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
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 262,534: 31,648 73,687 49,226 140,824 100,420 221,698 223,333: 40,837 39,201
Old : 203,642: 33,590 73,014 26,617 111,985 73,757 172,192 173,387: 31,450 30,255
Other: 58,892: 7,715 10,331 12,952 28,839 26,663 49,506 49,946: 9,386 8,946
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,324: 163 148 4,912 -537 -3,001 4,538 2,060: -3,214 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 28.1 18.8 53.6 38.3 84.4 85.1: 15.6 14.9
Old : 100.0: 16.5 35.9 13.1 55.0 36.2 84.6 85.1: 15.4 14.9
Other: 100.0: 13.1 17.5 22.0 49.0 45.3 84.1 84.8: 15.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 77 101 81 52 55 174 201:
Old : 243: 80 95 68 50 53 160 189:
Other: 123: 40 37 42 25 39 86 99:
:----------------------------------------------------------------------------------------------------
: 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 25.2 41.9 31.7 29.5 22.7 41.1 28.2
Old : 35.4 25.4 46.5 32.5 35.3 23.7 45.8 30.8
Other: 42.7 32.2 51.4 43.6 38.4 26.4 41.6 33.8
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 797,695: 63,921 193,205 110,175 459,721 281,208 633,817 584,588: 163,878 213,107
Old : 686,577: 59,360 186,991 93,115 386,407 237,734 538,881 517,840: 147,696 168,737
Other: 111,118: 10,146 11,798 11,476 73,315 43,474 94,936 66,748: 16,182 44,370
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,520: 803 1,467 5,065 3,505 2,478 9,373 9,010: 1,147 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 24.2 13.8 57.6 35.3 79.5 73.3: 20.5 26.7
Old : 100.0: 8.6 27.2 13.6 56.3 34.6 78.5 75.4: 21.5 24.6
Other: 100.0: 9.1 10.6 10.3 66.0 39.1 85.4 60.1: 14.6 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 110 165 137 198 171 396 399:
Old : 505: 106 168 126 193 159 383 378:
Other: 243: 47 42 42 80 122 142 191:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 12.6 25.0 17.2 14.7 9.2 23.6 12.9
Old : 15.6 13.1 26.4 17.9 15.2 9.8 24.2 13.9
Other: 39.3 12.7 47.8 19.1 38.7 10.7 45.9 15.8
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 9,972: 3,114 460 581 1,817 6,413 5,512 7,454: 4,460 2,518
Old : 9,175: 3,056 464 473 1,722 6,043 5,251 6,980: 3,925 2,196
Other: 796: 79 17 87 95 371 261 474: 535 322
: : :
: : Changes in Commitments from: February 1, 2005 :
: -78: -601 -35 -41 452 160 -190 84: 112 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.6 5.8 18.2 64.3 55.3 74.8: 44.7 25.2
Old : 100.0: 33.3 5.1 5.2 18.8 65.9 57.2 76.1: 42.8 23.9
Other: 100.0: 9.9 2.1 11.0 11.9 46.5 32.8 59.6: 67.2 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 6 5 9 15 29 24:
Old : 38: 17 7 5 9 14 29 23:
Other: 14: 5 1 4 2 7 8 11:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 38.0 35.0 51.3 19.8 29.0 26.5 38.5
Old : 26.7 39.9 37.0 54.2 21.5 30.3 28.5 40.5
Other: 25.3 33.1 32.8 53.1 21.5 33.1 21.6 48.4
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 368,223: 33,575 90,017 82,229 184,337 120,503 300,141 292,750: 68,082 75,474
Old : 340,390: 32,754 94,461 71,635 175,865 107,773 280,254 273,869: 60,136 66,521
Other: 27,834: 7,930 2,665 3,485 8,473 12,730 19,888 18,881: 7,946 8,953
: : :
: : Changes in Commitments from: February 1, 2005 :
: 6,406: -155 4,174 2,274 3,021 2,396 5,139 8,844: 1,267 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 24.4 22.3 50.1 32.7 81.5 79.5: 18.5 20.5
Old : 100.0: 9.6 27.8 21.0 51.7 31.7 82.3 80.5: 17.7 19.5
Other: 100.0: 28.5 9.6 12.5 30.4 45.7 71.5 67.8: 28.5 32.2
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 101 145 139 93 87 278 300:
Old : 360: 100 148 130 91 81 265 291:
Other: 122: 41 30 18 25 40 77 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.2 36.1 25.7 19.5 9.7 26.6 14.2
Old : 26.6 18.1 37.6 25.1 20.7 8.6 28.5 13.6
Other: 27.8 42.2 40.2 48.4 22.8 34.8 33.6 39.5
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 206,235: 17,014 61,360 32,425 129,124 85,380 178,563 179,165: 27,672 27,070
Old : 183,342: 14,666 62,095 23,908 120,881 72,287 159,456 158,290: 23,886 25,052
Other: 22,892: 6,902 3,819 3,963 8,243 13,093 19,107 20,875: 3,785 2,018
: : :
: : Changes in Commitments from: February 1, 2005 :
: 10,045: 1,009 3,785 887 5,666 5,467 7,562 10,138: 2,483 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 29.8 15.7 62.6 41.4 86.6 86.9: 13.4 13.1
Old : 100.0: 8.0 33.9 13.0 65.9 39.4 87.0 86.3: 13.0 13.7
Other: 100.0: 30.1 16.7 17.3 36.0 57.2 83.5 91.2: 16.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 30 64 39 53 45 107 135:
Old : 167: 36 66 34 52 44 104 130:
Other: 46: 9 15 14 18 12 36 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 24.4 39.1 32.9 18.6 13.8 28.6 20.3
Old : 26.7 24.2 40.8 31.8 23.6 16.2 34.6 23.6
Other: 39.1 51.7 55.5 67.7 32.5 44.4 44.4 52.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 1,008,853: 183,066 143,332 138,845 500,379 519,072 822,290 801,249: 186,563 207,604
Old : 1,008,853: 183,066 143,332 138,845 500,379 519,072 822,290 801,249: 186,563 207,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 110,011: 39,357 -25,791 41,332 23,120 79,559 103,809 95,100: 6,202 14,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.2 13.8 49.6 51.5 81.5 79.4: 18.5 20.6
Old : 100.0: 18.1 14.2 13.8 49.6 51.5 81.5 79.4: 18.5 20.6
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 : 192: 41 49 55 73 85 150 155:
Old : 192: 41 49 55 73 85 150 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.8 26.9 23.3 13.0 10.1 19.3 18.5
Old : 19.4 12.8 26.9 23.3 13.0 10.1 19.3 18.5
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 198,408: 10,010 53,023 40,661 114,395 70,906 165,065 164,590: 33,342 33,818
Old : 177,155: 14,335 50,779 30,426 101,833 64,019 146,594 145,224: 30,561 31,931
Other: 21,253: 955 7,525 4,954 12,562 6,887 18,471 19,366: 2,782 1,887
: : :
: : Changes in Commitments from: February 1, 2005 :
: 14,998: -31 10,065 2,815 9,414 -997 12,198 11,883: 2,800 3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 26.7 20.5 57.7 35.7 83.2 83.0: 16.8 17.0
Old : 100.0: 8.1 28.7 17.2 57.5 36.1 82.7 82.0: 17.3 18.0
Other: 100.0: 4.5 35.4 23.3 59.1 32.4 86.9 91.1: 13.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 24 66 56 57 55 122 158:
Old : 180: 35 63 54 56 54 121 155:
Other: 60: 8 21 16 28 11 49 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 15.9 39.0 23.0 21.9 7.4 27.7 12.7
Old : 27.3 15.3 38.4 22.6 22.9 8.3 29.4 14.1
Other: 39.8 51.0 55.0 65.6 35.1 40.4 44.6 48.1
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 6,137: 1,776 2,089 890 1,907 1,295 4,573 4,274: 1,563 1,863
Old : 6,100: 1,776 2,084 868 1,907 1,292 4,552 4,244: 1,548 1,856
Other: 37: 0 6 22 0 3 22 30: 15 6
: : :
: : Changes in Commitments from: February 1, 2005 :
: 232: 10 135 95 87 -5 192 225: 40 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 34.0 14.5 31.1 21.1 74.5 69.6: 25.5 30.4
Old : 100.0: 29.1 34.2 14.2 31.3 21.2 74.6 69.6: 25.4 30.4
Other: 100.0: 0.0 16.0 59.0 0.0 8.2 59.0 83.2: 41.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 15 6 13 9 29 25:
Old : 40: 11 15 6 13 9 29 25:
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 : 31.9 26.4 45.5 43.8 24.3 25.0 33.2 33.8
Old : 32.1 26.5 45.6 43.7 24.4 25.1 33.4 33.8
Other: 59.0 83.2 59.0 83.2 0.0 24.2 0.0 24.2
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 329,924: 104,088 77,212 375 169,951 146,075 274,414 223,662: 55,510 106,262
Old : 329,924: 104,088 77,212 375 169,951 146,075 274,414 223,662: 55,510 106,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 20,507: 16,447 -3,196 26 2,822 14,320 19,295 11,150: 1,212 9,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.4 0.1 51.5 44.3 83.2 67.8: 16.8 32.2
Old : 100.0: 31.5 23.4 0.1 51.5 44.3 83.2 67.8: 16.8 32.2
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 : 118: 16 33 1 45 45 62 78:
Old : 118: 16 33 1 45 45 62 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 21.1 42.6 29.1 30.2 20.2 42.1 27.5
Old : 30.2 21.1 42.6 29.1 30.2 20.2 42.1 27.5
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 2,368,313: 263,935 271,231 434,141 1,330,041 1,102,202 2,028,117 1,807,574: 340,196 560,739
Old : 2,368,313: 263,935 271,231 434,141 1,330,041 1,102,202 2,028,117 1,807,574: 340,196 560,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 94,643: 16,068 -21,614 98,851 -9,056 56,552 105,863 133,788: -11,221 -39,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.5 18.3 56.2 46.5 85.6 76.3: 14.4 23.7
Old : 100.0: 11.1 11.5 18.3 56.2 46.5 85.6 76.3: 14.4 23.7
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 : 290: 62 62 76 122 151 221 252:
Old : 290: 62 62 76 122 151 221 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 11.2 36.0 19.2 21.6 7.8 27.4 11.6
Old : 26.9 11.2 36.0 19.2 21.6 7.8 27.4 11.6
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 1,503,248: 241,148 196,413 131,868 954,165 807,447 1,327,181 1,135,728: 176,067 367,520
Old : 1,503,248: 241,148 196,413 131,868 954,165 807,447 1,327,181 1,135,728: 176,067 367,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 34,474: -28,074 -17,957 -1,146 42,547 9,053 13,327 -10,050: 21,148 44,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.1 8.8 63.5 53.7 88.3 75.6: 11.7 24.4
Old : 100.0: 16.0 13.1 8.8 63.5 53.7 88.3 75.6: 11.7 24.4
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 : 200: 36 50 47 78 105 138 178:
Old : 200: 36 50 47 78 105 138 178:
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 : 24.5 14.3 41.7 23.2 20.9 12.4 34.1 17.4
Old : 24.5 14.3 41.7 23.2 20.9 12.4 34.1 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 536,172: 166,574 36,982 138,488 195,915 329,825 500,977 505,295: 35,195 30,877
Old : 536,172: 166,574 36,982 138,488 195,915 329,825 500,977 505,295: 35,195 30,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -83,599: -16,236 -15,176 -3,637 -27,509 -46,289 -47,381 -65,101: -36,218 -18,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 6.9 25.8 36.5 61.5 93.4 94.2: 6.6 5.8
Old : 100.0: 31.1 6.9 25.8 36.5 61.5 93.4 94.2: 6.6 5.8
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 : 122: 42 12 33 57 59 105 98:
Old : 122: 42 12 33 57 59 105 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 : 34.3 38.0 54.1 51.6 26.9 34.1 35.5 42.0
Old : 34.3 38.0 54.1 51.6 26.9 34.1 35.5 42.0
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 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 AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 49,831: 12,609 3,140 790 21,955 37,769 35,355 41,699: 14,476 8,132
Old : 49,831: 12,609 3,140 790 21,955 37,769 35,355 41,699: 14,476 8,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 880: 86 -5,567 240 -80 6,117 246 790: 634 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.3 1.6 44.1 75.8 70.9 83.7: 29.1 16.3
