WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,752
COMMITMENTS
31,953 73,892 30,429 123,462 82,103 185,844 186,424 36,908 36,328
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 458)
-456 -6 5,878 -1,680 -4,545 3,742 1,327 -3,284 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 33.2 13.7 55.4 36.9 83.4 83.7 16.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
70 91 60 44 46 146 174
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,294
COMMITMENTS
32,409 73,898 24,551 125,142 86,648 182,102 185,097 40,192 37,197
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 14,665)
437 1,281 3,495 5,420 1,918 9,352 6,694 5,313 7,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 33.2 11.0 56.3 39.0 81.9 83.3 18.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
70 82 51 47 48 139 164
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 657,417
COMMITMENTS
73,417 187,682 37,593 405,269 246,208 516,279 471,483 141,138 185,934
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 7,704)
867 1,095 4,238 941 1,852 6,046 7,185 1,658 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.5 5.7 61.6 37.5 78.5 71.7 21.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
100 135 89 165 152 316 346
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,713
COMMITMENTS
72,550 186,587 33,355 404,328 244,356 510,233 464,298 139,480 185,415
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,779)
-1,039 511 -8,028 2,258 -232 -6,809 -7,749 11,588 12,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.7 5.1 62.2 37.6 78.5 71.5 21.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
102 139 79 169 150 315 335
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,844
COMMITMENTS
3,113 482 78 1,520 5,941 4,711 6,501 4,133 2,343
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -91)
-544 -17 -77 362 105 -259 11 168 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 5.5 0.9 17.2 67.2 53.3 73.5 46.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 5 4 7 15 25 23
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,935
COMMITMENTS
3,657 499 155 1,158 5,836 4,970 6,490 3,965 2,445
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 413)
423 111 80 -96 141 407 332 6 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.6 1.7 13.0 65.3 55.6 72.6 44.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 5 4 8 15 28 23
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,127
COMMITMENTS
31,832 109,993 22,349 161,938 78,725 216,119 211,067 56,008 61,060
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,597)
576 2,978 130 367 1,794 1,073 4,902 1,524 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 40.4 8.2 59.5 28.9 79.4 77.6 20.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
72 135 93 76 74 214 253
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,530
COMMITMENTS
31,256 107,015 22,219 161,571 76,931 215,046 206,165 54,484 63,365
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,428)
4,035 7,080 2,220 9,712 5,319 15,967 14,619 461 1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 39.7 8.2 59.9 28.5 79.8 76.5 20.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
70 127 84 75 77 206 239
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 187,858
COMMITMENTS
22,473 61,322 21,480 118,340 79,202 162,293 162,004 25,565 25,854
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,997)
16 3,883 1,842 7,089 5,281 8,947 11,006 2,050 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 32.6 11.4 63.0 42.2 86.4 86.2 13.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
29 59 34 52 42 103 128
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 176,861
COMMITMENTS
22,457 57,439 19,638 111,251 73,921 153,346 150,998 23,515 25,863
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,564)
54 6,598 652 11,371 3,355 12,077 10,605 1,487 2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.5 11.1 62.9 41.8 86.7 85.4 13.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 53 32 54 43 104 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 818,964
COMMITMENTS
193,978 146,065 31,052 426,677 468,895 651,707 646,012 167,257 172,952
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 64,191)
42,575 -22,903 9,888 8,326 71,742 60,789 58,727 3,402 5,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 17.8 3.8 52.1 57.3 79.6 78.9 20.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
45 39 22 60 78 120 128
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 754,773
COMMITMENTS
151,403 168,968 21,164 418,351 397,153 590,918 587,285 163,855 167,488
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,422)
-35,803 12,055 10,121 45,548 20,273 19,866 42,449 15,556 -7,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 22.4 2.8 55.4 52.6 78.3 77.8 21.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 41 20 54 75 107 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,298
COMMITMENTS
10,303 53,355 30,620 106,383 62,994 147,306 146,969 30,992 31,329
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,942)
-1 9,520 2,612 8,779 -1,093 11,390 11,039 2,552 2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 29.9 17.2 59.7 35.3 82.6 82.4 17.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
19 65 52 53 47 115 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 164,356
COMMITMENTS
10,304 43,835 28,008 97,604 64,087 135,916 135,930 28,440 28,426
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,819)
1,153 2,275 1,043 5,748 2,338 7,944 5,656 -125 2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 26.7 17.0 59.4 39.0 82.7 82.7 17.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
19 57 50 50 48 111 133
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,554
COMMITMENTS
1,863 2,101 522 1,773 1,147 4,158 3,770 1,396 1,784
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 321)
65 96 111 122 118 298 325 23 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 37.8 9.4 31.9 20.7 74.9 67.9 25.1 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 13 6 11 6 27 22
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,233
COMMITMENTS
1,798 2,005 411 1,651 1,029 3,860 3,445 1,373 1,788
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,002)
192 487 348 551 -186 1,091 649 -89 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 38.3 7.9 31.5 19.7 73.8 65.8 26.2 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 13 6 11 7 28 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 329,026
COMMITMENTS
104,088 77,400 0 169,951 146,075 274,039 223,475 54,987 105,551
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 20,564)
