WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 261,211: 31,485 73,539 44,314 141,361 103,421 217,160 221,274: 44,051 39,937
Old : 208,351: 38,092 72,358 23,031 110,912 79,789 172,035 175,178: 36,316 33,173
Other: 52,860: 4,946 12,734 9,730 30,449 23,632 45,125 46,096: 7,735 6,764
: : :
: : Changes in Commitments from: January 25, 2005 :
: 19,453: 73 2,164 6,509 7,093 2,707 13,674 11,380: 5,779 8,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 28.2 17.0 54.1 39.6 83.1 84.7: 16.9 15.3
Old : 100.0: 18.3 34.7 11.1 53.2 38.3 82.6 84.1: 17.4 15.9
Other: 100.0: 9.4 24.1 18.4 57.6 44.7 85.4 87.2: 14.6 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 75 93 73 56 57 168 191:
Old : 235: 78 90 60 52 55 157 179:
Other: 110: 23 39 37 28 40 78 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 24.8 42.3 31.4 29.5 23.2 41.1 28.7
Old : 33.7 25.5 45.5 32.3 33.5 24.3 43.9 31.1
Other: 48.5 32.1 56.6 43.5 46.0 27.1 49.0 35.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 787,176: 63,119 191,738 105,110 456,216 278,730 624,445 575,578: 162,731 211,598
Old : 680,231: 58,385 185,735 90,200 383,936 234,875 532,521 510,810: 147,710 169,421
Other: 106,945: 8,748 10,017 10,895 72,280 43,856 91,923 64,768: 15,022 42,177
: : :
: : Changes in Commitments from: January 25, 2005 :
: 8,956: -1,632 1,248 -6,472 5,005 264 -3,099 -4,960: 12,055 13,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 24.4 13.4 58.0 35.4 79.3 73.1: 20.7 26.9
Old : 100.0: 8.6 27.3 13.3 56.4 34.5 78.3 75.1: 21.7 24.9
Other: 100.0: 8.2 9.4 10.2 67.6 41.0 86.0 60.6: 14.0 39.4
: : :
:# Traders : Number of Traders in Each Category :
All : 509: 105 168 127 201 170 391 385:
Old : 497: 105 163 119 196 159 380 364:
Other: 247: 47 44 40 77 125 137 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 12.4 24.6 17.2 15.0 9.3 24.1 13.0
Old : 15.4 12.8 25.6 17.6 15.4 9.9 24.6 14.0
Other: 40.7 12.7 49.0 19.9 40.4 11.2 47.6 17.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,050: 3,715 494 622 1,365 6,253 5,702 7,370: 4,348 2,680
Old : 9,353: 3,702 542 473 1,270 6,032 5,444 7,047: 3,908 2,306
Other: 697: 90 30 72 95 221 257 323: 440 374
: : :
: : Changes in Commitments from: January 25, 2005 :
: 488: 449 74 141 -107 206 482 421: 6 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 4.9 6.2 13.6 62.2 56.7 73.3: 43.3 26.7
Old : 100.0: 39.6 5.8 5.1 13.6 64.5 58.2 75.3: 41.8 24.7
Other: 100.0: 12.9 4.2 10.3 13.6 31.7 36.9 46.3: 63.1 53.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 6 7 10 15 32 25:
Old : 40: 18 7 7 10 15 32 25:
Other: 12: 3 3 5 2 5 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 35.9 37.2 49.4 24.6 30.1 32.0 39.7
Old : 28.4 37.5 39.0 51.7 26.5 31.1 34.3 41.6
Other: 30.6 33.3 36.9 44.2 26.3 29.6 26.3 35.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 361,817: 33,730 85,843 79,956 181,317 118,107 295,002 283,906: 66,815 77,911
Old : 334,461: 33,050 89,812 69,429 172,566 105,446 275,045 264,687: 59,416 69,774
Other: 27,356: 8,070 3,421 3,137 8,751 12,661 19,957 19,219: 7,399 8,138
: : :
: : Changes in Commitments from: January 25, 2005 :
: 24,510: 6,926 10,562 3,096 13,940 7,825 23,962 21,482: 548 3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 23.7 22.1 50.1 32.6 81.5 78.5: 18.5 21.5
Old : 100.0: 9.9 26.9 20.8 51.6 31.5 82.2 79.1: 17.8 20.9
Other: 100.0: 29.5 12.5 11.5 32.0 46.3 73.0 70.3: 27.0 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 96 138 130 92 91 269 287:
Old : 347: 96 141 124 91 84 259 278:
Other: 127: 42 33 17 25 41 78 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 19.0 37.2 25.6 20.2 9.4 27.5 13.8
Old : 27.9 17.8 38.7 24.9 21.3 8.2 29.1 13.0
Other: 29.0 42.4 40.6 48.6 25.1 35.4 35.2 40.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 196,190: 16,005 57,575 31,538 123,458 79,914 171,001 169,027: 25,189 27,163
Old : 174,676: 14,027 58,858 23,232 115,981 67,557 153,240 149,646: 21,435 25,029
Other: 21,514: 6,568 3,307 3,716 7,477 12,357 17,761 19,380: 3,753 2,134
: : :
: : Changes in Commitments from: January 25, 2005 :
: 15,707: -752 6,839 1,736 13,299 3,692 14,284 12,267: 1,423 3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 29.3 16.1 62.9 40.7 87.2 86.2: 12.8 13.8