Old : 100.0: 25.3 6.3 1.6 44.1 75.8 70.9 83.7: 29.1 16.3
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 : 63: 24 10 6 22 12 51 23:
Old : 63: 24 10 6 22 12 51 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 63.1 40.0 73.2 28.4 62.3 40.0 72.3
Old : 28.4 63.1 40.0 73.2 28.4 62.3 40.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders 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
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 77,672: 8,934 25,978 3,905 54,437 24,763 67,276 54,645: 10,397 23,027
Old : 77,672: 8,934 25,978 3,905 54,437 24,763 67,276 54,645: 10,397 23,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -5,971: -1,885 1,898 904 5,407 -3,726 4,427 -924: -10,397 -5,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 33.4 5.0 70.1 31.9 86.6 70.4: 13.4 29.6
Old : 100.0: 11.5 33.4 5.0 70.1 31.9 86.6 70.4: 13.4 29.6
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: 17 24 15 20 12 43 45:
Old : 65: 17 24 15 20 12 43 45:
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 : 46.1 41.5 63.6 50.1 42.9 40.5 60.3 47.4
Old : 46.1 41.5 63.6 50.1 42.9 40.5 60.3 47.4
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 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Old : 40,003: 8,761 9,577 1,014 29,865 28,070 39,640 38,661: 363 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -942: 655 -688 0 -1,641 -149 -986 -837: 44 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Old : 100.0: 21.9 23.9 2.5 74.7 70.2 99.1 96.6: 0.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 23 3 19 19 27 42:
Old : 60: 5 23 3 19 19 27 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
Old : 47.1 46.8 71.9 69.0 47.1 46.4 71.8 68.6
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 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
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Old : 14,540: 5,689 1,903 0 8,816 12,116 14,505 14,019: 35 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 406: 0 238 0 456 -138 456 100: -50 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Old : 100.0: 39.1 13.1 0.0 60.6 83.3 99.8 96.4: 0.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 7 0 6 10 8 17:
Old : 24: 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 : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Old : 88.6 72.7 99.8 84.6 88.6 70.1 97.1 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
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 : 32,137: 2,114 2,516 5,421 18,606 17,173 26,141 25,110: 5,996 7,027
Old : 32,137: 2,114 2,516 5,421 18,606 17,173 26,141 25,110: 5,996 7,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,545: 39 134 524 732 965 1,295 1,623: 250 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.8 16.9 57.9 53.4 81.3 78.1: 18.7 21.9
Old : 100.0: 6.6 7.8 16.9 57.9 53.4 81.3 78.1: 18.7 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 6 15 25 24 44 40:
Old : 53: 14 6 15 25 24 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 30.0 56.0 48.1 41.5 28.7 47.6 42.5
Old : 43.7 30.0 56.0 48.1 41.5 28.7 47.6 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 30,591: 2,075 2,382 4,897 17,874 16,208 24,846 23,487: 5,746 7,105
Old : 30,591: 2,075 2,382 4,897 17,874 16,208 24,846 23,487: 5,746 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -2,993: -860 12 -397 -996 -1,835 -2,253 -2,221: -740 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.8 16.0 58.4 53.0 81.2 76.8: 18.8 23.2
Old : 100.0: 6.8 7.8 16.0 58.4 53.0 81.2 76.8: 18.8 23.2
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 : 54: 12 8 14 26 25 44 41:
Old : 54: 12 8 14 26 25 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 29.5 57.1 47.1 42.9 28.0 48.1 42.5
Old : 44.8 29.5 57.1 47.1 42.9 28.0 48.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 40,000 POUNDS) :
: : :
All : 100,375: 17,686 7,152 22,895 40,203 38,339 80,784 68,387: 19,590 31,988
Old : 98,698: 17,832 7,218 22,631 39,357 37,956 79,820 67,806: 18,877 30,892
Other: 1,677: 118 198 0 846 383 964 581: 713 1,096
: : :
: : Changes in Commitments from: February 8, 2005 :
: -6,071: -4,534 243 -690 565 -4,377 -4,659 -4,823: -1,413 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 7.1 22.8 40.1 38.2 80.5 68.1: 19.5 31.9
Old : 100.0: 18.1 7.3 22.9 39.9 38.5 80.9 68.7: 19.1 31.3
Other: 100.0: 7.0 11.8 0.0 50.4 22.8 57.5 34.6: 42.5 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 50 38 52 32 39 120 103:
Old : 147: 48 40 52 31 39 119 103:
Other: 16: 4 1 0 4 9 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 : 25.4 17.0 36.3 28.8 24.9 15.8 34.6 24.9
Old : 25.8 17.3 36.8 29.2 25.3 16.6 35.1 25.8
Other: 50.4 30.5 57.5 34.1 48.7 30.4 55.8 32.9
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 106,446: 22,220 6,909 23,585 39,638 42,716 85,443 73,210: 21,003 33,236
Old : 105,001: 22,413 6,956 23,288 38,887 42,396 84,588 72,640: 20,413 32,361
Other: 1,445: 64 210 40 751 320 855 570: 590 875
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,804: -2,725 1,887 301 246 -1,927 -2,178 261: 374 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.5 22.2 37.2 40.1 80.3 68.8: 19.7 31.2
Old : 100.0: 21.3 6.6 22.2 37.0 40.4 80.6 69.2: 19.4 30.8
Other: 100.0: 4.4 14.5 2.8 52.0 22.1 59.2 39.4: 40.8 60.6
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 54 40 55 32 39 127 106:
Old : 154: 54 40 55 32 39 127 106:
Other: 14: 4 2 1 4 6 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 19.7 34.0 30.3 23.1 18.6 32.5 26.8
Old : 23.9 19.9 34.3 30.6 23.5 19.3 32.8 27.6
Other: 52.0 36.1 58.9 39.4 50.0 33.7 54.5 34.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
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 40,000 POUNDS) :
: : :
All : 3,328: 184 1,132 629 1,690 418 2,503 2,179: 825 1,149
Old : 3,328: 184 1,132 629 1,690 418 2,503 2,179: 825 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 630: -69 124 211 398 62 540 397: 90 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 34.0 18.9 50.8 12.6 75.2 65.5: 24.8 34.5
Old : 100.0: 5.5 34.0 18.9 50.8 12.6 75.2 65.5: 24.8 34.5
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 : 33: 3 17 7 9 3 19 23:
Old : 33: 3 17 7 9 3 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 30.9 65.0 45.2 44.3 22.7 53.2 33.6
Old : 48.3 30.9 65.0 45.2 44.3 22.7 53.2 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,698: 253 1,008 418 1,292 356 1,963 1,782: 735 916
Old : 2,698: 253 1,008 418 1,292 356 1,963 1,782: 735 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 308: -238 539 125 503 -167 389 496: -81 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 37.4 15.5 47.9 13.2 72.8 66.1: 27.2 33.9
Old : 100.0: 9.4 37.4 15.5 47.9 13.2 72.8 66.1: 27.2 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 16 7 8 2 19 20:
Old : 30: 5 16 7 8 2 19 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 : 49.0 31.4 61.4 47.0 44.1 25.5 52.1 37.3
Old : 49.0 31.4 61.4 47.0 44.1 25.5 52.1 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 40,000 POUNDS) :
: : :
All : 153,753: 43,694 11,611 22,200 69,564 78,600 135,457 112,411: 18,296 41,342
Old : 153,753: 43,694 11,611 22,200 69,564 78,600 135,457 112,411: 18,296 41,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -7,650: -3,620 1,746 -2,275 680 -3,385 -5,214 -3,914: -2,436 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.6 14.4 45.2 51.1 88.1 73.1: 11.9 26.9
Old : 100.0: 28.4 7.6 14.4 45.2 51.1 88.1 73.1: 11.9 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 57 39 49 74 101 154 169:
Old : 212: 57 39 49 74 101 154 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 11.1 37.5 19.0 20.9 10.7 35.3 17.7
Old : 22.2 11.1 37.5 19.0 20.9 10.7 35.3 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 161,403: 47,313 9,866 24,475 68,883 81,984 140,671 116,325: 20,732 45,078
Old : 161,403: 47,313 9,866 24,475 68,883 81,984 140,671 116,325: 20,732 45,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,924: 4,307 1,558 -6,474 -1,057 -1,392 -3,223 -6,308: -1,701 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.1 15.2 42.7 50.8 87.2 72.1: 12.8 27.9
Old : 100.0: 29.3 6.1 15.2 42.7 50.8 87.2 72.1: 12.8 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 66 38 59 81 109 183 180:
Old : 235: 66 38 59 81 109 183 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 11.0 34.3 18.5 18.8 10.4 31.9 16.7
Old : 20.2 11.0 34.3 18.5 18.8 10.4 31.9 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 110,000 BOARD FEET) :
: : :
All : 5,895: 2,189 188 540 748 3,501 3,478 4,230: 2,417 1,665
Old : 5,895: 2,189 188 540 748 3,501 3,478 4,230: 2,417 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -35: -89 -45 28 171 294 110 277: -145 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.2 9.2 12.7 59.4 59.0 71.8: 41.0 28.2
Old : 100.0: 37.1 3.2 9.2 12.7 59.4 59.0 71.8: 41.0 28.2
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 : 56: 25 6 9 15 21 42 34:
Old : 56: 25 6 9 15 21 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 42.1 28.7 52.0 18.9 42.1 26.4 49.4
Old : 19.0 42.1 28.7 52.0 18.9 42.1 26.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,929: 2,278 233 512 577 3,207 3,368 3,952: 2,562 1,977
Old : 5,929: 2,278 233 512 577 3,207 3,368 3,952: 2,562 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,091: 534 11 168 28 388 730 567: 361 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.9 8.6 9.7 54.1 56.8 66.7: 43.2 33.3
Old : 100.0: 38.4 3.9 8.6 9.7 54.1 56.8 66.7: 43.2 33.3
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 : 58: 26 6 9 12 21 42 33:
Old : 58: 26 6 9 12 21 42 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 39.2 28.6 48.0 18.6 39.2 26.3 45.3
Old : 18.8 39.2 28.6 48.0 18.6 39.2 26.3 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 50,000 POUNDS) :
: : :
All : 27,501: 6,765 1,666 6,580 9,319 5,766 22,663 14,011: 4,838 13,490
Old : 27,501: 6,765 1,666 6,580 9,319 5,766 22,663 14,011: 4,838 13,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,324: 754 232 680 970 380 2,404 1,292: -80 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.1 23.9 33.9 21.0 82.4 50.9: 17.6 49.1
Old : 100.0: 24.6 6.1 23.9 33.9 21.0 82.4 50.9: 17.6 49.1
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: 35 18 28 44 49 96 84:
Old : 124: 35 18 28 44 49 96 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 15.2 37.4 21.5 16.0 6.7 25.4 10.3
Old : 23.9 15.2 37.4 21.5 16.0 6.7 25.4 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,177: 6,010 1,434 5,900 8,350 5,386 20,259 12,720: 4,917 12,457
Old : 25,177: 6,010 1,434 5,900 8,350 5,386 20,259 12,720: 4,917 12,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,888: -443 204 1,515 1,096 424 2,168 2,143: 720 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.7 23.4 33.2 21.4 80.5 50.5: 19.5 49.5
