WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 261,420: 41,973 55,251 41,275 139,221 124,980 222,469 221,507: 38,952 39,914
Old : 184,096: 37,797 50,916 14,223 104,340 90,983 156,359 156,122: 27,737 27,974
Other: 77,324: 13,043 13,201 18,186 34,881 33,998 66,109 65,385: 11,215 11,939
: : :
: : Changes in Commitments from: February 15, 2005 :
: -12,929: 8,045 -11,996 -8,494 -10,598 7,102 -11,047 -13,388: -1,882 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.1 15.8 53.3 47.8 85.1 84.7: 14.9 15.3
Old : 100.0: 20.5 27.7 7.7 56.7 49.4 84.9 84.8: 15.1 15.2
Other: 100.0: 16.9 17.1 23.5 45.1 44.0 85.5 84.6: 14.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 77 89 76 50 59 180 177:
Old : 220: 77 77 51 38 54 141 156:
Other: 139: 43 45 53 29 44 102 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.5 43.6 37.8 31.6 29.1 43.0 35.2
Old : 39.7 34.1 51.3 41.2 39.1 33.5 50.8 40.7
Other: 39.3 30.7 48.2 41.4 35.8 25.5 40.1 31.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 754,485: 89,562 141,922 89,755 413,851 312,373 593,168 544,051: 161,317 210,435
Old : 625,807: 76,771 140,768 69,315 338,662 254,504 484,748 464,587: 141,059 161,219
Other: 128,678: 17,504 5,867 15,727 75,189 57,869 108,421 79,463: 20,258 49,215
: : :
: : Changes in Commitments from: February 15, 2005 :
: -53,329: 18,211 -30,283 -38,294 -28,439 14,583 -48,522 -53,994: -4,806 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.8 11.9 54.9 41.4 78.6 72.1: 21.4 27.9
Old : 100.0: 12.3 22.5 11.1 54.1 40.7 77.5 74.2: 22.5 25.8
Other: 100.0: 13.6 4.6 12.2 58.4 45.0 84.3 61.8: 15.7 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 111 121 125 186 168 369 362:
Old : 456: 101 134 115 178 160 353 347:
Other: 255: 56 39 42 82 126 151 194:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 15.4 25.4 20.1 15.5 10.7 24.3 15.1
Old : 16.7 15.9 27.5 20.7 16.7 11.2 25.8 15.7
Other: 33.3 17.2 41.4 24.1 32.6 15.4 39.9 21.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,744: 2,206 552 275 2,251 6,054 4,732 6,881: 4,012 1,863
Old : 7,683: 2,102 552 159 2,126 5,565 4,387 6,276: 3,296 1,407
Other: 1,061: 108 4 112 125 489 345 605: 716 456
: : :
: : Changes in Commitments from: February 15, 2005 :
: -1,059: -392 263 -358 -70 -629 -819 -724: -240 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.3 3.1 25.7 69.2 54.1 78.7: 45.9 21.3
Old : 100.0: 27.4 7.2 2.1 27.7 72.4 57.1 81.7: 42.9 18.3
Other: 100.0: 10.2 0.4 10.5 11.8 46.1 32.5 57.0: 67.5 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 4 3 11 16 26 22:
Old : 35: 15 3 3 11 15 26 21:
Other: 15: 3 3 3 4 6 10 9:
:----------------------------------------------------------------------------------------------------
: 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 43.4 37.4 57.7 17.0 35.2 24.9 46.3
Old : 29.3 48.5 41.0 63.2 19.4 38.7 27.8 50.3
Other: 22.0 37.9 31.8 55.0 18.9 37.9 21.8 46.3
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 354,137: 39,773 49,327 75,483 170,675 135,663 285,932 260,473: 68,206 93,665
Old : 316,948: 39,465 55,159 61,422 158,287 123,227 259,174 239,809: 57,774 77,139
Other: 37,189: 8,590 2,450 5,778 12,389 12,435 26,757 20,663: 10,432 16,525
: : :
: : Changes in Commitments from: February 15, 2005 :
: -8,888: 3,987 -16,169 -8,485 -6,602 992 -11,100 -23,662: 2,212 14,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.9 21.3 48.2 38.3 80.7 73.6: 19.3 26.4
Old : 100.0: 12.5 17.4 19.4 49.9 38.9 81.8 75.7: 18.2 24.3
Other: 100.0: 23.1 6.6 15.5 33.3 33.4 71.9 55.6: 28.1 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 87 127 125 81 94 254 273:
Old : 330: 89 129 112 77 87 239 261:
Other: 124: 35 34 25 24 46 73 91:
:----------------------------------------------------------------------------------------------------
: 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 18.3 36.8 24.9 15.5 7.1 23.0 10.7
Old : 25.2 18.1 38.3 25.3 16.2 7.9 24.6 11.9
Other: 28.9 27.4 42.8 33.3 24.5 20.5 34.9 24.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 179,074: 19,404 37,374 30,465 99,301 87,870 149,171 155,709: 29,903 23,365
Old : 154,883: 18,520 38,646 21,769 89,548 73,637 129,838 134,053: 25,046 20,830
Other: 24,191: 6,331 4,174 3,249 9,753 14,233 19,333 21,656: 4,858 2,534
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,477: 2,979 -15,809 -2,181 -17,609 4,684 -16,811 -13,306: 2,334 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.9 17.0 55.5 49.1 83.3 87.0: 16.7 13.0