16,447 -3,083 0 2,822 14,320 19,269 11,237 1,295 9,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 23.5 0.0 51.7 44.4 83.3 67.9 16.7 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 33 0 45 45 61 78
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 308,462
COMMITMENTS
87,641 80,483 0 167,129 131,755 254,770 212,238 53,692 96,224
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,504)
7,633 449 -700 -14,920 -5,048 -7,987 -5,299 4,483 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 26.1 0.0 54.2 42.7 82.6 68.8 17.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 35 0 41 42 54 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,806,663
COMMITMENTS
297,999 304,380 118,040 1091323 870,944 1507362 1293364 299,301 513,299
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 57,254)
36,572 -12,503 67,275 -30,819 40,306 73,028 95,078 -15,774 -37,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.8 6.5 60.4 48.2 83.4 71.6 16.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
46 70 42 86 133 161 218
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,749,409
COMMITMENTS
261,427 316,883 50,765 1122142 830,638 1434334 1198286 315,075 551,123
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 105,948)
-15,202 -13,332 16,328 53,863 40,222 54,989 43,218 50,959 62,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.1 2.9 64.1 47.5 82.0 68.5 18.0 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
43 64 38 72 123 137 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,263,427
COMMITMENTS
230,550 184,846 17,792 861,436 722,928 1109778 925,566 153,649 337,861
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 43,033)
-24,161 -5,474 3,824 50,786 10,404 30,449 8,754 12,584 34,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 14.6 1.4 68.2 57.2 87.8 73.3 12.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 44 20 62 95 107 151
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,220,394
COMMITMENTS
254,711 190,320 13,968 810,650 712,524 1079329 916,812 141,065 303,582
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 61,004)
-27,729 15,793 2,010 71,235 25,684 45,516 43,487 15,488 17,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 15.6 1.1 66.4 58.4 88.4 75.1 11.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
32 49 20 61 91 104 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 404,965
COMMITMENTS
173,430 39,257 33,626 166,036 304,942 373,092 377,825 31,873 27,140
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -85,363)
-12,985 -9,268 -14,264 -22,926 -44,475 -50,175 -68,007 -35,188 -17,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 9.7 8.3 41.0 75.3 92.1 93.3 7.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
34 11 23 50 46 91 74
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 490,328
COMMITMENTS
186,415 48,525 47,890 188,962 349,417 423,267 445,832 67,061 44,496
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 48,227)
27,559 -7,304 -1,984 -14,887 37,102 10,688 27,814 37,539 20,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 9.9 9.8 38.5 71.3 86.3 90.9 13.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
37 14 20 49 50 92 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,943
COMMITMENTS
12,607 3,171 56 21,536 37,447 34,199 40,674 13,744 7,269
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 449)
79 -5,463 56 -162 6,085 -27 678 476 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 6.6 0.1 44.9 78.1 71.3 84.8 28.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 1 20 12 45 22
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,494
COMMITMENTS
12,528 8,634 0 21,698 31,362 34,226 39,996 13,268 7,498
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -675)
-951 -1,271 -10 -915 61 -1,876 -1,220 1,201 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 18.2 0.0 45.7 66.0 72.1 84.2 27.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 10 0 21 10 45 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,688
COMMITMENTS
8,790 26,588 466 51,449 21,724 60,705 48,778 8,983 20,910
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -8,309)
-1,983 2,091 108 4,711 -4,122 2,836 -1,923 -11,145 -6,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 38.2 0.7 73.8 31.2 87.1 70.0 12.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 22 4 20 8 36 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,997
COMMITMENTS
10,773 24,497 358 46,738 25,846 57,869 50,701 20,128 27,296
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,803)
1,203 -955 80 510 649 1,793 -226 9,010 11,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 31.4 0.5 59.9 33.1 74.2 65.0 25.8 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 21 3 20 10 38 33
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,003
COMMITMENTS
8,761 9,577 1,014 29,865 28,070 39,640 38,661 363 1,342
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -942)
655 -688 0 -1,641 -149 -986 -837 44 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.9 2.5 74.7 70.2 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 23 3 19 19 27 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945
COMMITMENTS
8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820)
256 26 0 1,529 1,739 1,785 1,765 35 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 3 18 17 26 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,540
COMMITMENTS
5,689 1,903 0 8,816 12,116 14,505 14,019 35 521
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 406)
0 238 0 456 -138 456 100 -50 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 13.1 0.0 60.6 83.3 99.8 96.4 0.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 0 6 10 8 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134
COMMITMENTS
5,689 1,665 0 8,360 12,254 14,049 13,919 85 215
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80)
-29 78 0 -120 87 -149 165 69 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 6 11 8 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,398
COMMITMENTS
2,801 2,602 1,027 15,591 14,512 19,419 18,141 4,979 6,257
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -2,198)
-833 -344 60 -914 -1,264 -1,687 -1,548 -511 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 10.7 4.2 63.9 59.5 79.6 74.4 20.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 7 10 23 19 38 33
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,596
COMMITMENTS
3,634 2,946 967 16,505 15,776 21,106 19,689 5,490 6,907
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 516)