Old : 100.0: 23.9 5.7 23.4 33.2 21.4 80.5 50.5: 19.5 49.5
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 : 115: 34 17 30 41 45 92 79:
Old : 115: 34 17 30 41 45 92 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 16.1 37.5 22.9 17.0 7.3 26.4 11.3
Old : 24.1 16.1 37.5 22.9 17.0 7.3 26.4 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 CANADIAN DOLLARS) :
: : :
All : 91,820: 10,928 16,608 2,300 49,377 53,437 62,605 72,345: 29,215 19,475
Old : 91,820: 10,928 16,608 2,300 49,377 53,437 62,605 72,345: 29,215 19,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 305: -31 -2,285 664 -299 3,645 334 2,023: -28 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.1 2.5 53.8 58.2 68.2 78.8: 31.8 21.2
Old : 100.0: 11.9 18.1 2.5 53.8 58.2 68.2 78.8: 31.8 21.2
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 : 59: 14 13 5 24 21 41 36:
Old : 59: 14 13 5 24 21 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 38.4 41.0 53.0 25.3 38.4 37.5 52.9
Old : 28.0 38.4 41.0 53.0 25.3 38.4 37.5 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 91,515: 10,959 18,894 1,636 49,676 49,792 62,271 70,322: 29,244 21,193
Old : 91,515: 10,959 18,894 1,636 49,676 49,792 62,271 70,322: 29,244 21,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 6,121: -1,667 7,260 86 9,844 -3,412 8,264 3,933: -2,143 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 20.6 1.8 54.3 54.4 68.0 76.8: 32.0 23.2
Old : 100.0: 12.0 20.6 1.8 54.3 54.4 68.0 76.8: 32.0 23.2
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 : 65: 14 16 4 26 21 43 38:
Old : 65: 14 16 4 26 21 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 34.5 39.0 48.5 23.6 34.5 35.8 48.4
Old : 26.0 34.5 39.0 48.5 23.6 34.5 35.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 125,000 SWISS FRANCS) :
: : :
All : 53,571: 3,845 15,106 837 37,796 21,015 42,478 36,958: 11,093 16,613
Old : 53,571: 3,845 15,106 837 37,796 21,015 42,478 36,958: 11,093 16,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -4,069: 481 -5,439 305 -3,942 3,034 -3,155 -2,100: -914 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 28.2 1.6 70.6 39.2 79.3 69.0: 20.7 31.0
Old : 100.0: 7.2 28.2 1.6 70.6 39.2 79.3 69.0: 20.7 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 : 34: 6 11 2 15 7 22 19:
Old : 34: 6 11 2 15 7 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 46.5 62.3 59.7 47.4 46.4 61.9 58.8
Old : 47.8 46.5 62.3 59.7 47.4 46.4 61.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 57,640: 3,364 20,545 531 41,738 17,981 45,633 39,057: 12,006 18,582
Old : 57,640: 3,364 20,545 531 41,738 17,981 45,633 39,057: 12,006 18,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 4,909: -3,038 6,743 -3 7,270 -5,364 4,230 1,377: 679 3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 35.6 0.9 72.4 31.2 79.2 67.8: 20.8 32.2
Old : 100.0: 5.8 35.6 0.9 72.4 31.2 79.2 67.8: 20.8 32.2
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 : 36: 5 15 2 15 4 21 20:
Old : 36: 5 15 2 15 4 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 42.4 63.3 56.6 46.8 42.3 63.3 56.5
Old : 46.8 42.4 63.3 56.6 46.8 42.3 63.3 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 500,000 MEXICAN PESOS) :
: : :
All : 89,480: 64,107 8,266 316 14,232 76,132 78,655 84,715: 10,824 4,765
Old : 89,480: 64,107 8,266 316 14,232 76,132 78,655 84,715: 10,824 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 6,285: 5,768 1,534 -43 -539 3,930 5,186 5,421: 1,099 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 9.2 0.4 15.9 85.1 87.9 94.7: 12.1 5.3
Old : 100.0: 71.6 9.2 0.4 15.9 85.1 87.9 94.7: 12.1 5.3
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 : 100: 55 12 3 17 23 75 35:
Old : 100: 55 12 3 17 23 75 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 53.0 50.7 73.0 32.0 52.8 50.7 72.8
Old : 32.0 53.0 50.7 73.0 32.0 52.8 50.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 83,194: 58,339 6,733 359 14,771 72,202 73,469 79,294: 9,725 3,900
Old : 83,194: 58,339 6,733 359 14,771 72,202 73,469 79,294: 9,725 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,390: 4,667 -41 -344 -1,257 3,768 3,066 3,382: 325 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 8.1 0.4 17.8 86.8 88.3 95.3: 11.7 4.7
Old : 100.0: 70.1 8.1 0.4 17.8 86.8 88.3 95.3: 11.7 4.7
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 : 94: 52 10 3 13 24 68 34:
Old : 94: 52 10 3 13 24 68 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 52.9 49.4 73.1 32.4 52.7 49.4 72.9
Old : 32.4 52.9 49.4 73.1 32.4 52.7 49.4 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 62,500 POUNDS STERLING) :
: : :
All : 75,585: 26,976 4,749 966 25,271 56,638 53,213 62,353: 22,372 13,232
Old : 75,585: 26,976 4,749 966 25,271 56,638 53,213 62,353: 22,372 13,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 8,849: 11,786 -332 597 -3,728 10,777 8,655 11,042: 194 -2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 6.3 1.3 33.4 74.9 70.4 82.5: 29.6 17.5
Old : 100.0: 35.7 6.3 1.3 33.4 74.9 70.4 82.5: 29.6 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 9 3 13 14 36 24:
Old : 51: 21 9 3 13 14 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 50.1 37.2 70.5 22.6 49.4 34.3 65.5
Old : 25.0 50.1 37.2 70.5 22.6 49.4 34.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,736: 15,190 5,081 369 28,999 45,861 44,558 51,311: 22,178 15,425
Old : 66,736: 15,190 5,081 369 28,999 45,861 44,558 51,311: 22,178 15,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,934: -4,176 2,548 -1,632 4,593 -4,066 -1,214 -3,150: -719 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.6 0.6 43.5 68.7 66.8 76.9: 33.2 23.1
Old : 100.0: 22.8 7.6 0.6 43.5 68.7 66.8 76.9: 33.2 23.1
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 : 41: 13 8 2 13 11 28 19:
Old : 41: 13 8 2 13 11 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 45.3 42.4 66.5 27.6 43.4 40.2 62.4
Old : 28.4 45.3 42.4 66.5 27.6 43.4 40.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 12,500,000 JAPANESE YEN) :
: : :
All : 179,564: 12,658 36,368 3,752 132,009 114,738 148,419 154,858: 31,145 24,705
Old : 179,564: 12,658 36,368 3,752 132,009 114,738 148,419 154,858: 31,145 24,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,621: -7,221 2,145 1,498 7,904 -6,075 2,180 -2,432: -5,801 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 20.3 2.1 73.5 63.9 82.7 86.2: 17.3 13.8
Old : 100.0: 7.0 20.3 2.1 73.5 63.9 82.7 86.2: 17.3 13.8
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 : 66: 15 18 8 25 25 44 47:
Old : 66: 15 18 8 25 25 44 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 : 54.5 43.1 65.9 60.6 37.3 32.1 45.0 42.6
Old : 54.5 43.1 65.9 60.6 37.3 32.1 45.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 183,184: 19,880 34,223 2,254 124,105 120,814 146,239 157,290: 36,946 25,894
Old : 183,184: 19,880 34,223 2,254 124,105 120,814 146,239 157,290: 36,946 25,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -11,434: -10,374 3,545 -742 2,261 -23,557 -8,855 -20,753: -2,579 9,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.7 1.2 67.7 66.0 79.8 85.9: 20.2 14.1
Old : 100.0: 10.9 18.7 1.2 67.7 66.0 79.8 85.9: 20.2 14.1
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 : 66: 18 18 7 22 23 44 44:
Old : 66: 18 18 7 22 23 44 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 : 52.9 42.8 63.3 62.3 35.4 34.6 42.9 44.9
Old : 52.9 42.8 63.3 62.3 35.4 34.6 42.9 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 125,000 EUROS) :
: : :
All : 187,903: 24,795 28,434 16,729 87,790 86,926 129,314 132,089: 58,590 55,814
Old : 187,903: 24,795 28,434 16,729 87,790 86,926 129,314 132,089: 58,590 55,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -647: -48 -351 5,105 6,306 362 11,363 5,117: -12,010 -5,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.1 8.9 46.7 46.3 68.8 70.3: 31.2 29.7
Old : 100.0: 13.2 15.1 8.9 46.7 46.3 68.8 70.3: 31.2 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 24 34 22 34 28 73 69:
Old : 98: 24 34 22 34 28 73 69:
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 : 21.6 20.6 32.0 35.4 17.8 19.0 25.3 28.8
Old : 21.6 20.6 32.0 35.4 17.8 19.0 25.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 188,550: 24,842 28,785 11,624 81,484 86,563 117,950 126,973: 70,600 61,577
Old : 188,550: 24,842 28,785 11,624 81,484 86,563 117,950 126,973: 70,600 61,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 17,513: -648 5,750 -6,305 7,664 5,327 711 4,772: 16,801 12,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.3 6.2 43.2 45.9 62.6 67.3: 37.4 32.7
Old : 100.0: 13.2 15.3 6.2 43.2 45.9 62.6 67.3: 37.4 32.7
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 : 94: 25 28 23 34 28 71 67:
Old : 94: 25 28 23 34 28 71 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 21.9 31.0 36.4 15.4 20.0 23.1 29.4
Old : 21.1 21.9 31.0 36.4 15.4 20.0 23.1 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Old : 46,619: 11,448 0 143 32,058 40,604 43,649 40,747: 2,970 5,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,981: 52 0 -46 3,609 3,941 3,615 3,895: 366 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
Old : 100.0: 24.6 0.0 0.3 68.8 87.1 93.6 87.4: 6.4 12.6
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 : 30: 5 0 2 13 22 18 24:
Old : 30: 5 0 2 13 22 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
Old : 53.8 34.4 77.9 56.2 45.1 34.4 67.7 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 $1,000,000 FACE VALUE) :
: : :
All :11,671,779: 649,278 867,192 3,174,249 6,905,066 6,049,407 10,728,592 10,090,848: 943,186 1,580,931
Old :11,671,779: 649,278 867,192 3,174,249 6,905,066 6,049,407 10,728,592 10,090,848: 943,186 1,580,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 249,923: -48,543 -1,662 107,064 206,773 146,655 265,294 252,056: -15,371 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.4 27.2 59.2 51.8 91.9 86.5: 8.1 13.5
Old : 100.0: 5.6 7.4 27.2 59.2 51.8 91.9 86.5: 8.1 13.5
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 : 262: 52 64 95 130 140 234 251:
Old : 262: 52 64 95 130 140 234 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 12.3 33.8 22.2 17.2 8.4 25.1 12.7
Old : 20.9 12.3 33.8 22.2 17.2 8.4 25.1 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,421,856: 697,821 868,854 3,067,185 6,698,293 5,902,752 10,463,299 9,838,791: 958,557 1,583,064
Old :11,421,856: 697,821 868,854 3,067,185 6,698,293 5,902,752 10,463,299 9,838,791: 958,557 1,583,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 95,086: 58,765 128,261 -44,489 48,272 -50,666 62,548 33,106: 32,539 61,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.6 26.9 58.6 51.7 91.6 86.1: 8.4 13.9
Old : 100.0: 6.1 7.6 26.9 58.6 51.7 91.6 86.1: 8.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 59 64 95 128 135 234 250:
Old : 263: 59 64 95 128 135 234 250:
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 : 21.4 12.3 33.8 22.1 17.3 8.4 25.3 12.6
Old : 21.4 12.3 33.8 22.1 17.3 8.4 25.3 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 741,669: 63,822 79,315 34,991 490,087 513,582 588,900 627,888: 152,769 113,781
Old : 741,669: 63,822 79,315 34,991 490,087 513,582 588,900 627,888: 152,769 113,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,619: 784 -1,284 5,537 7,822 4,769 14,142 9,022: -3,523 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.7 4.7 66.1 69.2 79.4 84.7: 20.6 15.3
Old : 100.0: 8.6 10.7 4.7 66.1 69.2 79.4 84.7: 20.6 15.3
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 : 206: 50 40 53 99 70 179 133:
Old : 206: 50 40 53 99 70 179 133:
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 29.6 27.5 42.4 18.1 29.4 26.5 42.2
Old : 18.8 29.6 27.5 42.4 18.1 29.4 26.5 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 731,050: 63,038 80,599 29,455 482,265 508,813 574,758 618,866: 156,293 112,184
Old : 731,050: 63,038 80,599 29,455 482,265 508,813 574,758 618,866: 156,293 112,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 19,724: 872 -1,723 3,809 12,121 9,955 16,802 12,041: 2,922 7,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.0 4.0 66.0 69.6 78.6 84.7: 21.4 15.3
Old : 100.0: 8.6 11.0 4.0 66.0 69.6 78.6 84.7: 21.4 15.3
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 : 201: 48 38 50 97 68 175 126:
Old : 201: 48 38 50 97 68 175 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 29.9 27.6 43.1 18.2 29.7 26.6 42.8
Old : 19.0 29.9 27.6 43.1 18.2 29.7 26.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 957,767: 189,380 192,458 13,098 422,393 655,361 624,871 860,917: 332,896 96,850
Old : 957,767: 189,380 192,458 13,098 422,393 655,361 624,871 860,917: 332,896 96,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 66,776: 11,737 3,281 1,294 26,200 57,568 39,231 62,143: 27,545 4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 20.1 1.4 44.1 68.4 65.2 89.9: 34.8 10.1
Old : 100.0: 19.8 20.1 1.4 44.1 68.4 65.2 89.9: 34.8 10.1
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 : 170: 36 55 23 57 56 111 116:
Old : 170: 36 55 23 57 56 111 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 32.4 27.8 46.2 16.1 30.9 25.3 42.4
Old : 17.7 32.4 27.8 46.2 16.1 30.9 25.3 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 890,991: 177,642 189,177 11,804 396,193 597,793 585,639 798,774: 305,352 92,217
Old : 890,991: 177,642 189,177 11,804 396,193 597,793 585,639 798,774: 305,352 92,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 60,630: 18,465 25,794 -508 16,230 49,139 34,188 74,425: 26,442 -13,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.2 1.3 44.5 67.1 65.7 89.7: 34.3 10.3
Old : 100.0: 19.9 21.2 1.3 44.5 67.1 65.7 89.7: 34.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 37 54 20 53 51 107 108:
Old : 165: 37 54 20 53 51 107 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 31.8 29.2 44.7 16.9 29.7 26.8 40.6
Old : 18.5 31.8 29.2 44.7 16.9 29.7 26.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Old : 13,305: 1,607 0 0 5,840 11,747 7,447 11,747: 5,858 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -33: -162 0 0 -67 -82 -229 -82: 196 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
Old : 100.0: 12.1 0.0 0.0 43.9 88.3 56.0 88.3: 44.0 11.7
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 : 27: 3 0 0 14 12 17 12:
Old : 27: 3 0 0 14 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Old : 25.8 47.4 40.2 75.4 25.8 46.3 40.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Old : 13,338: 1,769 0 0 5,907 11,829 7,676 11,829: 5,662 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 254: 370 0 0 124 119 494 119: -240 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
Old : 100.0: 13.3 0.0 0.0 44.3 88.7 57.5 88.7: 42.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 0 13 13 17 13:
Old : 29: 4 0 0 13 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
Old : 25.5 44.3 39.8 72.3 25.5 43.3 39.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Old : 30,379: 2,814 5,650 226 22,898 18,517 25,938 24,393: 4,441 5,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -162: -221 155 15 -139 -1,030 -345 -860: 183 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
Old : 100.0: 9.3 18.6 0.7 75.4 61.0 85.4 80.3: 14.6 19.7
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 : 39: 4 6 2 18 17 23 24:
Old : 39: 4 6 2 18 17 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Old : 43.0 38.3 62.6 56.2 43.0 34.0 59.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Old : 30,541: 3,035 5,495 211 23,037 19,547 26,283 25,253: 4,258 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,566: 864 135 7 -201 1,704 670 1,846: 896 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
Old : 100.0: 9.9 18.0 0.7 75.4 64.0 86.1 82.7: 13.9 17.3
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 : 40: 5 6 2 18 18 24 25:
Old : 40: 5 6 2 18 18 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
Old : 43.8 37.4 63.7 58.2 43.8 33.6 60.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 79,646: 6,378 17,284 610 33,907 50,190 40,895 68,084: 38,750 11,562
Old : 79,646: 6,378 17,284 610 33,907 50,190 40,895 68,084: 38,750 11,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 137: 1,195 1,234 -409 168 -303 955 522: -818 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 21.7 0.8 42.6 63.0 51.3 85.5: 48.7 14.5
Old : 100.0: 8.0 21.7 0.8 42.6 63.0 51.3 85.5: 48.7 14.5
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 : 88: 17 21 8 38 28 59 53:
Old : 88: 17 21 8 38 28 59 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 45.1 26.0 58.7 17.5 43.7 24.6 55.5
Old : 17.5 45.1 26.0 58.7 17.5 43.7 24.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 79,509: 5,183 16,050 1,019 33,738 50,493 39,940 67,561: 39,569 11,947
Old : 79,509: 5,183 16,050 1,019 33,738 50,493 39,940 67,561: 39,569 11,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,931: -2,068 349 359 1,634 902 -75 1,611: 4,006 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.2 1.3 42.4 63.5 50.2 85.0: 49.8 15.0
Old : 100.0: 6.5 20.2 1.3 42.4 63.5 50.2 85.0: 49.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 14 20 6 37 28 54 51:
Old : 85: 14 20 6 37 28 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 43.0 26.0 58.6 17.7 41.6 24.8 55.3
Old : 17.7 43.0 26.0 58.6 17.7 41.6 24.8 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 418,613: 101,881 95,144 4,511 280,421 156,905 386,813 256,560: 31,799 162,053
Old : 418,613: 101,881 95,144 4,511 280,421 156,905 386,813 256,560: 31,799 162,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 35,109: 16,344 -18,123 2,031 15,493 42,924 33,868 26,832: 1,241 8,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 22.7 1.1 67.0 37.5 92.4 61.3: 7.6 38.7
Old : 100.0: 24.3 22.7 1.1 67.0 37.5 92.4 61.3: 7.6 38.7
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 : 189: 60 60 16 47 39 114 108:
Old : 189: 60 60 16 47 39 114 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 25.8 64.4 35.0 41.2 22.1 58.4 27.4
Old : 46.4 25.8 64.4 35.0 41.2 22.1 58.4 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 383,503: 85,537 113,267 2,480 264,928 113,981 352,945 229,728: 30,558 153,775
Old : 383,503: 85,537 113,267 2,480 264,928 113,981 352,945 229,728: 30,558 153,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 13,259: 2,315 12,633 169 9,404 -15,423 11,888 -2,622: 1,370 15,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.5 0.6 69.1 29.7 92.0 59.9: 8.0 40.1
Old : 100.0: 22.3 29.5 0.6 69.1 29.7 92.0 59.9: 8.0 40.1
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 : 189: 58 65 14 47 35 110 109:
Old : 189: 58 65 14 47 35 110 109:
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 : 46.2 23.2 64.3 31.7 40.7 18.1 57.9 24.0
Old : 46.2 23.2 64.3 31.7 40.7 18.1 57.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 AUSTRALIAN DOLLARS) :
: : :
All : 90,976: 44,349 7,919 579 15,648 73,553 60,576 82,050: 30,400 8,926
Old : 90,976: 44,349 7,919 579 15,648 73,553 60,576 82,050: 30,400 8,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,219: 8,354 -653 39 -1,339 12,551 7,054 11,937: 5,165 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 8.7 0.6 17.2 80.8 66.6 90.2: 33.4 9.8
Old : 100.0: 48.7 8.7 0.6 17.2 80.8 66.6 90.2: 33.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 19 3 2 10 21 29 26:
Old : 47: 19 3 2 10 21 29 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 : 33.8 50.3 46.8 72.0 33.8 50.3 46.8 71.8
Old : 33.8 50.3 46.8 72.0 33.8 50.3 46.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 78,757: 35,995 8,572 540 16,987 61,001 53,522 70,113: 25,235 8,643
Old : 78,757: 35,995 8,572 540 16,987 61,001 53,522 70,113: 25,235 8,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -3,778: -1,452 5,995 -1,863 181 -6,677 -3,134 -2,545: -644 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 10.9 0.7 21.6 77.5 68.0 89.0: 32.0 11.0
Old : 100.0: 45.7 10.9 0.7 21.6 77.5 68.0 89.0: 32.0 11.0
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 : 47: 16 6 3 13 20 31 27:
Old : 47: 16 6 3 13 20 31 27:
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 : 34.7 45.8 46.1 68.7 34.7 45.7 46.1 68.4
Old : 34.7 45.8 46.1 68.7 34.7 45.7 46.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 27,342: 1,264 10,812 74 18,786 12,205 20,124 23,091: 7,218 4,250
Old : 27,342: 1,264 10,812 74 18,786 12,205 20,124 23,091: 7,218 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,502: 331 1,300 74 1,881 1,023 2,286 2,397: 216 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.5 0.3 68.7 44.6 73.6 84.5: 26.4 15.5
Old : 100.0: 4.6 39.5 0.3 68.7 44.6 73.6 84.5: 26.4 15.5
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: 4 13 1 27 18 32 31:
Old : 55: 4 13 1 27 18 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 48.2 46.6 58.5 25.1 41.3 37.1 51.0
Old : 34.4 48.2 46.6 58.5 25.1 41.3 37.1 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,840: 933 9,512 0 16,905 11,182 17,838 20,694: 7,002 4,145
Old : 24,840: 933 9,512 0 16,905 11,182 17,838 20,694: 7,002 4,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 656: -71 688 0 252 331 181 1,019: 475 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 38.3 0.0 68.1 45.0 71.8 83.3: 28.2 16.7
Old : 100.0: 3.8 38.3 0.0 68.1 45.0 71.8 83.3: 28.2 16.7
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 : 55: 3 13 0 27 18 30 31:
Old : 55: 3 13 0 27 18 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 44.4 42.9 55.3 22.7 39.9 35.3 50.2
Old : 30.3 44.4 42.9 55.3 22.7 39.9 35.3 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 177,873: 39,468 28,423 611 125,200 134,501 165,279 163,535: 12,594 14,338