Old : 100.0: 8.0 33.7 13.3 66.4 38.7 87.7 85.7: 12.3 14.3
Other: 100.0: 30.5 15.4 17.3 34.8 57.4 82.6 90.1: 17.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 25 60 39 55 47 108 130:
Old : 161: 30 64 33 54 46 105 125:
Other: 46: 10 13 14 20 11 38 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 23.7 37.7 32.0 19.6 14.8 29.4 21.5
Old : 27.0 23.2 40.1 31.2 24.7 17.7 36.0 25.2
Other: 35.3 52.7 54.5 69.0 29.9 47.1 43.6 54.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 898,842: 143,709 169,123 97,513 477,259 439,514 718,481 706,150: 180,360 192,692
Old : 898,842: 143,709 169,123 97,513 477,259 439,514 718,481 706,150: 180,360 192,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 52,631: -31,381 17,906 13,919 51,864 25,938 34,402 57,762: 18,229 -5,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.8 10.8 53.1 48.9 79.9 78.6: 20.1 21.4
Old : 100.0: 16.0 18.8 10.8 53.1 48.9 79.9 78.6: 20.1 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 40 45 50 70 83 141 149:
Old : 185: 40 45 50 70 83 141 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 13.0 29.8 23.2 14.3 11.4 20.4 18.8
Old : 21.3 13.0 29.8 23.2 14.3 11.4 20.4 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 183,409: 10,041 42,958 37,845 104,981 71,903 152,867 152,707: 30,542 30,703
Old : 164,749: 13,839 40,591 28,632 94,418 66,141 136,888 135,364: 27,861 29,386
Other: 18,660: 1,488 7,653 3,928 10,563 5,762 15,979 17,343: 2,681 1,317
: : :
: : Changes in Commitments from: January 25, 2005 :
: 9,932: 1,396 3,509 1,140 6,995 2,555 9,531 7,204: 401 2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 23.4 20.6 57.2 39.2 83.3 83.3: 16.7 16.7
Old : 100.0: 8.4 24.6 17.4 57.3 40.1 83.1 82.2: 16.9 17.8
Other: 100.0: 8.0 41.0 21.0 56.6 30.9 85.6 92.9: 14.4 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 26 55 55 55 55 120 146:
Old : 169: 37 51 52 54 54 119 142:
Other: 62: 7 23 17 29 13 51 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 17.0 38.2 24.5 21.6 7.9 28.3 13.0
Old : 25.6 16.5 37.5 24.3 22.3 9.5 29.8 15.7
Other: 40.3 51.1 54.6 67.3 37.0 43.8 45.9 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,905: 1,766 1,954 795 1,821 1,300 4,382 4,049: 1,523 1,856
Old : 5,876: 1,765 1,956 774 1,821 1,297 4,360 4,027: 1,516 1,849
Other: 29: 4 2 18 0 3 22 22: 7 7
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,087: 160 547 442 582 -184 1,184 805: -98 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 33.1 13.5 30.8 22.0 74.2 68.6: 25.8 31.4
Old : 100.0: 30.0 33.3 13.2 31.0 22.1 74.2 68.5: 25.8 31.5
Other: 100.0: 13.1 5.2 61.5 0.0 10.3 74.5 77.0: 25.5 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 12 6 14 9 31 24:
Old : 40: 13 13 6 14 9 31 24:
Other: 4: 2 1 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 30.4 44.0 47.2 24.2 26.5 33.3 35.7
Old : 30.4 30.5 44.1 47.1 24.3 26.6 33.4 35.8
Other: 74.5 77.0 74.5 77.0 13.1 15.5 13.1 15.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 309,417: 87,641 80,408 349 167,129 131,755 255,119 212,512: 54,298 96,905
Old : 309,417: 87,641 80,408 349 167,129 131,755 255,119 212,512: 54,298 96,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -3,266: 7,633 355 -674 -14,920 -5,048 -7,961 -5,367: 4,695 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 26.0 0.1 54.0 42.6 82.5 68.7: 17.5 31.3
Old : 100.0: 28.3 26.0 0.1 54.0 42.6 82.5 68.7: 17.5 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 13 35 1 41 42 55 77:
Old : 112: 13 35 1 41 42 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 17.1 43.6 25.1 31.2 17.0 43.3 24.0
Old : 31.2 17.1 43.6 25.1 31.2 17.0 43.3 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,273,671: 247,867 292,846 335,290 1,339,097 1,045,650 1,922,254 1,673,786: 351,416 599,885
Old : 2,273,671: 247,867 292,846 335,290 1,339,097 1,045,650 1,922,254 1,673,786: 351,416 599,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 213,027: -33,195 -19,597 100,745 90,455 67,379 158,005 148,527: 55,022 64,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.9 14.7 58.9 46.0 84.5 73.6: 15.5 26.4
