old : 35: 3 4 6 24 26 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 68.6 71.6 79.8 43.8 60.2 56.5 65.3
Old : 49.4 68.6 71.6 79.8 43.8 60.2 56.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Old : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 46: 92 0 0 -46 4 46 4: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
Old : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
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 : 26: 3 2 2 17 15 20 19:
Old : 26: 3 2 2 17 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Old : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Old : 20,711: 2,103 4,558 917 17,691 15,236 20,711 20,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 672: -20 200 56 636 416 672 672: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 22.0 4.4 85.4 73.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 2 16 15 19 19:
Old : 25: 3 2 2 16 15 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
Old : 76.7 60.9 88.9 80.8 73.9 58.5 80.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Old : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 86: 0 -172 172 -86 -82 86 -82: 0 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
Old : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 3 11 11 14 15:
Old : 21: 1 3 3 11 11 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Old : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 14:
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 : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 734,197: 100,507 69,555 96,217 492,654 507,975 689,378 673,747: 44,819 60,450
Old : 734,197: 100,507 69,555 96,217 492,654 507,975 689,378 673,747: 44,819 60,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 20,307: 2,303 5,201 5,540 16,499 13,131 24,342 23,872: -4,035 -3,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.5 13.1 67.1 69.2 93.9 91.8: 6.1 8.2
Old : 100.0: 13.7 9.5 13.1 67.1 69.2 93.9 91.8: 6.1 8.2
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 : 231: 51 74 74 81 86 189 186:
Old : 231: 51 74 74 81 86 189 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 23.8 35.9 34.7 14.7 14.4 22.0 20.5
Old : 22.8 23.8 35.9 34.7 14.7 14.4 22.0 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 713,890: 98,204 64,354 90,677 476,155 494,844 665,036 649,875: 48,854 64,015
Old : 713,890: 98,204 64,354 90,677 476,155 494,844 665,036 649,875: 48,854 64,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -4,923: 11,753 -6,172 5,236 -19,375 3,467 -2,386 2,531: -2,537 -7,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.0 12.7 66.7 69.3 93.2 91.0: 6.8 9.0
Old : 100.0: 13.8 9.0 12.7 66.7 69.3 93.2 91.0: 6.8 9.0
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 : 216: 55 63 66 78 84 178 174:
Old : 216: 55 63 66 78 84 178 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 24.5 34.6 36.1 14.7 15.1 22.1 21.1
Old : 22.2 24.5 34.6 36.1 14.7 15.1 22.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Old : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 497: -57 65 477 52 -20 472 522: 25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
Old : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
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 : 119: 64 17 8 10 23 82 46:
Old : 119: 64 17 8 10 23 82 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Old : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Old : 12,947: 7,605 2,012 173 2,522 9,674 10,300 11,859: 2,647 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 162: 62 -70 173 62 100 297 203: -135 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 8.4
Old : 100.0: 58.7 15.5 1.3 19.5 74.7 79.6 91.6: 20.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 65 15 3 10 23 78 41:
Old : 116: 65 15 3 10 23 78 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
Old : 23.5 41.5 36.8 59.8 23.5 41.5 36.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,946: 4,185 272 0 2,126 6,706 6,311 6,978: 1,635 968
Old : 7,946: 4,185 272 0 2,126 6,706 6,311 6,978: 1,635 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 616: 855 -25 0 -273 429 582 404: 34 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 3.4 0.0 26.8 84.4 79.4 87.8: 20.6 12.2
Old : 100.0: 52.7 3.4 0.0 26.8 84.4 79.4 87.8: 20.6 12.2
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 : 50: 23 4 0 7 16 30 20:
Old : 50: 23 4 0 7 16 30 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 56.7 53.5 72.1 39.4 56.7 53.5 72.1
Old : 39.4 56.7 53.5 72.1 39.4 56.7 53.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,330: 3,330 297 0 2,399 6,277 5,729 6,574: 1,601 756
Old : 7,330: 3,330 297 0 2,399 6,277 5,729 6,574: 1,601 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 721: 693 68 0 -79 629 614 697: 107 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 4.1 0.0 32.7 85.6 78.2 89.7: 21.8 10.3
Old : 100.0: 45.4 4.1 0.0 32.7 85.6 78.2 89.7: 21.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 4 0 9 15 30 19:
Old : 48: 21 4 0 9 15 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 56.5 50.5 73.5 37.1 56.5 50.5 73.2
Old : 37.1 56.5 50.5 73.5 37.1 56.5 50.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,159: 27,061 6,088 12,475 108,567 132,978 148,103 151,541: 14,056 10,618
Old : 162,159: 27,061 6,088 12,475 108,567 132,978 148,103 151,541: 14,056 10,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -5,967: 2,239 -712 -585 -7,272 -3,154 -5,618 -4,451: -349 -1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.8 7.7 67.0 82.0 91.3 93.5: 8.7 6.5
Old : 100.0: 16.7 3.8 7.7 67.0 82.0 91.3 93.5: 8.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 44 17 36 68 79 129 120:
Old : 156: 44 17 36 68 79 129 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 18.1 40.4 29.7 25.2 14.9 33.9 24.5
Old : 28.4 18.1 40.4 29.7 25.2 14.9 33.9 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 168,126: 24,822 6,800 13,060 115,839 136,132 153,721 155,992: 14,405 12,134
Old : 168,126: 24,822 6,800 13,060 115,839 136,132 153,721 155,992: 14,405 12,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: -255: 4,710 -1,579 923 -5,776 2,486 -143 1,830: -112 -2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.0 7.8 68.9 81.0 91.4 92.8: 8.6 7.2
Old : 100.0: 14.8 4.0 7.8 68.9 81.0 91.4 92.8: 8.6 7.2
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 : 158: 36 24 38 76 83 134 128:
Old : 158: 36 24 38 76 83 134 128:
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 : 29.6 18.4 40.9 29.7 26.1 14.4 34.3 23.6
Old : 29.6 18.4 40.9 29.7 26.1 14.4 34.3 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005