Old : 177,873: 39,468 28,423 611 125,200 134,501 165,279 163,535: 12,594 14,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 15,939: 6,165 1,938 -101 5,770 15,362 11,834 17,199: 4,105 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 16.0 0.3 70.4 75.6 92.9 91.9: 7.1 8.1
Old : 100.0: 22.2 16.0 0.3 70.4 75.6 92.9 91.9: 7.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 16 28 4 29 39 48 68:
Old : 97: 16 28 4 29 39 48 68:
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 : 58.3 40.4 72.4 55.5 54.3 39.6 67.7 53.6
Old : 58.3 40.4 72.4 55.5 54.3 39.6 67.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Old : 161,934: 33,303 26,485 712 119,430 119,139 153,445 146,336: 8,489 15,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,229: 1,921 3,713 -402 5,363 -268 6,882 3,043: -5,653 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 9.6
Old : 100.0: 20.6 16.4 0.4 73.8 73.6 94.8 90.4: 5.2 9.6
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 : 92: 16 26 4 28 36 47 63:
Old : 92: 16 26 4 28 36 47 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
Old : 56.1 40.3 71.2 55.6 53.0 40.3 67.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,270: 9,855 9,229 1,010 15,348 22,426 26,213 32,665: 13,057 6,605
Old : 39,270: 9,855 9,229 1,010 15,348 22,426 26,213 32,665: 13,057 6,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,483: 377 1,202 0 1,517 233 1,894 1,435: -411 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.5 2.6 39.1 57.1 66.8 83.2: 33.2 16.8
Old : 100.0: 25.1 23.5 2.6 39.1 57.1 66.8 83.2: 33.2 16.8
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 : 69: 18 17 4 15 20 36 40:
Old : 69: 18 17 4 15 20 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 31.0 35.2 46.7 19.2 30.0 30.9 42.6
Old : 22.0 31.0 35.2 46.7 19.2 30.0 30.9 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,788: 9,478 8,027 1,010 13,831 22,193 24,319 31,230: 13,469 6,558
Old : 37,788: 9,478 8,027 1,010 13,831 22,193 24,319 31,230: 13,469 6,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,383: 400 813 -2 1,487 1,236 1,885 2,047: 498 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.2 2.7 36.6 58.7 64.4 82.6: 35.6 17.4
Old : 100.0: 25.1 21.2 2.7 36.6 58.7 64.4 82.6: 35.6 17.4
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 : 69: 17 16 4 18 19 38 38:
Old : 69: 17 16 4 18 19 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 30.7 31.7 45.4 17.1 28.4 27.2 41.7
Old : 19.5 30.7 31.7 45.4 17.1 28.4 27.2 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders 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 Y100,000,000 FACE VALUE) :
: : :
All : 119,912: 400 6,915 2,521 59,361 78,949 62,282 88,385: 57,630 31,527
Old : 119,912: 400 6,915 2,521 59,361 78,949 62,282 88,385: 57,630 31,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 20: -37 579 -396 -304 5,558 -737 5,741: 757 -5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.8 2.1 49.5 65.8 51.9 73.7: 48.1 26.3
Old : 100.0: 0.3 5.8 2.1 49.5 65.8 51.9 73.7: 48.1 26.3
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 : 50: 2 16 4 21 28 27 45:
Old : 50: 2 16 4 21 28 27 45:
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 : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Old : 41.3 51.9 46.6 58.9 5.7 18.2 7.3 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 119,893: 437 6,336 2,917 59,665 73,391 63,019 82,644: 56,873 37,249
Old : 119,893: 437 6,336 2,917 59,665 73,391 63,019 82,644: 56,873 37,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,406: -157 5 79 -1,533 -2,441 -1,611 -2,357: 205 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
Old : 100.0: 0.4 5.3 2.4 49.8 61.2 52.6 68.9: 47.4 31.1
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 : 47: 4 15 6 19 23 26 42:
Old : 47: 4 15 6 19 23 26 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Old : 42.1 51.9 47.6 58.6 6.7 17.8 8.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 129,639: 45,382 5,883 26,770 22,326 81,764 94,478 114,417: 35,161 15,221
Old : 129,639: 45,382 5,883 26,770 22,326 81,764 94,478 114,417: 35,161 15,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 11,880: 6,431 -5,244 5,093 -418 9,248 11,106 9,097: 773 2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.5 20.6 17.2 63.1 72.9 88.3: 27.1 11.7
Old : 100.0: 35.0 4.5 20.6 17.2 63.1 72.9 88.3: 27.1 11.7
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 : 168: 91 31 52 23 37 136 102:
Old : 168: 91 31 52 23 37 136 102:
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 : 14.5 26.5 22.6 40.7 13.2 24.5 19.2 35.3
Old : 14.5 26.5 22.6 40.7 13.2 24.5 19.2 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 117,759: 38,951 11,127 21,677 22,744 72,516 83,372 105,320: 34,387 12,439
Old : 117,759: 38,951 11,127 21,677 22,744 72,516 83,372 105,320: 34,387 12,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -356: -2,142 769 1,089 296 -3,387 -757 -1,529: 401 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.4 18.4 19.3 61.6 70.8 89.4: 29.2 10.6
Old : 100.0: 33.1 9.4 18.4 19.3 61.6 70.8 89.4: 29.2 10.6
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 : 170: 97 30 53 25 35 142 102:
Old : 170: 97 30 53 25 35 142 102:
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 : 16.2 25.6 23.6 39.4 13.8 24.0 19.2 35.7
Old : 16.2 25.6 23.6 39.4 13.8 24.0 19.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders 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 25,000 POUNDS) :
: : :
All : 99,721: 33,232 10,212 14,321 35,541 66,795 83,093 91,328: 16,628 8,393
Old : 99,721: 33,232 10,212 14,321 35,541 66,795 83,093 91,328: 16,628 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,991: 10,110 3,345 -629 -891 9,759 8,591 12,476: 2,400 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.2 14.4 35.6 67.0 83.3 91.6: 16.7 8.4
Old : 100.0: 33.3 10.2 14.4 35.6 67.0 83.3 91.6: 16.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 67 37 36 39 41 126 98:
Old : 156: 67 37 36 39 41 126 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 : 23.5 44.5 34.7 59.7 20.6 39.5 30.7 52.3
Old : 23.5 44.5 34.7 59.7 20.6 39.5 30.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 88,730: 23,121 6,867 14,949 36,432 57,036 74,503 78,852: 14,227 9,877
Old : 88,730: 23,121 6,867 14,949 36,432 57,036 74,503 78,852: 14,227 9,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,076: -4,044 -1,267 -1,144 1,468 -2,396 -3,720 -4,806: -356 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.7 16.8 41.1 64.3 84.0 88.9: 16.0 11.1
Old : 100.0: 26.1 7.7 16.8 41.1 64.3 84.0 88.9: 16.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 56 38 39 37 36 114 97:
Old : 145: 56 38 39 37 36 114 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 43.6 37.3 58.6 21.7 38.8 32.5 51.0
Old : 25.0 43.6 37.3 58.6 21.7 38.8 32.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
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 TROY OUNCES) :
: : :
All : 359,757: 111,861 61,774 77,091 114,951 197,904 303,903 336,768: 55,854 22,988
Old : 359,757: 111,861 61,774 77,091 114,951 197,904 303,903 336,768: 55,854 22,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 10,364: 13,288 1,750 1,396 -7,074 8,114 7,611 11,259: 2,753 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.2 21.4 32.0 55.0 84.5 93.6: 15.5 6.4
Old : 100.0: 31.1 17.2 21.4 32.0 55.0 84.5 93.6: 15.5 6.4
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 : 226: 120 53 60 37 42 179 135:
Old : 226: 120 53 60 37 42 179 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 26.4 34.0 43.1 15.7 21.9 20.5 32.9
Old : 23.1 26.4 34.0 43.1 15.7 21.9 20.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 349,393: 98,573 60,024 75,694 122,025 189,790 296,292 325,509: 53,101 23,884
Old : 349,393: 98,573 60,024 75,694 122,025 189,790 296,292 325,509: 53,101 23,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,986: -4,986 11,530 2,007 7,829 -11,523 4,850 2,013: -865 1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.2 21.7 34.9 54.3 84.8 93.2: 15.2 6.8
Old : 100.0: 28.2 17.2 21.7 34.9 54.3 84.8 93.2: 15.2 6.8
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 : 220: 112 53 59 38 40 173 135:
Old : 220: 112 53 59 38 40 173 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 26.1 33.8 43.4 15.0 21.8 20.1 32.6
Old : 24.1 26.1 33.8 43.4 15.0 21.8 20.1 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Old : 11,856: 5,666 290 278 2,051 8,748 7,995 9,316: 3,861 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,411: 561 -416 4 -328 629 237 217: 1,174 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 21.4
Old : 100.0: 47.8 2.4 2.3 17.3 73.8 67.4 78.6: 32.6 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 : 31: 20 2 4 6 7 28 12:
Old : 31: 20 2 4 6 7 28 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Old : 41.0 73.3 53.1 77.8 36.1 64.8 45.6 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Old : 10,445: 5,105 706 274 2,379 8,119 7,758 9,099: 2,687 1,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,089: 492 77 -27 120 485 585 535: 504 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
Old : 100.0: 48.9 6.8 2.6 22.8 77.7 74.3 87.1: 25.7 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 18 2 3 6 7 27 11:
Old : 30: 18 2 3 6 7 27 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Old : 45.4 80.5 57.7 86.3 40.1 70.2 48.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders 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 : 87,941: 9,508 26,778 9,797 49,185 31,171 68,490 67,746: 19,450 20,195
Old : 58,608: 8,390 23,140 3,935 33,976 17,758 46,300 44,833: 12,308 13,776
Other: 29,332: 3,072 5,591 3,909 15,209 13,413 22,190 22,913: 7,142 6,419
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,117: 382 -936 387 -2,548 125 -1,778 -425: 661 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 30.4 11.1 55.9 35.4 77.9 77.0: 22.1 23.0
Old : 100.0: 14.3 39.5 6.7 58.0 30.3 79.0 76.5: 21.0 23.5
Other: 100.0: 10.5 19.1 13.3 51.9 45.7 75.7 78.1: 24.3 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 24 38 30 47 34 83 95:
Old : 111: 29 29 21 43 30 77 76:
Other: 69: 9 23 15 25 22 43 53:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 18.4 34.0 29.9 16.3 13.1 24.8 21.6
Old : 28.7 18.1 39.0 31.7 25.0 18.1 35.0 30.4
Other: 31.2 31.3 45.6 42.3 26.9 28.6 39.0 37.3
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 89,058: 9,126 27,714 9,410 51,733 31,046 70,269 68,171: 18,789 20,887
Old : 63,888: 9,312 25,943 3,940 37,495 18,366 50,747 48,249: 13,142 15,639
Other: 25,169: 2,042 3,999 3,242 14,238 12,680 19,522 19,922: 5,647 5,248
: : :
: : Changes in Commitments from: February 1, 2005 :