819 -44 -167 -790 383 -138 172 654 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 11.1 3.6 62.1 59.3 79.4 74.0 20.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 7 10 21 19 38 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,610
COMMITMENTS
22,237 9,509 19,359 39,116 40,492 80,712 69,360 19,898 31,250
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -2,192)
-2,664 2,067 -131 392 -2,101 -2,403 -165 211 -2,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 9.5 19.2 38.9 40.2 80.2 68.9 19.8 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
53 40 51 25 36 117 101
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,802
COMMITMENTS
24,901 7,442 19,490 38,724 42,593 83,115 69,525 19,687 33,277
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,469)
-1,228 1,581 2,592 1,448 -827 2,812 3,346 -343 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 7.2 19.0 37.7 41.4 80.8 67.6 19.2 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
52 33 52 26 39 120 101
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,674
COMMITMENTS
253 1,008 418 1,292 356 1,963 1,782 711 892
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 353)
-244 556 161 503 -167 420 550 -67 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 37.7 15.6 48.3 13.3 73.4 66.6 26.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 16 6 8 2 18 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,321
COMMITMENTS
497 452 257 789 523 1,543 1,232 778 1,089
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 318)
58 -89 164 -55 85 167 160 151 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 19.5 11.1 34.0 22.5 66.5 53.1 33.5 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 10 3 7 4 15 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,847
COMMITMENTS
46,405 15,509 16,749 67,134 76,581 130,288 108,839 19,559 41,008
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 320)
4,789 -628 -2,898 -417 1,281 1,474 -2,245 -1,154 2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 10.3 11.2 44.8 51.1 86.9 72.6 13.1 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
62 38 49 65 106 159 172
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,527
COMMITMENTS
41,616 16,137 19,647 67,551 75,300 128,814 111,084 20,713 38,443
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,114)
1,247 -115 -2,574 3,324 4,623 1,997 1,934 2,117 2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 10.8 13.1 45.2 50.4 86.1 74.3 13.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 32 48 63 103 145 169
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,295
COMMITMENTS
2,225 475 142 567 3,056 2,934 3,673 2,361 1,622
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 943)
528 107 35 18 358 581 500 362 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 9.0 2.7 10.7 57.7 55.4 69.4 44.6 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
22 9 7 12 18 40 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,352
COMMITMENTS
1,697 368 107 549 2,698 2,353 3,173 1,999 1,179
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 448)
184 56 49 47 279 280 384 168 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 8.5 2.5 12.6 62.0 54.1 72.9 45.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 6 6 12 19 37 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,926
COMMITMENTS
5,904 3,278 3,490 8,022 4,197 17,416 10,965 4,510 10,961
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,624)
-454 328 1,362 1,026 300 1,934 1,990 690 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 15.0 15.9 36.6 19.1 79.4 50.0 20.6 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 18 22 33 40 74 72
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 19,302
COMMITMENTS
6,358 2,950 2,128 6,996 3,897 15,482 8,975 3,820 10,327
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -647)
-105 -273 27 -499 269 -577 23 -70 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 15.3 11.0 36.2 20.2 80.2 46.5 19.8 53.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 14 18 27 34 66 60
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 82,670
COMMITMENTS
10,606 17,971 649 46,446 46,639 57,701 65,259 24,969 17,411
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,664)
-1,521 7,113 253 9,433 -3,780 8,165 3,586 -2,501 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 21.7 0.8 56.2 56.4 69.8 78.9 30.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 16 3 26 18 42 35
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,006
COMMITMENTS
12,127 10,858 396 37,013 50,419 49,536 61,673 27,470 15,333
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,844)
-5,225 -3,841 -57 3,928 3,195 -1,354 -703 -490 -1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 14.1 0.5 48.1 65.5 64.3 80.1 35.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 8 2 22 18 40 28
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 56,861
COMMITMENTS
3,371 20,545 412 41,738 17,981 45,521 38,938 11,340 17,923
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,002)
-2,951 6,823 -25 7,270 -5,364 4,294 1,434 708 3,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 36.1 0.7 73.4 31.6 80.1 68.5 19.9 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 15 1 15 4 21 19
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 51,859
COMMITMENTS
6,322 13,722 437 34,468 23,345 41,227 37,504 10,632 14,355
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 790)
-1,721 498 410 4,660 453 3,349 1,361 -2,559 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 26.5 0.8 66.5 45.0 79.5 72.3 20.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 10 2 13 6 21 17
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 82,779
COMMITMENTS
58,515 6,567 167 14,418 72,186 73,100 78,920 9,679 3,859
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,411)
4,843 129 -519 -1,428 3,769 2,896 3,379 515 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.7 7.9 0.2 17.4 87.2 88.3 95.3 11.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
53 8 1 11 23 65 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,368
COMMITMENTS
53,672 6,438 686 15,846 68,417 70,204 75,541 9,164 3,827
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,280)
10,704 -1,650 -113 -2,107 12,303 8,484 10,540 1,796 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 8.1 0.9 20.0 86.2 88.5 95.2 11.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
46 9 2 12 21 60 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 64,686
COMMITMENTS
15,190 5,081 369 28,999 45,861 44,558 51,311 20,128 13,375
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,240)
