WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 274,349: 33,928 67,247 49,769 149,818 117,878 233,515 234,894: 40,833 39,454
Old : 203,641: 34,099 64,458 23,159 115,323 86,909 172,582 174,527: 31,059 29,114
Other: 70,708: 10,471 13,431 15,968 34,495 30,969 60,934 60,368: 9,774 10,340
: : :
: : Changes in Commitments from: February 8, 2005 :
: 11,814: 2,280 -6,440 543 8,994 17,458 11,817 11,561: -3 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.5 18.1 54.6 43.0 85.1 85.6: 14.9 14.4
Old : 100.0: 16.7 31.7 11.4 56.6 42.7 84.7 85.7: 15.3 14.3
Other: 100.0: 14.8 19.0 22.6 48.8 43.8 86.2 85.4: 13.8 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 80 105 90 57 61 194 208:
Old : 251: 83 98 72 53 59 175 192:
Other: 147: 44 50 48 29 44 99 119:
:----------------------------------------------------------------------------------------------------
: 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 : 30.7 28.7 42.8 35.4 30.6 25.7 41.7 30.9
Old : 35.9 30.4 47.8 37.4 35.9 27.4 46.6 34.3
Other: 43.6 33.2 52.0 44.1 39.4 27.3 43.0 33.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 807,814: 71,351 172,205 128,050 442,291 297,790 641,691 598,045: 166,123 209,769
Old : 692,010: 65,592 167,358 109,809 369,615 250,321 545,016 527,488: 146,994 164,522
Other: 115,804: 10,321 9,409 13,678 72,676 47,469 96,675 70,557: 19,129 45,247
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,118: 7,429 -21,000 17,875 -17,431 16,582 7,873 13,457: 2,245 -3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.3 15.9 54.8 36.9 79.4 74.0: 20.6 26.0
Old : 100.0: 9.5 24.2 15.9 53.4 36.2 78.8 76.2: 21.2 23.8
Other: 100.0: 8.9 8.1 11.8 62.8 41.0 83.5 60.9: 16.5 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 117 157 148 198 171 411 401:
Old : 505: 117 155 136 194 160 398 380:
Other: 253: 44 53 45 80 125 146 201:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 13.9 24.0 18.4 14.4 9.6 23.1 13.6
Old : 15.0 14.6 25.7 19.3 15.0 10.0 23.8 14.2
Other: 37.5 13.6 45.5 20.3 36.9 12.5 43.9 18.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,804: 2,598 289 633 2,321 6,683 5,552 7,605: 4,252 2,199
Old : 8,876: 2,491 297 481 2,196 6,272 5,168 7,050: 3,707 1,826
Other: 928: 124 10 134 125 411 383 555: 544 373
: : :
: : Changes in Commitments from: February 8, 2005 :
: -168: -516 -171 51 505 270 40 151: -208 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.9 6.5 23.7 68.2 56.6 77.6: 43.4 22.4
Old : 100.0: 28.1 3.3 5.4 24.7 70.7 58.2 79.4: 41.8 20.6
Other: 100.0: 13.4 1.1 14.4 13.5 44.3 41.3 59.8: 58.7 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 7 5 12 17 30 25:
Old : 38: 15 6 5 12 16 30 24:
Other: 18: 5 3 5 4 7 12 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 42.7 34.8 55.2 17.2 32.6 23.3 41.5
Old : 27.2 46.2 37.4 58.9 19.0 35.2 25.3 44.6
Other: 25.1 34.0 36.5 53.6 21.7 34.0 26.7 44.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 363,025: 35,786 65,496 83,968 177,278 134,670 297,031 284,134: 65,993 78,890
Old : 333,107: 35,896 70,293 72,279 167,821 121,817 275,997 264,390: 57,110 68,717
Other: 29,918: 7,509 2,822 4,070 9,456 12,853 21,035 19,745: 8,883 10,173
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,199: 2,211 -24,521 1,739 -7,060 14,167 -3,110 -8,615: -2,089 3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.0 23.1 48.8 37.1 81.8 78.3: 18.2 21.7