Old : 100.0: 12.0 25.0 14.1 57.8 47.5 83.8 86.6: 16.2 13.4
Other: 100.0: 26.2 17.3 13.4 40.3 58.8 79.9 89.5: 20.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 33 48 41 52 50 113 122:
Old : 157: 36 51 39 52 47 111 118:
Other: 56: 16 14 15 19 16 41 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 25.2 30.9 34.3 14.5 15.3 23.3 21.1
Old : 22.2 23.8 34.4 32.2 20.2 17.4 29.9 24.1
Other: 33.9 48.4 50.0 64.4 30.5 39.3 39.8 47.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 944,622: 134,986 128,219 128,351 509,836 482,004 773,173 738,574: 171,450 206,048
Old : 944,622: 134,986 128,219 128,351 509,836 482,004 773,173 738,574: 171,450 206,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -74,881: -20,983 -1,360 -39,930 -1,796 -28,841 -62,709 -70,130: -12,173 -4,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.6 13.6 54.0 51.0 81.8 78.2: 18.2 21.8
Old : 100.0: 14.3 13.6 13.6 54.0 51.0 81.8 78.2: 18.2 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 42 38 45 76 84 145 143:
Old : 180: 42 38 45 76 84 145 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 14.2 29.9 24.6 14.6 11.6 20.0 19.5
Old : 22.4 14.2 29.9 24.6 14.6 11.6 20.0 19.5
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 22, 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 : 178,364: 25,769 20,924 39,156 79,386 89,520 144,311 149,600: 34,053 28,764
Old : 153,820: 29,186 19,778 28,234 65,632 79,316 123,052 127,328: 30,768 26,492
Other: 24,544: 1,412 5,974 6,093 13,754 10,204 21,259 22,272: 3,284 2,272
: : :
: : Changes in Commitments from: February 15, 2005 :
: -1,554: 14,304 -13,505 -3,438 -14,305 17,753 -3,438 810: 1,884 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.7 22.0 44.5 50.2 80.9 83.9: 19.1 16.1
Old : 100.0: 19.0 12.9 18.4 42.7 51.6 80.0 82.8: 20.0 17.2
Other: 100.0: 5.8 24.3 24.8 56.0 41.6 86.6 90.7: 13.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 38 43 57 54 58 135 137:
Old : 172: 49 40 55 53 58 134 135:
Other: 67: 14 16 19 28 17 53 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 20.8 27.4 31.0 10.7 11.1 15.3 17.6
Old : 16.2 21.6 24.9 31.1 11.4 13.4 17.0 21.0
Other: 39.9 49.9 54.4 65.0 35.1 41.2 43.4 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 5,984: 1,860 2,325 462 1,884 1,511 4,207 4,298: 1,778 1,687
Old : 5,928: 1,860 2,319 432 1,884 1,503 4,177 4,255: 1,751 1,673
Other: 57: 1 6 29 0 7 30 43: 27 14
: : :
: : Changes in Commitments from: February 15, 2005 :
: -97: 48 307 -238 62 -101 -129 -32: 31 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 38.8 7.7 31.5 25.2 70.3 71.8: 29.7 28.2
Old : 100.0: 31.4 39.1 7.3 31.8 25.4 70.5 71.8: 29.5 28.2
Other: 100.0: 1.6 10.9 51.5 0.0 13.3 53.1 75.7: 46.9 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 16 4 10 9 24 25:
Old : 39: 10 16 4 10 9 24 25:
Other: 5: 1 3 3 0 1 4 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 : 35.3 27.5 46.8 43.2 27.1 22.9 36.1 31.8
Old : 35.7 27.8 47.2 43.3 27.4 23.1 36.5 32.0
Other: 53.1 75.7 53.1 75.7 1.6 24.2 1.6 24.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 379,978: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,129 117,805
Old : 379,978: 101,226 91,348 13,167 202,456 157,658 316,849 262,173: 63,129 117,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 29,562: -5,782 10,987 6,817 17,034 -4,193 18,069 13,612: 11,493 15,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
Old : 100.0: 26.6 24.0 3.5 53.3 41.5 83.4 69.0: 16.6 31.0
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 : 120: 18 34 5 47 53 65 92:
Old : 120: 18 34 5 47 53 65 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 : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Old : 29.7 19.2 42.0 27.4 29.3 18.4 40.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 2,479,124: 448,568 354,074 372,198 1,316,894 1,149,444 2,137,660 1,875,716: 341,464 603,408
Old : 2,479,124: 448,568 354,074 372,198 1,316,894 1,149,444 2,137,660 1,875,716: 341,464 603,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -6,408: 166,700 108,013 -126,764 -53,164 -42,638 -13,228 -61,388: 6,820 54,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.3 15.0 53.1 46.4 86.2 75.7: 13.8 24.3
Old : 100.0: 18.1 14.3 15.0 53.1 46.4 86.2 75.7: 13.8 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 53 63 62 103 132 190 223:
Old : 264: 53 63 62 103 132 190 223:
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 10.8 42.4 19.3 24.2 9.8 32.4 14.4