-4,401 2,183 -125 4,593 -4,066 67 -2,008 -1,307 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 7.9 0.6 44.8 70.9 68.9 79.3 31.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 8 2 13 11 28 19
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 65,926
COMMITMENTS
19,591 2,898 494 24,406 49,927 44,491 53,319 21,435 12,607
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,955)
975 272 447 941 4,399 2,363 5,118 -408 -3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 4.4 0.7 37.0 75.7 67.5 80.9 32.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 3 12 12 30 21
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 155,552
COMMITMENTS
19,798 34,088 6 101,203 98,396 121,007 132,490 34,545 23,062
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,573)
-11,416 3,273 4 2,569 -24,314 -8,843 -21,037 -2,730 9,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 21.9 0.0 65.1 63.3 77.8 85.2 22.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 16 3 21 20 41 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,125
COMMITMENTS
31,214 30,815 2 98,634 122,710 129,850 153,527 37,275 13,598
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,943)
-2,394 -1,869 -121 7,799 11,374 5,284 9,384 -341 -4,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 18.4 0.0 59.0 73.4 77.7 91.9 22.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
27 10 2 21 21 49 32
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 152,377
COMMITMENTS
26,185 26,816 708 63,001 70,153 89,894 97,677 62,483 54,700
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,167)
205 2,761 178 5,180 5,907 5,563 8,846 17,604 14,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 17.6 0.5 41.3 46.0 59.0 64.1 41.0 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 24 7 30 22 57 50
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 129,210
COMMITMENTS
25,980 24,055 530 57,821 64,246 84,331 88,831 44,879 40,379
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,993)
579 -578 -44 1,812 2,839 2,347 2,217 -4,340 -4,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 18.6 0.4 44.7 49.7 65.3 68.7 34.7 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
34 18 7 30 23 65 47
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,619
COMMITMENTS
11,448 0 143 32,058 40,604 43,649 40,747 2,970 5,872
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,981)
52 0 -46 3,609 3,941 3,615 3,895 366 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 0.0 0.3 68.8 87.1 93.6 87.4 6.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 13 22 18 24
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,638
COMMITMENTS
11,396 0 189 28,449 36,663 40,034 36,852 2,604 5,786
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,092)
3,135 0 89 5,596 8,052 8,820 8,141 -728 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 0.0 0.4 66.7 86.0 93.9 86.4 6.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 14 23 19 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,722,120
COMMITMENTS
693,778 1035837 826,332 5327364 4381747 6847474 6243916 874,646 1478204
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 148,648)
59,882 45,894 31,524 32,262 10,507 123,668 87,925 24,980 60,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 13.4 10.7 69.0 56.7 88.7 80.9 11.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
41 69 73 115 125 201 229
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,573,472
COMMITMENTS
633,896 989,943 794,808 5295102 4371240 6723806 6155991 849,666 1417481
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 247,206)
2,744 55,164 32,464 180,169 98,634 215,377 186,262 31,829 60,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 13.1 10.5 69.9 57.7 88.8 81.3 11.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
43 63 66 117 121 197 216
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 681,198
COMMITMENTS
62,351 81,567 5,111 468,184 495,112 535,646 581,790 145,552 99,408
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 12,590)
476 -1,225 140 10,011 7,722 10,627 6,637 1,963 5,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 12.0 0.8 68.7 72.7 78.6 85.4 21.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
37 34 15 89 61 137 99
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 668,608
COMMITMENTS
61,875 82,792 4,971 458,173 487,390 525,019 575,153 143,589 93,455
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -8,986)
-10,121 6,290 -5,034 1,628 -7,109 -13,527 -5,853 4,541 -3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 12.4 0.7 68.5 72.9 78.5 86.0 21.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 35 17 90 62 141 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 868,919
COMMITMENTS
176,235 186,446 4,938 385,571 589,668 566,744 781,052 302,175 87,867
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 56,906)
17,769 24,560 -2,132 14,580 48,394 30,217 70,822 26,689 -13,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 21.5 0.6 44.4 67.9 65.2 89.9 34.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
35 53 11 52 49 98 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 812,013
COMMITMENTS
158,466 161,886 7,070 370,991 541,274 536,527 710,230 275,486 101,783
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -37,665)
-13,366 48,045 -2,552 20,896 -89,090 4,978 -43,597 -42,643 5,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 19.9 0.9 45.7 66.7 66.1 87.5 33.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
29 43 14 51 49 92 94
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,338
COMMITMENTS
1,769 0 0 5,907 11,829 7,676 11,829 5,662 1,509
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 254)
370 0 0 124 119 494 119 -240 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 0.0 0.0 44.3 88.7 57.5 88.7 42.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 13 13 17 13
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,084
COMMITMENTS
1,399 0 0 5,783 11,710 7,182 11,710 5,902 1,374
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 63)
9 0 0 -627 81 -618 81 681 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.0 0.0 44.2 89.5 54.9 89.5 45.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 13 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,541
COMMITMENTS
3,035 5,495 211 23,037 19,547 26,283 25,253 4,258 5,288
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,566)
864 135 7 -201 1,704 670 1,846 896 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 18.0 0.7 75.4 64.0 86.1 82.7 13.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 2 18 18 24 25