Old : 100.0: 10.8 21.1 21.7 50.4 36.6 82.9 79.4: 17.1 20.6
Other: 100.0: 25.1 9.4 13.6 31.6 43.0 70.3 66.0: 29.7 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 93 148 139 98 95 289 297:
Old : 362: 97 145 130 96 91 278 289:
Other: 126: 31 40 21 26 42 75 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 20.3 35.7 26.6 17.5 9.8 24.8 13.0
Old : 25.5 19.4 37.2 26.3 18.6 8.8 26.6 12.4
Other: 25.9 39.8 40.0 45.3 21.2 31.7 33.5 35.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 9,397: 4,670 3,129 1,250 200 469 6,120 4,848: 3,277 4,549
Old : 8,282: 4,173 2,878 1,242 200 469 5,615 4,589: 2,667 3,693
Other: 1,115: 497 251 8 0 0 505 259: 610 856
: : :
: : Changes in Commitments from: February 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 33.3 13.3 2.1 5.0 65.1 51.6: 34.9 48.4
Old : 100.0: 50.4 34.8 15.0 2.4 5.7 67.8 55.4: 32.2 44.6
Other: 100.0: 44.6 22.5 0.7 0.0 0.0 45.3 23.2: 54.7 76.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 9 1 2 15 15:
Old : 20: 10 8 9 1 2 15 15:
Other: 3: 2 1 1 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 31.3 57.1 43.3 37.7 26.6 47.7 34.7
Old : 42.3 32.5 58.6 46.1 36.7 27.1 48.2 36.4
Other: 45.3 23.2 45.3 23.2 44.6 22.5 44.6 22.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 193,551: 16,425 53,182 32,647 116,910 83,186 165,982 169,015: 27,569 24,536
Old : 169,831: 15,217 54,088 23,697 107,255 69,298 146,169 147,083: 23,662 22,748
Other: 23,720: 7,109 4,996 3,048 9,656 13,888 19,813 21,932: 3,908 1,788
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,684: -590 -8,178 222 -12,214 -2,194 -12,581 -10,150: -102 -2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 27.5 16.9 60.4 43.0 85.8 87.3: 14.2 12.7
Old : 100.0: 9.0 31.8 14.0 63.2 40.8 86.1 86.6: 13.9 13.4
Other: 100.0: 30.0 21.1 12.9 40.7 58.5 83.5 92.5: 16.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 29 56 39 50 50 103 132:
Old : 159: 35 58 35 50 49 101 128:
Other: 51: 12 15 14 18 13 36 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 22.3 36.0 31.3 17.0 13.6 27.1 20.5
Old : 25.9 21.0 38.5 29.9 22.5 15.9 33.7 23.6
Other: 34.6 52.8 54.8 67.1 33.4 42.8 47.1 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,019,504: 155,969 129,580 168,281 511,632 510,844 835,882 808,705: 183,622 210,799
Old : 1,019,504: 155,969 129,580 168,281 511,632 510,844 835,882 808,705: 183,622 210,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,651: -27,097 -13,752 29,436 11,252 -8,228 13,591 7,456: -2,941 3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.7 16.5 50.2 50.1 82.0 79.3: 18.0 20.7
Old : 100.0: 15.3 12.7 16.5 50.2 50.1 82.0 79.3: 18.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 46 44 56 80 91 156 163:
Old : 198: 46 44 56 80 91 156 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 13.7 25.8 23.6 13.1 11.4 18.8 19.1
Old : 18.8 13.7 25.8 23.6 13.1 11.4 18.8 19.1
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 179,918: 11,465 34,429 42,594 93,691 71,767 147,749 148,790: 32,169 31,128
Old : 156,046: 15,984 33,517 30,856 80,231 62,618 127,070 126,991: 28,976 29,055
Other: 23,872: 1,276 6,707 5,943 13,460 9,149 20,679 21,799: 3,193 2,073
: : :
: : Changes in Commitments from: February 8, 2005 :
: -18,490: 1,455 -18,593 1,933 -20,704 861 -17,316 -15,800: -1,174 -2,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 19.1 23.7 52.1 39.9 82.1 82.7: 17.9 17.3