: 8,293: 1,014 1,648 1,326 3,963 3,354 6,302 6,327: 1,991 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 31.1 10.6 58.1 34.9 78.9 76.5: 21.1 23.5
Old : 100.0: 14.6 40.6 6.2 58.7 28.7 79.4 75.5: 20.6 24.5
Other: 100.0: 8.1 15.9 12.9 56.6 50.4 77.6 79.2: 22.4 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 24 37 29 48 36 84 95:
Old : 120: 26 38 20 45 35 78 86:
Other: 68: 9 21 14 26 23 44 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.5 36.4 31.1 16.0 12.6 24.0 21.9
Old : 29.5 17.5 39.9 30.8 24.8 17.5 33.6 30.4
Other: 35.6 38.7 51.7 51.3 31.8 36.5 42.3 42.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
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 : 42,858: 651 10,078 2,959 25,139 18,497 28,749 31,534: 14,108 11,324
Old : 35,522: 1,486 9,962 1,584 20,504 13,942 23,573 25,487: 11,948 10,034
Other: 7,336: 100 1,051 440 4,636 4,556 5,176 6,047: 2,160 1,289
: : :
: : Changes in Commitments from: February 8, 2005 :
: -54: -358 205 259 -896 271 -996 735: 942 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 23.5 6.9 58.7 43.2 67.1 73.6: 32.9 26.4
Old : 100.0: 4.2 28.0 4.5 57.7 39.2 66.4 71.8: 33.6 28.2
Other: 100.0: 1.4 14.3 6.0 63.2 62.1 70.6 82.4: 29.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 17 10 26 20 37 46:
Old : 54: 9 17 9 24 20 35 45:
Other: 28: 3 5 7 12 15 19 23:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 25.2 47.8 40.0 23.4 18.6 32.6 29.4
Old : 37.4 27.5 48.0 42.3 23.7 22.8 32.2 32.7
Other: 45.7 45.0 61.5 67.5 42.9 42.0 53.0 60.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 42,911: 1,010 9,873 2,700 26,036 18,226 29,745 30,799: 13,166 12,113
Old : 37,256: 1,968 9,876 1,458 22,359 15,375 25,784 26,709: 11,472 10,547
Other: 5,655: 28 983 256 3,677 2,851 3,961 4,090: 1,694 1,565
: : :
: : Changes in Commitments from: February 1, 2005 :
: 892: 129 637 -106 -86 -1,405 -64 -874: 956 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.0 6.3 60.7 42.5 69.3 71.8: 30.7 28.2
Old : 100.0: 5.3 26.5 3.9 60.0 41.3 69.2 71.7: 30.8 28.3
Other: 100.0: 0.5 17.4 4.5 65.0 50.4 70.0 72.3: 30.0 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 17 8 26 19 35 42:
Old : 52: 6 18 7 26 18 35 40:
Other: 23: 2 5 5 10 12 15 19:
:----------------------------------------------------------------------------------------------------
: 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 25.6 46.1 40.2 22.5 17.7 30.8 27.1
Old : 35.0 27.8 45.8 41.6 21.0 20.2 29.8 29.9
Other: 46.3 46.0 64.9 64.7 44.8 43.0 54.1 55.0
COTTON NO. 2 - NEW YORK 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 50,000 POUNDS) :
: : :
All : 119,984: 20,501 20,530 24,079 56,396 61,854 100,975 106,463: 19,009 13,521
Old : 102,898: 20,907 20,413 19,009 46,722 52,087 86,637 91,508: 16,260 11,389
Other: 17,087: 704 1,227 3,960 9,674 9,767 14,338 14,954: 2,749 2,132
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,179: 1,750 -2,050 -8,275 -6,560 -2,241 -13,085 -12,566: 905 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.1 20.1 47.0 51.6 84.2 88.7: 15.8 11.3
Old : 100.0: 20.3 19.8 18.5 45.4 50.6 84.2 88.9: 15.8 11.1
Other: 100.0: 4.1 7.2 23.2 56.6 57.2 83.9 87.5: 16.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 67 59 65 67 56 167 154:
Old : 207: 74 54 63 61 52 160 148:
Other: 84: 14 24 32 36 33 72 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 27.2 26.9 35.5 17.4 22.2 25.4 29.7
Old : 20.3 28.5 29.8 37.1 20.3 25.3 29.4 33.6
Other: 25.3 24.4 39.6 40.3 19.6 17.1 26.1 28.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 132,163: 18,751 22,581 32,353 62,955 64,095 114,060 119,029: 18,103 13,134
Old : 117,524: 19,291 22,454 28,355 54,100 55,003 101,747 105,812: 15,777 11,712
Other: 14,639: 535 1,202 2,923 8,855 9,092 12,313 13,217: 2,326 1,422
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,503: -47 4,247 -644 3,879 -2,375 3,188 1,228: -1,685 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.1 24.5 47.6 48.5 86.3 90.1: 13.7 9.9
Old : 100.0: 16.4 19.1 24.1 46.0 46.8 86.6 90.0: 13.4 10.0
Other: 100.0: 3.7 8.2 20.0 60.5 62.1 84.1 90.3: 15.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 80 73 70 69 59 186 171:
Old : 236: 86 69 68 67 57 184 167:
Other: 85: 16 24 31 37 34 72 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 24.4 27.1 33.3 15.8 17.3 22.9 23.1
Old : 17.8 25.1 28.6 33.8 17.8 18.2 25.1 24.3
Other: 29.5 28.3 42.8 44.7 22.6 23.2 28.6 33.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK 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 15,000 POUNDS) :
: : :
All : 59,639: 9,104 2,628 19,251 24,885 35,794 53,240 57,673: 6,399 1,966
Old : 59,511: 9,125 2,593 19,212 24,845 35,744 53,182 57,549: 6,329 1,962
Other: 128: 2 58 16 40 50 58 124: 70 4
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,244: -414 244 -1,376 -3,855 -4,478 -5,645 -5,609: 402 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.4 32.3 41.7 60.0 89.3 96.7: 10.7 3.3
Old : 100.0: 15.3 4.4 32.3 41.7 60.1 89.4 96.7: 10.6 3.3
Other: 100.0: 1.4 45.3 12.6 31.3 39.0 45.3 96.8: 54.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 63 25 35 34 26 116 69:
Old : 130: 65 25 35 34 26 116 69:
Other: 16: 1 11 4 1 3 5 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.8 50.0 61.2 11.3 23.1 15.8 31.7
Old : 36.7 43.9 50.1 61.3 11.3 23.1 15.8 31.7
Other: 45.2 47.5 45.3 73.2 32.7 46.8 32.7 68.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 64,883: 9,519 2,384 20,627 28,740 40,271 58,886 63,282: 5,997 1,601
Old : 64,786: 9,520 2,375 20,582 28,699 40,232 58,802 63,189: 5,984 1,597
Other: 97: 26 37 17 41 39 84 93: 13 4
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,056: 1,920 437 -1,103 716 2,704 1,533 2,038: 524 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.7 31.8 44.3 62.1 90.8 97.5: 9.2 2.5
Old : 100.0: 14.7 3.7 31.8 44.3 62.1 90.8 97.5: 9.2 2.5
Other: 100.0: 27.2 37.8 17.4 41.8 40.6 86.4 95.8: 13.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 64 22 35 34 27 115 70:
Old : 129: 64 22 35 34 27 115 70:
Other: 14: 3 7 4 1 3 7 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 46.2 51.2 62.4 11.9 21.6 15.8 29.7
Old : 38.3 46.3 51.2 62.4 11.9 21.7 15.8 29.7
Other: 80.5 58.4 86.4 87.7 69.0 54.8 69.0 76.6
COCOA - NEW YORK 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 10 METRIC TONS) :
: : :
All : 119,946: 21,980 8,278 7,107 81,023 102,117 110,110 117,502: 9,836 2,444
Old : 73,789: 20,556 7,748 6,060 37,890 57,594 64,507 71,402: 9,283 2,388
Other: 46,157: 1,668 774 803 43,132 44,523 45,603 46,101: 554 56
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,390: 1,030 -485 -440 -2,903 -2,162 -2,313 -3,087: -1,077 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.9 5.9 67.5 85.1 91.8 98.0: 8.2 2.0
Old : 100.0: 27.9 10.5 8.2 51.3 78.1 87.4 96.8: 12.6 3.2
Other: 100.0: 3.6 1.7 1.7 93.4 96.5 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 50 26 28 46 35 108 78:
Old : 125: 52 24 28 43 35 105 77:
Other: 50: 11 7 9 24 23 39 35:
:----------------------------------------------------------------------------------------------------
: 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 41.1 48.4 63.6 20.3 27.2 29.3 38.6
Old : 26.9 34.8 41.1 54.3 23.9 32.0 36.8 48.4
Other: 64.1 71.7 78.8 86.8 51.0 61.6 60.7 71.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 123,336: 20,949 8,763 7,547 83,926 104,279 112,423 120,589: 10,914 2,747
Old : 79,118: 19,777 8,246 6,605 42,216 61,590 68,598 76,441: 10,520 2,677
Other: 44,218: 1,329 674 786 41,710 42,689 43,824 44,149: 394 69
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,737: 1,521 -2,055 -2,971 -5,444 306 -6,894 -4,719: 2,157 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.1 6.1 68.0 84.5 91.2 97.8: 8.8 2.2
Old : 100.0: 25.0 10.4 8.3 53.4 77.8 86.7 96.6: 13.3 3.4
Other: 100.0: 3.0 1.5 1.8 94.3 96.5 99.1 99.8: 0.9 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 44 27 27 47 39 107 82:
Old : 126: 45 28 27 45 39 105 81:
Other: 46: 11 4 8 23 21 36 31:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 41.4 48.4 62.6 19.9 26.5 28.5 36.4
Old : 27.8 33.2 41.5 53.5 22.1 29.6 34.2 44.2
Other: 66.7 72.2 82.1 86.8 52.8 62.1 63.2 72.3
SUGAR NO. 11 - NEW YORK 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 112,000 POUNDS) :
: : :
All : 517,132: 126,223 10,400 83,432 211,407 381,731 421,062 475,564: 96,069 41,568
Old : 517,132: 126,223 10,400 83,432 211,407 381,731 421,062 475,564: 96,069 41,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -48,858: 7,029 -1,018 -23,945 -25,374 -11,328 -42,290 -36,291: -6,568 -12,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.0 16.1 40.9 73.8 81.4 92.0: 18.6 8.0
Old : 100.0: 24.4 2.0 16.1 40.9 73.8 81.4 92.0: 18.6 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 : 151: 68 20 44 53 51 142 96:
Old : 151: 68 20 44 53 51 142 96:
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 : 14.4 35.3 23.5 51.5 10.9 29.7 18.4 39.7
Old : 14.4 35.3 23.5 51.5 10.9 29.7 18.4 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 565,990: 119,194 11,419 107,377 236,781 393,059 463,352 511,855: 102,637 54,134
Old : 565,990: 119,194 11,419 107,377 236,781 393,059 463,352 511,855: 102,637 54,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -18,098: -5,462 -1,654 -10,146 -1,593 -10,481 -17,201 -22,281: -897 4,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.0 19.0 41.8 69.4 81.9 90.4: 18.1 9.6
Old : 100.0: 21.1 2.0 19.0 41.8 69.4 81.9 90.4: 18.1 9.6
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 : 158: 71 22 50 57 52 149 104:
Old : 158: 71 22 50 57 52 149 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 31.2 24.8 47.5 10.0 25.4 16.6 35.0
Old : 15.4 31.2 24.8 47.5 10.0 25.4 16.6 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders 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 37,500 POUNDS) :
: : :
All : 147,729: 54,856 9,820 30,446 46,756 96,017 132,058 136,283: 15,670 11,446
Old : 140,956: 54,711 11,097 26,530 44,671 92,565 125,912 130,192: 15,044 10,764
Other: 6,772: 1,761 339 2,300 2,086 3,452 6,146 6,091: 626 682
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,626: 6,087 -388 -10,041 401 4,621 -3,554 -5,808: 928 3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 6.6 20.6 31.7 65.0 89.4 92.3: 10.6 7.7
Old : 100.0: 38.8 7.9 18.8 31.7 65.7 89.3 92.4: 10.7 7.6
Other: 100.0: 26.0 5.0 34.0 30.8 51.0 90.8 89.9: 9.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 175 42 103 97 121 301 242:
Old : 355: 173 46 102 94 121 297 241:
Other: 100: 14 18 25 36 52 65 81:
:----------------------------------------------------------------------------------------------------
: 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 21.5 24.5 33.2 12.6 16.9 20.1 25.4
Old : 14.8 22.3 25.3 33.9 13.2 17.6 21.0 26.3
Other: 31.4 21.7 52.0 36.2 20.8 15.0 29.6 22.1