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,975
COMMITMENTS
2,171 5,360 204 23,238 17,843 25,613 23,407 3,362 5,568
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,215)
1,546 118 104 249 1,725 1,899 1,947 316 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 18.5 0.7 80.2 61.6 88.4 80.8 11.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 1 19 18 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 78,723
COMMITMENTS
5,630 16,247 143 33,422 50,426 39,195 66,816 39,528 11,907
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,536)
-1,696 507 -209 1,440 913 -465 1,211 4,001 2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 20.6 0.2 42.5 64.1 49.8 84.9 50.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 19 1 34 27 48 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,187
COMMITMENTS
7,326 15,740 352 31,982 49,513 39,660 65,605 35,527 9,582
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,268)
418 434 186 -129 174 475 794 -1,743 -2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 20.9 0.5 42.5 65.9 52.7 87.3 47.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 20 2 33 28 48 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,465
COMMITMENTS
85,447 113,267 2,203 264,578 113,488 352,228 228,958 30,237 153,507
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,082)
2,314 12,633 75 9,347 -15,476 11,736 -2,768 1,346 15,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 29.6 0.6 69.2 29.7 92.1 59.9 7.9 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
58 65 10 47 32 110 102
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 369,383
COMMITMENTS
83,133 100,634 2,128 255,231 128,964 340,492 231,726 28,891 137,657
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,664)
-33,878 22,088 -1,130 62,358 -11,533 27,350 9,425 -10,686 7,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 27.2 0.6 69.1 34.9 92.2 62.7 7.8 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
56 60 7 46 33 104 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 76,844
COMMITMENTS
36,050 8,451 211 16,625 60,624 52,886 69,286 23,958 7,558
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,053)
-2,380 5,805 -792 698 -6,461 -2,474 -1,448 -579 -1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 11.0 0.3 21.6 78.9 68.8 90.2 31.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 5 3 12 20 30 27
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,897
COMMITMENTS
38,430 2,646 1,003 15,927 67,085 55,360 70,734 24,537 9,163
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,083)
6,525 1,644 991 -1,064 7,618 6,452 10,253 1,631 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 3.3 1.3 19.9 84.0 69.3 88.5 30.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 5 2 12 19 30 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,814
COMMITMENTS
933 9,512 0 16,896 11,182 17,829 20,694 6,985 4,120
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 655)
-71 688 0 253 331 182 1,019 473 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 38.3 0.0 68.1 45.1 71.9 83.4 28.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 12 0 27 17 30 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,159
COMMITMENTS
1,004 8,824 0 16,643 10,851 17,647 19,675 6,512 4,484
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 401)
-34 267 0 748 402 714 669 -313 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 36.5 0.0 68.9 44.9 73.0 81.4 27.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 11 0 26 17 29 28
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 161,934
COMMITMENTS
33,303 26,485 712 119,430 119,139 153,445 146,336 8,489 15,598
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,229)
1,921 3,713 -402 5,363 -268 6,882 3,043 -5,653 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 16.4 0.4 73.8 73.6 94.8 90.4 5.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 26 4 28 36 47 63
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 160,705
COMMITMENTS
31,382 22,772 1,114 114,067 119,407 146,563 143,293 14,142 17,412
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,145)
1,001 -558 61 -1,568 568 -506 71 1,651 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 14.2 0.7 71.0 74.3 91.2 89.2 8.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 23 5 28 39 47 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,832
COMMITMENTS
10,378 8,027 110 12,881 22,193 23,369 30,330 13,463 6,502
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,383)
400 813 -2 1,487 1,236 1,885 2,047 498 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 21.8 0.3 35.0 60.3 63.4 82.3 36.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 16 2 18 19 38 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,449
COMMITMENTS
9,978 7,214 112 11,394 20,957 21,484 28,283 12,965 6,166
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,218)
530 1,424 -20 1,049 -287 1,559 1,117 -341 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 20.9 0.3 33.1 60.8 62.4 82.1 37.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 16 2 16 18 36 35
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,864
COMMITMENTS
437 6,336 2,917 59,637 73,391 62,991 82,644 56,873 37,220
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,406)
-157 5 79 -1,533 -2,441 -1,611 -2,357 205 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.3 2.4 49.8 61.2 52.6 68.9 47.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 15 6 18 23 25 42
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 121,270
COMMITMENTS
594 6,331 2,838 61,170 75,832 64,602 85,001 56,668 36,269
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -974)
243 -220 106 3,698 -1,809 4,047 -1,923 -5,021 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 5.2 2.3 50.4 62.5 53.3 70.1 46.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 14 4 17 23 22 40
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 95,344
COMMITMENTS
39,463 11,700 7,064 19,194 66,421 65,721 85,185 29,623 10,159
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 171)
-1,522 947 482 469 -2,719 -571 -1,290 742 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 12.3 7.4 20.1 69.7 68.9 89.3 31.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
91 20 29 20 32 120 76
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 95,173
COMMITMENTS
40,985 10,753 6,582 18,725 69,140 66,292 86,475 28,881 8,698
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,718)
176 170 421 -137 -1,809 460 -1,218 -2,178 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 11.3 6.9 19.7 72.6 69.7 90.9 30.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