Old : 100.0: 10.2 21.5 19.8 51.4 40.1 81.4 81.4: 18.6 18.6
Other: 100.0: 5.3 28.1 24.9 56.4 38.3 86.6 91.3: 13.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 24 60 59 55 56 123 152:
Old : 171: 34 58 57 54 55 122 149:
Other: 65: 15 17 18 27 13 51 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 16.2 34.4 24.2 17.3 10.1 22.9 15.5
Old : 22.8 15.8 33.1 23.6 17.8 10.7 24.4 16.3
Other: 38.2 48.9 52.9 64.8 34.4 42.3 43.0 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,082: 1,812 2,018 701 1,823 1,611 4,335 4,330: 1,746 1,752
Old : 6,035: 1,812 2,010 675 1,823 1,608 4,309 4,293: 1,726 1,742
Other: 47: 0 8 26 0 3 26 37: 21 10
: : :
: : Changes in Commitments from: February 8, 2005 :
: -55: 36 -72 -189 -85 316 -238 56: 183 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 33.2 11.5 30.0 26.5 71.3 71.2: 28.7 28.8
Old : 100.0: 30.0 33.3 11.2 30.2 26.7 71.4 71.1: 28.6 28.9
Other: 100.0: 0.0 16.3 55.9 0.0 6.4 55.9 78.6: 44.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 14 4 11 8 25 22:
Old : 36: 10 14 4 11 8 25 22:
Other: 4: 0 3 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 : 33.2 29.0 46.5 46.7 25.9 25.2 34.5 33.8
Old : 33.4 29.1 46.7 46.7 26.1 25.3 34.7 34.0
Other: 55.9 78.6 55.9 78.6 0.0 22.7 0.0 22.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 350,415: 107,008 80,361 6,350 185,422 161,851 298,780 248,561: 51,636 101,854
Old : 350,415: 107,008 80,361 6,350 185,422 161,851 298,780 248,561: 51,636 101,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20,492: 2,920 3,149 5,975 15,471 15,776 24,366 24,899: -3,874 -4,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 22.9 1.8 52.9 46.2 85.3 70.9: 14.7 29.1
Old : 100.0: 30.5 22.9 1.8 52.9 46.2 85.3 70.9: 14.7 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 19 35 5 43 53 63 92:
Old : 123: 19 35 5 43 53 63 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 20.8 42.9 28.5 30.3 20.1 41.7 27.2
Old : 30.4 20.8 42.9 28.5 30.3 20.1 41.7 27.2
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,485,532: 281,868 246,061 498,962 1,370,058 1,192,082 2,150,888 1,937,104: 334,644 548,427
Old : 2,485,532: 281,868 246,061 498,962 1,370,058 1,192,082 2,150,888 1,937,104: 334,644 548,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 117,219: 17,933 -25,170 64,821 40,017 89,880 122,771 129,530: -5,552 -12,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.9 20.1 55.1 48.0 86.5 77.9: 13.5 22.1
Old : 100.0: 11.3 9.9 20.1 55.1 48.0 86.5 77.9: 13.5 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 57 72 87 118 148 227 256:
Old : 292: 57 72 87 118 148 227 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 11.5 36.4 19.7 20.2 8.2 27.0 11.7
Old : 25.5 11.5 36.4 19.7 20.2 8.2 27.0 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,466,188: 273,974 168,873 166,914 861,590 815,009 1,302,478 1,150,795: 163,710 315,392
Old : 1,466,188: 273,974 168,873 166,914 861,590 815,009 1,302,478 1,150,795: 163,710 315,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -37,060: 32,825 -27,541 35,046 -92,575 7,562 -24,703 15,067: -12,357 -52,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 11.5 11.4 58.8 55.6 88.8 78.5: 11.2 21.5
Old : 100.0: 18.7 11.5 11.4 58.8 55.6 88.8 78.5: 11.2 21.5
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 : 207: 37 52 51 81 109 147 183:
Old : 207: 37 52 51 81 109 147 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 14.4 37.6 23.8 20.1 12.9 32.7 17.1
Old : 22.8 14.4 37.6 23.8 20.1 12.9 32.7 17.1
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 560,639: 181,738 41,832 139,377 204,977 350,660 526,092 531,869: 34,547 28,769
Old : 560,639: 181,738 41,832 139,377 204,977 350,660 526,092 531,869: 34,547 28,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 24,466: 15,164 4,850 889 9,061 20,835 25,115 26,575: -649 -2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 7.5 24.9 36.6 62.5 93.8 94.9: 6.2 5.1
Old : 100.0: 32.4 7.5 24.9 36.6 62.5 93.8 94.9: 6.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 40 16 38 60 60 112 102:
Old : 124: 40 16 38 60 60 112 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 40.9 51.2 52.8 26.8 36.8 35.0 44.4
Old : 33.8 40.9 51.2 52.8 26.8 36.8 35.0 44.4
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,194: 14,140 3,278 1,008 22,083 38,402 37,231 42,688: 13,963 8,505
Old : 51,194: 14,140 3,278 1,008 22,083 38,402 37,231 42,688: 13,963 8,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,362: 1,530 138 218 128 633 1,876 989: -514 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.4 2.0 43.1 75.0 72.7 83.4: 27.3 16.6
Old : 100.0: 27.6 6.4 2.0 43.1 75.0 72.7 83.4: 27.3 16.6
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 : 65: 25 11 7 22 12 52 25:
Old : 65: 25 11 7 22 12 52 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 62.2 38.8 72.4 27.7 61.4 38.8 70.9
Old : 27.7 62.2 38.8 72.4 27.7 61.4 38.8 70.9
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 82,454: 10,165 24,177 6,367 55,535 27,774 72,067 58,319: 10,387 24,135
Old : 82,454: 10,165 24,177 6,367 55,535 27,774 72,067 58,319: 10,387 24,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 4,782: 1,231 -1,801 2,463 1,098 3,011 4,791 3,674: -9 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 29.3 7.7 67.4 33.7 87.4 70.7: 12.6 29.3
Old : 100.0: 12.3 29.3 7.7 67.4 33.7 87.4 70.7: 12.6 29.3
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 : 71: 24 21 18 20 14 51 46:
Old : 71: 24 21 18 20 14 51 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 : 47.2 43.6 63.3 52.1 42.0 39.0 56.0 45.3
Old : 47.2 43.6 63.3 52.1 42.0 39.0 56.0 45.3
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Old : 37,739: 7,858 6,825 1,517 28,004 27,320 37,379 35,662: 360 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,264: -903 -2,752 503 -1,861 -750 -2,261 -2,999: -3 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
Old : 100.0: 20.8 18.1 4.0 74.2 72.4 99.0 94.5: 1.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 22 4 19 19 27 43:
Old : 60: 6 22 4 19 19 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Old : 49.1 48.1 72.2 66.0 49.1 47.5 72.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Old : 13,991: 5,899 1,948 0 7,630 11,061 13,529 13,009: 462 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -549: 210 45 0 -1,186 -1,055 -976 -1,010: 427 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Old : 100.0: 42.2 13.9 0.0 54.5 79.1 96.7 93.0: 3.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 7 0 6 10 8 17:
Old : 25: 2 7 0 6 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
Old : 88.4 70.2 96.7 81.1 88.4 70.2 96.7 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005