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 150,355: 48,770 10,208 40,487 46,355 91,395 135,612 142,091: 14,743 8,264
Old : 145,196: 48,718 11,542 37,518 44,727 88,422 130,963 137,481: 14,232 7,714
Other: 5,159: 1,614 229 1,406 1,628 2,974 4,649 4,609: 510 550
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,095: 5,879 -169 691 -2,291 3,990 4,279 4,512: 816 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.8 26.9 30.8 60.8 90.2 94.5: 9.8 5.5
Old : 100.0: 33.6 7.9 25.8 30.8 60.9 90.2 94.7: 9.8 5.3
Other: 100.0: 31.3 4.4 27.3 31.6 57.6 90.1 89.3: 9.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 183 72 119 105 126 331 285:
Old : 404: 184 75 119 103 126 329 285:
Other: 97: 15 17 25 33 50 62 79:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 19.0 20.7 29.7 11.1 15.3 18.2 24.8
Old : 12.7 19.2 20.9 30.0 11.5 15.9 18.9 25.4
Other: 30.9 25.2 51.4 40.0 22.2 21.1 33.0 30.1
U.S. DOLLAR INDEX - NEW YORK 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
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 19,003: 5,579 6,647 3,621 6,690 6,355 15,890 16,623: 3,113 2,380
Old : 19,003: 5,579 6,647 3,621 6,690 6,355 15,890 16,623: 3,113 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,704: -224 -1,233 172 -880 -1,079 -932 -2,140: -772 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 35.0 19.1 35.2 33.4 83.6 87.5: 16.4 12.5
Old : 100.0: 29.4 35.0 19.1 35.2 33.4 83.6 87.5: 16.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 17 21 11 7 8 30 35:
Old : 50: 17 21 11 7 8 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 43.7 71.6 61.9 44.0 30.2 48.9 43.7
Old : 63.5 43.7 71.6 61.9 44.0 30.2 48.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 20,707: 5,803 7,881 3,449 7,570 7,434 16,822 18,763: 3,885 1,944
Old : 20,707: 5,803 7,881 3,449 7,570 7,434 16,822 18,763: 3,885 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -933: 321 -1,913 -258 -1,464 1,335 -1,401 -836: 468 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 38.1 16.7 36.6 35.9 81.2 90.6: 18.8 9.4
Old : 100.0: 28.0 38.1 16.7 36.6 35.9 81.2 90.6: 18.8 9.4
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 : 54: 18 21 11 9 9 33 36:
Old : 54: 18 21 11 9 9 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 41.5 67.7 61.8 42.0 31.4 47.4 48.7
Old : 56.1 41.5 67.7 61.8 42.0 31.4 47.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 42,000 U.S. GALLONS) :
: : :
All : 179,124: 13,573 24,081 28,530 108,812 98,942 150,915 151,553: 28,208 27,571
Old : 179,124: 13,573 24,081 28,530 108,812 98,942 150,915 151,553: 28,208 27,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 1,854: -1,118 623 868 2,850 1,243 2,600 2,735: -747 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.4 15.9 60.7 55.2 84.3 84.6: 15.7 15.4
Old : 100.0: 7.6 13.4 15.9 60.7 55.2 84.3 84.6: 15.7 15.4
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 : 120: 21 26 29 64 69 103 106:
Old : 120: 21 26 29 64 69 103 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 21.4 37.5 30.4 17.6 13.0 25.3 18.5
Old : 25.0 21.4 37.5 30.4 17.6 13.0 25.3 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 177,270: 14,691 23,457 27,662 105,962 97,699 148,315 148,818: 28,955 28,452
Old : 177,270: 14,691 23,457 27,662 105,962 97,699 148,315 148,818: 28,955 28,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -11,424: -4,951 -714 -1,929 -5,364 -11,655 -12,243 -14,298: 819 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.2 15.6 59.8 55.1 83.7 83.9: 16.3 16.1
Old : 100.0: 8.3 13.2 15.6 59.8 55.1 83.7 83.9: 16.3 16.1
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 : 120: 20 29 32 58 65 101 104:
Old : 120: 20 29 32 58 65 101 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 19.9 38.1 29.8 18.5 13.0 26.1 19.0
Old : 25.7 19.9 38.1 29.8 18.5 13.0 26.1 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 682,224: 25,932 57,592 277,126 307,348 309,477 610,405 644,195: 71,819 38,030
Old : 682,224: 25,932 57,592 277,126 307,348 309,477 610,405 644,195: 71,819 38,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 17,301: -1,984 1,305 14,871 4,575 983 17,463 17,159: -162 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.4 40.6 45.1 45.4 89.5 94.4: 10.5 5.6
Old : 100.0: 3.8 8.4 40.6 45.1 45.4 89.5 94.4: 10.5 5.6
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 : 210: 43 67 79 94 86 182 191:
Old : 210: 43 67 79 94 86 182 191:
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 : 18.3 20.7 29.8 32.7 4.9 6.6 7.0 11.0
Old : 18.3 20.7 29.8 32.7 4.9 6.6 7.0 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 664,923: 27,916 56,287 262,255 302,772 308,494 592,943 627,035: 71,981 37,888
Old : 664,923: 27,916 56,287 262,255 302,772 308,494 592,943 627,035: 71,981 37,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 23,812: 1,597 3,390 17,358 4,591 2,726 23,546 23,474: 266 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.5 39.4 45.5 46.4 89.2 94.3: 10.8 5.7
Old : 100.0: 4.2 8.5 39.4 45.5 46.4 89.2 94.3: 10.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 46 59 78 92 83 178 185:
Old : 204: 46 59 78 92 83 178 185:
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 : 18.2 20.9 30.1 33.3 4.8 6.8 7.0 11.2
Old : 18.2 20.9 30.1 33.3 4.8 6.8 7.0 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,992: 3,995 4,584 1,333 55,576 58,227 60,904 64,144: 7,088 3,848
Old : 67,992: 3,995 4,584 1,333 55,576 58,227 60,904 64,144: 7,088 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,459: -124 2,140 124 3,378 705 3,378 2,969: 81 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.7 2.0 81.7 85.6 89.6 94.3: 10.4 5.7
Old : 100.0: 5.9 6.7 2.0 81.7 85.6 89.6 94.3: 10.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 27 22 29 24:
Old : 31: 1 1 2 27 22 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 50.5 64.7 68.9 45.7 44.5 55.1 58.5
Old : 47.6 50.5 64.7 68.9 45.7 44.5 55.1 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,533: 4,119 2,444 1,209 52,198 57,522 57,526 61,175: 7,007 3,358
Old : 64,533: 4,119 2,444 1,209 52,198 57,522 57,526 61,175: 7,007 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 606: -360 -1,644 -496 1,400 2,256 544 116: 62 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.8 1.9 80.9 89.1 89.1 94.8: 10.9 5.2
Old : 100.0: 6.4 3.8 1.9 80.9 89.1 89.1 94.8: 10.9 5.2
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 : 32: 1 1 2 28 22 30 24:
Old : 32: 1 1 2 28 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 55.4 65.6 72.8 46.3 50.2 53.6 63.2
Old : 48.1 55.4 65.6 72.8 46.3 50.2 53.6 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,315: 2,557 1,803 3,661 30,850 33,864 37,068 39,328: 4,247 1,987
Old : 41,315: 2,557 1,803 3,661 30,850 33,864 37,068 39,328: 4,247 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,895: 432 -2,558 1,130 2,056 6,823 3,618 5,395: 277 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.4 8.9 74.7 82.0 89.7 95.2: 10.3 4.8
Old : 100.0: 6.2 4.4 8.9 74.7 82.0 89.7 95.2: 10.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 20 20 23 24:
Old : 27: 2 2 3 20 20 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 38.6 69.4 59.7 42.6 35.7 50.3 50.5
Old : 53.8 38.6 69.4 59.7 42.6 35.7 50.3 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,420: 2,125 4,361 2,531 28,794 27,041 33,450 33,933: 3,970 3,487
Old : 37,420: 2,125 4,361 2,531 28,794 27,041 33,450 33,933: 3,970 3,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 797: -194 124 465 1,076 -196 1,347 393: -550 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.7 6.8 76.9 72.3 89.4 90.7: 10.6 9.3
Old : 100.0: 5.7 11.7 6.8 76.9 72.3 89.4 90.7: 10.6 9.3
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 : 26: 2 2 3 19 19 22 23:
Old : 26: 2 2 3 19 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 39.5 72.0 57.2 44.2 35.7 52.1 46.5
Old : 56.3 39.5 72.0 57.2 44.2 35.7 52.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,707: 6,828 0 1,154 51,320 52,746 59,302 53,900: 5,405 10,807
Old : 64,707: 6,828 0 1,154 51,320 52,746 59,302 53,900: 5,405 10,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 3,359: 0 0 0 3,640 4,127 3,640 4,127: -281 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 1.8 79.3 81.5 91.6 83.3: 8.4 16.7
Old : 100.0: 10.6 0.0 1.8 79.3 81.5 91.6 83.3: 8.4 16.7
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 : 23: 1 0 1 21 18 22 19:
Old : 23: 1 0 1 21 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 63.5 70.4 73.1 37.5 52.1 54.0 55.2
Old : 44.4 63.5 70.4 73.1 37.5 52.1 54.0 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,348: 6,828 0 1,154 47,680 48,619 55,662 49,773: 5,686 11,575
Old : 61,348: 6,828 0 1,154 47,680 48,619 55,662 49,773: 5,686 11,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,693: 0 -321 -434 2,513 1,197 2,079 442: 614 2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 1.9 77.7 79.3 90.7 81.1: 9.3 18.9
Old : 100.0: 11.1 0.0 1.9 77.7 79.3 90.7 81.1: 9.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 19 17 20 18:
Old : 22: 1 0 1 19 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 61.0 71.0 70.5 39.8 49.8 54.8 54.3
Old : 46.0 61.0 71.0 70.5 39.8 49.8 54.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 955,565: 239,812 66,742 167,329 530,573 713,605 937,714 947,676: 17,851 7,889
Old : 955,565: 239,812 66,742 167,329 530,573 713,605 937,714 947,676: 17,851 7,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 18,566: 2,992 4,809 2,762 11,606 11,392 17,360 18,963: 1,206 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.0 17.5 55.5 74.7 98.1 99.2: 1.9 0.8
Old : 100.0: 25.1 7.0 17.5 55.5 74.7 98.1 99.2: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 17 10 25 79 73 108 100:
Old : 117: 17 10 25 79 73 108 100:
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 : 30.7 22.2 43.3 36.7 23.6 18.2 30.9 28.1
Old : 30.7 22.2 43.3 36.7 23.6 18.2 30.9 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 936,999: 236,820 61,933 164,567 518,967 702,213 920,354 928,713: 16,645 8,286
Old : 936,999: 236,820 61,933 164,567 518,967 702,213 920,354 928,713: 16,645 8,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 23,997: -1,364 -2,681 9,385 16,337 16,235 24,358 22,939: -361 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.6 17.6 55.4 74.9 98.2 99.1: 1.8 0.9
Old : 100.0: 25.3 6.6 17.6 55.4 74.9 98.2 99.1: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 18 9 24 77 72 106 98:
Old : 114: 18 9 24 77 72 106 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 : 30.6 22.3 43.9 36.7 23.5 18.3 31.2 28.0
Old : 30.6 22.3 43.9 36.7 23.5 18.3 31.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,078: 21,545 34,253 34,557 58,451 46,469 114,553 115,279: 2,525 1,799