Old : 27.7 10.8 42.4 19.3 24.2 9.8 32.4 14.4
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 22, 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 : 1,490,308: 214,320 181,880 168,389 950,916 778,159 1,333,626 1,128,428: 156,682 361,880
Old : 1,490,308: 214,320 181,880 168,389 950,916 778,159 1,333,626 1,128,428: 156,682 361,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 24,120: -59,653 13,007 1,476 89,326 -36,850 31,148 -22,367: -7,028 46,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.2 11.3 63.8 52.2 89.5 75.7: 10.5 24.3
Old : 100.0: 14.4 12.2 11.3 63.8 52.2 89.5 75.7: 10.5 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 34 47 38 67 94 123 157:
Old : 184: 34 47 38 67 94 123 157:
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 : 25.2 15.2 39.0 22.9 22.1 10.6 32.7 15.1
Old : 25.2 15.2 39.0 22.9 22.1 10.6 32.7 15.1
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 22, 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 : 579,828: 144,186 39,534 133,354 207,432 369,134 484,972 542,023: 94,856 37,805
Old : 579,828: 144,186 39,534 133,354 207,432 369,134 484,972 542,023: 94,856 37,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 19,189: -37,552 -2,298 -6,023 2,455 18,474 -41,120 10,153: 60,309 9,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.8 23.0 35.8 63.7 83.6 93.5: 16.4 6.5
Old : 100.0: 24.9 6.8 23.0 35.8 63.7 83.6 93.5: 16.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 11 35 57 59 106 98:
Old : 117: 41 11 35 57 59 106 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 42.0 42.6 53.6 20.9 37.6 27.1 44.0
Old : 29.3 42.0 42.6 53.6 20.9 37.6 27.1 44.0
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 22, 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 : 50,792: 14,066 3,159 677 21,637 38,710 36,380 42,546: 14,411 8,245
Old : 50,792: 14,066 3,159 677 21,637 38,710 36,380 42,546: 14,411 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -402: -74 -120 -331 -446 308 -851 -142: 449 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.2 1.3 42.6 76.2 71.6 83.8: 28.4 16.2
Old : 100.0: 27.7 6.2 1.3 42.6 76.2 71.6 83.8: 28.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 25 10 6 20 13 48 26:
Old : 64: 25 10 6 20 13 48 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 62.9 39.3 72.1 28.1 62.1 39.3 71.2
Old : 28.1 62.9 39.3 72.1 28.1 62.1 39.3 71.2
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,014: 8,577 25,317 3,428 55,094 25,000 67,099 53,745: 9,915 23,268
Old : 77,014: 8,577 25,317 3,428 55,094 25,000 67,099 53,745: 9,915 23,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,440: -1,588 1,140 -2,939 -441 -2,774 -4,968 -4,573: -472 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 32.9 4.5 71.5 32.5 87.1 69.8: 12.9 30.2
Old : 100.0: 11.1 32.9 4.5 71.5 32.5 87.1 69.8: 12.9 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 21 22 15 21 14 46 47:
Old : 70: 21 22 15 21 14 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 41.1 63.5 49.2 45.7 40.3 60.5 46.9
Old : 48.7 41.1 63.5 49.2 45.7 40.3 60.5 46.9
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 22, 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 : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Old : 37,209: 6,533 6,275 1,517 28,529 27,169 36,579 34,961: 630 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -530: -1,325 -550 0 525 -151 -800 -701: 270 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
Old : 100.0: 17.6 16.9 4.1 76.7 73.0 98.3 94.0: 1.7 6.0
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 : 61: 6 23 4 19 19 27 44:
Old : 61: 6 23 4 19 19 27 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
Old : 50.1 47.6 72.1 65.7 50.1 47.1 72.0 65.2
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 22, 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 : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Old : 14,687: 5,656 2,745 0 8,468 11,384 14,124 14,129: 563 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 696: -243 797 0 838 323 595 1,120: 101 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Old : 100.0: 38.5 18.7 0.0 57.7 77.5 96.2 96.2: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 9 0 7 11 8 20:
Old : 27: 1 9 0 7 11 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Old : 88.1 69.3 96.2 80.4 88.1 69.3 94.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005