93 19 28 21 32 123 73
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 85,163
COMMITMENTS
23,230 8,412 11,903 36,340 55,441 71,473 75,756 13,690 9,407
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,647)
-3,571 -1,074 -1,245 1,446 -2,066 -3,370 -4,385 -277 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 9.9 14.0 42.7 65.1 83.9 89.0 16.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
48 39 27 37 36 107 86
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 88,810
COMMITMENTS
26,801 9,486 13,148 34,894 57,507 74,843 80,141 13,967 8,669
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,352)
-326 2,239 36 1,518 -1,886 1,228 389 124 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 10.7 14.8 39.3 64.8 84.3 90.2 15.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
52 38 28 37 36 110 87
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 255,424
COMMITMENTS
97,630 86,455 15,041 95,269 133,451 207,940 234,947 47,484 20,477
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,308)
-4,758 12,185 -341 7,604 -11,786 2,505 58 -197 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 33.8 5.9 37.3 52.2 81.4 92.0 18.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
92 58 33 37 37 150 113
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 253,116
COMMITMENTS
102,388 74,270 15,382 87,665 145,237 205,435 234,889 47,681 18,227
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -20,314)
-4,990 -4,763 -3,340 834 -1,178 -7,496 -9,281 -12,818 -11,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 29.3 6.1 34.6 57.4 81.2 92.8 18.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
100 53 31 35 37 152 106
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,445
COMMITMENTS
5,105 706 274 2,379 8,119 7,758 9,099 2,687 1,346
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,089)
492 77 -27 120 485 585 535 504 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 6.8 2.6 22.8 77.7 74.3 87.1 25.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
18 2 3 6 7 27 11
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,356
COMMITMENTS
4,613 629 301 2,259 7,634 7,173 8,564 2,183 792
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 322)
-4 -3 11 -111 40 -104 48 426 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 6.7 3.2 24.1 81.6 76.7 91.5 23.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 3 4 6 6 23 11
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 82,142
COMMITMENTS
9,962 27,733 5,581 48,861 28,875 64,404 62,189 17,738 19,953
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 8,093)
1,110 1,652 1,171 3,946 3,264 6,227 6,087 1,866 2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 33.8 6.8 59.5 35.2 78.4 75.7 21.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
25 35 24 47 34 83 88
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 74,049
COMMITMENTS
8,852 26,081 4,410 44,915 25,611 58,177 56,102 15,872 17,947
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,427)
-302 7,506 427 6,573 -1,596 6,698 6,337 729 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 35.2 6.0 60.7 34.6 78.6 75.8 21.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 36 18 45 36 75 84
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 40,708
COMMITMENTS
1,477 9,877 1,857 24,997 17,956 28,331 29,690 12,377 11,018
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 902)
14 548 9 -66 -1,384 -43 -827 945 1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 24.3 4.6 61.4 44.1 69.6 72.9 30.4 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 16 6 25 18 34 39
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 39,806
COMMITMENTS
1,463 9,329 1,848 25,063 19,340 28,374 30,517 11,432 9,289
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -930)
224 -296 494 -1,920 -1,914 -1,202 -1,716 272 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 23.4 4.6 63.0 48.6 71.3 76.7 28.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 15 6 25 21 34 41
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 92,684
COMMITMENTS
18,611 32,020 6,045 53,232 43,833 77,888 81,898 14,796 10,786
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,254)
-13 3,905 441 3,080 -2,206 3,508 2,140 -1,254 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 34.5 6.5 57.4 47.3 84.0 88.4 16.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
57 79 52 59 51 156 150
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 90,430
COMMITMENTS
18,624 28,115 5,604 50,152 46,039 74,380 79,758 16,050 10,672
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,839)
-11,388 7,258 -1,006 5,730 -15,890 -6,664 -9,638 -1,175 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 31.1 6.2 55.5 50.9 82.3 88.2 17.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
62 74 51 58 51 156 144
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,844
COMMITMENTS
10,561 1,998 3,711 17,868 29,951 32,140 35,660 4,704 1,184
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,746)
1,165 162 -507 643 2,109 1,301 1,764 445 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 5.4 10.1 48.5 81.3 87.2 96.8 12.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
55 9 20 29 18 92 43
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,098
COMMITMENTS
9,396 1,836 4,218 17,225 27,842 30,839 33,896 4,259 1,202
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 956)
-91 78 347 825 664 1,081 1,089 -125 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.2 12.0 49.1 79.3 87.9 96.6 12.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
45 10 19 30 17 83 42
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,099
COMMITMENTS
22,922 8,537 2,066 79,967 102,255 104,955 112,858 10,144 2,241
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 55)
-151 -2,467 181 -2,549 1,911 -2,519 -375 2,574 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 7.4 1.8 69.5 88.8 91.2 98.1 8.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
45 18 13 47 37 98 67
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,044
COMMITMENTS
23,073 11,004 1,885 82,516 100,344 107,474 113,233 7,570 1,811
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -757)
3,527 -2,355 -846 -4,240 1,898 -1,559 -1,303 802 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 9.6 1.6 71.7 87.2 93.4 98.4 6.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
44 28 12 47 33 99 68
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 400,084
COMMITMENTS
110,227 32,220 28,906 175,234 292,795 314,367 353,921 85,717 46,163
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -21,807)