Old : 100.0: 10.9 12.9 14.7 58.9 46.0 84.5 73.6: 15.5 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 47 65 67 104 140 189 234:
Old : 266: 47 65 67 104 140 189 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 10.8 40.3 18.6 25.0 7.7 31.4 11.3
Old : 30.8 10.8 40.3 18.6 25.0 7.7 31.4 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,468,774: 269,223 214,370 133,014 911,618 798,393 1,313,855 1,145,778: 154,920 322,996
Old : 1,468,774: 269,223 214,370 133,014 911,618 798,393 1,313,855 1,145,778: 154,920 322,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 84,934: -13,495 23,143 9,522 81,516 40,750 77,543 73,415: 7,391 11,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.6 9.1 62.1 54.4 89.5 78.0: 10.5 22.0
Old : 100.0: 18.3 14.6 9.1 62.1 54.4 89.5 78.0: 10.5 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 29 57 46 78 104 137 177:
Old : 200: 29 57 46 78 104 137 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 15.4 40.7 24.4 19.5 13.8 33.5 20.3
Old : 24.4 15.4 40.7 24.4 19.5 13.8 33.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 619,771: 182,810 52,158 142,124 223,424 376,114 548,358 570,396: 71,413 49,375
Old : 619,771: 182,810 52,158 142,124 223,424 376,114 548,358 570,396: 71,413 49,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 35,525: 29,021 -3,697 -23,342 -9,369 40,634 -3,690 13,596: 39,215 21,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.4 22.9 36.0 60.7 88.5 92.0: 11.5 8.0
Old : 100.0: 29.5 8.4 22.9 36.0 60.7 88.5 92.0: 11.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 41 15 32 56 61 105 100:
Old : 125: 41 15 32 56 61 105 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 33.6 50.2 46.1 23.5 30.4 32.4 38.2
Old : 34.0 33.6 50.2 46.1 23.5 30.4 32.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,951: 12,523 8,707 551 22,035 31,652 35,109 40,909: 13,842 8,042
Old : 48,951: 12,523 8,707 551 22,035 31,652 35,109 40,909: 13,842 8,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -627: -966 -1,279 -13 -903 94 -1,882 -1,198: 1,255 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.8 1.1 45.0 64.7 71.7 83.6: 28.3 16.4
Old : 100.0: 25.6 17.8 1.1 45.0 64.7 71.7 83.6: 28.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 23 11 5 23 10 51 21:
Old : 62: 23 11 5 23 10 51 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 63.8 40.2 74.2 28.5 63.1 40.2 73.4
Old : 28.5 63.8 40.2 74.2 28.5 63.1 40.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 83,643: 10,819 24,080 3,001 49,029 28,489 62,849 55,570: 20,794 28,073
Old : 83,643: 10,819 24,080 3,001 49,029 28,489 62,849 55,570: 20,794 28,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 13,058: 2,074 -1,471 1,164 835 2,107 4,073 1,799: 8,985 11,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 28.8 3.6 58.6 34.1 75.1 66.4: 24.9 33.6
Old : 100.0: 12.9 28.8 3.6 58.6 34.1 75.1 66.4: 24.9 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 24 15 20 14 46 46:
Old : 69: 19 24 15 20 14 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 40.1 53.3 48.0 34.6 39.9 50.8 46.7
Old : 37.0 40.1 53.3 48.0 34.6 39.9 50.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Old : 40,945: 8,106 10,265 1,014 31,506 28,219 40,626 39,498: 319 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 1,820: 256 26 0 1,529 1,739 1,785 1,765: 35 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Old : 100.0: 19.8 25.1 2.5 76.9 68.9 99.2 96.5: 0.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 20 3 18 17 26 37:
Old : 55: 5 20 3 18 17 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
Old : 47.7 45.4 73.2 68.1 47.7 45.0 73.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Old : 14,134: 5,689 1,665 0 8,360 12,254 14,049 13,919: 85 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -80: -29 78 0 -120 87 -149 165: 69 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Old : 100.0: 40.3 11.8 0.0 59.1 86.7 99.4 98.5: 0.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 6 0 6 11 8 17:
Old : 24: 2 6 0 6 11 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
Old : 87.9 74.8 99.4 87.1 87.9 72.1 96.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005