Old : 117,078: 21,545 34,253 34,557 58,451 46,469 114,553 115,279: 2,525 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 12,355: 3,868 3,005 5,484 4,906 3,898 14,258 12,387: -1,903 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.3 29.5 49.9 39.7 97.8 98.5: 2.2 1.5
Old : 100.0: 18.4 29.3 29.5 49.9 39.7 97.8 98.5: 2.2 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 : 43: 10 7 14 23 25 40 39:
Old : 43: 10 7 14 23 25 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 47.9 64.9 67.9 27.3 34.8 37.2 43.8
Old : 41.4 47.9 64.9 67.9 27.3 34.8 37.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 104,723: 17,677 31,248 29,073 53,545 42,571 100,295 102,892: 4,428 1,831
Old : 104,723: 17,677 31,248 29,073 53,545 42,571 100,295 102,892: 4,428 1,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 4,751: -1,524 2,711 2,018 3,904 245 4,398 4,974: 353 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.8 27.8 51.1 40.7 95.8 98.3: 4.2 1.7
Old : 100.0: 16.9 29.8 27.8 51.1 40.7 95.8 98.3: 4.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 7 10 22 23 36 35:
Old : 41: 9 7 10 22 23 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 48.2 67.3 67.4 29.7 33.0 40.5 45.6
Old : 43.3 48.2 67.3 67.4 29.7 33.0 40.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 41,362: 2,163 4,392 10,482 28,189 26,448 40,834 41,322: 528 40
Old : 41,362: 2,163 4,392 10,482 28,189 26,448 40,834 41,322: 528 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 2,746: -2,544 -2,593 4,322 1,010 1,048 2,788 2,776: -42 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.6 25.3 68.2 63.9 98.7 99.9: 1.3 0.1
Old : 100.0: 5.2 10.6 25.3 68.2 63.9 98.7 99.9: 1.3 0.1
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 : 37: 4 5 8 22 27 30 36:
Old : 37: 4 5 8 22 27 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 61.5 73.0 80.1 39.0 49.5 48.5 55.4
Old : 46.9 61.5 73.0 80.1 39.0 49.5 48.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 38,615: 4,707 6,985 6,160 27,178 25,400 38,045 38,545: 570 70
Old : 38,615: 4,707 6,985 6,160 27,178 25,400 38,045 38,545: 570 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,049: 581 2,159 220 1,345 -133 2,147 2,246: -97 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.1 16.0 70.4 65.8 98.5 99.8: 1.5 0.2
Old : 100.0: 12.2 18.1 16.0 70.4 65.8 98.5 99.8: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 6 7 21 26 28 35:
Old : 36: 3 6 7 21 26 28 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 66.8 71.8 79.4 42.5 59.1 57.4 64.8
Old : 48.5 66.8 71.8 79.4 42.5 59.1 57.4 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 0F 400 MEGAWATT HOURS) :
: : :
All : 19,155: 1,896 1,980 1,791 15,468 15,384 19,155 19,155: 0 0
Old : 19,155: 1,896 1,980 1,791 15,468 15,384 19,155 19,155: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 126: 0 -126 126 0 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.3 9.4 80.8 80.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.9 10.3 9.4 80.8 80.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 3 16 16 20 20:
Old : 26: 2 3 3 16 16 20 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 : 72.3 55.2 86.6 76.3 66.1 49.2 71.2 63.6
Old : 72.3 55.2 86.6 76.3 66.1 49.2 71.2 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,029: 1,896 2,106 1,665 15,468 15,258 19,029 19,029: 0 0
Old : 19,029: 1,896 2,106 1,665 15,468 15,258 19,029 19,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -1,728: -299 -2,452 748 -2,177 18 -1,728 -1,686: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.1 8.7 81.3 80.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 11.1 8.7 81.3 80.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 3 16 15 20 19:
Old : 25: 2 3 3 16 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 55.6 86.6 76.9 66.6 49.6 71.7 64.7
Old : 72.8 55.6 86.6 76.9 66.6 49.6 71.7 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 0F 400 MEGAWATT HOURS) :
: : :
All : 9,314: 218 4,598 1,736 7,360 2,980 9,314 9,314: 0 0
Old : 9,314: 218 4,598 1,736 7,360 2,980 9,314 9,314: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 734: 0 -138 688 46 184 734 734: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 49.4 18.6 79.0 32.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 49.4 18.6 79.0 32.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 4 14 12 18 16:
Old : 24: 1 3 4 14 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 76.3 86.9 92.8 53.9 60.4 68.7 70.2
Old : 61.1 76.3 86.9 92.8 53.9 60.4 68.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,580: 218 4,736 1,048 7,314 2,796 8,580 8,580: 0 0
Old : 8,580: 218 4,736 1,048 7,314 2,796 8,580 8,580: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 958: -84 2,222 -298 1,340 -798 958 1,126: 0 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 55.2 12.2 85.2 32.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 55.2 12.2 85.2 32.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 3 13 11 16 15:
Old : 22: 1 3 3 13 11 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 76.4 90.2 93.8 59.0 67.1 74.6 76.2
Old : 66.8 76.4 90.2 93.8 59.0 67.1 74.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 1,000 BARRELS) :
: : :
All : 1,161,337: 103,680 40,875 286,120 708,429 753,567 1,098,229 1,080,562: 63,108 80,775
Old : 1,161,337: 103,680 40,875 286,120 708,429 753,567 1,098,229 1,080,562: 63,108 80,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 4,050: 1,746 -2,456 3,985 -298 4,555 5,433 6,084: -1,382 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.5 24.6 61.0 64.9 94.6 93.0: 5.4 7.0
Old : 100.0: 8.9 3.5 24.6 61.0 64.9 94.6 93.0: 5.4 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 : 249: 66 74 97 85 95 208 217:
Old : 249: 66 74 97 85 95 208 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 22.8 31.6 32.7 9.2 9.4 13.6 12.8
Old : 20.9 22.8 31.6 32.7 9.2 9.4 13.6 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,157,287: 101,934 43,332 282,135 708,727 749,011 1,092,796 1,074,478: 64,490 82,808
Old : 1,157,287: 101,934 43,332 282,135 708,727 749,011 1,092,796 1,074,478: 64,490 82,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,350: -2,228 -1,511 5,463 -7,871 -10,716 -4,636 -6,764: 9,986 12,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.7 24.4 61.2 64.7 94.4 92.8: 5.6 7.2
Old : 100.0: 8.8 3.7 24.4 61.2 64.7 94.4 92.8: 5.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 73 62 90 84 87 200 204:
Old : 240: 73 62 90 84 87 200 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 23.3 31.7 33.8 9.0 9.9 13.5 13.5
Old : 20.5 23.3 31.7 33.8 9.0 9.9 13.5 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 TROY OUNCES) :
: : :
All : 13,954: 8,073 2,525 744 2,403 9,668 11,220 12,937: 2,734 1,017
Old : 13,954: 8,073 2,525 744 2,403 9,668 11,220 12,937: 2,734 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: 632: 497 138 271 -148 332 620 741: 12 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 18.1 5.3 17.2 69.3 80.4 92.7: 19.6 7.3
Old : 100.0: 57.9 18.1 5.3 17.2 69.3 80.4 92.7: 19.6 7.3
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 : 123: 67 20 6 11 24 81 50:
Old : 123: 67 20 6 11 24 81 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 38.5 34.2 54.8 21.2 38.5 33.9 54.8
Old : 21.2 38.5 34.2 54.8 21.2 38.5 33.9 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,322: 7,576 2,387 473 2,551 9,336 10,600 12,196: 2,722 1,126
Old : 13,322: 7,576 2,387 473 2,551 9,336 10,600 12,196: 2,722 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -122: 28 310 -177 -23 -318 -172 -185: 50 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 17.9 3.6 19.1 70.1 79.6 91.5: 20.4 8.5
Old : 100.0: 56.9 17.9 3.6 19.1 70.1 79.6 91.5: 20.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 62 20 5 10 23 76 47:
Old : 117: 62 20 5 10 23 76 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 : 23.2 39.9 35.9 56.3 23.2 39.9 35.9 56.3
Old : 23.2 39.9 35.9 56.3 23.2 39.9 35.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 50 TROY OUNCES) :
: : :
All : 7,438: 3,618 311 0 1,790 6,186 5,408 6,497: 2,030 941
Old : 7,438: 3,618 311 0 1,790 6,186 5,408 6,497: 2,030 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -103: -264 -4 -80 -111 -183 -455 -267: 352 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 4.2 0.0 24.1 83.2 72.7 87.3: 27.3 12.7
Old : 100.0: 48.6 4.2 0.0 24.1 83.2 72.7 87.3: 27.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 4 0 7 15 28 19:
Old : 47: 21 4 0 7 15 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 60.1 47.1 73.1 33.6 60.1 47.1 73.1
Old : 33.6 60.1 47.1 73.1 33.6 60.1 47.1 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,542: 3,882 315 80 1,901 6,369 5,863 6,764: 1,679 778
Old : 7,542: 3,882 315 80 1,901 6,369 5,863 6,764: 1,679 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -407: -303 43 80 -225 -337 -448 -214: 41 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 4.2 1.1 25.2 84.5 77.7 89.7: 22.3 10.3
Old : 100.0: 51.5 4.2 1.1 25.2 84.5 77.7 89.7: 22.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 5 1 6 17 28 23:
Old : 50: 22 5 1 6 17 28 23:
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 : 38.2 59.1 53.0 73.5 38.2 59.1 53.0 73.5
Old : 38.2 59.1 53.0 73.5 38.2 59.1 53.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders 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 42,000 U.S. GALLONS) :
: : :
All : 186,948: 21,143 5,406 33,530 113,322 132,231 167,995 171,168: 18,952 15,780
Old : 186,948: 21,143 5,406 33,530 113,322 132,231 167,995 171,168: 18,952 15,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,791: -1,141 -1,713 1,762 -3,673 -2,808 -3,052 -2,759: -2,738 -3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.9 17.9 60.6 70.7 89.9 91.6: 10.1 8.4
Old : 100.0: 11.3 2.9 17.9 60.6 70.7 89.9 91.6: 10.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 45 21 47 76 79 144 135:
Old : 166: 45 21 47 76 79 144 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.5 37.1 26.9 20.5 11.4 28.2 18.6
Old : 26.0 16.5 37.1 26.9 20.5 11.4 28.2 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 192,738: 22,284 7,119 31,768 116,995 135,039 171,048 173,926: 21,691 18,812
Old : 192,738: 22,284 7,119 31,768 116,995 135,039 171,048 173,926: 21,691 18,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: 3,088: -4,391 565 1,900 745 -5,276 -1,745 -2,811: 4,834 5,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.7 16.5 60.7 70.1 88.7 90.2: 11.3 9.8
Old : 100.0: 11.6 3.7 16.5 60.7 70.1 88.7 90.2: 11.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 46 24 47 71 78 136 138:
Old : 163: 46 24 47 71 78 136 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 16.7 37.2 26.9 21.4 11.6 28.6 19.0
Old : 26.1 16.7 37.2 26.9 21.4 11.6 28.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005