-5,005 -4,372 -10,111 -4,762 -11,118 -19,878 -25,601 -1,929 3,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 8.1 7.2 43.8 73.2 78.6 88.5 21.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
63 24 40 52 49 137 94
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 421,891
COMMITMENTS
115,232 36,592 39,017 179,996 303,913 334,245 379,522 87,646 42,369
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 47,403)
28,076 -5,232 3,349 8,114 51,969 39,539 50,086 7,864 -2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 8.7 9.2 42.7 72.0 79.2 90.0 20.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
62 37 44 55 52 149 102
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,658
COMMITMENTS
48,126 12,814 9,505 37,670 78,777 95,301 101,096 12,357 6,562
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,539)
5,449 392 -1,523 -2,003 3,097 1,923 1,966 616 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 11.9 8.8 35.0 73.2 88.5 93.9 11.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
137 61 64 95 113 270 214
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 105,119
COMMITMENTS
42,677 12,422 11,028 39,673 75,680 93,378 99,130 11,741 5,989
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,128)
-33 1,103 476 853 -442 1,296 1,137 832 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 11.8 10.5 37.7 72.0 88.8 94.3 11.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
137 51 68 92 106 271 202
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,658
COMMITMENTS
6,279 7,832 2,059 7,005 7,175 15,343 17,066 3,315 1,592
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -753)
347 -1,994 -76 -1,356 1,370 -1,085 -700 332 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 42.0 11.0 37.5 38.5 82.2 91.5 17.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 20 6 8 6 29 28
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,411
COMMITMENTS
5,932 9,826 2,135 8,361 5,805 16,428 17,766 2,983 1,645
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 449)
956 -146 1 -398 615 559 470 -110 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 50.6 11.0 43.1 29.9 84.6 91.5 15.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 22 7 8 6 27 32
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 147,894
COMMITMENTS
15,213 23,512 10,147 95,608 87,473 120,968 121,132 26,926 26,762
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -9,800)
-4,642 -773 -1,835 -4,843 -10,309 -11,320 -12,917 1,520 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.9 6.9 64.6 59.1 81.8 81.9 18.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
21 26 26 57 61 98 94
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,694
COMMITMENTS
19,855 24,285 11,982 100,451 97,782 132,288 134,049 25,406 23,645
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,109)
1,768 -121 -1,042 -8,428 -3,175 -7,702 -4,338 593 -2,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 15.4 7.6 63.7 62.0 83.9 85.0 16.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 28 33 55 68 106 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 397,165
COMMITMENTS
27,275 59,263 111,813 190,280 192,963 329,368 364,039 67,797 33,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,256)
2,034 3,487 5,758 -2,140 -3,696 5,652 5,549 -396 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 14.9 28.2 47.9 48.6 82.9 91.7 17.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
43 53 64 89 70 168 158
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 391,909
COMMITMENTS
25,241 55,776 106,055 192,420 196,659 323,716 358,490 68,193 33,419
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -13,665)
1,571 -13,547 -2,323 -15,983 -172 -16,735 -16,042 3,070 2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 14.2 27.1 49.1 50.2 82.6 91.5 17.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
40 50 61 86 69 159 151
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,533
COMMITMENTS
4,119 2,444 1,209 52,198 57,522 57,526 61,175 7,007 3,358
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 606)
-360 -1,644 -496 1,400 2,256 544 116 62 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 3.8 1.9 80.9 89.1 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 22 30 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,927
COMMITMENTS
4,479 4,088 1,705 50,798 55,266 56,982 61,059 6,945 2,868
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,187)
1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705 1,622 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 6.4 2.7 79.5 86.5 89.1 95.5 10.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 23 28 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,981
COMMITMENTS
1,906 2,464 1,604 37,994 35,676 41,504 39,744 3,477 5,237
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 28)
0 0 0 -84 168 -84 168 112 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.5 3.6 84.5 79.3 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 15 17 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,420
COMMITMENTS
2,125 4,361 2,531 28,794 27,041 33,450 33,933 3,970 3,487
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 797)
-194 124 465 1,076 -196 1,347 393 -550 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 11.7 6.8 76.9 72.3 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,623
COMMITMENTS
2,319 4,237 2,066 27,718 27,237 32,103 33,540 4,520 3,083
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -531)
-244 1,034 44 -13 -2,292 -213 -1,214 -318 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.6 5.6 75.7 74.4 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 16 21 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,348
COMMITMENTS
6,828 0 1,154 47,680 48,619 55,662 49,773 5,686 11,575
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,693)
0 -321 -434 2,513 1,197 2,079 442 614 2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.0 1.9 77.7 79.3 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 17 20 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,655
COMMITMENTS
6,828 321 1,588 45,167 47,422 53,583 49,331 5,072 9,324
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,772)
1,508 -224 -224 -4,444 -394 -3,160 -842 1,388 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.5 2.7 77.0 80.8 91.4 84.1 8.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 17 21 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 936,999
COMMITMENTS
236,820 61,933 164,567 518,967 702,213 920,354 928,713 16,645 8,286
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,997)
-1,364 -2,681 9,385 16,337 16,235 24,358 22,939 -361 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 6.6 17.6 55.4 74.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 9 24 77 72 106 98
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 913,002
COMMITMENTS
238,184 64,614 155,182 502,630 685,978 895,996 905,774 17,006 7,228
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -18,508)
9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835 3,162 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 7.1 17.0 55.1 75.1 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
17 12 24 75 71 105 97
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,723
COMMITMENTS
17,677 31,248 29,073 53,545 42,571 100,295 102,892 4,428 1,831
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,751)
-1,524 2,711 2,018 3,904 245 4,398 4,974 353 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 29.8 27.8 51.1 40.7 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 10 22 23 36 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,972
COMMITMENTS
19,201 28,537 27,055 49,641 42,326 95,897 97,918 4,075 2,054
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,406)
-19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094 -1,510 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 28.5 27.1 49.7 42.3 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 9 21 20 33 31
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,013
COMMITMENTS
4,784 6,790 5,365 26,356 24,788 36,505 36,943 508 70
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,776)
700 2,120 -20 1,185 -255 1,865 1,845 -89 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 18.3 14.5 71.2 67.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 6 21 26 27 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,237
COMMITMENTS
4,084 4,670 5,385 25,171 25,043 34,640 35,098 597 139
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,479)
-652 1,300 -90 -1,195 -2,649 -1,937 -1,439 458 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 15.3 71.4 71.1 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 21 25 27 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,029
COMMITMENTS
1,896 2,106 1,665 15,468 15,258 19,029 19,029 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,728)
-299 -2,452 748 -2,177 18 -1,728 -1,686 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 11.1 8.7 81.3 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 16 15 20 19
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,757
COMMITMENTS
2,195 4,558 917 17,645 15,240 20,757 20,715 0 42
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 46)
92 0 0 -46 4 46 4 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 22.0 4.4 85.0 73.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 17 15 20 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,580
COMMITMENTS
218 4,736 1,048 7,314 2,796 8,580 8,580 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 958)
-84 2,222 -298 1,340 -798 958 1,126 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 55.2 12.2 85.2 32.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 13 11 16 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,622
COMMITMENTS
302 2,514 1,346 5,974 3,594 7,622 7,454 0 168
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 86)
0 -172 172 -86 -82 86 -82 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 33.0 17.7 78.4 47.2 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 11 14 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 731,161
COMMITMENTS
99,003 71,446 96,369 481,481 490,249 676,853 658,064 54,308 73,097
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,036)
-1,504 1,891 152 -11,173 -17,726 -12,525 -15,683 9,489 12,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 9.8 13.2 65.9 67.1 92.6 90.0 7.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
51 67 70 81 82 182 178
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 734,197
COMMITMENTS
100,507 69,555 96,217 492,654 507,975 689,378 673,747 44,819 60,450
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 20,307)
2,303 5,201 5,540 16,499 13,131 24,342 23,872 -4,035 -3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 9.5 13.1 67.1 69.2 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
51 74 74 81 86 189 186
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,322
COMMITMENTS
7,576 2,387 473 2,551 9,336 10,600 12,196 2,722 1,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -122)
28 310 -177 -23 -318 -172 -185 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 17.9 3.6 19.1 70.1 79.6 91.5 20.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
62 20 5 10 23 76 47
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,444
COMMITMENTS
7,548 2,077 650 2,574 9,654 10,772 12,381 2,672 1,063
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 497)
-57 65 477 52 -20 472 522 25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 15.4 4.8 19.1 71.8 80.1 92.1 19.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
64 17 8 10 23 82 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,536
COMMITMENTS
3,882 315 80 1,901 6,369 5,863 6,764 1,673 772
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -410)
-303 43 80 -225 -337 -448 -214 38 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 4.2 1.1 25.2 84.5 77.8 89.8 22.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 1 6 17 28 23
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,946
COMMITMENTS
4,185 272 0 2,126 6,706 6,311 6,978 1,635 968
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 616)
855 -25 0 -273 429 582 404 34 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 3.4 0.0 26.8 84.4 79.4 87.8 20.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 4 0 7 16 30 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,626
COMMITMENTS
22,472 5,577 14,320 108,377 127,523 145,169 147,420 19,457 17,206
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,467)
-4,589 -511 1,845 -190 -5,455 -2,934 -4,121 5,401 6,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 3.4 8.7 65.8 77.5 88.2 89.5 11.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
44 18 42 71 74 131 126
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,159
COMMITMENTS
27,061 6,088 12,475 108,567 132,978 148,103 151,541 14,056 10,618
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -5,967)
2,239 -712 -585 -7,272 -3,154 -5,618 -4,451 -349 -1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.8 7.7 67.0 82.0 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
44 17 36 68 79 129 120
Updated February 18, 2005